Donglin Zhan

Zhenyi Wang, Li Shen, Le Fang et al.

The paradigm of machine intelligence moves from purely supervised learning to a more practical scenario when many loosely related unlabeled data are available and labeled data is scarce. Most existing algorithms assume that the underlying task distribution is stationary. Here we consider a more realistic and challenging setting in that task distributions evolve over time. We name this problem as Semi-supervised meta-learning with Evolving Task diStributions, abbreviated as SETS. Two key challenges arise in this more realistic setting: (i) how to use unlabeled data in the presence of a large amount of unlabeled out-of-distribution (OOD) data; and (ii) how to prevent catastrophic forgetting on previously learned task distributions due to the task distribution shift. We propose an OOD Robust and knowleDge presErved semi-supeRvised meta-learning approach (ORDER), to tackle these two major challenges. Specifically, our ORDER introduces a novel mutual information regularization to robustify the model with unlabeled OOD data and adopts an optimal transport regularization to remember previously learned knowledge in feature space. In addition, we test our method on a very challenging dataset: SETS on large-scale non-stationary semi-supervised task distributions consisting of (at least) 72K tasks. With extensive experiments, we demonstrate the proposed ORDER alleviates forgetting on evolving task distributions and is more robust to OOD data than related strong baselines.

Haoting Zhang, Haoxian Chen, Donglin Zhan et al.

The field of simulation optimization (SO) encompasses various methods developed to optimize complex, expensive-to-sample stochastic systems. Established methods include, but are not limited to, ranking-and-selection for finite alternatives and surrogate-based methods for continuous domains, with broad applications in engineering and operations management. The recent advent of large language models (LLMs) offers a new paradigm for exploiting system structure and automating the strategic selection and composition of these established SO methods into a tailored optimization procedure. This work introduces SOCRATES (Simulation Optimization with Correlated Replicas and Adaptive Trajectory Evaluations), a novel two-stage procedure that leverages LLMs to automate the design of tailored SO algorithms. The first stage constructs an ensemble of digital replicas of the real system. An LLM is employed to implement causal discovery from a textual description of the system, generating a structural `skeleton' that guides the sample-efficient learning of the replicas. In the second stage, this replica ensemble is used as an inexpensive testbed to evaluate a set of baseline SO algorithms. An LLM then acts as a meta-optimizer, analyzing the performance trajectories of these algorithms to iteratively revise and compose a final, hybrid optimization schedule. This schedule is designed to be adaptive, with the ability to be updated during the final execution on the real system when the optimization performance deviates from expectations. By integrating LLM-driven reasoning with LLM-assisted trajectory-aware meta-optimization, SOCRATES creates an effective and sample-efficient solution for complex SO optimization problems.

Donglin Zhan, Haoting Zhang, Rhonda Righter et al.

Motivated by the growing need for black-box optimization and data privacy, we introduce a collaborative Bayesian optimization (BO) framework that addresses both of these challenges. In this framework agents work collaboratively to optimize a function they only have oracle access to. In order to mitigate against communication and privacy constraints, agents are not allowed to share their data but can share their Gaussian process (GP) surrogate models. To enable collaboration under these constraints, we construct a central model to approximate the objective function by leveraging the concept of Wasserstein barycenters of GPs. This central model integrates the shared models without accessing the underlying data. A key aspect of our approach is a collaborative acquisition function that balances exploration and exploitation, allowing for the optimization of decision variables collaboratively in each iteration. We prove that our proposed algorithm is asymptotically consistent and that its implementation via Monte Carlo methods is numerically accurate. Through numerical experiments, we demonstrate that our approach outperforms other baseline collaborative frameworks and is competitive with centralized approaches that do not consider data privacy.

Donglin Zhan, Shiyu Yi, Dongli Xu et al.

Time Series Classification (TSC) has been an important and challenging task in data mining, especially on multivariate time series and multi-view time series data sets. Meanwhile, transfer learning has been widely applied in computer vision and natural language processing applications to improve deep neural network's generalization capabilities. However, very few previous works applied transfer learning framework to time series mining problems. Particularly, the technique of measuring similarities between source domain and target domain based on dynamic representation such as density estimation with importance sampling has never been combined with transfer learning framework. In this paper, we first proposed a general adaptive transfer learning framework for multi-view time series data, which shows strong ability in storing inter-view importance value in the process of knowledge transfer. Next, we represented inter-view importance through some time series similarity measurements and approximated the posterior distribution in latent space for the importance sampling via density estimation techniques. We then computed the matrix norm of sampled importance value, which controls the degree of knowledge transfer in pre-training process. We further evaluated our work, applied it to many other time series classification tasks, and observed that our architecture maintained desirable generalization ability. Finally, we concluded that our framework could be adapted with deep learning techniques to receive significant model performance improvements.

Shiyu Yi, Donglin Zhan, Wenqing Zhang et al.

Generative Adversarial Networks (GAN) training process, in most cases, apply Uniform or Gaussian sampling methods in the latent space, which probably spends most of the computation on examples that can be properly handled and easy to generate. Theoretically, importance sampling speeds up stochastic optimization in supervised learning by prioritizing training examples. In this paper, we explore the possibility of adapting importance sampling into adversarial learning. We use importance sampling to replace Uniform and Gaussian sampling methods in the latent space and employ normalizing flow to approximate latent space posterior distribution by density estimation. Empirically, results on MNIST and Fashion-MNIST demonstrate that our method significantly accelerates GAN's optimization while retaining visual fidelity in generated samples.