arXiv research

In this dissertation, the main goal is visualisation of financial time series. We expect that visualisation of financial time series will be a useful auxiliary for technical analysis. Firstly, we review the technical analysis methods and test our trading rules, which are built by the essential concepts of technical ana…

GENNI visualises neural network symmetries for better identifiability.

New methods for visualizing multi-view data improve clustering accuracy.

Phase plotting is a useful way of visualising functions on complex space. We reinvent the method in the context of hyperbolic geometry, and we use it to plot functions on various representative surfaces for hyperbolic space, illustrating with direct motions in particular. The reinvention is nontrivial, and we discuss t…

Interpretable ML models for missing data and visualisation.

We introduce \texttt{pycobra}, a Python library devoted to ensemble learning (regression and classification) and visualisation. Its main assets are the implementation of several ensemble learning algorithms, a flexible and generic interface to compare and blend any existing machine learning algorithm available in Pytho…

Recent advancements in graph representation learning have led to the emergence of condensed encodings that capture the main properties of a graph. However, even though these abstract representations are powerful for downstream tasks, they are not equally suitable for visualisation purposes. In this work, we merge Mappe…

Validates network bootstraps for uncertainty quantification in network visualisation.

This paper considers the problem of low-dimensional visualisation of very high dimensional information sources for the purpose of situation awareness in the maritime environment. In response to the requirement for human decision support aids to reduce information overload (and specifically, data amenable to inter-point…

Capturing the compositional process which maps the meaning of words to that of documents is a central challenge for researchers in Natural Language Processing and Information Retrieval. We introduce a model that is able to represent the meaning of documents by embedding them in a low dimensional vector space, while pre…

This paper visualizes uncertainty in classifier performance metrics.

S-multi-SNE combines t-SNE with labelling data for better multi-view data visualisation and classification.

Quantification of the stationary points and the associated basins of attraction of neural network loss surfaces is an important step towards a better understanding of neural network loss surfaces at large. This work proposes a novel method to visualise basins of attraction together with the associated stationary points…

T-distributed stochastic neighbour embedding (t-SNE) is a widely used data visualisation technique. It differs from its predecessor SNE by the low-dimensional similarity kernel: the Gaussian kernel was replaced by the heavy-tailed Cauchy kernel, solving the "crowding problem" of SNE. Here, we develop an efficient imple…

LASE improves local network structure visualization by targeting locally low-dimensional regions.

Study examines how cluster number affects short-text clustering, introducing a stability metric.

Many real-world time-series analysis problems are characterised by scarce data. Solutions typically rely on hand-crafted features extracted from the time or frequency domain allied with classification or regression engines which condition on this (often low-dimensional) feature vector. The huge advances enjoyed by many…

Agent-based model simulates market dynamics with real-time order matching.

Understanding neural networks is becoming increasingly important. Over the last few years different types of visualisation and explanation methods have been proposed. However, none of them explicitly considered the behaviour in the presence of noise and distracting elements. In this work, we will show how noise and dis…

We propose a methodology for clustering financial time series of stocks' returns, and a graphical set-up to quantify and visualise the evolution of these clusters through time. The proposed graphical representation allows for the application of well known algorithms for solving classical combinatorial graph problems, w…

Proposes a new way to represent and analyze Pareto front surfaces.

Despite the high interest for Machine Learning (ML) in academia and industry, many issues related to the application of ML to real-life problems are yet to be addressed. Here we put forward one limitation which arises from a lack of adaptation of ML models and datasets to specific applications. We formalise a new notio…

This study presents the results of a series of simulation experiments that evaluate and compare four different manifold alignment methods under the influence of noise. The data was created by simulating the dynamics of two slightly different double pendulums in three-dimensional space. The method of semi-supervised fea…

We leverage a streaming architecture based on ELK, Spark and Hadoop in order to collect, store, and analyse database connection logs in near real-time. The proposed system investigates outliers using unsupervised learning; widely adopted clustering and classification algorithms for log data, highlighting the subtle var…

A new transform links rotating calorons to solutions of a differential equation.

