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10th International Conference on Learning Representations, ICLR 2022

作者： Zhang, Wentao Wang, Yexin You, Zhenbang Cao, Meng Huang, Ping Shan, Jiulong Yang, Zhi Cui, Bin School of CS Peking University China Apple National Engineering Laboratory for Big Data Analysis and Applications China Institute of Computational Social Science Peking University Qingdao China

Graph Neural Networks (GNNs) have achieved great success in various tasks, but their performance highly relies on a large number of labeled nodes, which typically requires considerable human effort. GNN-based Active Learning (AL) methods are proposed to improve the labeling efficiency by selecting the most valuable nodes to label. Existing methods assume an oracle can correctly categorize all the selected nodes and thus just focus on the node selection. However, such an exact labeling task is costly, especially when the categorization is out of the domain of individual expert (oracle). The paper goes further, presenting a soft-label approach to AL on GNNs. Our key innovations are: i) relaxed queries where a domain expert (oracle) only judges the correctness of the predicted labels (a binary question) rather than identifying the exact class (a multi-class question), and ii) new criteria of maximizing information gain propagation for active learner with relaxed queries and soft labels. Empirical studies on public datasets demonstrate that our method significantly outperforms the state-of-the-art GNN-based AL methods in terms of both accuracy and labeling cost. © 2022 ICLR 2022 - 10th International Conference on Learning Representationss. All rights reserved.

关键词： Graph neural networks

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Detection of scab in wheat ears using in situ hyperspectral data and support vector machine optimized by genetic algorithm

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International Journal of Agricultural and Biological engineering 2020年第2期13卷 182-188页

作者： Linsheng Huang Hansu Zhang Chao Ruan Wenjiang Huang Tingguang Hu Jinling Zhao National Engineering Research Center for Agro-Ecological Big Data Analysis&Application Anhui UniversityHefeiChina Key Laboratory of Digital Earth Science Aerospace Information Research InstituteChinese Academy of SciencesBeijingChina

A new method was proposed to extract sensitive features and to construct a monitoring model for wheat scab based on in situ hyperspectral data of wheat ears to achieve effective prevention and control and provide theoretical support for its large-scale *** sensitive features were selected through correlation analysis and wavelet *** features were as follows:three original bands of 350-400 nm,500-600 nm,and 720-1000 nm;three vegetation indices of modified simple ratio(MSR),normalized difference vegetation index,and structural independent pigment index;and two wavelet features of WF01 and *** combining the selected sensitive features with support vector machine(SVM)and SVM optimized by genetic algorithm(GASVM),a total of 16 monitoring models were built,and the monitoring accuracies of the two types of models were *** ability of the monitoring models built by GASVM to identify scab was better than that of SVM algorithm under the same characteristic *** the 16 models,MSR combined with GASVM had an overall accuracy of 75%and a Kappa coefficient of *** can be used to monitor wheat scab and its application can improve the accuracy of disease monitoring.

关键词： wheat scab hyperspectral data correlation analysis genetic algorithm wavelet transform support vector machine

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Evaluation of Learning Effect Based on Online data 27th

Evaluation of Learning Effect Based on Online Data

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27th China Conference on Information Retrieval, CCIR 2021

作者： Liu, Zhaohui Yan, Hongfei Chen, Chong Su, Qi Peking University Beijing China Beijing Normal University Beijing China National Engineering Laboratory for Big Data Analysis and Application Technology Center for Big Data Research Peking University Beijing China

ISBN: (纸本)9783030881887

With the development of Internet technology, online learning has gradually been widely used, which has further enriched the teaching methods. However, the indicators provided by online learning platforms to characterize students’ learning behaviors are still relatively small, it is hard to effectively evaluate students’ learning effects and provide personalized education for students. While students produce a large number of online data records during the learning process, if these data can be used to evaluate the learning effect of students and find indicators that are significantly related to the learning effect, it can help teachers know the learning status of students and provide them with more targeted guidance. The framework of this article includes: firstly collect online data of students’ learning, and determine major types of factors that affect the learning effect. Next, the original data is processed, and new features are constructed from the original data according to the factors that affect the learning effect. Then use several different methods to select the features that have the most significant impact on the learning effect, and use several regression methods to predict students’ academic performance. Finally, this article selects important features that are more relevant to learning effects, studies the relationship between these features. © 2021, Springer Nature Switzerland AG.

