LGJan 24, 2023Code
Model Agnostic Sample Reweighting for Out-of-Distribution LearningXiao Zhou, Yong Lin, Renjie Pi et al.
Distributionally robust optimization (DRO) and invariant risk minimization (IRM) are two popular methods proposed to improve out-of-distribution (OOD) generalization performance of machine learning models. While effective for small models, it has been observed that these methods can be vulnerable to overfitting with large overparameterized models. This work proposes a principled method, \textbf{M}odel \textbf{A}gnostic sam\textbf{PL}e r\textbf{E}weighting (\textbf{MAPLE}), to effectively address OOD problem, especially in overparameterized scenarios. Our key idea is to find an effective reweighting of the training samples so that the standard empirical risk minimization training of a large model on the weighted training data leads to superior OOD generalization performance. The overfitting issue is addressed by considering a bilevel formulation to search for the sample reweighting, in which the generalization complexity depends on the search space of sample weights instead of the model size. We present theoretical analysis in linear case to prove the insensitivity of MAPLE to model size, and empirically verify its superiority in surpassing state-of-the-art methods by a large margin. Code is available at \url{https://github.com/x-zho14/MAPLE}.
LGJun 6, 2022
Fast Adversarial Training with Adaptive Step SizeZhichao Huang, Yanbo Fan, Chen Liu et al.
While adversarial training and its variants have shown to be the most effective algorithms to defend against adversarial attacks, their extremely slow training process makes it hard to scale to large datasets like ImageNet. The key idea of recent works to accelerate adversarial training is to substitute multi-step attacks (e.g., PGD) with single-step attacks (e.g., FGSM). However, these single-step methods suffer from catastrophic overfitting, where the accuracy against PGD attack suddenly drops to nearly 0% during training, destroying the robustness of the networks. In this work, we study the phenomenon from the perspective of training instances. We show that catastrophic overfitting is instance-dependent and fitting instances with larger gradient norm is more likely to cause catastrophic overfitting. Based on our findings, we propose a simple but effective method, Adversarial Training with Adaptive Step size (ATAS). ATAS learns an instancewise adaptive step size that is inversely proportional to its gradient norm. The theoretical analysis shows that ATAS converges faster than the commonly adopted non-adaptive counterparts. Empirically, ATAS consistently mitigates catastrophic overfitting and achieves higher robust accuracy on CIFAR10, CIFAR100 and ImageNet when evaluated on various adversarial budgets.
CLMay 25, 2022
Self-Guided Noise-Free Data Generation for Efficient Zero-Shot LearningJiahui Gao, Renjie Pi, Yong Lin et al.
There is a rising interest in further exploring the zero-shot learning potential of large pre-trained language models (PLMs). A new paradigm called data-generation-based zero-shot learning has achieved impressive success. In this paradigm, the synthesized data from the PLM acts as the carrier of knowledge, which is used to train a task-specific model with orders of magnitude fewer parameters than the PLM, achieving both higher performance and efficiency than prompt-based zero-shot learning methods on PLMs. The main hurdle of this approach is that the synthesized data from PLM usually contains a significant portion of low-quality samples. Fitting on such data will greatly hamper the performance of the task-specific model, making it unreliable for deployment. Previous methods remedy this issue mainly by filtering synthetic data using heuristic metrics(e.g., output confidence), or refining the data with the help of a human expert, which comes with excessive manual tuning or expensive costs. In this paper, we propose a novel noise-robust re-weighting framework SunGen to automatically construct high-quality data for zero-shot classification problems. Our framework features the ability to learn the sample weights indicating data quality without requiring any human annotation. We theoretically and empirically verify the ability of our method to help construct good-quality synthetic datasets. Notably, SunGen-LSTM yields a 9.8% relative improvement than the baseline on average accuracy across eight different established text classification tasks.
LGJan 24, 2023
Probabilistic Bilevel Coreset SelectionXiao Zhou, Renjie Pi, Weizhong Zhang et al.
The goal of coreset selection in supervised learning is to produce a weighted subset of data, so that training only on the subset achieves similar performance as training on the entire dataset. Existing methods achieved promising results in resource-constrained scenarios such as continual learning and streaming. However, most of the existing algorithms are limited to traditional machine learning models. A few algorithms that can handle large models adopt greedy search approaches due to the difficulty in solving the discrete subset selection problem, which is computationally costly when coreset becomes larger and often produces suboptimal results. In this work, for the first time we propose a continuous probabilistic bilevel formulation of coreset selection by learning a probablistic weight for each training sample. The overall objective is posed as a bilevel optimization problem, where 1) the inner loop samples coresets and train the model to convergence and 2) the outer loop updates the sample probability progressively according to the model's performance. Importantly, we develop an efficient solver to the bilevel optimization problem via unbiased policy gradient without trouble of implicit differentiation. We provide the convergence property of our training procedure and demonstrate the superiority of our algorithm against various coreset selection methods in various tasks, especially in more challenging label-noise and class-imbalance scenarios.
LGSep 29, 2023
Spurious Feature Diversification Improves Out-of-distribution GeneralizationYong Lin, Lu Tan, Yifan Hao et al.
