Julien Laasri

Abhimanyu Talwar, Julien Laasri

We consider the problem of reconstructing a 3D scene from multiple sketches. We propose a pipeline which involves (1) stitching together multiple sketches through use of correspondence points, (2) converting the stitched sketch into a realistic image using a CycleGAN, and (3) estimating that image's depth-map using a pre-trained convolutional neural network based architecture called MegaDepth. Our contribution includes constructing a dataset of image-sketch pairs, the images for which are from the Zurich Building Database, and sketches have been generated by us. We use this dataset to train a CycleGAN for our pipeline's second step. We end up with a stitching process that does not generalize well to real drawings, but the rest of the pipeline that creates a 3D reconstruction from a single sketch performs quite well on a wide variety of drawings.

Abhimanyu Talwar, Julien Laasri

Recently proposed neural network architectures like PointNet [QSMG16] and PointNet++ [QYSG17] have made it possible to apply Deep Learning to 3D point sets. The feature representations of shapes learned by these two networks enabled training classifiers for Semantic Segmentation, and more recently for Instance Segmentation via the Similarity Group Proposal Network (SGPN) [WYHN17]. One area of improvement which has been highlighted by SGPN's authors, pertains to use of memory intensive similarity matrices which occupy memory quadratic in the number of points. In this report, we attempt to tackle this issue through use of two sampling based methods, which compute Instance Segmentation on a sub-sampled Point Set, and then extrapolate labels to the complete set using the nearest neigbhour approach. While both approaches perform equally well on large sub-samples, the random-based strategy gives the most improvements in terms of speed and memory usage.

Ziyi Zhou, Nicholas Stern, Julien Laasri

Much research has been done to analyze the stock market. After all, if one can determine a pattern in the chaotic frenzy of transactions, then they could make a hefty profit from capitalizing on these insights. As such, the goal of our project was to apply reinforcement learning (RL) to determine the best time to buy a stock within a given time frame. With only a few adjustments, our model can be extended to identify the best time to sell a stock as well. In order to use the format of free, real-world data to train the model, we define our own Markov Decision Process (MDP) problem. These two papers [5] [6] helped us in formulating the state space and the reward system of our MDP problem. We train a series of agents using Q-Learning, Q-Learning with linear function approximation, and deep Q-Learning. In addition, we try to predict the stock prices using machine learning regression and classification models. We then compare our agents to see if they converge on a policy, and if so, which one learned the best policy to maximize profit on the stock market.

Abhimanyu Talwar, Julien Laasri

Certain pairs of languages suffer from lack of a parallel corpus which is large in size and diverse in domain. One of the ways this is overcome is via use of a pivot language. In this paper we use Hindi as a pivot language to translate Nepali into English. We describe what makes Hindi a good candidate for the pivot. We discuss ways in which a pivot language can be used, and use two such approaches - the Transfer Method (fully supervised) and Backtranslation (semi-supervised) - to translate Nepali into English. Using the former, we are able to achieve a devtest Set SacreBLEU score of 14.2, which improves the baseline fully supervised score reported by (Guzman et al., 2019) by 6.6 points. While we are slightly below the semi-supervised baseline score of 15.1, we discuss what may have caused this under-performance, and suggest scope for future work.