arXiv subjects

Giulia Fracastoro

Publications and source records attributed to Giulia Fracastoro.

At least 19 recordsLinked to original sources

arXiv2025

Playing the Lottery With Concave Regularizers for Sparse Trainable Neural Networks

The design of sparse neural networks, i.e., of networks with a reduced number of parameters, has been attracting increasing research attention in the last few years. The use of sparse models may significantly reduce the computational and storage footprint in the inference phase. In this context, the lottery ticket hypothesis (LTH) constitutes a breakthrough result, that addresses not only the performance of the inference phase, but also of the training phase. It states that it is possible to extract effective sparse subnetworks, called winning tickets, that can be trained in isolation. The development of effective methods to play the lottery, i.e., to find winning tickets, is still an open problem. In this article, we propose a novel class of methods to play the lottery. The key point is the use of concave regularization to promote the sparsity of a relaxed binary mask, which represents the network topology. We theoretically analyze the effectiveness of the proposed method in the convex framework. Then, we propose extended numerical tests on various datasets and architectures, that show that the proposed method can improve the performance of state-of-the-art algorithms.

cs.LG↗

arXiv2024

Default Resilience and Worst-Case Effects in Financial Networks

In this paper we analyze the resilience of a network of banks to joint price fluctuations of the external assets in which they have shared exposures, and evaluate the worst-case effects of the possible default contagion. Indeed, when the prices of certain external assets either decrease or increase, all banks exposed to them experience varying degrees of simultaneous shocks to their balance sheets. These coordinated and structured shocks have the potential to exacerbate the likelihood of defaults. In this context, we introduce first a concept of {default resilience margin}, $\epsilon^*$, i.e., the maximum amplitude of asset prices fluctuations that the network can tolerate without generating defaults. Such threshold value is computed by considering two different measures of price fluctuations, one based on the maximum individual variation of each asset, and the other based on the sum of all the asset's absolute variations. For any price perturbation having amplitude no larger than $\epsilon^*$, the network absorbs the shocks remaining default free. When the perturbation amplitude goes beyond $\epsilon^*$, however, defaults may occur. In this case we find the worst-case systemic loss, that is, the total unpaid debt under the most severe price variation of given magnitude. Computation of both the threshold level $\epsilon^*$ and of the worst-case loss and of a corresponding worst-case asset price scenario, amounts to solving suitable linear programming problems.}

q-fin.RM↗

arXiv2024

Deep 3D World Models for Multi-Image Super-Resolution Beyond Optical Flow

Multi-image super-resolution (MISR) allows to increase the spatial resolution of a low-resolution (LR) acquisition by combining multiple images carrying complementary information in the form of sub-pixel offsets in the scene sampling, and can be significantly more effective than its single-image counterpart. Its main difficulty lies in accurately registering and fusing the multi-image information. Currently studied settings, such as burst photography, typically involve assumptions of small geometric disparity between the LR images and rely on optical flow for image registration. We study a MISR method that can increase the resolution of sets of images acquired with arbitrary, and potentially wildly different, camera positions and orientations, generalizing the currently studied MISR settings. Our proposed model, called EpiMISR, moves away from optical flow and explicitly uses the epipolar geometry of the acquisition process, together with transformer-based processing of radiance feature fields to substantially improve over state-of-the-art MISR methods in presence of large disparities in the LR images.

cs.CV↗

arXiv2022

Semi-supervised learning for joint SAR and multispectral land cover classification

Semi-supervised learning techniques are gaining popularity due to their capability of building models that are effective, even when scarce amounts of labeled data are available. In this paper, we present a framework and specific tasks for self-supervised pretraining of \textit{multichannel} models, such as the fusion of multispectral and synthetic aperture radar images. We show that the proposed self-supervised approach is highly effective at learning features that correlate with the labels for land cover classification. This is enabled by an explicit design of pretraining tasks which promotes bridging the gaps between sensing modalities and exploiting the spectral characteristics of the input. In a semi-supervised setting, when limited labels are available, using the proposed self-supervised pretraining, followed by supervised finetuning for land cover classification with SAR and multispectral data, outperforms conventional approaches such as purely supervised learning, initialization from training on ImageNet and other recent self-supervised approaches.

