Zhenghao Lin

Zixiao Wang, Farzan Farnia, Zhenghao Lin et al.

The evaluation of deep generative models has been extensively studied in the centralized setting, where the reference data are drawn from a single probability distribution. On the other hand, several applications of generative models concern distributed settings, e.g. the federated learning setting, where the reference data for conducting evaluation are provided by several clients in a network. In this paper, we study the evaluation of generative models in such distributed contexts with potentially heterogeneous data distributions across clients. We focus on the widely-used distance-based evaluation metrics, Fréchet Inception Distance (FID) and Kernel Inception Distance (KID). In the case of KID metric, we prove that scoring a group of generative models using the clients' averaged KID score will result in the same ranking as that of a centralized KID evaluation over a collective reference set containing all the clients' data. In contrast, we show the same result does not apply to the FID-based evaluation. We provide examples in which two generative models are assigned the same FID score by each client in a distributed setting, while the centralized FID scores of the two models are significantly different. We perform several numerical experiments on standard image datasets and generative models to support our theoretical results on the distributed evaluation of generative models using FID and KID scores.

Yu Cheng, Zhen Xu, Yuan Chen et al.

This study proposes a deep learning model based on the combination of convolutional neural network (CNN) and bidirectional long short-term memory network (BiLSTM) for discriminant analysis of financial systemic risk. The model first uses CNN to extract local patterns of multidimensional features of financial markets, and then models the bidirectional dependency of time series through BiLSTM, to comprehensively characterize the changing laws of systemic risk in spatial features and temporal dynamics. The experiment is based on real financial data sets. The results show that the model is significantly superior to traditional single models (such as BiLSTM, CNN, Transformer, and TCN) in terms of accuracy, recall, and F1 score. The F1-score reaches 0.88, showing extremely high discriminant ability. This shows that the joint strategy of combining CNN and BiLSTM can not only fully capture the complex patterns of market data but also effectively deal with the long-term dependency problem in time series data. In addition, this study also explores the robustness of the model in dealing with data noise and processing high-dimensional data, providing strong support for intelligent financial risk management. In the future, the research will further optimize the model structure, introduce methods such as reinforcement learning and multimodal data analysis, and improve the efficiency and generalization ability of the model to cope with a more complex financial environment.

Hongyi He, Xiao Liu, Zhenghao Lin et al.

High-quality pre-training data is crutial for large language models, where quality captures factual reliability and semantic value, and diversity ensures broad coverage and distributional heterogeneity. Existing approaches typically rely on single or multiple-dimensional score-based selection. However, directly selecting top-scored data often degrades performance, and sampling from a broader range is required to recover results. The above non-monotonicity between dataset scores and downstream benchmark results reveals a fundamental bias: score-based methods collapse correlated dimensions, causing top-scored data to appear high-quality while systematically overlooking diversity. We argue that ensuring diversity requires decomposing correlated metrics into orthogonal feature dimensions, from which the top-scored data can be directly selected. Therefore, we proposed the Orthogonal Diversity-Aware Selection (ODiS) algorithm, which preserves both quality and diversity during data selection. First, ODiS evaluates data from multiple dimensions, covering language quality, knowledge quality, and comprehension difficulty. The multi-dimensional scores are then decorrelated via Principal Component Analysis (PCA), yielding orthogonal evaluation dimensions. For each dimension, a Roberta-based scorer is trained to regress the data onto PCA-projected scores, enabling scalable inference on large corpora. Finally, ODiS constructs the training dataset by selecting top-scored data within each orthogonal dimension, thereby ensuring both quality and diversity. Empirical results show that ODiS-selected data exhibit less than 2\% inter-dimension overlap, confirming orthogonality between dimensions. More importantly, models trained with ODiS-selected data significantly outperform other baselines on downstream benchmarks, highlighting the necessity of orthogonal, diversity-aware data selection for LLMs.