关键词： Students

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Predicting Genotype Information Related to COVID-19 for Molecular Mechanism Based on Computational Methods

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Computer Modeling in engineering & sciences 2021年第10期129卷 31-45页

作者： Lejun Gong Xingxing Zhang Li Zhang Zhihong Gao Jiangsu Key Laboratory of Big Data Security&Intelligent Processing School of Computer Science Nanjing University of Posts and TelecommunicationsNanjing210046China Smart Health Big Data Analysis and Location Services Engineering Laboratory of Jiangsu Province Nanjing210046China College of Computer Science and Technology Nanjing Forestry UniversityNanjing210037China Zhejiang Engineering Research Center of Intelligent Medicine Wenzhou325035China

Novel coronavirus disease 2019(COVID-19)is an ongoing health *** studies are related to ***,its molecular mechanism remains *** rapid publication of COVID-19 provides a new way to elucidate its mechanism through computational *** paper proposes a prediction method for mining genotype information related to COVID-19 from the perspective of molecular mechanisms based on machine *** method obtains seed genes based on prior *** genes are mined from biomedical *** candidate genes are scored by machine learning based on the similarities measured between the seed and candidate ***,the results of the scores are used to perform functional enrichment analyses,including KEGG,interaction network,and Gene Ontology,for exploring the molecular mechanism of *** results show that the method is promising for mining genotype information to explore the molecular mechanism related to COVID-19.

关键词： COVID-19 SARS-CoV-2 computational method bioinformatics genotype machine learning

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Empirical research on futures trading strategy based on time series algorithm 26th

Empirical research on futures trading strategy based on time...

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26th China Conference on Information Retrieval, CCIR 2020

作者： Yao, Shi Hongfei, Yan Siping, Ying Chong, Chen Qi, Su Peking University Beijing China Beijing Normal University Beijing China National Engineering Laboratory for Big Data Analysis and Application Technology Center for Big Data Research Peking University Beijing China

ISBN: (纸本)9783030567248

This article attempts to establish a trading strategy framework based on deep neural networks for the futures market, which consists of two parts: time series forecasting and trading strategies based on trading signals. In the time series forecasting task, we experimented with three types of methods with different entry points, namely recurrent neural networks with gate structure, networks combining time and frequency domain information, and network structures using attention mechanism. In the trading strategy part, the buying and selling signals and the corresponding trading volume are established according to the prediction results, and trading is conducted with the frequency of hours. In the empirical exploration part, we tested the prediction effect and strategic rate of return of various models on the copper contract. The data shows that in general, the best strategy can obtain a relatively stable income growth that has nothing to do with market fluctuations, but lacks countermeasures for rare external events with greater impact. © Springer Nature Switzerland AG 2020.

关键词： Deep neural networks

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Hierarchical attention network in stock prediction 26th

Hierarchical attention network in stock prediction

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26th China Conference on Information Retrieval, CCIR 2020

作者： Huang, Liming Yan, Hongfei Ying, Siping Li, Yansong Miao, Rui Chen, Chong Su, Qi Peking University Beijing China Beijing Normal University Beijing China National Engineering Laboratory for Big Data Analysis and Application Technology Center for Big Data Research Peking University Beijing China

ISBN: (纸本)9783030567248

To solve the stock prediction problem, we propose a deep learning model base on a hierarchical attention network. Our model is divided into two models. The first model is the article selection attention network that transfers the news into a low dimension vector. This model could identify the important factors in the news that affect the stock price. The second model is a time series attention network which combines the output of the first model and the transaction data as input. In this model, we could figure out the potential impact between different dates and summarize the historical data to predict whether the stock price will rise or fall. The most innovative concept in this paper is stock encoding. The model learns the difference between each stock and make predictions more accurate by using the stock encoding. The experimental result shows that the model fully utilize text features and make better predictions than related research papers. © Springer Nature Switzerland AG 2020.

关键词： Forecasting

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An integrated machine learning framework for stock price prediction 26th

An integrated machine learning framework for stock price pre...

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26th China Conference on Information Retrieval, CCIR 2020

作者： Bi, Quanzhi Yan, Hongfei Chen, Chong Su, Qi Peking University Beijing China Beijing Normal University Beijing China National Engineering Laboratory for Big Data Analysis and Application Technology Center for Big Data Research Peking University Beijing China

ISBN: (纸本)9783030567248

Predicting the future price of financial assets has always been an important research topic in the field of quantitative finance. This paper attempts to use the latest artificial intelligence technologies to design and implement a framework for financial asset price prediction. The framework we use is divided into three modules: Feature engineering, Regressor, and Hyper Optimizer. The Feature engineering module extract multiple features using technical indicators, FinBERT, FFT, ARIMA, stacked auto-encoder, PCA and XGBoost. The Regressor module consists of a generative adversarial network, where the generator is Seq2Seq and the discriminator is GRU. The HyperOptimizer module will tune the parameter in GAN using the Bayesian optimization algorithm. Finally, we conducted numerical experiments on our framework, which shows that the framework implemented in this paper performs better than the benchmark method. © Springer Nature Switzerland AG 2020.