Generalization to out-of-distribution (OOD) data is a critical challenge in machine learning. Ensemble-based methods, like weight space ensembles that interpolate model parameters, have been shown to achieve superior OOD performance. However, the underlying mechanism for their effectiveness remains unclear. In this study, we closely examine WiSE-FT, a popular weight space ensemble method that interpolates between a pre-trained and a fine-tuned model. We observe an unexpected ``FalseFalseTrue" phenomenon, in which WiSE-FT successfully corrects many cases where each individual model makes incorrect predictions, which contributes significantly to its OOD effectiveness. To gain further insights, we conduct theoretical analysis in a multi-class setting with a large number of spurious features. Our analysis predicts the above phenomenon and it further shows that ensemble-based models reduce prediction errors in the OOD settings by utilizing a more diverse set of spurious features. Contrary to the conventional wisdom that focuses on learning invariant features for better OOD performance, our findings suggest that incorporating a large number of diverse spurious features weakens their individual contributions, leading to improved overall OOD generalization performance. Additionally, our findings provide the first explanation for the mysterious phenomenon of weight space ensembles outperforming output space ensembles in OOD. Empirically we demonstrate the effectiveness of utilizing diverse spurious features on a MultiColorMNIST dataset, and our experimental results are consistent with the theoretical analysis. Building upon the new theoretical insights into the efficacy of ensemble methods, we further propose a novel averaging method called BAlaNced averaGing (BANG) which significantly enhances the OOD performance of WiSE-FT.
LGNov 10, 2022
Robust Federated Learning against both Data Heterogeneity and Poisoning Attack via Aggregation OptimizationYueqi Xie, Weizhong Zhang, Renjie Pi et al.
Non-IID data distribution across clients and poisoning attacks are two main challenges in real-world federated learning (FL) systems. While both of them have attracted great research interest with specific strategies developed, no known solution manages to address them in a unified framework. To universally overcome both challenges, we propose SmartFL, a generic approach that optimizes the server-side aggregation process with a small amount of proxy data collected by the service provider itself via a subspace training technique. Specifically, the aggregation weight of each participating client at each round is optimized using the server-collected proxy data, which is essentially the optimization of the global model in the convex hull spanned by client models. Since at each round, the number of tunable parameters optimized on the server side equals the number of participating clients (thus independent of the model size), we are able to train a global model with massive parameters using only a small amount of proxy data (e.g., around one hundred samples). With optimized aggregation, SmartFL ensures robustness against both heterogeneous and malicious clients, which is desirable in real-world FL where either or both problems may occur. We provide theoretical analyses of the convergence and generalization capacity for SmartFL. Empirically, SmartFL achieves state-of-the-art performance on both FL with non-IID data distribution and FL with malicious clients. The source code will be released.
LGNov 20, 2022
DYNAFED: Tackling Client Data Heterogeneity with Global DynamicsRenjie Pi, Weizhong Zhang, Yueqi Xie et al.
The Federated Learning (FL) paradigm is known to face challenges under heterogeneous client data. Local training on non-iid distributed data results in deflected local optimum, which causes the client models drift further away from each other and degrades the aggregated global model's performance. A natural solution is to gather all client data onto the server, such that the server has a global view of the entire data distribution. Unfortunately, this reduces to regular training, which compromises clients' privacy and conflicts with the purpose of FL. In this paper, we put forth an idea to collect and leverage global knowledge on the server without hindering data privacy. We unearth such knowledge from the dynamics of the global model's trajectory. Specifically, we first reserve a short trajectory of global model snapshots on the server. Then, we synthesize a small pseudo dataset such that the model trained on it mimics the dynamics of the reserved global model trajectory. Afterward, the synthesized data is used to help aggregate the deflected clients into the global model. We name our method Dynafed, which enjoys the following advantages: 1) we do not rely on any external on-server dataset, which requires no additional cost for data collection; 2) the pseudo data can be synthesized in early communication rounds, which enables Dynafed to take effect early for boosting the convergence and stabilizing training; 3) the pseudo data only needs to be synthesized once and can be directly utilized on the server to help aggregation in subsequent rounds. Experiments across extensive benchmarks are conducted to showcase the effectiveness of Dynafed. We also provide insights and understanding of the underlying mechanism of our method.
CLJul 21, 2024
TAGCOS: Task-agnostic Gradient Clustered Coreset Selection for Instruction Tuning DataJipeng Zhang, Yaxuan Qin, Renjie Pi et al.
Instruction tuning has achieved unprecedented success in NLP, turning large language models into versatile chatbots. However, the increasing variety and volume of instruction datasets demand significant computational resources. To address this, it is essential to extract a small and highly informative subset (i.e., Coreset) that achieves comparable performance to the full dataset. Achieving this goal poses non-trivial challenges: 1) data selection requires accurate data representations that reflect the training samples' quality, 2) considering the diverse nature of instruction datasets, and 3) ensuring the efficiency of the coreset selection algorithm for large models. To address these challenges, we propose Task-Agnostic Gradient Clustered COreset Selection (TAGCOS). Specifically, we leverage sample gradients as the data representations, perform clustering to group similar data, and apply an efficient greedy algorithm for coreset selection. Experimental results show that our algorithm, selecting only 5% of the data, surpasses other unsupervised methods and achieves performance close to that of the full dataset.
