Siddhant Jain

h-index4
2papers
51citations

2 Papers

2.2NENov 14, 2019Code
Performance evaluation of deep neural networks for forecasting time-series with multiple structural breaks and high volatility

Rohit Kaushik, Shikhar Jain, Siddhant Jain et al.

The problem of automatic and accurate forecasting of time-series data has always been an interesting challenge for the machine learning and forecasting community. A majority of the real-world time-series problems have non-stationary characteristics that make the understanding of trend and seasonality difficult. Our interest in this paper is to study the applicability of the popular deep neural networks (DNN) as function approximators for non-stationary TSF. We evaluate the following DNN models: Multi-layer Perceptron (MLP), Convolutional Neural Network (CNN), and RNN with Long-Short Term Memory (LSTM-RNN) and RNN with Gated-Recurrent Unit (GRU-RNN). These DNN methods have been evaluated over 10 popular Indian financial stocks data. Further, the performance evaluation of these DNNs has been carried out in multiple independent runs for two settings of forecasting: (1) single-step forecasting, and (2) multi-step forecasting. These DNN methods show convincing performance for single-step forecasting (one-day ahead forecast). For the multi-step forecasting (multiple days ahead forecast), we have evaluated the methods for different forecast periods. The performance of these methods demonstrates that long forecast periods have an adverse effect on performance.

1.0MLOct 29, 2018
An Amalgamation of Classical and Quantum Machine Learning For the Classification of Adenocarcinoma and Squamous Cell Carcinoma Patients

Siddhant Jain, Jalal Ziauddin, Paul Leonchyk et al.

The ability to accurately classify disease subtypes is of vital importance, especially in oncology where this capability could have a life saving impact. Here we report a classification between two subtypes of non-small cell lung cancer, namely Adeno- carcinoma vs Squamous cell carcinoma. The data consists of approximately 20,000 gene expression values for each of 104 patients. The data was curated from [1] [2]. We used an amalgamation of classical and and quantum machine learning models to successfully classify these patients. We utilized feature selection methods based on univariate statistics in addition to XGBoost [3]. A novel and proprietary data representation method developed by one of the authors called QCrush was also used as it was designed to incorporate a maximal amount of information under the size constraints of the D-Wave quantum annealing computer. The machine learning was performed by a Quantum Boltzmann Machine. This paper will report our results, the various classical methods, and the quantum machine learning approach we utilized.