Raeid Saqur

Saeid Naeini, Raeid Saqur, Mozhgan Saeidi et al. · utoronto

The quest for human imitative AI has been an enduring topic in AI research since its inception. The technical evolution and emerging capabilities of the latest cohort of large language models (LLMs) have reinvigorated the subject beyond academia to the cultural zeitgeist. While recent NLP evaluation benchmark tasks test some aspects of human-imitative behaviour (e.g., BIG-bench's 'human-like behavior' tasks), few, if not none, examine creative problem solving abilities. Creative problem solving in humans is a well-studied topic in cognitive neuroscience with standardized tests that predominantly use the ability to associate (heterogeneous) connections among clue words as a metric for creativity. Exposure to misleading stimuli - distractors dubbed red herrings - impede human performance in such tasks via the fixation effect and Einstellung paradigm. In cognitive neuroscience studies, such fixations are experimentally induced by pre-exposing participants to orthographically similar incorrect words to subsequent word-fragments or clues. The popular British quiz show Only Connect's Connecting Wall segment essentially mimics Mednick's Remote Associates Test (RAT) formulation with built-in, deliberate red herrings, which makes it an ideal proxy dataset to explore and study fixation effect and Einstellung paradigm from cognitive neuroscience in LLMs. In this paper we present the novel Only Connect Wall (OCW) dataset and report results from our evaluation of selected pre-trained language models and LLMs on creative problem solving tasks like grouping clue words by heterogeneous connections, and identifying correct open knowledge domain connections in respective groups. We synthetically generate two additional datasets: OCW-Randomized, OCW-WordNet to further analyze our red-herrings hypothesis in language models. The code and link to the dataset are available at https://github.com/TaatiTeam/OCW.

Torben Berndt, Elyes Farjallah, Leif Seute et al.

Recent work on the sequence universality of State Space Models (SSMs) has introduced efficient, maximally expressive continuous-time approaches for time-series modelling. While these works focus on discriminative settings, we extend this perspective to generative time-series modelling by proving that maximally expressive Structured Linear Controlled Differential Equations (SLiCEs) are universal time-series generators, in the sense that they can approximate the induced path laws of continuous causal pushforwards on compact latent sets in $W_\infty$. Building on these theoretical results, we propose Generative SLiCEs (G-SLiCEs), a maximally expressive continuous-time model for flow matching on path-space. Empirically, we show that expressivity improves performance in probabilistic forecasting and downstream tasks, while retaining the advantages of continuous-time models such as generalising to arbitrary observation grids. This is particularly beneficial for irregular grids, where fixed-grid models often struggle.

Raeid Saqur

We present fast-vollib, an open-source Python library that provides high-performance European option pricing, implied volatility (IV) computation, and Greeks under the Black-76, Black-Scholes, and Black-Scholes-Merton models. The library is designed as a drop-in alternative to the de-facto-standard py_vollib and py_vollib_vectorized packages, with pluggable PyTorch and JAX execution backends, a CUDA fused-kernel Triton contribution for batched IV workloads, and a compatibility-first public API. In addition to a vectorized Halley-method IV solver, fast-vollib ships an experimental, fully-vectorized implementation of Jäckel's "Let's Be Rational" (LBR) algorithm with NumPy/Numba, torch.compile, JAX, and Triton single-pass GPU kernels for batched option chains. This note announces the library and describes its public API surface, with source, documentation, and packaging artifacts available at: GitHub (https://github.com/raeidsaqur/fast-vollib), Docs (https://raeidsaqur.github.io/fast-vollib/), PyPI (https://pypi.org/project/fast-vollib/).

Raeid Saqur, Ken Kato, Nicholas Vinden et al.