LGNov 21, 2022
Normalizing Flow with Variational Latent RepresentationHanze Dong, Shizhe Diao, Weizhong Zhang et al.
Normalizing flow (NF) has gained popularity over traditional maximum likelihood based methods due to its strong capability to model complex data distributions. However, the standard approach, which maps the observed data to a normal distribution, has difficulty in handling data distributions with multiple relatively isolated modes. To overcome this issue, we propose a new framework based on variational latent representation to improve the practical performance of NF. The idea is to replace the standard normal latent variable with a more general latent representation, jointly learned via Variational Bayes. For example, by taking the latent representation as a discrete sequence, our framework can learn a Transformer model that generates the latent sequence and an NF model that generates continuous data distribution conditioned on the sequence. The resulting method is significantly more powerful than the standard normalization flow approach for generating data distributions with multiple modes. Extensive experiments have shown the advantages of NF with variational latent representation.
CVNov 17, 2023
High-fidelity Person-centric Subject-to-Image SynthesisYibin Wang, Weizhong Zhang, Jianwei Zheng et al.
Current subject-driven image generation methods encounter significant challenges in person-centric image generation. The reason is that they learn the semantic scene and person generation by fine-tuning a common pre-trained diffusion, which involves an irreconcilable training imbalance. Precisely, to generate realistic persons, they need to sufficiently tune the pre-trained model, which inevitably causes the model to forget the rich semantic scene prior and makes scene generation over-fit to the training data. Moreover, even with sufficient fine-tuning, these methods can still not generate high-fidelity persons since joint learning of the scene and person generation also lead to quality compromise. In this paper, we propose Face-diffuser, an effective collaborative generation pipeline to eliminate the above training imbalance and quality compromise. Specifically, we first develop two specialized pre-trained diffusion models, i.e., Text-driven Diffusion Model (TDM) and Subject-augmented Diffusion Model (SDM), for scene and person generation, respectively. The sampling process is divided into three sequential stages, i.e., semantic scene construction, subject-scene fusion, and subject enhancement. The first and last stages are performed by TDM and SDM respectively. The subject-scene fusion stage, that is the collaboration achieved through a novel and highly effective mechanism, Saliency-adaptive Noise Fusion (SNF). Specifically, it is based on our key observation that there exists a robust link between classifier-free guidance responses and the saliency of generated images. In each time step, SNF leverages the unique strengths of each model and allows for the spatial blending of predicted noises from both models automatically in a saliency-aware manner. Extensive experiments confirm the impressive effectiveness and robustness of the Face-diffuser.
CVAug 14, 2024
MagicFace: Training-free Universal-Style Human Image Customized SynthesisYibin Wang, Weizhong Zhang, Cheng Jin
Current human image customization methods leverage Stable Diffusion (SD) for its rich semantic prior. However, since SD is not specifically designed for human-oriented generation, these methods often require extensive fine-tuning on large-scale datasets, which renders them susceptible to overfitting and hinders their ability to personalize individuals with previously unseen styles. Moreover, these methods extensively focus on single-concept human image synthesis and lack the flexibility to customize individuals using multiple given concepts, thereby impeding their broader practical application. This paper proposes MagicFace, a novel training-free method for multi-concept universal-style human image personalized synthesis. Our core idea is to simulate how humans create images given specific concepts, i.e., first establish a semantic layout considering factors such as concepts' shape and posture, then optimize details by comparing with concepts at the pixel level. To implement this process, we introduce a coarse-to-fine generation pipeline, involving two sequential stages: semantic layout construction and concept feature injection. This is achieved by our Reference-aware Self-Attention (RSA) and Region-grouped Blend Attention (RBA) mechanisms. In the first stage, RSA enables the latent image to query features from all reference concepts simultaneously, extracting the overall semantic understanding to facilitate the initial semantic layout establishment. In the second stage, we employ an attention-based semantic segmentation method to pinpoint the latent generated regions of all concepts at each step. Following this, RBA divides the pixels of the latent image into semantic groups, with each group querying fine-grained features from the corresponding reference concept. Extensive experiments demonstrate the superiority of our MagicFace.
CVDec 3, 2024Code
Active Negative Loss: A Robust Framework for Learning with Noisy LabelsXichen Ye, Yifan Wu, Yiwen Xu et al.
