Publications by Enver Sangineto

There is a recent growing interest in applying Deep Learning techniques to tabular data in order to replicate the success of other Artificial Intelligence areas in this structured domain. Particularly interesting is the case in which tabular data have a time dependence, such as, for instance, financial transactions. However, the heterogeneity of the tabular values, in which categorical elements are mixed with numerical features, makes this adaptation difficult. In this paper we propose UniTTab, a Transformer based architecture whose goal is to uniformly represent heterogeneous time-dependent tabular data, in which both numerical and categorical features are described using continuous embedding vectors. Moreover, differently from common approaches, which use a combination of different loss functions for training with both numerical and categorical targets, UniTTab is uniformly trained with a unique Masked Token pretext task. Finally, UniTTab can also represent time series in which the individual row components have a variable internal structure with a variable number of fields, which is a common situation in many application domains, such as in real world transactional data. Using extensive experiments with five datasets of variable size and complexity, we empirically show that UniTTab consistently and significantly improves the prediction accuracy over several downstream tasks and with respect to both Deep Learning and more standard Machine Learning approaches. Our code and our models are available at: https://github.com/fabriziogaruti/UniTTab.

Prompt-tuning methods for Continual Learning (CL) freeze a large pre-trained model and train a few parameter vectors termed prompts. Most of these methods organize these vectors in a pool of key-value pairs and use the input image as query to retrieve the prompts (values). However, as keys are learned while tasks progress, the prompting selection strategy is itself subject to catastrophic forgetting, an issue often overlooked by existing approaches. For instance, prompts introduced to accommodate new tasks might end up interfering with previously learned prompts. To make the selection strategy more stable, we leverage a foundation model (CLIP) to select our prompts within a two-level adaptation mechanism. Specifically, the first level leverages a standard textual prompt pool for the CLIP textual encoder, leading to stable class prototypes. The second level, instead, uses these prototypes along with the query image as keys to index a second pool. The retrieved prompts serve to adapt a pre-trained ViT, granting plasticity. In doing so, we also propose a novel residual mechanism to transfer CLIP semantics to the ViT layers. Through extensive analysis on established CL benchmarks, we show that our method significantly outperforms both state-of-the-art CL approaches and the zero-shot CLIP test. Notably, our findings hold true even for datasets with a substantial domain gap w.r.t. the pre-training knowledge of the backbone model, as showcased by experiments on satellite imagery and medical datasets. The codebase is available at https://github.com/aimagelab/mammoth.

Drawing analogies between two pairs of entities in the form of A:B::C:D (i.e. A is to B as C is to D) is a hallmark of human intelligence, as evidenced by sufficient findings in cognitive science for the last decades. In recent years, this property has been found far beyond cognitive science. Notable examples are word2vec and GloVe models in natural language processing. Recent research in computer vision also found the property of analogies in the feature space of a pretrained ConvNet feature extractor. However, analogy mining in the semantic space of recent strong foundation models such as CLIP is still understudied, despite the fact that they have been successfully applied to a wide range of downstream tasks. In this work, we show that CLIP possesses the similar ability of analogical reasoning in the latent space, and propose a novel strategy to extract analogies between pairs of images in the CLIP space. We compute all the difference vectors of a pair of any two images that belong to the same class in the CLIP space, and employ k-means clustering to group the difference vectors into clusters irrespective of their classes. This procedure results in cluster centroids representative of class-agnostic semantic analogies between images. Through extensive analysis, we show that the property of drawing analogies between images also exists in the CLIP space, which are interpretable by humans through a visualisation of the learned clusters.

Following the spread of digital channels for everyday activities and electronic payments, huge collections of online transactions are available from financial institutions. These transactions are usually organized as time series, i.e., a time-dependent sequence of tabular data, where each element of the series is a collection of heterogeneous fields (e.g., dates, amounts, categories, etc.). Transactions are usually evaluated by automated or semi-automated procedures to address financial tasks and gain insights into customers’ behavior. In the last years, many Trees-based Machine Learning methods (e.g., RandomForest, XGBoost) have been proposed for financial tasks, but they do not fully exploit in an end-to-end pipeline all the information richness of individual transactions, neither they fully model the underling temporal patterns. Instead, Deep Learning approaches have proven to be very effective in modeling complex data by representing them in a semantic latent space. In this paper, inspired by the multi-modal Deep Learning approaches used in Computer Vision and NLP, we propose UniTTab, an end-to-end Deep Learning Transformer model for transactional time series which can uniformly represent heterogeneous time-dependent data in a single embedding. Given the availability of large sets of tabular transactions, UniTTab defines a pre-training self-supervised phase to learn useful representations which can be employed to solve financial tasks such as churn prediction and loan default prediction. A strength of UniTTab is its flexibility since it can be adopted to represent time series of arbitrary length and composed of different data types in the fields. The flexibility of our model in solving different types of tasks (e.g., detection, classification, regression) and the possibility of varying the length of the input time series, from a few to hundreds of transactions, makes UniTTab a general-purpose Transformer architecture for bank transactions.

The success of Artificial Intelligence (AI) in different research and application areas has increased the interest in adopting Deep Learning techniques also in the financial field. Particularly interesting is the case of financial transactional data, which represent one of the most valuable sources of information for banks and other financial institutes. However, the heterogeneity of the data, composed of both numerical and categorical attributes, makes the use of standard Deep Learning methods difficult. In this paper, we present UniTTAB, a Transformer network for transactional time series, which can uniformly represent heterogeneous time-dependent data, and which is trained on a very large scale of real transactional data. As far as we know, the dataset we used for training is the largest real bank transactions dataset used for Deep Learning methods in this field, being all the other common datasets either much smaller or synthetically generated. The use of this very large real training dataset, makes our UniTTAB the first foundation model for transactional data.