A factorized 'higher-order' transformer with kernelized linear attention and tweet plus price inputs reaches 72.94% accuracy and 0.516 MCC on StockNet, behind only NL-LSTM among the baselines compared.
UniT: Multimodal Multitask Learning with a Unified Transformer
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abstract
We propose UniT, a Unified Transformer model to simultaneously learn the most prominent tasks across different domains, ranging from object detection to natural language understanding and multimodal reasoning. Based on the transformer encoder-decoder architecture, our UniT model encodes each input modality with an encoder and makes predictions on each task with a shared decoder over the encoded input representations, followed by task-specific output heads. The entire model is jointly trained end-to-end with losses from each task. Compared to previous efforts on multi-task learning with transformers, we share the same model parameters across all tasks instead of separately fine-tuning task-specific models and handle a much higher variety of tasks across different domains. In our experiments, we learn 7 tasks jointly over 8 datasets, achieving strong performance on each task with significantly fewer parameters. Our code is available in MMF at https://mmf.sh.
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Higher Order Transformers: Enhancing Stock Movement Prediction On Multimodal Time-Series Data
A factorized 'higher-order' transformer with kernelized linear attention and tweet plus price inputs reaches 72.94% accuracy and 0.516 MCC on StockNet, behind only NL-LSTM among the baselines compared.