Deep supervised learning has achieved remarkable success across a wide range of tasks, yet it remains susceptible to overfitting when confronted with noisy labels. To address this issue, noise-robust loss functions offer an effective solution for enhancing learning in the presence of label noise. In this work, we systematically investigate the limitation of the recently proposed Active Passive Loss (APL), which employs Mean Absolute Error (MAE) as its passive loss function. Despite the robustness brought by MAE, one of its key drawbacks is that it pays equal attention to clean and noisy samples; this feature slows down convergence and potentially makes training difficult, particularly in large-scale datasets. To overcome these challenges, we introduce a novel loss function class, termed Normalized Negative Loss Functions (NNLFs), which serve as passive loss functions within the APL framework. NNLFs effectively address the limitations of MAE by concentrating more on memorized clean samples. By replacing MAE in APL with our proposed NNLFs, we enhance APL and present a new framework called Active Negative Loss (ANL). Moreover, in non-symmetric noise scenarios, we propose an entropy-based regularization technique to mitigate the vulnerability to the label imbalance. Extensive experiments demonstrate that the new loss functions adopted by our ANL framework can achieve better or comparable performance to state-of-the-art methods across various label noise types and in image segmentation tasks. The source code is available at: https://github.com/Virusdoll/Active-Negative-Loss.
LGFeb 25
AutoQRA: Joint Optimization of Mixed-Precision Quantization and Low-rank Adapters for Efficient LLM Fine-TuningChanghai Zhou, Shiyang Zhang, Yuhua Zhou et al.
Quantization followed by parameter-efficient fine-tuning has emerged as a promising paradigm for downstream adaptation under tight GPU memory constraints. However, this sequential pipeline fails to leverage the intricate interaction between quantization bit-width and LoRA rank. Specifically, a carefully optimized quantization allocation with low quantization error does not always translate to strong fine-tuning performance, and different bit-width and rank configurations can lead to significantly varying outcomes under the same memory budget. To address this limitation, we propose AutoQRA, a joint optimization framework that simultaneously optimizes the bit-width and LoRA rank configuration for each layer during the mixed quantized fine-tuning process. To tackle the challenges posed by the large discrete search space and the high evaluation cost associated with frequent fine-tuning iterations, AutoQRA decomposes the optimization process into two stages. First, it first conducts a global multi-fidelity evolutionary search, where the initial population is warm-started by injecting layer-wise importance priors. This stage employs specific operators and a performance model to efficiently screen candidate configurations. Second, trust-region Bayesian optimization is applied to locally refine promising regions of the search space and identify optimal configurations under the given memory budget. This approach enables active compensation for quantization noise in specific layers during training. Experiments show that AutoQRA achieves performance close to full-precision fine-tuning with a memory footprint comparable to uniform 4-bit methods.
AINov 13, 2025
Advanced Black-Box Tuning of Large Language Models with Limited API CallsZhikang Xie, Weilin Wan, Peizhu Gong et al.
Black-box tuning is an emerging paradigm for adapting large language models (LLMs) to better achieve desired behaviors, particularly when direct access to model parameters is unavailable. Current strategies, however, often present a dilemma of suboptimal extremes: either separately train a small proxy model and then use it to shift the predictions of the foundation model, offering notable efficiency but often yielding limited improvement; or making API calls in each tuning iteration to the foundation model, which entails prohibitive computational costs. Therefore, we propose a novel advanced black-box tuning method for LLMs with limited API calls. Our core strategy involves training a Gaussian Process (GP) surrogate model with "LogitMap Pairs" derived from querying the foundation model on a minimal but highly informative training subset. This surrogate can approximate the outputs of the foundation model to guide the training of the proxy model, thereby effectively reducing the need for direct queries to the foundation model. Extensive experiments verify that our approach elevates pre-trained language model accuracy from 55.92% to 86.85%, reducing the frequency of API queries to merely 1.38%. This significantly outperforms offline approaches that operate entirely without API access. Notably, our method also achieves comparable or superior accuracy to query-intensive approaches, while significantly reducing API costs. This offers a robust and high-efficiency paradigm for language model adaptation.
LGNov 13, 2025
Explore and Establish Synergistic Effects Between Weight Pruning and Coreset Selection in Neural Network TrainingWeilin Wan, Fan Yi, Weizhong Zhang et al.
Modern deep neural networks rely heavily on massive model weights and training samples, incurring substantial computational costs. Weight pruning and coreset selection are two emerging paradigms proposed to improve computational efficiency. In this paper, we first explore the interplay between redundant weights and training samples through a transparent analysis: redundant samples, particularly noisy ones, cause model weights to become unnecessarily overtuned to fit them, complicating the identification of irrelevant weights during pruning; conversely, irrelevant weights tend to overfit noisy data, undermining coreset selection effectiveness. To further investigate and harness this interplay in deep learning, we develop a Simultaneous Weight and Sample Tailoring mechanism (SWaST) that alternately performs weight pruning and coreset selection to establish a synergistic effect in training. During this investigation, we observe that when simultaneously removing a large number of weights and samples, a phenomenon we term critical double-loss can occur, where important weights and their supportive samples are mistakenly eliminated at the same time, leading to model instability and nearly irreversible degradation that cannot be recovered in subsequent training. Unlike classic machine learning models, this issue can arise in deep learning due to the lack of theoretical guarantees on the correctness of weight pruning and coreset selection, which explains why these paradigms are often developed independently. We mitigate this by integrating a state preservation mechanism into SWaST, enabling stable joint optimization. Extensive experiments reveal a strong synergy between pruning and coreset selection across varying prune rates and coreset sizes, delivering accuracy boosts of up to 17.83% alongside 10% to 90% FLOPs reductions.