eess.IV↗

arXiv2022

Control of Dynamic Financial Networks (The Extended Version)

The current global financial system forms a highly interconnected network where a default in one of its nodes can propagate to many other nodes, causing a catastrophic avalanche effect. In this paper we consider the problem of reducing the financial contagion by introducing some targeted interventions that can mitigate the cascaded failure effects. We consider a multi-step dynamic model of clearing payments and introduce an external control term that represents corrective cash injections made by a ruling authority. The proposed control model can be cast and efficiently solved as a linear program. We show via numerical examples that the proposed approach can significantly reduce the default propagation by applying small targeted cash injections.

math.OC↗

arXiv2022

Clearing Payments in Dynamic Financial Networks

This paper proposes a novel dynamical model for determining clearing payments in financial networks. We extend the classical Eisenberg-Noe model of financial contagion to multiple time periods, allowing financial operations to continue after possible initial pseudo defaults, thus permitting nodes to recover and eventually fulfil their liabilities. Optimal clearing payments in our model are computed by solving a suitable linear program, both in the full matrix payments case and in the pro-rata constrained case. We prove that the proposed model obeys the \emph{priority of debt claims} requirement, that is, each node at every step either pays its liabilities in full, or it pays out all its balance. In the pro-rata case, the optimal dynamic clearing payments are unique, and can be determined via a time-decoupled sequential optimization approach.

math.OC↗

arXiv2021

Deep Learning Methods For Synthetic Aperture Radar Image Despeckling: An Overview Of Trends And Perspectives

Synthetic aperture radar (SAR) images are affected by a spatially-correlated and signal-dependent noise called speckle, which is very severe and may hinder image exploitation. Despeckling is an important task that aims at removing such noise, so as to improve the accuracy of all downstream image processing tasks. The first despeckling methods date back to the 1970's, and several model-based algorithms have been developed in the subsequent years. The field has received growing attention, sparkled by the availability of powerful deep learning models that have yielded excellent performance for inverse problems in image processing. This paper surveys the literature on deep learning methods applied to SAR despeckling, covering both the supervised and the more recent self-supervised approaches. We provide a critical analysis of existing methods with the objective to recognize the most promising research lines, to identify the factors that have limited the success of deep models, and to propose ways forward in an attempt to fully exploit the potential of deep learning for SAR despeckling.

eess.IV↗

arXiv2021

COVID-19 case data for Italy stratified by age class

The dataset described in this paper contains daily data about COVID-19 cases that occurred in Italy over the period from Jan. 28, 2020 to March 20, 2021, divided into ten age classes of the population, the first class being 0-9 years, the tenth class being 90 years and over. The dataset contains eight columns, namely: date (day), age class, number of new cases, number of newly hospitalized patients, number of patients entering intensive care, number of deceased patients, number of recovered patients, number of active infected patients. This data has been officially released for research purposes by the Italian authority for COVID-19 epidemiologic surveillance (Istituto Superiore di Sanità - ISS), upon formal request by the authors, in accordance with the Ordonnance of the Chief of the Civil Protection Department n. 691 dated Aug. 4 2020. A separate file contains the numerosity of the population in each age class, according to the National Institute of Statistics (ISTAT) data of the resident population of Italy as of Jan. 2020. This data has potential use, for instance, in epidemiologic studies of the effects of the COVID-19 contagion in Italy, in mortality analysis by age class, and in the development and testing of dynamical models of the contagion.

stat.ML↗

arXiv2021

Denoise and Contrast for Category Agnostic Shape Completion

In this paper, we present a deep learning model that exploits the power of self-supervision to perform 3D point cloud completion, estimating the missing part and a context region around it. Local and global information are encoded in a combined embedding. A denoising pretext task provides the network with the needed local cues, decoupled from the high-level semantics and naturally shared over multiple classes. On the other hand, contrastive learning maximizes the agreement between variants of the same shape with different missing portions, thus producing a representation which captures the global appearance of the shape. The combined embedding inherits category-agnostic properties from the chosen pretext tasks. Differently from existing approaches, this allows to better generalize the completion properties to new categories unseen at training time. Moreover, while decoding the obtained joint representation, we better blend the reconstructed missing part with the partial shape by paying attention to its known surrounding region and reconstructing this frame as auxiliary objective. Our extensive experiments and detailed ablation on the ShapeNet dataset show the effectiveness of each part of the method with new state of the art results. Our quantitative and qualitative analysis confirms how our approach is able to work on novel categories without relying neither on classification and shape symmetry priors, nor on adversarial training procedures.

