Object detection is a fundamental visual recognition problem in computer vision and has been widely studied in the past decades.Visual object detection aims to find objects of certain target classes with precise localization in a given image and assign each object instance a corresponding class label. Due to the tremendous successes of deep learning based image classification, object detection techniques using deep learning have been actively studied in recent years. In this paper, we give a comprehensive survey of recent advances in visual object detection with deep learning. By reviewing a large body of recent related work in literature, we systematically analyze the existing object detection frameworks and organize the survey into three major parts: (i) detection components, (ii) learning strategies, and (iii) applications & benchmarks. In the survey, we cover a variety of factors affecting the detection performance in detail, such as detector architectures, feature learning, proposal generation, sampling strategies, etc.Finally, we discuss several future directions to facilitate and spur future research for visual object detection with deep learning.

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Deep Neural Networks (DNNs) are typically trained by backpropagation in a batch learning setting, which requires the entire training data to be made available prior to the learning task. This is not scalable for many real-world scenarios where new data arrives sequentially in a stream form. We aim to address an open challenge of "Online Deep Learning" (ODL) for learning DNNs on the fly in an online setting. Unlike traditional online learning that often optimizes some convex objective function with respect to a shallow model (e.g., a linear/kernel-based hypothesis), ODL is significantly more challenging since the optimization of the DNN objective function is non-convex, and regular backpropagation does not work well in practice, especially for online learning settings. In this paper, we present a new online deep learning framework that attempts to tackle the challenges by learning DNN models of adaptive depth from a sequence of training data in an online learning setting. In particular, we propose a novel Hedge Backpropagation (HBP) method for online updating the parameters of DNN effectively, and validate the efficacy of our method on large-scale data sets, including both stationary and concept drifting scenarios.

Developing Video-Grounded Dialogue Systems (VGDS), where a dialogue is conducted based on visual and audio aspects of a given video, is significantly more challenging than traditional image or text-grounded dialogue systems because (1) feature space of videos span across multiple picture frames, making it difficult to obtain semantic information; and (2) a dialogue agent must perceive and process information from different modalities (audio, video, caption, etc.) to obtain a comprehensive understanding. Most existing work is based on RNNs and sequence-to-sequence architectures, which are not very effective for capturing complex long-term dependencies (like in videos). To overcome this, we propose Multimodal Transformer Networks (MTN) to encode videos and incorporate information from different modalities. We also propose queryaware attention through an auto-encoder to extract query-aware features from non-text modalities. We develop a training procedure to simulate token-level decoding to improve the quality of generated responses during inference. We get state of the art performance on Dialogue System Technology Challenge 7 (DSTC7). Our model also generalizes to another multimodal visual-grounded dialogue task, and obtains promising performance. We implemented our models using PyTorch and the code is released at https://github. com/henryhungle/MTN.

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Please cite this article in press as: B. Li et al., Moving Average Reversion Strategy for On-Line Portfolio Selection, Artificial Intelligence (2015), http://dx. AbstractOn-line portfolio selection, a fundamental problem in computational finance, has attracted increasing interests from artificial intelligence and machine learning communities in recent years. Empirical evidence shows that stock's high and low prices are temporary and stock price relatives are likely to follow the mean reversion phenomenon. While existing mean reversion strategies are shown to achieve good empirical performance on many real datasets, they often make the single-period mean reversion assumption, which is not always satisfied, leading to poor performance in certain real datasets. To overcome this limitation, this article proposes a multiple-period mean reversion, or so-called "Moving Average Reversion" (MAR), and a new on-line portfolio selection strategy named "On-Line Moving AverageReversion" (OLMAR), which exploits MAR via efficient and scalable online machine learning techniques. From our empirical results on real markets, we found that OLMAR can overcome the drawbacks of existing mean reversion algorithms and achieve significantly better results, especially on the datasets where existing mean reversion algorithms failed. In addition to its superior empirical performance, OLMAR also runs extremely fast, further supporting its practical applicability to a wide range of applications. Finally, we have made all the data sets and source codes of this work publicly available at our project website: http://OLPS.stevenhoi.org/.

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Kernel-based regression represents an important family of learning techniques for solving challenging regression tasks with non-linear patterns. Despite being studied extensively, most of the existing work suffers from two major drawbacks: (i) they are often designed for solving regression tasks in a batch learning setting, making them not only computationally inefficient and but also poorly scalable in real-world applications where data arrives sequentially; and (ii) they usually assume a fixed kernel function is given prior to the learning task, which could result in poor performance if the chosen kernel is inappropriate. To overcome these drawbacks, this paper presents a novel scheme of Online Multiple Kernel Regression (OMKR), which sequentially learns the kernel-based regressor in an online and scalable fashion, and dynamically explore a pool of multiple diverse kernels to avoid suffering from a single fixed poor kernel so as to remedy the drawback of manual/heuristic kernel selection. The OMKR problem is more challenging than regular kernel-based regression tasks since we have to on-the-fly determine both the optimal kernel-based regressor for each individual kernel and the best combination of the multiple kernel regressors. In this paper, we propose a family of OMKR algorithms for regression and discuss their application to time series prediction tasks. We also analyze the theoretical bounds of the proposed OMKR method and conduct extensive experiments to evaluate its empirical performance on both real-world regression and times series prediction tasks.