Publications by Angelo Porrello

Quantitative stock trading based on Machine Learning (ML) and Deep Learning (DL) has gained great attention in recent years thanks to the ever-increasing availability of financial data and the ability of this technology to analyze the complex dynamics of the stock market. Despite the plethora of approaches present in literature, a large gap exists between the solutions produced by the scientific community and the practices adopted in real-world systems. Most of these works in fact lack a practical vision of the problem and ignore the main issues afflicting fintech practitioners. To fill such a gap, we provide a systematic review of the main dangers affecting the development of an ML/DL pipeline in the financial domain. They include managing the stochastic and non-stationary characteristics of stock data, various types of bias, overfitting of models and devising impartial valuation methods. Finally, we present possible solutions to these critical issues.

Histopathological image analysis is a critical area of research with the potential to aid pathologists in faster and more accurate diagnoses. However, Whole-Slide Images (WSIs) present challenges for deep learning frameworks due to their large size and lack of pixel-level annotations. Multi-Instance Learning (MIL) is a popular approach that can be employed for handling WSIs, treating each slide as a bag composed of multiple patches or instances. In this work we propose Buffer-MIL, which aims at tackling the covariate shift and class imbalance characterizing most of the existing histopathological datasets. With this goal, a buffer containing the most representative instances of each disease-positive slide of the training set is incorporated into our model. An attention mechanism is then used to compare all the instances against the buffer, to find the most critical ones in a given slide. We evaluate Buffer-MIL on two publicly available WSI datasets, Camelyon16 and TCGA lung cancer, outperforming current state-of-the-art models by 2.2% of accuracy on Camelyon16.

The staple of human intelligence is the capability of acquiring knowledge in a continuous fashion. In stark contrast, Deep Networks forget catastrophically and, for this reason, the sub-field of Class-Incremental Continual Learning fosters methods that learn a sequence of tasks incrementally, blending sequentially-gained knowledge into a comprehensive prediction. This work aims at assessing and overcoming the pitfalls of our previous proposal Dark Experience Replay (DER), a simple and effective approach that combines rehearsal and Knowledge Distillation. Inspired by the way our minds constantly rewrite past recollections and set expectations for the future, we endow our model with the abilities to i) revise its replay memory to welcome novel information regarding past data ii) pave the way for learning yet unseen classes. We show that the application of these strategies leads to remarkable improvements; indeed, the resulting method – termed eXtended-DER (X-DER) – outperforms the state of the art on both standard benchmarks (such as CIFAR-100 and miniImageNet) and a novel one here introduced. To gain a better understanding, we further provide extensive ablation studies that corroborate and extend the findings of our previous research (e.g. the value of Knowledge Distillation and flatter minima in continual learning setups). We make our results fully reproducible; the codebase is available at https://github.com/aimagelab/mammoth.

The adoption of Multi-Instance Learning (MIL) for classifying Whole-Slide Images (WSIs) has increased in recent years. Indeed, pixel-level annotation of gigapixel WSI is mostly unfeasible and time-consuming in practice. For this reason, MIL approaches have been profitably integrated with the most recent deep-learning solutions for WSI classification to support clinical practice and diagnosis. Nevertheless, the majority of such approaches overlook the multi-scale nature of the WSIs; the few existing hierarchical MIL proposals simply flatten the multi-scale representations by concatenation or summation of features vectors, neglecting the spatial structure of the WSI. Our work aims to unleash the full potential of pyramidal structured WSI; to do so, we propose a graph-based multi-scale MIL approach, termed DAS-MIL, that exploits message passing to let information flows across multiple scales. By means of a knowledge distillation schema, the alignment between the latent space representation at different resolutions is encouraged while preserving the diversity in the informative content. The effectiveness of the proposed framework is demonstrated on two well-known datasets, where we outperform SOTA on WSI classification, gaining a +1.9% AUC and +3.3¬curacy on the popular Camelyon16 benchmark.

Denoising Diffusion Probabilistic Models have shown an impressive generation quality although their long sampling chain leads to high computational costs. In this paper, we observe that a long sampling chain also leads to an error accumulation phenomenon, which is similar to the exposure bias problem in autoregressive text generation. Specifically, we note that there is a discrepancy between training and testing, since the former is conditioned on the ground truth samples, while the latter is conditioned on the previously generated results. To alleviate this problem, we propose a very simple but effective training regularization, consisting in perturbing the ground truth samples to simulate the inference time prediction errors. We empirically show that, without affecting the recall and precision, the proposed input perturbation leads to a significant improvement in the sample quality while reducing both the training and the inference times. For instance, on CelebA 64×64, we achieve a new state-of-the-art FID score of 1.27, while saving 37.5% of the training time. The code is available at https://github.com/forever208/DDPM-IP.

Artificial-intelligence-based methods are regularly used in the biomedical sciences, mainly in the field of diagnostic imaging. Recently, convolutional neural networks have been trained to score pleurisy and pneumonia in slaughtered pigs. The aim of this study is to further evaluate the performance of a convolutional neural network when compared with the gold standard (i.e., scores provided by a skilled operator along the slaughter chain through visual inspection and palpation). In total, 441 lungs (180 healthy and 261 diseased) are included in this study. Each lung was scored according to traditional methods, which represent the gold standard (Madec’s and Christensen’s grids). Moreover, the same lungs were photographed and thereafter scored by a trained convolutional neural network. Overall, the results reveal that the convolutional neural network is very specific (95.55%) and quite sensitive (85.05%), showing a rather high correlation when compared with the scores provided by a skilled veterinarian (Spearman’s coefficient = 0.831, p < 0.01). In summary, this study suggests that convolutional neural networks could be effectively used at slaughterhouses and stimulates further investigation in this field of research.

The field of multi-object tracking has recently seen a renewed interest in the good old schema of tracking-by-detection, as its simplicity and strong priors spare it from the complex design and painful babysitting of tracking-by-attention approaches. In view of this, we aim at extending tracking-by-detection to multi-modal settings, where a comprehensive cost has to be computed from heterogeneous information e.g., 2D motion cues, visual appearance, and pose estimates. More precisely, we follow a case study where a rough estimate of 3D information is also available and must be merged with other traditional metrics (e.g., the IoU). To achieve that, recent approaches resort to either simple rules or complex heuristics to balance the contribution of each cost. However, i) they require careful tuning of tailored hyperparameters on a hold-out set, and ii) they imply these costs to be independent, which does not hold in reality. We address these issues by building upon an elegant probabilistic formulation, which considers the cost of a candidate association as the negative log-likelihood yielded by a deep density estimator, trained to model the conditional joint probability distribution of correct associations. Our experiments, conducted on both simulated and real benchmarks, show that our approach consistently enhances the performance of several tracking-by-detection algorithms.

Continual Learning (CL) investigates how to train Deep Networks on a stream of tasks without incurring forgetting. CL settings proposed in literature assume that every incoming example is paired with ground-truth annotations. However, this clashes with many real-world applications: gathering labeled data, which is in itself tedious and expensive, becomes infeasible when data flow as a stream. This work explores Continual Semi-Supervised Learning (CSSL): here, only a small fraction of labeled input examples are shown to the learner. We assess how current CL methods (e.g.: EWC, LwF, iCaRL, ER, GDumb, DER) perform in this novel and challenging scenario, where overfitting entangles forgetting. Subsequently, we design a novel CSSL method that exploits metric learning and consistency regularization to leverage unlabeled examples while learning. We show that our proposal exhibits higher resilience to diminishing supervision and, even more surprisingly, relying only on supervision suffices to outperform SOTA methods trained under full supervision.