LGJun 15, 2024Code
Bypass Back-propagation: Optimization-based Structural Pruning for Large Language Models via Policy GradientYuan Gao, Zujing Liu, Weizhong Zhang et al.
Recent Large-Language Models (LLMs) pruning methods typically operate at the post-training phase without the expensive weight finetuning, however, their pruning criteria often rely on heuristically hand-crafted metrics, potentially leading to suboptimal performance. We instead propose a novel optimization-based structural pruning that learns the pruning masks in a probabilistic space directly by optimizing the loss of the pruned model. To preserve efficiency, our method eliminates the back-propagation through the LLM per se during optimization, requiring only the forward pass of the LLM. We achieve this by learning an underlying Bernoulli distribution to sample binary pruning masks, where we decouple the Bernoulli parameters from LLM loss, facilitating efficient optimization via policy gradient estimator without back-propagation. Thus, our method can 1) support global and heterogeneous pruning (i.e., automatically determine different redundancy for different layers), and 2) optionally initialize with a metric-based method (for our Bernoulli distributions). Extensive experiments conducted on LLaMA, LLaMA-2, LLaMA-3, Vicuna, and Mistral models using the C4 and WikiText2 datasets demonstrate the promising performance of our method in efficiency and effectiveness. Code is available at https://github.com/ethanygao/backprop-free_LLM_pruning.
LGMay 9, 2024Code
Aux-NAS: Exploiting Auxiliary Labels with Negligibly Extra Inference CostYuan Gao, Weizhong Zhang, Wenhan Luo et al.
We aim at exploiting additional auxiliary labels from an independent (auxiliary) task to boost the primary task performance which we focus on, while preserving a single task inference cost of the primary task. While most existing auxiliary learning methods are optimization-based relying on loss weights/gradients manipulation, our method is architecture-based with a flexible asymmetric structure for the primary and auxiliary tasks, which produces different networks for training and inference. Specifically, starting from two single task networks/branches (each representing a task), we propose a novel method with evolving networks where only primary-to-auxiliary links exist as the cross-task connections after convergence. These connections can be removed during the primary task inference, resulting in a single-task inference cost. We achieve this by formulating a Neural Architecture Search (NAS) problem, where we initialize bi-directional connections in the search space and guide the NAS optimization converging to an architecture with only the single-side primary-to-auxiliary connections. Moreover, our method can be incorporated with optimization-based auxiliary learning approaches. Extensive experiments with six tasks on NYU v2, CityScapes, and Taskonomy datasets using VGG, ResNet, and ViT backbones validate the promising performance. The codes are available at https://github.com/ethanygao/Aux-NAS.
LGSep 16, 2023
Test-Time Compensated Representation Learning for Extreme Traffic ForecastingZhiwei Zhang, Weizhong Zhang, Yaowei Huang et al.
Traffic forecasting is a challenging task due to the complex spatio-temporal correlations among traffic series. In this paper, we identify an underexplored problem in multivariate traffic series prediction: extreme events. Road congestion and rush hours can result in low correlation in vehicle speeds at various intersections during adjacent time periods. Existing methods generally predict future series based on recent observations and entirely discard training data during the testing phase, rendering them unreliable for forecasting highly nonlinear multivariate time series. To tackle this issue, we propose a test-time compensated representation learning framework comprising a spatio-temporal decomposed data bank and a multi-head spatial transformer model (CompFormer). The former component explicitly separates all training data along the temporal dimension according to periodicity characteristics, while the latter component establishes a connection between recent observations and historical series in the data bank through a spatial attention matrix. This enables the CompFormer to transfer robust features to overcome anomalous events while using fewer computational resources. Our modules can be flexibly integrated with existing forecasting methods through end-to-end training, and we demonstrate their effectiveness on the METR-LA and PEMS-BAY benchmarks. Extensive experimental results show that our method is particularly important in extreme events, and can achieve significant improvements over six strong baselines, with an overall improvement of up to 28.2%.
30.0CVMar 20
Timestep-Aware Block Masking for Efficient Diffusion Model InferenceHaodong He, Yuan Gao, Weizhong Zhang et al.
Diffusion Probabilistic Models (DPMs) have achieved great success in image generation but suffer from high inference latency due to their iterative denoising nature. Motivated by the evolving feature dynamics across the denoising trajectory, we propose a novel framework to optimize the computational graph of pre-trained DPMs on a per-timestep basis. By learning timestep-specific masks, our method dynamically determines which blocks to execute or bypass through feature reuse at each inference stage. Unlike global optimization methods that incur prohibitive memory costs via full-chain backpropagation, our method optimizes masks for each timestep independently, ensuring a memory-efficient training process. To guide this process, we introduce a timestep-aware loss scaling mechanism that prioritizes feature fidelity during sensitive denoising phases, complemented by a knowledge-guided mask rectification strategy to prune redundant spatial-temporal dependencies. Our approach is architecture-agnostic and demonstrates significant efficiency gains across a broad spectrum of models, including DDPM, LDM, DiT, and PixArt. Experimental results show that by treating the denoising process as a sequence of optimized computational paths, our method achieves a superior balance between sampling speed and generative quality. Our code will be released.
