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arXiv:2509.04951v1 Announce Type: new Abstract: Blinks in electroencephalography (EEG) are often treated as unwanted artifacts. However, recent studies have demonstrated that blink rate and its variability are important physiological markers to monitor cognitive load, attention, and potential neurological disorders. This paper addresses the critical task of accurate blink detection by evaluating various deep learning models for segmenting EEG signals into involuntary blinks and non-blinks. We present a pipeline for blink detection using 1, 3, or 5 frontal EEG electrodes. The problem is formulated as a sequence-to-sequence task and tested on various deep learning architectures including standard recurrent neural networks, convolutional neural networks (both standard and depth-wise), temporal convolutional networks (TCN), transformer-based models, and hybrid architectures. The models were trained on raw EEG signals with minimal pre-processing. Training and testing was carried out on a public dataset of 31 subjects collected at UCSD. This dataset consisted of 15 healthy participants and 16 patients with Parkinson's disease allowing us to verify the model's robustness to tremor. Out of all models, CNN-RNN hybrid model consistently outperformed other models and achieved the best blink detection accuracy of 93.8%, 95.4% and 95.8% with 1, 3, and 5 channels in the healthy cohort and correspondingly 73.8%, 75.4% and 75.8% in patients with PD. The paper compares neural networks for the task of segmenting EEG recordings to involuntary blinks and no blinks allowing for computing blink rate and other statistics.

arXiv:2509.04541v1 Announce Type: new Abstract: Deep Learning is evolving fast and integrates into various domains. Finance is a challenging field for deep learning, especially in the case of interpretable artificial intelligence (AI). Although classical approaches perform very well with natural language processing, computer vision, and forecasting, they are not perfect for the financial world, in which specialists use different metrics to evaluate model performance. We first introduce financially grounded loss functions derived from key quantitative finance metrics, including the Sharpe ratio, Profit-and-Loss (PnL), and Maximum Draw down. Additionally, we propose turnover regularization, a method that inherently constrains the turnover of generated positions within predefined limits. Our findings demonstrate that the proposed loss functions, in conjunction with turnover regularization, outperform the traditional mean squared error loss for return prediction tasks when evaluated using algorithmic trading metrics. The study shows that financially grounded metrics enhance predictive performance in trading strategies and portfolio optimization.

arXiv:2509.04942v1 Announce Type: new Abstract: The limited ability to reason across occupational data from different sources is a long-standing bottleneck for data-driven labour market analytics. Previous research has relied on hand-crafted ontologies that allow such reasoning but are computationally expensive and require careful maintenance by human experts. The rise of language processing machine learning models offers a scalable alternative by learning shared semantic spaces that bridge diverse occupational vocabularies without extensive human curation. We present an embedding-based alignment process that links any free-form German job title to two established ontologies - the German Klassifikation der Berufe and the International Standard Classification of Education. Using publicly available data from the German Federal Employment Agency, we construct a dataset to fine-tune a Sentence-BERT model to learn the structure imposed by the ontologies. The enriched pairs (job title, embedding) define a similarity graph structure that we can use for efficient approximate nearest-neighbour search, allowing us to frame the classification process as a semantic search problem. This allows for greater flexibility, e.g., adding more classes. We discuss design decisions, open challenges, and outline ongoing work on extending the graph with other ontologies and multilingual titles.

