Microsoft develops a time-series anomaly detection service.
problem Real-time monitoring of various metrics in applications and services.
method Pipeline consisting of data ingestion, experimentation platform, and online compute; novel algorithm combining Spectral Residual and Convolutional Neural Network.
result Superior experimental results compared to state-of-the-art baselines on public and Microsoft production data.
Microsoft Research Asia won first place in 8 out of 11 WMT19 language directions.
problem Improving machine translation quality across multiple languages.
method Transformer, back translation, knowledge distillation, MADL, MASS, NAO, SCA.
result Demonstrated significant improvement in 8 out of 11 WMT19 language directions.
The paper uses data science to predict stock trends of Amazon, Apple, Google, and Microsoft.
problem Short-term market movement prediction for major tech stocks.
method Combination of technical analysis and machine/deep learning for trend classification.
result Generated labels for data set: +1 (buy), 0 (hold), -1 (sell).
Study detects emerging trends in financial news articles about Microsoft.
problem Challenges in identifying trends in long-form financial news articles.
method Topic modeling and term frequency for keyword similarity analysis.
result Demonstrates the influence of the pandemic on Microsoft.
The paper considers a general semi-Markov model for Limit Order Books with two states, which incorporates price changes that are not fixed to one tick. Furthermore, we introduce an even more general case of the semi-Markov model for LimitOrder Books that incorporates an arbitrary number of states for the price changes.…
For any business, planning is a continuous process, and typically business-owners focus on making both long-term planning aligned with a particular strategy as well as short-term planning that accommodates the dynamic market situations. An ability to perform an accurate financial forecast is crucial for effective plann…
In this paper Portfolio Optimization techniques were used to determine the most favorable investment portfolio. In particular, stock indices of three companies, namely Microsoft Corporation, Christian Dior Fashion House and Shevron Corporation were evaluated. Using this data the amounts invested in each asset when a po…
ML .NET simplifies integrating machine learning into software development.
problem Difficulty and cost of incorporating machine learning in software development.
method Developed a framework (ML .NET) and introduced DataView for efficient data abstraction.
result ML .NET outperforms recent machine learning frameworks in performance studies.
In Business Intelligence, accurate predictive modeling is the key for providing adaptive decisions. We studied predictive modeling problems in this research which was motivated by real-world cases that Microsoft data scientists encountered while dealing with e-commerce transaction fraud control decisions using transact…
Improved financial forecasts with deep neural networks and curriculum learning.
problem Scaling traditional forecasting models for high-granularity financial data.
method Applied Encoder-Decoder LSTMs and Dilated CNNs from NLP and CV, with curriculum learning.
result Approximately 30% improvement in forecast accuracy compared to traditional methods.
This paper studies parallelization schemes for stochastic Vector Quantization algorithms in order to obtain time speed-ups using distributed resources. We show that the most intuitive parallelization scheme does not lead to better performances than the sequential algorithm. Another distributed scheme is therefore intro…
Griffin automatically discovers job slowdown causes in cloud platforms without labeled data.
problem Detecting and resolving job slowdowns in cloud-based platforms is labor-intensive and error-prone.
method Griffin uses regression to predict job runtime and interpretable model features to rank potential causes.
result Griffin discovers slowdown causes consistent with expert validation in a fraction of the time.
Success with CBs in a customer support bot boosts key metrics.
problem Improving business metrics in customer support bots.
method Used contextual bandits for reinforcement learning.
result Practical solutions to challenges in RL applications.
Develops a deep learning architecture for rich-item recommendations.
problem Rich data structures with multiple entity types and side-information.
method General formulation, multiple graph-CNN based architecture (AL-GCN), ranking metric pAp@k.
result 5-6% points more accurate than production models in real-world applications.
New method clusters large datasets using geometric properties.
problem Clustering large datasets using DBSCAN* and HDBSCAN* is infeasible.
method Exploiting Euclidean space geometry, systematically construct clusters from subsets of data.
result Clusters of large datasets are possible with controlled subset sizes.
A number of important applied problems in engineering, finance and medicine can be formulated as a problem of anomaly detection. A classical approach to the problem is to describe a normal state using a one-class support vector machine. Then to detect anomalies we quantify a distance from a new observation to the const…
New MGCPP model for order flow in financial markets.
problem Modeling order flow dynamics in financial markets.
method Developed MGCPP, proved LLN and FCLTs, applied to real data.
result Validated MGCPP model with real trading data.