This informal technical report details the geometric illustration of decision boundaries for ReLU units in a three layer fully connected neural network. The network is designed and trained to predict pixel intensity from an (x, y) input location. The Geometric Illustration of Neural Networks (GINN) tool was built to vi…

Many methods have been used to recognize author personality traits from text, typically combining linguistic feature engineering with shallow learning models, e.g. linear regression or Support Vector Machines. This work uses deep-learning-based models and atomic features of text, the characters, to build hierarchical, …

This paper is a tutorial on Formal Concept Analysis (FCA) and its applications. FCA is an applied branch of Lattice Theory, a mathematical discipline which enables formalisation of concepts as basic units of human thinking and analysing data in the object-attribute form. Originated in early 80s, during the last three d…

The present study deals with the analysis and mapping of Swiss franc interest rates. Interest rates depend on time and maturity, defining term structure of the interest rate curves (IRC). In the present study IRC are considered in a two-dimensional feature space - time and maturity. Geostatistical models and machine le…

We present MLRG Deep Curvature suite, a PyTorch-based, open-source package for analysis and visualisation of neural network curvature and loss landscape. Despite of providing rich information into properties of neural network and useful for a various designed tasks, curvature information is still not made sufficient us…

With a view to bridging the gap between deep learning and symbolic AI, we present a novel end-to-end neural network architecture that learns to form propositional representations with an explicitly relational structure from raw pixel data. In order to evaluate and analyse the architecture, we introduce a family of simp…

SPREV simplifies visualization of complex labeled datasets.

Machine learning techniques are being increasingly used as flexible non-linear fitting and prediction tools in the physical sciences. Fitting functions that exhibit multiple solutions as local minima can be analysed in terms of the corresponding machine learning landscape. Methods to explore and visualise molecular pot…

We marry ideas from deep neural networks and approximate Bayesian inference to derive a generalised class of deep, directed generative models, endowed with a new algorithm for scalable inference and learning. Our algorithm introduces a recognition model to represent approximate posterior distributions, and that acts as…

stCEG models spatial events using Chain Event Graphs in R.

Study of deep neural networks using finite-time Lyapunov exponents.

Biological networks are a very convenient modelling and visualisation tool to discover knowledge from modern high-throughput genomics and postgenomics data sets. Indeed, biological entities are not isolated, but are components of complex multi-level systems. We go one step further and advocate for the consideration of …

We study the design of learning architectures for behavioural planning in a dense traffic setting. Such architectures should deal with a varying number of nearby vehicles, be invariant to the ordering chosen to describe them, while staying accurate and compact. We observe that the two most popular representations in th…

We study information theoretic methods for ranking biomarkers. In clinical trials there are two, closely related, types of biomarkers: predictive and prognostic, and disentangling them is a key challenge. Our first step is to phrase biomarker ranking in terms of optimizing an information theoretic quantity. This formal…

FNNs can be made more interpretable with statistical methods.

We propose a projection pursuit (PP) algorithm based on Gaussian mixture models (GMMs). The negentropy obtained from a multivariate density estimated by GMMs is adopted as the PP index to be maximised. For a fixed dimension of the projection subspace, the GMM-based density estimation is projected onto that subspace, wh…

Firm financials are well established as return predictors, being the inspiration for a large set of anomalies in the asset pricing literature. Employing topological data analysis we revisit the question of association between seven of the most commonly studied financial ratios and stock returns. Specifically the TDA Ba…

Based on the assumption that economic complexity is characterised by the interactions of economic agents (who) constantly change their actions and strategies in response to the outcome they mutually create, this paper presents how network models can be used a proxies for the mapping, quantification and analysis of Roma…

Classifies Morse flows on 3-sphere with specific saddle connections.

We analyse multimodal time-series data corresponding to weight, sleep and steps measurements. We focus on predicting whether a user will successfully achieve his/her weight objective. For this, we design several deep long short-term memory (LSTM) architectures, including a novel cross-modal LSTM (X-LSTM), and demonstra…

Attention models have had a significant positive impact on deep learning across a range of tasks. However previous attempts at integrating attention with reinforcement learning have failed to produce significant improvements. We propose the first combination of self attention and reinforcement learning that is capable …

Study knot groups from disc patterns in 3D space.

We study the propagator of the wave equation on a closed Riemannian manifold $M$. We propose a geometric approach to the construction of the propagator as a single oscillatory integral global both in space and in time with a distinguished complex-valued phase function. This enables us to provide a global invariant defi…