arXiv:2508.16531v2 Announce Type: replace-cross Abstract: Many algorithms are designed to work well on average over inputs. When running such an algorithm on an arbitrary input, we must ask: Can we trust the algorithm on this input? We identify a new class of algorithmic problems addressing this, which we call "Quality Control Problems." These problems are specified by a (positive, real-valued) "quality function" $rho$ and a distribution $D$ such that, with high probability, a sample drawn from $D$ is "high quality," meaning its $rho$-value is near $1$. The goal is to accept inputs $x sim D$ and reject potentially adversarially generated inputs $x$ with $rho(x)$ far from $1$. The objective of quality control is thus weaker than either component problem: testing for "$rho(x) approx 1$" or testing if $x sim D$, and offers the possibility of more efficient algorithms. In this work, we consider the sublinear version of the quality control problem, where $D in Delta({0,1}^N)$ and the goal is to solve the $(D ,rho)$-quality problem with $o(N)$ queries and time. As a case study, we consider random graphs, i.e., $D = G_{n,p}$ (and $N = binom{n}2$), and the $k$-clique count function $rho_k := C_k(G)/mathbb{E}_{G' sim G_{n,p}}[C_k(G')]$, where $C_k(G)$ is the number of $k$-cliques in $G$. Testing if $G sim G_{n,p}$ with one sample, let alone with sublinear query access to the sample, is of course impossible. Testing if $rho_k(G)approx 1$ requires $p^{-Omega(k^2)}$ samples. In contrast, we show that the quality control problem for $G_{n,p}$ (with $n geq p^{-ck}$ for some constant $c$) with respect to $rho_k$ can be tested with $p^{-O(k)}$ queries and time, showing quality control is provably superpolynomially more efficient in this setting. More generally, for a motif $H$ of maximum degree $Delta(H)$, the respective quality control problem can be solved with $p^{-O(Delta(H))}$ queries and running time.

arXiv:2509.04925v1 Announce Type: new Abstract: In today's fast-paced digital communication, the surge in network traffic data and frequency demands robust and precise network intrusion solutions. Conventional machine learning methods struggle to grapple with complex patterns within the vast network intrusion datasets, which suffer from data scarcity and class imbalance. As a result, we have integrated machine learning and deep learning techniques within the network intrusion detection system to bridge this gap. This study has developed TrailGate, a novel framework that combines machine learning and deep learning techniques. By integrating Transformer and Bidirectional Gated Recurrent Unit (BiGRU) architectures with advanced feature selection strategies and supplemented by data augmentation techniques, TrailGate can identifies common attack types and excels at detecting and mitigating emerging threats. This algorithmic fusion excels at detecting common and well-understood attack types and has the unique ability to swiftly identify and neutralize emerging threats that stem from existing paradigms.

arXiv:2507.13120v2 Announce Type: replace-cross Abstract: Detecting tiny objects in remote sensing (RS) imagery has been a long-standing challenge due to their extremely limited spatial information, weak feature representations, and dense distributions across complex backgrounds. Despite numerous efforts devoted, mainstream detectors still underperform in such scenarios. To bridge this gap, we introduce RS-TinyNet, a multi-stage feature fusion and enhancement model explicitly tailored for RS tiny object detection in various RS scenarios. RS-TinyNet comes with two novel designs: tiny object saliency modeling and feature integrity reconstruction. Guided by these principles, we design three step-wise feature enhancement modules. Among them, the multi-dimensional collaborative attention (MDCA) module employs multi-dimensional attention to enhance the saliency of tiny objects. Additionally, the auxiliary reversible branch (ARB) and a progressive fusion detection head (PFDH) module are introduced to preserve information flow and fuse multi-level features to bridge semantic gaps and retain structural detail. Comprehensive experiments on public RS dataset AI-TOD show that our RS-TinyNet surpasses existing state-of-the-art (SOTA) detectors by 4.0% AP and 6.5% AP75. Evaluations on DIOR benchmark dataset further validate its superior detection performance in diverse RS scenarios. These results demonstrate that the proposed multi-stage feature fusion strategy offers an effective and practical solution for tiny object detection in complex RS environments.