We introduce Microsoft Machine Learning for Apache Spark (MMLSpark), an ecosystem of enhancements that expand the Apache Spark distributed computing library to tackle problems in Deep Learning, Micro-Service Orchestration, Gradient Boosting, Model Interpretability, and other areas of modern computation. Furthermore, we…
Simplified interactive image segmentation using kNN graphs.
problem Interactive image segmentation with user-provided labels.
method Undirected kNN graphs for label propagation.
result Effective interactive segmentation with significant accuracy.
Study finds no significant impact of US sovereign credit rating downgrade on equity market.
problem Impact of US sovereign credit rating downgrade on US equity market.
method Event study methodology using three companies and S&P500 index.
result No significant effects of US sovereign credit rating downgrade on US equity market.
InterpretML simplifies machine learning interpretability for users and researchers.
problem Making machine learning models understandable to non-experts.
method Unified Python package exposing interpretability algorithms and visualization.
result First implementation of Explainable Boosting Machine, a powerful, interpretable model.
Paper introduces TVaRD, a new topological risk measure for financial portfolios.
problem Traditional risk measures like VaR and CVaR are insufficient for complex market conditions.
method Topological data analysis (TDA) using cohomology groups on financial time series data.
result TVaRD reveals significant changes in financial time series during stress conditions.
We introduce a variant of the Barndorff-Nielsen and Shephard stochastic volatility model where the non Gaussian Ornstein-Uhlenbeck process describes some measure of trading intensity like trading volume or number of trades instead of unobservable instantaneous variance. We develop an explicit estimator based on marting…
Adversarial ASV improves speaker verification robustness.
problem Mismatches in training, enrollment, and test conditions degrade deep speaker embeddings.
method Adversarial multi-task training to learn condition-invariant embeddings.
result 8.8% and 14.5% relative EER improvements for known and unknown conditions.
ChatGPT predicts stock trends from Twitter sentiment, showing positive effects.
problem Predicting stock market trends using social media sentiment.
method Used ChatGPT for sentiment analysis of Twitter posts about Microsoft and Google.
result ChatGPT's predictions correlated positively with stock performance.
Image classification system identifies bumble bee species from images.
problem Manual identification of bumble bee species is time-consuming and requires expert knowledge.
method Transfer learning using Inception, VGG16, VGG19, and ResNet models.
result Inception and VGG classifiers achieved up to 23% accuracy for single species identification.
In this paper we propose the use of quantum genetic algorithm to optimize the support vector machine (SVM) for human action recognition. The Microsoft Kinect sensor can be used for skeleton tracking, which provides the joints' position data. However, how to extract the motion features for representing the dynamics of a…
Humans take advantage of real world symmetries for various tasks, yet capturing their superb symmetry perception mechanism with a computational model remains elusive. Motivated by a new study demonstrating the extremely high inter-person accuracy of human perceived symmetries in the wild, we have constructed the first …
Adversarially robust models transfer better than standard models in image classification.
problem Improving transfer learning performance in image classification.
method Focused on adversarially robust ImageNet classifiers, compared to standard models.
result Adversarially robust models yield improved accuracy on downstream classification tasks.
Learning with non-modular losses is an important problem when sets of predictions are made simultaneously. The main tools for constructing convex surrogate loss functions for set prediction are margin rescaling and slack rescaling. In this work, we show that these strategies lead to tight convex surrogates iff the unde…
Denoised smoothing defends pretrained classifiers against adversarial attacks.
problem Adversarial attacks on pretrained classifiers.
method Prepending a denoiser to any off-the-shelf classifier using randomized smoothing.
result Guaranteed ℓp-robustness to adversarial examples without modifying the pretrained classifier. ARIMA model outperforms advanced forecasting models in predicting Walmart sales.
problem Forecasting volatile retail sales trends with unknown factors.
method Benchmarked traditional ARIMA model against advanced models like Prophet and LightGBM on historical Walmart sales data.
result ARIMA model outperforms LightGBM and achieves computational efficiency.
A deep learning model predicts future cache accesses with high accuracy.
problem Improving cache management and performance through better prediction of future data accesses.
method Proposed a LSTM-based recurrent neural network model to predict future cache accesses using only a cache trace as input.
result The proposed model achieves high prediction accuracy and outperforms state-of-the-art practical policies.