CVMar 8, 2024
PrimeComposer: Faster Progressively Combined Diffusion for Image Composition with Attention SteeringYibin Wang, Weizhong Zhang, Jianwei Zheng et al.
Image composition involves seamlessly integrating given objects into a specific visual context. Current training-free methods rely on composing attention weights from several samplers to guide the generator. However, since these weights are derived from disparate contexts, their combination leads to coherence confusion and loss of appearance information. These issues worsen with their excessive focus on background generation, even when unnecessary in this task. This not only impedes their swift implementation but also compromises foreground generation quality. Moreover, these methods introduce unwanted artifacts in the transition area. In this paper, we formulate image composition as a subject-based local editing task, solely focusing on foreground generation. At each step, the edited foreground is combined with the noisy background to maintain scene consistency. To address the remaining issues, we propose PrimeComposer, a faster training-free diffuser that composites the images by well-designed attention steering across different noise levels. This steering is predominantly achieved by our Correlation Diffuser, utilizing its self-attention layers at each step. Within these layers, the synthesized subject interacts with both the referenced object and background, capturing intricate details and coherent relationships. This prior information is encoded into the attention weights, which are then integrated into the self-attention layers of the generator to guide the synthesis process. Besides, we introduce a Region-constrained Cross-Attention to confine the impact of specific subject-related tokens to desired regions, addressing the unwanted artifacts shown in the prior method thereby further improving the coherence in the transition area. Our method exhibits the fastest inference efficiency and extensive experiments demonstrate our superiority both qualitatively and quantitatively.
55.2LGMar 23
Holistic Scaling Laws for Optimal Mixture-of-Experts Architecture OptimizationWeilin Wan, Jingtao Han, Weizhong Zhang et al.
Scaling laws for Large Language Models govern macroscopic resource allocation, yet translating them into precise Mixture-of-Experts (MoE) architectural configurations remains an open problem due to the combinatorially vast design space. Existing MoE scaling studies are constrained by experimental budgets to either augment scaling formulas with extra MoE variables, risking unreliable fits, or fix all non-MoE factors, ignoring global interactions. We propose a reusable framework for holistic MoE architectural optimization that bridges this gap. We first show that FLOPs per token alone is an inadequate fairness metric for MoE models because differing computational densities across layer types can inflate parameters without proportional compute cost, and establish a joint constraint triad of FLOPs per token, active parameters, and total parameters. We then reduce the 16-dimensional architectural search space to two sequential low-dimensional phases through algebraic constraints and a rank-preserving property of the hidden dimension. Validated across hundreds of MoE models spanning six orders of magnitude in compute, our framework yields robust scaling laws that map any compute budget to a complete, optimal MoE architecture. A key finding is that the near-optimal configuration band widens with scale, giving practitioners quantitative flexibility to balance scaling law recommendations against infrastructure constraints.
CVMay 23, 2024
DreamText: High Fidelity Scene Text SynthesisYibin Wang, Weizhong Zhang, Honghui Xu et al.
Scene text synthesis involves rendering specified texts onto arbitrary images. Current methods typically formulate this task in an end-to-end manner but lack effective character-level guidance during training. Besides, their text encoders, pre-trained on a single font type, struggle to adapt to the diverse font styles encountered in practical applications. Consequently, these methods suffer from character distortion, repetition, and absence, particularly in polystylistic scenarios. To this end, this paper proposes DreamText for high-fidelity scene text synthesis. Our key idea is to reconstruct the diffusion training process, introducing more refined guidance tailored to this task, to expose and rectify the model's attention at the character level and strengthen its learning of text regions. This transformation poses a hybrid optimization challenge, involving both discrete and continuous variables. To effectively tackle this challenge, we employ a heuristic alternate optimization strategy. Meanwhile, we jointly train the text encoder and generator to comprehensively learn and utilize the diverse font present in the training dataset. This joint training is seamlessly integrated into the alternate optimization process, fostering a synergistic relationship between learning character embedding and re-estimating character attention. Specifically, in each step, we first encode potential character-generated position information from cross-attention maps into latent character masks. These masks are then utilized to update the representation of specific characters in the current step, which, in turn, enables the generator to correct the character's attention in the subsequent steps. Both qualitative and quantitative results demonstrate the superiority of our method to the state of the art.
CVDec 19, 2023
Point Cloud Part Editing: Segmentation, Generation, Assembly, and SelectionKaiyi Zhang, Yang Chen, Ximing Yang et al.