arXiv:2509.04921v1 Announce Type: new Abstract: Time series forecasting plays a critical role in decision-making processes across diverse fields including meteorology, traffic, electricity, economics, finance, and so on. Especially, predicting returns on financial instruments is a challenging problem. Some researchers have proposed time series foundation models applicable to various forecasting tasks. Simultaneously, based on the recognition that real-world time series exhibit chaotic properties, methods have been developed to artificially generate synthetic chaotic time series, construct diverse datasets and train models. In this study, we propose a methodology for modeling financial time series by generating artificial chaotic time series and applying resampling techniques to simulate financial time series data, which we then use as training samples. Increasing the resampling interval to extend predictive horizons, we conducted large-scale pre-training using 10 billion training samples for each case. We subsequently created test datasets for multiple timeframes using actual Bitcoin trade data and performed zero-shot prediction without re-training the pre-trained model. The results of evaluating the profitability of a simple trading strategy based on these predictions demonstrated significant performance improvements over autocorrelation models. During the large-scale pre-training process, we observed a scaling law-like phenomenon that we can achieve predictive performance at a certain level with extended predictive horizons for chaotic time series by increasing the number of training samples exponentially. If this scaling law proves robust and holds true across various chaotic models, it suggests the potential to predict near-future events by investing substantial computational resources. Future research should focus on further large-scale training and verifying the applicability of this scaling law to diverse chaotic models.

arXiv:2504.08216v2 Announce Type: replace-cross Abstract: Learning node representations is a fundamental problem in graph machine learning. While existing embedding methods effectively preserve local similarity measures, they often fail to capture global functions like graph distances. Inspired by Bourgain's seminal work on Hilbert space embeddings of metric spaces (1985), we study the performance of local distance-preserving node embeddings. Known as landmark-based algorithms, these embeddings approximate pairwise distances by computing shortest paths from a small subset of reference nodes called landmarks. Our main theoretical contribution shows that random graphs, such as Erdos-Renyi random graphs, require lower dimensions in landmark-based embeddings compared to worst-case graphs. Empirically, we demonstrate that the GNN-based approximations for the distances to landmarks generalize well to larger real-world networks, offering a scalable and transferable alternative for graph representation learning.

arXiv:2509.04905v1 Announce Type: new Abstract: Recent breakthroughs in Large Language Models (LLMs) and Large Circuit Models (LCMs) have sparked excitement across the electronic design automation (EDA) community, promising a revolution in circuit design and optimization. Yet, this excitement is met with significant skepticism: Are these AI models a genuine revolution in circuit design, or a temporary wave of inflated expectations? This paper serves as a foundational text for the corresponding ICCAD 2025 panel, bringing together perspectives from leading experts in academia and industry. It critically examines the practical capabilities, fundamental limitations, and future prospects of large AI models in hardware design. The paper synthesizes the core arguments surrounding reliability, scalability, and interpretability, framing the debate on whether these models can meaningfully outperform or complement traditional EDA methods. The result is an authoritative overview offering fresh insights into one of today's most contentious and impactful technology trends.

arXiv:2410.04996v3 Announce Type: replace-cross Abstract: Data integration methods aim to extract low-dimensional embeddings from high-dimensional outcomes to remove unwanted variations, such as batch effects and unmeasured covariates, across heterogeneous datasets. However, multiple hypothesis testing after integration can be biased due to data-dependent processes. We introduce a robust post-integrated inference (PII) method that adjusts for latent heterogeneity using control outcomes. Leveraging causal interpretations, we derive nonparametric identifiability of the direct effects using negative control outcomes. By utilizing surrogate control outcomes as an extension of negative control outcomes, we develop semiparametric inference on projected direct effect estimands, accounting for hidden mediators, confounders, and moderators. These estimands remain statistically meaningful under model misspecifications and with error-prone embeddings. We provide bias quantifications and finite-sample linear expansions with uniform concentration bounds. The proposed doubly robust estimators are consistent and efficient under minimal assumptions and potential misspecification, facilitating data-adaptive estimation with machine learning algorithms. Our proposal is evaluated with random forests through simulations and analysis of single-cell CRISPR perturbed datasets with potential unmeasured confounders.