We introduce and make publicly available the NIFTY Financial News Headlines dataset, designed to facilitate and advance research in financial market forecasting using large language models (LLMs). This dataset comprises two distinct versions tailored for different modeling approaches: (i) NIFTY-LM, which targets supervised fine-tuning (SFT) of LLMs with an auto-regressive, causal language-modeling objective, and (ii) NIFTY-RL, formatted specifically for alignment methods (like reinforcement learning from human feedback (RLHF)) to align LLMs via rejection sampling and reward modeling. Each dataset version provides curated, high-quality data incorporating comprehensive metadata, market indices, and deduplicated financial news headlines systematically filtered and ranked to suit modern LLM frameworks. We also include experiments demonstrating some applications of the dataset in tasks like stock price movement and the role of LLM embeddings in information acquisition/richness. The NIFTY dataset along with utilities (like truncating prompt's context length systematically) are available on Hugging Face at https://huggingface.co/datasets/raeidsaqur/NIFTY.

Raeid Saqur

The Inverse Reinforcement Learning (\textit{IRL}) problem has seen rapid evolution in the past few years, with important applications in domains like robotics, cognition, and health. In this work, we explore the inefficacy of current IRL methods in learning an agent's reward function from expert trajectories depicting long-horizon, complex sequential tasks. We hypothesize that imbuing IRL models with structural motifs capturing underlying tasks can enable and enhance their performance. Subsequently, we propose a novel IRL method, SMIRL, that first learns the (approximate) structure of a task as a finite-state-automaton (FSA), then uses the structural motif to solve the IRL problem. We test our model on both discrete grid world and high-dimensional continuous domain environments. We empirically show that our proposed approach successfully learns all four complex tasks, where two foundational IRL baselines fail. Our model also outperforms the baselines in sample efficiency on a simpler toy task. We further show promising test results in a modified continuous domain on tasks with compositional reward functions.

Raeid Saqur, Christoph Bergmeir, Blanka Horvath et al.

We argue that the current practice of evaluating AI/ML time-series forecasting models, predominantly on benchmarks characterized by strong, persistent periodicities and seasonalities, obscures real progress by overlooking the performance of efficient classical methods. We demonstrate that these "standard" datasets often exhibit dominant autocorrelation patterns and seasonal cycles that can be effectively captured by simpler linear or statistical models, rendering complex deep learning architectures frequently no more performant than their classical counterparts for these specific data characteristics, and raising questions as to whether any marginal improvements justify the significant increase in computational overhead and model complexity. We call on the community to (I) retire or substantially augment current benchmarks with datasets exhibiting a wider spectrum of non-stationarities, such as structural breaks, time-varying volatility, and concept drift, and less predictable dynamics drawn from diverse real-world domains, and (II) require every deep learning submission to include robust classical and simple baselines, appropriately chosen for the specific characteristics of the downstream tasks' time series. By doing so, we will help ensure that reported gains reflect genuine scientific methodological advances rather than artifacts of benchmark selection favoring models adept at learning repetitive patterns.

Ken Kato, Annabelle Purnomo, Christopher Cochrane et al.

The quantitative analysis of political ideological positions is a difficult task. In the past, various literature focused on parliamentary voting data of politicians, party manifestos and parliamentary speech to estimate political disagreement and polarization in various political systems. However previous methods of quantitative political analysis suffered from a common challenge which was the amount of data available for analysis. Also previous methods frequently focused on a more general analysis of politics such as overall polarization of the parliament or party-wide political ideological positions. In this paper, we present a method to analyze ideological positions of individual parliamentary representatives by leveraging the latent knowledge of LLMs. The method allows us to evaluate the stance of politicians on an axis of our choice allowing us to flexibly measure the stance of politicians in regards to a topic/controversy of our choice. We achieve this by using a fine-tuned BERT classifier to extract the opinion-based sentences from the speeches of representatives and projecting the average BERT embeddings for each representative on a pair of reference seeds. These reference seeds are either manually chosen representatives known to have opposing views on a particular topic or they are generated sentences which where created using the GPT-4 model of OpenAI. We created the sentences by prompting the GPT-4 model to generate a speech that would come from a politician defending a particular position.