Ideal part editing should guarantee the diversity of edited parts, the fidelity to the remaining parts, and the quality of the results. However, previous methods do not disentangle each part completely, which means the edited parts will affect the others, resulting in poor diversity and fidelity. In addition, some methods lack constraints between parts, which need manual selections of edited results to ensure quality. Therefore, we propose a four-stage process for point cloud part editing: Segmentation, Generation, Assembly, and Selection. Based on this process, we introduce SGAS, a model for part editing that employs two strategies: feature disentanglement and constraint. By independently fitting part-level feature distributions, we realize the feature disentanglement. By explicitly modeling the transformation from object-level distribution to part-level distributions, we realize the feature constraint. Considerable experiments on different datasets demonstrate the efficiency and effectiveness of SGAS on point cloud part editing. In addition, SGAS can be pruned to realize unsupervised part-aware point cloud generation and achieves state-of-the-art results.
LGDec 12, 2024
Optimized Gradient Clipping for Noisy Label LearningXichen Ye, Yifan Wu, Weizhong Zhang et al.
Previous research has shown that constraining the gradient of loss function with respect to model-predicted probabilities can enhance the model robustness against noisy labels. These methods typically specify a fixed optimal threshold for gradient clipping through validation data to obtain the desired robustness against noise. However, this common practice overlooks the dynamic distribution of gradients from both clean and noisy-labeled samples at different stages of training, significantly limiting the model capability to adapt to the variable nature of gradients throughout the training process. To address this issue, we propose a simple yet effective approach called Optimized Gradient Clipping (OGC), which dynamically adjusts the clipping threshold based on the ratio of noise gradients to clean gradients after clipping, estimated by modeling the distributions of clean and noisy samples. This approach allows us to modify the clipping threshold at each training step, effectively controlling the influence of noise gradients. Additionally, we provide statistical analysis to certify the noise-tolerance ability of OGC. Our extensive experiments across various types of label noise, including symmetric, asymmetric, instance-dependent, and real-world noise, demonstrate the effectiveness of our approach.
LGMay 2, 2025
Efficient Fine-Tuning of Quantized Models via Adaptive Rank and BitwidthChanghai Zhou, Shijie Han, Shiyang Zhang et al.
QLoRA effectively combines low-bit quantization and LoRA to achieve memory-friendly fine-tuning for large language models (LLM). Recently, methods based on SVD for continuous update iterations to initialize LoRA matrices to accommodate quantization errors have generally failed to consistently improve performance. Dynamic mixed precision is a natural idea for continuously improving the fine-tuning performance of quantized models, but previous methods often optimize low-rank subspaces or quantization components separately, without considering their synergy. To address this, we propose \textbf{QR-Adaptor}, a unified, gradient-free strategy that uses partial calibration data to jointly search the quantization components and the rank of low-rank spaces for each layer, thereby continuously improving model performance. QR-Adaptor does not minimize quantization error but treats precision and rank allocation as a discrete optimization problem guided by actual downstream performance and memory usage. Compared to state-of-the-art (SOTA) quantized LoRA fine-tuning methods, our approach achieves a 4.89\% accuracy improvement on GSM8K, and in some cases even outperforms the 16-bit fine-tuned model while maintaining the memory footprint of the 4-bit setting.
LGMay 25, 2025
Towards Robust Influence Functions with Flat Validation MinimaXichen Ye, Yifan Wu, Weizhong Zhang et al.
The Influence Function (IF) is a widely used technique for assessing the impact of individual training samples on model predictions. However, existing IF methods often fail to provide reliable influence estimates in deep neural networks, particularly when applied to noisy training data. This issue does not stem from inaccuracies in parameter change estimation, which has been the primary focus of prior research, but rather from deficiencies in loss change estimation, specifically due to the sharpness of validation risk. In this work, we establish a theoretical connection between influence estimation error, validation set risk, and its sharpness, underscoring the importance of flat validation minima for accurate influence estimation. Furthermore, we introduce a novel estimation form of Influence Function specifically designed for flat validation minima. Experimental results across various tasks validate the superiority of our approach.
LGMay 2, 2025
Large Language Model Compression with Global Rank and Sparsity OptimizationChanghai Zhou, Qian Qiao, Weizhong Zhang et al.
Low-rank and sparse composite approximation is a natural idea to compress Large Language Models (LLMs). However, such an idea faces two primary challenges that adversely affect the performance of existing methods. The first challenge relates to the interaction and cooperation between low-rank and sparse matrices, while the second involves determining weight allocation across different layers, as redundancy varies considerably among them. To address these challenges, we propose a novel two-stage LLM compression method with the capability of global rank and sparsity optimization. It is noteworthy that the overall optimization space is vast, making comprehensive optimization computationally prohibitive. Therefore, to reduce the optimization space, our first stage utilizes robust principal component analysis to decompose the weight matrices of LLMs into low-rank and sparse components, which span the low dimensional and sparse spaces containing the resultant low-rank and sparse matrices, respectively. In the second stage, we propose a probabilistic global optimization technique to jointly identify the low-rank and sparse structures within the above two spaces. The appealing feature of our approach is its ability to automatically detect the redundancy across different layers and to manage the interaction between the sparse and low-rank components. Extensive experimental results indicate that our method significantly surpasses state-of-the-art techniques for sparsification and composite approximation.
