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Mathematics
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New Insights in Machine Learning (ML) and Deep Neural Networks
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New Insights in Machine Learning (ML) and Deep Neural Networks

A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "E1: Mathematics and Computer Science".

Deadline for manuscript submissions: 31 January 2026 | Viewed by 4271

Special Issue Editors

Dr. Yanming Guo

E-Mail Website
Guest Editor
College of Systems Engineering, National University of Defense Technology, Changsha 410073, China
Interests: image retrieval; computer vision; image processing; pattern recognition; feature extraction; machine learning; object recognition; classification; algorithms; image data analysis; machine vision; image recognition; pattern classification; visual pattern recognition; multimedia analysis
Dr. Yu Liu

E-Mail Website
Guest Editor
School of Software Technology, DUT-RU International School of Information Science and Engineering, Dalian University of Technology, Dalian 116024, China
Interests: open-world vision perception; continual/incremental learning; multimedia retrieval; object detection/segmentation
Dr. Tianyuan Yu

E-Mail Website
Guest Editor
College of Systems Engineering, National University of Defense Technology, Changsha 410072, China
Interests: artificial intelligence models; convolutional neural networks; decision tree; deep learning
Dr. Mingrui Lao

E-Mail Website
Guest Editor Assistant
Laboratory for Big Data and Decision, College of Systems Engineering, National University of Defense Technology, Changsha 410073, China
Interests: multimodal information comprehension; visual question answering; machine reading comprehension; deep learning theories

Special Issue Information

Dear Colleagues,

The confluence of groundbreaking research and technological innovation in the realm of Machine Learning (ML) and Deep Neural Networks (DNNs) continues to redefine the horizons of artificial intelligence. As we stand on the precipice of new discoveries that have the potential to revolutionize various sectors, this is the time to explore and document these advancements. With this in mind, we are proud to announce a Special Issue themed "New Insights in Machine Learning (ML) and Deep Neural Networks", aimed at capturing the essence of current and emerging trends in the field.

This Special Issue is a dedicated forum for scholars and professionals to share their latest findings, innovative methodologies, and transformative applications of ML and DNNs. We are particularly interested in works that address, but are not limited to, the following areas of exploration:

  • Parameter Efficient Fine-Tuning Methods of Large Language Models (LLMs);
  • Trustworthy Machine Learning;
  • Adversarial Attacks and Defenses;
  • Generative Multi-Modal Models;
  • Continual Learning;
  • Embodied Intelligence;
  • AI for Science;
  • Multimodal Understanding and Generation.

We also welcome review articles that synthesize the current state of the art, providing comprehensive overviews and identifying future research directions in the areas pertinent to this Special Issue. 

Dr. Yanming Guo
Dr. Yu Liu
Dr. Tianyuan Yu
Guest Editors

Dr. Mingrui Lao
Guest Editor Assistant

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Mathematics is an international peer-reviewed open access semimonthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 2600 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • machine learning
  • multi-modal models
  • embodied intelligence
  • artificial intelligence
  • deep neural networks (DNNs)

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Further information on MDPI's Special Issue policies can be found here.

Published Papers (2 papers)

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Research

19 pages, 1572 KiB  
Article
FeTT: Class-Incremental Learning with Feature Transformation Tuning
by Sunyuan Qiang and Yanyan Liang
Mathematics 2025, 13(7), 1095; https://doi.org/10.3390/math13071095 - 27 Mar 2025
Viewed by 323
Abstract
Class-incremental learning (CIL) enables models to continuously acquire knowledge and adapt in an ever-changing environment. However, one primary challenge lies in the trade-off between the stability and plasticity, i.e., plastically expand the novel knowledge base and stably retaining previous knowledge without catastrophic forgetting. [...] Read more.
Class-incremental learning (CIL) enables models to continuously acquire knowledge and adapt in an ever-changing environment. However, one primary challenge lies in the trade-off between the stability and plasticity, i.e., plastically expand the novel knowledge base and stably retaining previous knowledge without catastrophic forgetting. We find that even recent promising CIL methods via pre-trained models (PTMs) still suffer from this dilemma. To this end, this paper begins by analyzing the aforementioned dilemma from the perspective of marginal distribution for data categories. Then, we propose the feature transformation tuning (FeTT) model, which concurrently alleviates the inadequacy of previous PTM-based CIL in terms of stability and plasticity. Specifically, we apply the parameter-efficient fine-tuning (PEFT) strategies solely in the first CIL task to bridge the domain gap between the PTMs and downstream task dataset. Subsequently, the model is kept fixed to maintain stability and avoid discrepancies in training data distributions. Moreover, feature transformation is employed to regulate the backbone representations, boosting the model’s adaptability and plasticity without additional training or parameter costs. Extensive experimental results and further feature channel activations discussion on CIL benchmarks across six datasets validate the superior performance of our proposed method. Full article
(This article belongs to the Special Issue New Insights in Machine Learning (ML) and Deep Neural Networks)
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18 pages, 393 KiB  
Article
LLM-Augmented Linear Transformer–CNN for Enhanced Stock Price Prediction
by Lei Zhou, Yuqi Zhang, Jian Yu, Guiling Wang, Zhizhong Liu, Sira Yongchareon and Nancy Wang
Mathematics 2025, 13(3), 487; https://doi.org/10.3390/math13030487 - 31 Jan 2025
Cited by 1 | Viewed by 3378
Abstract
Accurately predicting stock prices remains a challenging task due to the volatile and complex nature of financial markets. In this study, we propose a novel hybrid deep learning framework that integrates a large language model (LLM), a Linear Transformer (LT), and a Convolutional [...] Read more.
Accurately predicting stock prices remains a challenging task due to the volatile and complex nature of financial markets. In this study, we propose a novel hybrid deep learning framework that integrates a large language model (LLM), a Linear Transformer (LT), and a Convolutional Neural Network (CNN) to enhance stock price prediction using solely historical market data. The framework leverages the LLM as a professional financial analyst to perform daily technical analysis. The technical indicators, including moving averages (MAs), relative strength index (RSI), and Bollinger Bands (BBs), are calculated directly from historical stock data. These indicators are then analyzed by the LLM, generating descriptive textual summaries. The textual summaries are further transformed into vector representations using FinBERT, a pre-trained financial language model, to enhance the dataset with contextual insights. The FinBERT embeddings are integrated with features from two additional branches: the Linear Transformer branch, which captures long-term dependencies in time-series stock data through a linearized self-attention mechanism, and the CNN branch, which extracts spatial features from visual representations of stock chart data. The combined features from these three modalities are then processed by a Feedforward Neural Network (FNN) for final stock price prediction. Experimental results on the S&P 500 dataset demonstrate that the proposed framework significantly improves stock prediction accuracy by effectively capturing temporal, spatial, and contextual dependencies in the data. This multimodal approach highlights the importance of integrating advanced technical analysis with deep learning architectures for enhanced financial forecasting. Full article
(This article belongs to the Special Issue New Insights in Machine Learning (ML) and Deep Neural Networks)
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