关键词： Forecasting

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Semi-supervised sentiment analysis for chinese stock texts in scarce labeled data scenario and price prediction 26th

Semi-supervised sentiment analysis for chinese stock texts i...

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26th China Conference on Information Retrieval, CCIR 2020

作者： Zhaoyan, Ji Hongfei, Yan Siping, Ying Chong, Chen Qi, Su Peking University Beijing China Beijing Normal University Beijing China National Engineering Laboratory for Big Data Analysis and Application Technology Center for Big Data Research Peking University Beijing China

ISBN: (纸本)9783030567248

The application of neural network in stock prediction is developing rapidly these years because of its excellency in series data processing. However, as most of research are conducted in English, data sources and labeled data are inadequate in Chinese. Especially for natural language processing tasks in specific domain where specialized labeled data are required to train models to adapt to terminology processing, specialized labeled Chinese in text data are very scarce, such as financial text data. To tackle this challenge, we proposed a semi-supervised learning method to generate well-labeled data and train BERT, a leading natural language processing model, to obtain a trained sentiment machine. Then we got stock-related text data sentiment score based on this machine and further combine the sentiment score and other transaction data as inputs for different neural networks to predict stock price. The experimental results on a large scale of Chinese stock data and texts showed that our proposed method successfully improved prediction accuracy compared to other established methods. Besides, we also examined our method’s applicability combined with different neural networks when predicting different types of stock. © Springer Nature Switzerland AG 2020.

关键词： Deep neural networks

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A peer-to-peer joint energy and reserve market considering renewable generation uncertainty: A generalized Nash equilibrium approach

Energy Conversion and Economics

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Energy Conversion and Economics 2024年第3期5卷 168-181页

作者： Chen, Xiupeng Wang, Lu Jiang, Yuning Wang, Jianxiao Jan C. Willems Center for Systems and Control University of Groningen Groningen Netherlands Distributed Electrical Systems Laboratory EPFL Lausanne Switzerland Automatic Control Laboratory EPFL Lausanne Switzerland National Engineering Laboratory for Big Data Analysis and Applications Peking University Beijing China

Peer-to-peer (P2P) energy trading enhances distribution network resilience by reducing energy demand from central power plants and enabling distributed energy resources to support critical loads after extreme events. However, adequate reserves from main grids are still required to ensure real-time energy balance in distribution networks due to the uncertainty in renewable generation. This paper introduces a novel two-stage joint energy and reserve market for prosumers, wherein local flexible resources are fully utilized to manage renewable generation uncertainty. In contrast to cooperative optimization methods, the interactions between prosumers are modelled as a generalized Nash game (GNG), considering that prosumers are self-interested and should follow distribution network constraints. Then, linear decision rules are employed to ensure a feasible market equilibrium and develop a privacy-preserving algorithm to guide prosumers toward the market equilibrium with a proven convergence. Finally, the numerical study on a modified IEEE 33-power system demonstrates that the designed market effectively manages renewable generation uncertainty, and that the algorithm converges to the market equilibrium. © 2024 The Author(s). Energy Conversion and Economics published by John Wiley & Sons Ltd on behalf of The Institution of engineering and Technology and the State Grid Economic & Technological Research Institute Co., Ltd.

关键词： Electric power distribution

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Time series forecast of sales volume based on XGBoost 2

Time series forecast of sales volume based on XGBoost

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2021 2nd International Workshop on Electronic communication and Artificial Intelligence, IWECAI 2021

作者： Zhang, Lingyu Bian, Wenjie Qu, Wenyi Tuo, Liheng Wang, Yunhai School of Computer Science and Technology Shandong University Qingdao China Didi AI Labs Didi Chuxing Beijing China Smart Transportation Center National Engineering Laboratory for Big Data Analysis and Applications Beijing China

Some problems such as the decline of new labor force, the increase of retired labor force emerge because of the complex and changeable market environment, consequently exacerbating the staffing problem in the retail industry. Also, the unreasonable distribution of personnel, there are few people in busy hours and too many people in idle hours, which causes waste of labor. To address this issue, we analyzed the time series of sales volume in the retail industry in detail, and processed the data with feature engineering for predicting the in-store sales volume in the future. At the same time, other features such as weather and temperature are added to improve the accuracy of the model. Considering the characteristics of the data, we choose XGBoost as the prediction model. The experiments on real-world datasets verified better performance of proposed model compared with other state-of-art models. © Published under licence by IOP Publishing Ltd.

关键词： Time series

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