A new method compresses point clouds efficiently, outperforming existing techniques.
problem Efficiently compressing large point cloud datasets for VR applications.
method Learned convolutional transforms and uniform quantization for joint rate and distortion optimization.
result Significant rate-distortion improvement (51.5% BDBR savings) on Microsoft Voxelized Upper Bodies dataset.
Deep RL drone trained to compete against classical path planning in drone racing.
problem Optimizing long-term drone racing strategies using reinforcement learning.
method Used PPO algorithm on a simulated quadrotor in a racing environment created with AirSim.
result Deep RL agent outperformed classical path planning in drone racing competitions.
HGConv uses HRR to efficiently detect malware, outperforming existing methods.
problem Efficiently detecting malware with long sequences.
method Holographic Global Convolutional Networks (HGConv) utilizing Holographic Reduced Representations (HRR).
result Achieved state-of-the-art results on malware benchmarks.
Improved scaffold generation for protein motifs using SE(3) flow matching.
problem Lack of structural diversity in generated scaffolds for protein motifs.
method Extended FrameFlow for motif-scaffolding with motif amortization and motif guidance.
result 2.5 times more designable and unique motif-scaffolds compared to state-of-the-art.
A framework generates diverse counterfactual explanations for machine learning models.
problem Creating understandable explanations for machine learning predictions.
method Framework based on determinantal point processes for generating and evaluating diverse counterfactuals.
result Framework generates diverse counterfactuals that approximate local decision boundaries better than prior approaches.
Recurrent neural networks (RNNs) are important class of architectures among neural networks useful for language modeling and sequential prediction. However, optimizing RNNs is known to be harder compared to feed-forward neural networks. A number of techniques have been proposed in literature to address this problem. In…
Stock prediction has always been attractive area for researchers and investors since the financial gains can be substantial. However, stock prediction can be a challenging task since stocks are influenced by a multitude of factors whose influence vary rapidly through time. This paper proposes a novel approach (Word2Vec…
We describe our first-place solution to the Animal Behavior Challenge (ABC 2018) on predicting gender of bird from its GPS trajectory. The task consisted in predicting the gender of shearwater based on how they navigate themselves across a big ocean. The trajectories are collected from GPS loggers attached on shearwate…
GANs improve missing data imputation for ranking tasks.
problem Missing data in ranking datasets violates standard assumptions.
method Conditional Imputation GAN for Extended Missing At Random and Extended Always Missing At Random mechanisms.
result Optimal GAN imputation for EMAR and EAMAR mechanisms.
R. Cont and A. de Larrard (SIAM J. Finan. Math, 2013) introduced a tractable stochastic model for the dynamics of a limit order book, computing various quantities of interest such as the probability of a price increase or the diffusion limit of the price process. As suggested by empirical observations, we extend their …
A new method infers causal structures and generates data without DAGs.
problem Modeling causal relationships without DAGs.
method Fixed-point approach on causally ordered variables, amortized TO inference, transformer-based SCM learning.
result The model learns TOs and SCMs from data, outperforming baselines.
Study uses machine learning to predict stock prices, finds Kalman filter works well for low-volatility stocks.
problem Predicting stock prices using machine learning.
method Applied recursive machine learning techniques including linear Kalman filters and LSTM architectures to historical stock prices.
result Simple linear Kalman filter performs well for low-volatility stocks, while LSTM architectures outperform for high-volatility stocks.
Paper optimizes privacy-preserving distribution estimation for sparse data.
problem Sparse distribution estimation under local differential privacy constraints.
method Compressive sensing approaches for privacy-preserving estimation.
result Significant reduction in sample complexity for approximately sparse distributions.
SubseasonalClimateUSA dataset improves subseasonal weather forecasting.
problem Challenges in subseasonal weather forecasting, especially skill of physics-based models and integration of local and global variables.
method Curated dataset for training and benchmarking subseasonal forecasting models, including various methods.
result Benchmarking suggests simple and effective ways to improve current operational models.
RDMM integrates RL and deep learning for better trading performance.
problem Improving financial trading performance with complex market dynamics.
method Reinforced Deep Markov Model (RDMM) integrating RL and deep learning.
result RDMM outperforms benchmarks in optimal execution problems.