Nicholas Vinden, Raeid Saqur, Zining Zhu et al. · utoronto

We introduce the Contrastive Similarity Space Embedding Algorithm (ContraSim), a novel framework for uncovering the global semantic relationships between daily financial headlines and market movements. ContraSim operates in two key stages: (I) Weighted Headline Augmentation, which generates augmented financial headlines along with a semantic fine-grained similarity score, and (II) Weighted Self-Supervised Contrastive Learning (WSSCL), an extended version of classical self-supervised contrastive learning that uses the similarity metric to create a refined weighted embedding space. This embedding space clusters semantically similar headlines together, facilitating deeper market insights. Empirical results demonstrate that integrating ContraSim features into financial forecasting tasks improves classification accuracy from WSJ headlines by 7%. Moreover, leveraging an information density analysis, we find that the similarity spaces constructed by ContraSim intrinsically cluster days with homogeneous market movement directions, indicating that ContraSim captures market dynamics independent of ground truth labels. Additionally, ContraSim enables the identification of historical news days that closely resemble the headlines of the current day, providing analysts with actionable insights to predict market trends by referencing analogous past events.

Raeid Saqur

Machine learning techniques applied to the problem of financial market forecasting struggle with dynamic regime switching, or underlying correlation and covariance shifts in true (hidden) market variables. Drawing inspiration from the success of reinforcement learning in robotics, particularly in agile locomotion adaptation of quadruped robots to unseen terrains, we introduce an innovative approach that leverages world knowledge of pretrained LLMs (aka. 'privileged information' in robotics) and dynamically adapts them using intrinsic, natural market rewards using LLM alignment technique we dub as "Reinforcement Learning from Market Feedback" (**RLMF**). Strong empirical results demonstrate the efficacy of our method in adapting to regime shifts in financial markets, a challenge that has long plagued predictive models in this domain. The proposed algorithmic framework outperforms best-performing SOTA LLM models on the existing (FLARE) benchmark stock-movement (SM) tasks by more than 15\% improved accuracy. On the recently proposed NIFTY SM task, our adaptive policy outperforms the SOTA best performing trillion parameter models like GPT-4. The paper details the dual-phase, teacher-student architecture and implementation of our model, the empirical results obtained, and an analysis of the role of language embeddings in terms of Information Gain.

Raeid Saqur, Anastasis Kratsios, Florian Krach et al.

We propose MoE-F - a formalized mechanism for combining $N$ pre-trained Large Language Models (LLMs) for online time-series prediction by adaptively forecasting the best weighting of LLM predictions at every time step. Our mechanism leverages the conditional information in each expert's running performance to forecast the best combination of LLMs for predicting the time series in its next step. Diverging from static (learned) Mixture of Experts (MoE) methods, our approach employs time-adaptive stochastic filtering techniques to combine experts. By framing the expert selection problem as a finite state-space, continuous-time Hidden Markov model (HMM), we can leverage the Wohman-Shiryaev filter. Our approach first constructs N parallel filters corresponding to each of the $N$ individual LLMs. Each filter proposes its best combination of LLMs, given the information that they have access to. Subsequently, the N filter outputs are optimally aggregated to maximize their robust predictive power, and this update is computed efficiently via a closed-form expression, generating our ensemble predictor. Our contributions are: **(I)** the MoE-F plug-and-play filtering harness algorithm, **(II)** theoretical optimality guarantees of the proposed filtering-based gating algorithm (via optimality guarantees for its parallel Bayesian filtering and its robust aggregation steps), and **(III)** empirical evaluation and ablative results using state-of-the-art foundational and MoE LLMs on a real-world __Financial Market Movement__ task where MoE-F attains a remarkable 17\% absolute and 48.5\% relative F1 measure improvement over the next best performing individual LLM expert predicting short-horizon market movement based on streaming news. Further, we provide empirical evidence of substantial performance gains in applying MoE-F over specialized models in the long-horizon time-series forecasting domain.

