Yifeng Guo

Yifeng Guo, Yu Su, Zebin Yang et al.

In recent years, the field of recommendation systems has attracted increasing attention to developing predictive models that provide explanations of why an item is recommended to a user. The explanations can be either obtained by post-hoc diagnostics after fitting a relatively complex model or embedded into an intrinsically interpretable model. In this paper, we propose the explainable recommendation systems based on a generalized additive model with manifest and latent interactions (GAMMLI). This model architecture is intrinsically interpretable, as it additively consists of the user and item main effects, the manifest user-item interactions based on observed features, and the latent interaction effects from residuals. Unlike conventional collaborative filtering methods, the group effect of users and items are considered in GAMMLI. It is beneficial for enhancing the model interpretability, and can also facilitate the cold-start recommendation problem. A new Python package GAMMLI is developed for efficient model training and visualized interpretation of the results. By numerical experiments based on simulation data and real-world cases, the proposed method is shown to have advantages in both predictive performance and explainable recommendation.

Yifeng Guo, Chengjia Wang, Heye Zhang et al.

The performance of traditional compressive sensing-based MRI (CS-MRI) reconstruction is affected by its slow iterative procedure and noise-induced artefacts. Although many deep learning-based CS-MRI methods have been proposed to mitigate the problems of traditional methods, they have not been able to achieve more robust results at higher acceleration factors. Most of the deep learning-based CS-MRI methods still can not fully mine the information from the k-space, which leads to unsatisfactory results in the MRI reconstruction. In this study, we propose a new deep learning-based CS-MRI reconstruction method to fully utilise the relationship among sequential MRI slices by coupling Wasserstein Generative Adversarial Networks (WGAN) with Recurrent Neural Networks. Further development of an attentive unit enables our model to reconstruct more accurate anatomical structures for the MRI data. By experimenting on different MRI datasets, we have demonstrated that our method can not only achieve better results compared to the state-of-the-arts but can also effectively reduce residual noise generated during the reconstruction process.

XingYu Fu, JinHong Du, YiFeng Guo et al.

This paper demonstrates how to apply machine learning algorithms to distinguish good stocks from the bad stocks. To this end, we construct 244 technical and fundamental features to characterize each stock, and label stocks according to their ranking with respect to the return-to-volatility ratio. Algorithms ranging from traditional statistical learning methods to recently popular deep learning method, e.g. Logistic Regression (LR), Random Forest (RF), Deep Neural Network (DNN), and the Stacking, are trained to solve the classification task. Genetic Algorithm (GA) is also used to implement feature selection. The effectiveness of the stock selection strategy is validated in Chinese stock market in both statistical and practical aspects, showing that: 1) Stacking outperforms other models reaching an AUC score of 0.972; 2) Genetic Algorithm picks a subset of 114 features and the prediction performances of all models remain almost unchanged after the selection procedure, which suggests some features are indeed redundant; 3) LR and DNN are radical models; RF is risk-neutral model; Stacking is somewhere between DNN and RF. 4) The portfolios constructed by our models outperform market average in back tests.