While LSTMs show increasingly promising results for forecasting Financial Time Series (FTS), this paper seeks to assess if attention mechanisms can further improve performance. The hypothesis is that attention can help prevent long-term dependencies experienced by LSTM models. To test this hypothesis, the main contribution of this paper is the implementation of an LSTM with attention. Both the benchmark LSTM and the LSTM with attention were compared and both achieved reasonable performances of up to 60 on five stocks from Kaggle's Two Sigma dataset. This comparative analysis demonstrates that an LSTM with attention can indeed outperform standalone LSTMs but further investigation is required as issues do arise with such model architectures.
Since then, a whole flurry of different types of attention have been developed including but not limited to self-attention, shared attention, local attention, hybrid attention and multi-headed attention. Indeed, the multi-headed attention model presented in the Transformer @cite_11 by Google Brain and UofT alumni has been widely lauded as a promising novel architecture for dealing with long range dependencies without the issues of LSTMs in NMT. For this reason, that paper will serve as inspiration for our investigation on the potential of attention in FTS forecasting.
@cite_11
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In this paper, we address the scene segmentation task by capturing rich contextual dependencies based on the selfattention mechanism. Unlike previous works that capture contexts by multi-scale features fusion, we propose a Dual Attention Networks (DANet) to adaptively integrate local features with their global dependencies. Specifically, we append two types of attention modules on top of traditional dilated FCN, which model the semantic interdependencies in spatial and channel dimensions respectively. The position attention module selectively aggregates the features at each position by a weighted sum of the features at all positions. Similar features would be related to each other regardless of their distances. Meanwhile, the channel attention module selectively emphasizes interdependent channel maps by integrating associated features among all channel maps. We sum the outputs of the two attention modules to further improve feature representation which contributes to more precise segmentation results. We achieve new state-of-the-art segmentation performance on three challenging scene segmentation datasets, i.e., Cityscapes, PASCAL Context and COCO Stuff dataset. In particular, a Mean IoU score of 81.5 on Cityscapes test set is achieved without using coarse data. We make the code and trained model publicly available at this https URL This paper proposes a novel deep architecture to address multi-label image recognition, a fundamental and practical task towards general visual understanding. Current solutions for this task usually rely on an extra step of extracting hypothesis regions (i.e., region proposals), resulting in redundant computation and sub-optimal performance. In this work, we achieve the interpretable and contextualized multi-label image classification by developing a recurrent memorized-attention module. This module consists of two alternately performed components: i) a spatial transformer layer to locate attentional regions from the convolutional feature maps in a region-proposal-free way and ii) an LSTM (Long-Short Term Memory) sub-network to sequentially predict semantic labeling scores on the located regions while capturing the global dependencies of these regions. The LSTM also output the parameters for computing the spatial transformer. On large-scale benchmarks of multi-label image classification (e.g., MS-COCO and PASCAL VOC 07), our approach demonstrates superior performances over other existing state-of-the-arts in both accuracy and efficiency. An attentional mechanism has lately been used to improve neural machine translation (NMT) by selectively focusing on parts of the source sentence during translation. However, there has been little work exploring useful architectures for attention-based NMT. This paper examines two simple and effective classes of attentional mechanism: a global approach which always attends to all source words and a local one that only looks at a subset of source words at a time. We demonstrate the effectiveness of both approaches over the WMT translation tasks between English and German in both directions. With local attention, we achieve a significant gain of 5.0 BLEU points over non-attentional systems which already incorporate known techniques such as dropout. Our ensemble model using different attention architectures has established a new state-of-the-art result in the WMT'15 English to German translation task with 25.9 BLEU points, an improvement of 1.0 BLEU points over the existing best system backed by NMT and an n-gram reranker. An attentional mechanism has lately been used to improve neural machine translation (NMT) by selectively focusing on parts of the source sentence during translation. However, there has been little work exploring useful architectures for attention-based NMT. This paper examines two simple and effective classes of attentional mechanism: a global approach which always attends to all source words and a local one that only looks at a subset of source words at a time. We demonstrate the effectiveness of both approaches on the WMT translation tasks between English and German in both directions. With local attention, we achieve a significant gain of 5.0 BLEU points over non-attentional systems that already incorporate known techniques such as dropout. Our ensemble model using different attention architectures yields a new state-of-the-art result in the WMT’15 English to German translation task with 25.9 BLEU points, an improvement of 1.0 BLEU points over the existing best system backed by NMT and an n-gram reranker. 1