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arXiv 2011.04337cs.LG

DeConFuse : A Deep Convolutional Transform based Unsupervised Fusion Framework

Indraprastha Institute of Information Technology, Delhi(德里英德拉普拉斯塔信息技术学院);TCS Research(塔塔咨询服务研究院);Université Paris-Saclay(巴黎-萨克雷大学);CentraleSupélec(高等电力学院);Inria(法国国家信息与自动化研究所);LIGM(LIGM实验室);Université Gustave Eiffel(古斯塔夫·埃菲尔大学);CNRS(法国国家科学研究中心);ESIEE Paris(巴黎高等电子工程师学院)

Pooja Gupta, Jyoti Maggu, Angshul Majumdar, Emilie Chouzenoux, Giovanni Chierchia

英文摘要:

This work proposes an unsupervised fusion framework based on deep convolutional transform learning. The great learning ability of convolutional filters for data analysis is well acknowledged. The success of convolutive features owes to convolutional neural network (CNN). However, CNN cannot perform learning tasks in an unsupervised fashion. In a recent work, we show that such shortcoming can be addressed by adopting a convolutional transform learning (CTL) approach, where convolutional filters are learnt in an unsupervised fashion. The present paper aims at (i) proposing a deep version of CTL; (ii) proposing an unsupervised fusion formulation taking advantage of the proposed deep CTL representation; (iii) developing a mathematically sounded optimization strategy for performing the learning task. We apply the proposed technique, named DeConFuse, on the problem of stock forecasting and trading. Comparison with state-of-the-art methods (based on CNN and long short-term memory network) shows the superiority of our method for performing a reliable feature extraction.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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