cs.CV↗

arXiv2021

RAN-GNNs: breaking the capacity limits of graph neural networks

Graph neural networks have become a staple in problems addressing learning and analysis of data defined over graphs. However, several results suggest an inherent difficulty in extracting better performance by increasing the number of layers. Recent works attribute this to a phenomenon peculiar to the extraction of node features in graph-based tasks, i.e., the need to consider multiple neighborhood sizes at the same time and adaptively tune them. In this paper, we investigate the recently proposed randomly wired architectures in the context of graph neural networks. Instead of building deeper networks by stacking many layers, we prove that employing a randomly-wired architecture can be a more effective way to increase the capacity of the network and obtain richer representations. We show that such architectures behave like an ensemble of paths, which are able to merge contributions from receptive fields of varied size. Moreover, these receptive fields can also be modulated to be wider or narrower through the trainable weights over the paths. We also provide extensive experimental evidence of the superior performance of randomly wired architectures over multiple tasks and four graph convolution definitions, using recent benchmarking frameworks that addresses the reliability of previous testing methodologies.

cs.LG↗

arXiv2021

Optimal Clearing Payments in a Financial Contagion Model

Financial networks are characterized by complex structures of mutual obligations. These obligations are fulfilled entirely or in part (when defaults occur) via a mechanism called clearing, which determines a set of payments that settle the claims by respecting rules such as limited liability, absolute priority, and proportionality (pro-rated payments). In the presence of shocks on the financial system, however, the clearing mechanism may lead to cascaded defaults and eventually to financial disaster. In this paper, we first study the clearing model under pro-rated payments of Eisenberg and Noe, and we derive novel necessary and sufficient conditions for the uniqueness of the clearing payments, valid for an arbitrary topology of the financial network. Then, we argue that the proportionality rule is one of the factors responsible for cascaded defaults, and that the overall system loss can be reduced if this rule is lifted. The proposed approach thus shifts the focus from the individual interest to the overall system's interest to control and contain adverse effects of cascaded failures, and we show that clearing payments in this setting can be computed by solving suitable convex optimization problems.

math.OC↗

arXiv2020

Learning Graph-Convolutional Representations for Point Cloud Denoising

Point clouds are an increasingly relevant data type but they are often corrupted by noise. We propose a deep neural network based on graph-convolutional layers that can elegantly deal with the permutation-invariance problem encountered by learning-based point cloud processing methods. The network is fully-convolutional and can build complex hierarchies of features by dynamically constructing neighborhood graphs from similarity among the high-dimensional feature representations of the points. When coupled with a loss promoting proximity to the ideal surface, the proposed approach significantly outperforms state-of-the-art methods on a variety of metrics. In particular, it is able to improve in terms of Chamfer measure and of quality of the surface normals that can be estimated from the denoised data. We also show that it is especially robust both at high noise levels and in presence of structured noise such as the one encountered in real LiDAR scans.

cs.CV↗

arXiv2020

Speckle2Void: Deep Self-Supervised SAR Despeckling with Blind-Spot Convolutional Neural Networks

Information extraction from synthetic aperture radar (SAR) images is heavily impaired by speckle noise, hence despeckling is a crucial preliminary step in scene analysis algorithms. The recent success of deep learning envisions a new generation of despeckling techniques that could outperform classical model-based methods. However, current deep learning approaches to despeckling require supervision for training, whereas clean SAR images are impossible to obtain. In the literature, this issue is tackled by resorting to either synthetically speckled optical images, which exhibit different properties with respect to true SAR images, or multi-temporal SAR images, which are difficult to acquire or fuse accurately. In this paper, inspired by recent works on blind-spot denoising networks, we propose a self-supervised Bayesian despeckling method. The proposed method is trained employing only noisy SAR images and can therefore learn features of real SAR images rather than synthetic data. Experiments show that the performance of the proposed approach is very close to the supervised training approach on synthetic data and superior on real data in both quantitative and visual assessments.