Raeid Saqur, Ameet Deshpande

The CLEVR dataset has been used extensively in language grounded visual reasoning in Machine Learning (ML) and Natural Language Processing (NLP) domains. We present a graph parser library for CLEVR, that provides functionalities for object-centric attributes and relationships extraction, and construction of structural graph representations for dual modalities. Structural order-invariant representations enable geometric learning and can aid in downstream tasks like language grounding to vision, robotics, compositionality, interpretability, and computational grammar construction. We provide three extensible main components - parser, embedder, and visualizer that can be tailored to suit specific learning setups. We also provide out-of-the-box functionality for seamless integration with popular deep graph neural network (GNN) libraries. Additionally, we discuss downstream usage and applications of the library, and how it accelerates research for the NLP research community.

Frank Rudzicz, Raeid Saqur

Here we discuss the four key principles of bio-medical ethics from surgical context. We elaborate on the definition of 'fairness' and its implications in AI system design, with taxonomy of algorithmic biases in AI. We discuss the shifts in ethical paradigms as the degree of autonomy in AI systems continue to evolve. We also emphasize the need for continuous revisions of ethics in AI due to evolution and dynamic nature of AI systems and technologies.

Raeid Saqur, Sal Vivona

In this paper, we propose a novel technique for generating images in the 3D domain from images with high degree of geometrical transformations. By coalescing two popular concurrent methods that have seen rapid ascension to the machine learning zeitgeist in recent years: GANs (Goodfellow et. al.) and Capsule networks (Sabour, Hinton et. al.) - we present: \textbf{CapsGAN}. We show that CapsGAN performs better than or equal to traditional CNN based GANs in generating images with high geometric transformations using rotated MNIST. In the process, we also show the efficacy of using capsules architecture in the GANs domain. Furthermore, we tackle the Gordian Knot in training GANs - the performance control and training stability by experimenting with using Wasserstein distance (gradient clipping, penalty) and Spectral Normalization. The experimental findings of this paper should propel the application of capsules and GANs in the still exciting and nascent domain of 3D image generation, and plausibly video (frame) generation.

Aparna Balagopalan, Satya Gorti, Mathieu Ravaut et al.

Generative Adversarial Networks (GANs) have seen steep ascension to the peak of ML research zeitgeist in recent years. Mostly catalyzed by its success in the domain of image generation, the technique has seen wide range of adoption in a variety of other problem domains. Although GANs have had a lot of success in producing more realistic images than other approaches, they have only seen limited use for text sequences. Generation of longer sequences compounds this problem. Most recently, SeqGAN (Yu et al., 2017) has shown improvements in adversarial evaluation and results with human evaluation compared to a MLE based trained baseline. The main contributions of this paper are three-fold: 1. We show results for sequence generation using a GAN architecture with efficient policy gradient estimators, 2. We attain improved training stability, and 3. We perform a comparative study of recent unbiased low variance gradient estimation techniques such as REBAR (Tucker et al., 2017), RELAX (Grathwohl et al., 2018) and REINFORCE (Williams, 1992). Using a simple grammar on synthetic datasets with varying length, we indicate the quality of sequences generated by the model.

Raeid Saqur

This paper presents a new text entry technique, namely H4-Writer, designed for gaze controlled environments and aimed at reducing average KSPC . and spatial footprint. It also presents an empirical evaluation of this proposed system by using three different input devices: mouse, gamepad, and eye tracker. The experiment was conducted using 9 participants and the obtained data were used to compare the entry speeds, efficiency and KSPC of H4-Writer for all the devices. Over three blocks, the average entry speed was 3.54 wpm for the mouse, 3.33 wpm for the gamepad and only 2.11 wpm for the eye tracker. While the eye tracker fared poorly compared to the mouse and the gamepad on entry speed, it showed significant improvement in entry speed over progressing blocks indicating increase in entry speed with practice. A full longitudinal study was conducted to indicate this. The average KSPC of all the three devices over all the text phrases entered was 2.62, which is significantly lower compared to other hand writing recognizing text entry techniques like EdgeWrite. An analysis of the blocks revealed improvement in error rate, efficiency and KSPC values with progressing block numbers as the participants got more acclimatized with the key codes for corresponding characters.