Hoang‐Vu Nguyen

Hoang Nguyen, Xiaohao Xu, Xiaonan Huang

Modern vision-based world models can represent observations as compact yet expressive latent manifolds, but fast goal-oriented planning in these spaces remains challenging. This raises a central question: when does a learned representation simplify control, rather than merely enabling prediction? We study this question in a pretrained LeWorldModel, whose latent geometry is regularized for smoothness and uniformity. Our key insight is that, under such geometry, planning can be amortized into a latent inverse-dynamics mapping instead of requiring online search. We therefore replace iterative planning with a lightweight Goal-Conditioned Inverse Dynamics Model (GC-IDM) that maps the current latent state, goal latent state, and remaining horizon directly to the next action. Empirically, across four benchmark environments spanning navigation, contact-rich manipulation, and continuous control, our controller matches or exceeds CEM in seven of eight environment-protocol settings while reducing per-decision cost by 100-130x. A broader sweep over test-time planners (CEM, MPPI, iCEM, and gradient-based methods) shows that this result is not specific to a particular optimizer. These findings suggest that much of the structure recovered by test-time planning is already locally encoded in the latent representation. More broadly, our results indicate that sufficiently structured latent spaces can shift part of the planning burden from online optimization to learned inference.

Hoang-Vu Nguyen, Jilles Vreeken

Change detection in multivariate time series has applications in many domains, including health care and network monitoring. A common approach to detect changes is to compare the divergence between the distributions of a reference window and a test window. When the number of dimensions is very large, however, the naive approach has both quality and efficiency issues: to ensure robustness the window size needs to be large, which not only leads to missed alarms but also increases runtime. To this end, we propose LIGHT, a linear-time algorithm for robustly detecting non-linear changes in massively high dimensional time series. Importantly, LIGHT provides high flexibility in choosing the window size, allowing the domain expert to fit the level of details required. To do such, we 1) perform scalable PCA to reduce dimensionality, 2) perform scalable factorization of the joint distribution, and 3) scalably compute divergences between these lower dimensional distributions. Extensive empirical evaluation on both synthetic and real-world data show that LIGHT outperforms state of the art with up to 100% improvement in both quality and efficiency.