eess.IV↗

arXiv2020

Towards Deep Unsupervised SAR Despeckling with Blind-Spot Convolutional Neural Networks

SAR despeckling is a problem of paramount importance in remote sensing, since it represents the first step of many scene analysis algorithms. Recently, deep learning techniques have outperformed classical model-based despeckling algorithms. However, such methods require clean ground truth images for training, thus resorting to synthetically speckled optical images since clean SAR images cannot be acquired. In this paper, inspired by recent works on blind-spot denoising networks, we propose a self-supervised Bayesian despeckling method. The proposed method is trained employing only noisy images and can therefore learn features of real SAR images rather than synthetic data. We show that the performance of the proposed network is very close to the supervised training approach on synthetic data and competitive on real data.

eess.IV↗

arXiv2020

DeepSUM++: Non-local Deep Neural Network for Super-Resolution of Unregistered Multitemporal Images

Deep learning methods for super-resolution of a remote sensing scene from multiple unregistered low-resolution images have recently gained attention thanks to a challenge proposed by the European Space Agency. This paper presents an evolution of the winner of the challenge, showing how incorporating non-local information in a convolutional neural network allows to exploit self-similar patterns that provide enhanced regularization of the super-resolution problem. Experiments on the dataset of the challenge show improved performance over the state-of-the-art, which does not exploit non-local information.

eess.IV↗

arXiv2020

DeepSUM: Deep neural network for Super-resolution of Unregistered Multitemporal images

Recently, convolutional neural networks (CNN) have been successfully applied to many remote sensing problems. However, deep learning techniques for multi-image super-resolution from multitemporal unregistered imagery have received little attention so far. This work proposes a novel CNN-based technique that exploits both spatial and temporal correlations to combine multiple images. This novel framework integrates the spatial registration task directly inside the CNN, and allows to exploit the representation learning capabilities of the network to enhance registration accuracy. The entire super-resolution process relies on a single CNN with three main stages: shared 2D convolutions to extract high-dimensional features from the input images; a subnetwork proposing registration filters derived from the high-dimensional feature representations; 3D convolutions for slow fusion of the features from multiple images. The whole network can be trained end-to-end to recover a single high resolution image from multiple unregistered low resolution images. The method presented in this paper is the winner of the PROBA-V super-resolution challenge issued by the European Space Agency.

eess.IV↗

arXiv2019

Sparse $\ell_1$ and $\ell_2$ Center Classifiers

The nearest-centroid classifier is a simple linear-time classifier based on computing the centroids of the data classes in the training phase, and then assigning a new datum to the class corresponding to its nearest centroid. Thanks to its very low computational cost, the nearest-centroid classifier is still widely used in machine learning, despite the development of many other more sophisticated classification methods. In this paper, we propose two sparse variants of the nearest-centroid classifier, based respectively on $\ell_1$ and $\ell_2$ distance criteria. The proposed sparse classifiers perform simultaneous classification and feature selection, by detecting the features that are most relevant for the classification purpose. We show that training of the proposed sparse models, with both distance criteria, can be performed exactly (i.e., the globally optimal set of features is selected) and at a quasi-linear computational cost. The experimental results show that the proposed methods are competitive in accuracy with state-of-the-art feature selection techniques, while having a significantly lower computational cost.

cs.LG↗

arXiv2019

Survival and Neural Models for Private Equity Exit Prediction

Within the Private Equity (PE) market, the event of a private company undertaking an Initial Public Offering (IPO) is usually a very high-return one for the investors in the company. For this reason, an effective predictive model for the IPO event is considered as a valuable tool in the PE market, an endeavor in which publicly available quantitative information is generally scarce. In this paper, we describe a data-analytic procedure for predicting the probability with which a company will go public in a given forward period of time. The proposed method is based on the interplay of a neural network (NN) model for estimating the overall event probability, and Survival Analysis (SA) for further modeling the probability of the IPO event in any given interval of time. The proposed neuro-survival model is tuned and tested across nine industrial sectors using real data from the Thomson Reuters Eikon PE database.

cs.LG↗