CVApr 25, 2024
Robust Fine-tuning for Pre-trained 3D Point Cloud ModelsZhibo Zhang, Ximing Yang, Weizhong Zhang et al.
This paper presents a robust fine-tuning method designed for pre-trained 3D point cloud models, to enhance feature robustness in downstream fine-tuned models. We highlight the limitations of current fine-tuning methods and the challenges of learning robust models. The proposed method, named Weight-Space Ensembles for Fine-Tuning then Linear Probing (WiSE-FT-LP), integrates the original pre-training and fine-tuning models through weight space integration followed by Linear Probing. This approach significantly enhances the performance of downstream fine-tuned models under distribution shifts, improving feature robustness while maintaining high performance on the target distribution. We apply this robust fine-tuning method to mainstream 3D point cloud pre-trained models and evaluate the quality of model parameters and the degradation of downstream task performance. Experimental results demonstrate the effectiveness of WiSE-FT-LP in enhancing model robustness, effectively balancing downstream task performance and model feature robustness without altering the model structures.
CVMay 7, 2024
ELiTe: Efficient Image-to-LiDAR Knowledge Transfer for Semantic SegmentationZhibo Zhang, Ximing Yang, Weizhong Zhang et al.
Cross-modal knowledge transfer enhances point cloud representation learning in LiDAR semantic segmentation. Despite its potential, the \textit{weak teacher challenge} arises due to repetitive and non-diverse car camera images and sparse, inaccurate ground truth labels. To address this, we propose the Efficient Image-to-LiDAR Knowledge Transfer (ELiTe) paradigm. ELiTe introduces Patch-to-Point Multi-Stage Knowledge Distillation, transferring comprehensive knowledge from the Vision Foundation Model (VFM), extensively trained on diverse open-world images. This enables effective knowledge transfer to a lightweight student model across modalities. ELiTe employs Parameter-Efficient Fine-Tuning to strengthen the VFM teacher and expedite large-scale model training with minimal costs. Additionally, we introduce the Segment Anything Model based Pseudo-Label Generation approach to enhance low-quality image labels, facilitating robust semantic representations. Efficient knowledge transfer in ELiTe yields state-of-the-art results on the SemanticKITTI benchmark, outperforming real-time inference models. Our approach achieves this with significantly fewer parameters, confirming its effectiveness and efficiency.
CVFeb 28, 2024
Out-of-Distribution Detection using Neural Activation PriorWeilin Wan, Weizhong Zhang, Quan Zhou et al.
Out-of-distribution detection (OOD) is a crucial technique for deploying machine learning models in the real world to handle the unseen scenarios. In this paper, we first propose a simple yet effective Neural Activation Prior (NAP) for OOD detection. Our neural activation prior is based on a key observation that, for a channel before the global pooling layer of a fully trained neural network, the probability of a few neurons being activated with a large response by an in-distribution (ID) sample is significantly higher than that by an OOD sample. An intuitive explanation is that for a model fully trained on ID dataset, each channel would play a role in detecting a certain pattern in the ID dataset, and a few neurons can be activated with a large response when the pattern is detected in an input sample. Then, a new scoring function based on this prior is proposed to highlight the role of these strongly activated neurons in OOD detection. Our approach is plug-and-play and does not lead to any performance degradation on ID data classification and requires no extra training or statistics from training or external datasets. Notice that previous methods primarily rely on post-global-pooling features of the neural networks, while the within-channel distribution information we leverage would be discarded by the global pooling operator. Consequently, our method is orthogonal to existing approaches and can be effectively combined with them in various applications. Experimental results show that our method achieves the state-of-the-art performance on CIFAR benchmark and ImageNet dataset, which demonstrates the power of the proposed prior. Finally, we extend our method to Transformers and the experimental findings indicate that NAP can also significantly enhance the performance of OOD detection on Transformers, thereby demonstrating the broad applicability of this prior knowledge.
LGDec 15, 2025
Investigating Data Pruning for Pretraining Biological Foundation Models at ScaleYifan Wu, Jiyue Jiang, Xichen Ye et al.
Biological foundation models (BioFMs), pretrained on large-scale biological sequences, have recently shown strong potential in providing meaningful representations for diverse downstream bioinformatics tasks. However, such models often rely on millions to billions of training sequences and billions of parameters, resulting in prohibitive computational costs and significant barriers to reproducibility and accessibility, particularly for academic labs. To address these challenges, we investigate the feasibility of data pruning for BioFM pretraining and propose a post-hoc influence-guided data pruning framework tailored to biological domains. Our approach introduces a subset-based self-influence formulation that enables efficient estimation of sample importance at low computational cost, and builds upon it two simple yet effective selection strategies, namely Top-k Influence (Top I) and Coverage-Centric Influence (CCI). We empirically validate our method on two representative BioFMs, RNA-FM and ESM-C. For RNA, our framework consistently outperforms random selection baselines under an extreme pruning rate of over 99 percent, demonstrating its effectiveness. Furthermore, we show the generalizability of our framework on protein-related tasks using ESM-C. In particular, our coreset even outperforms random subsets that are ten times larger in both RNA and protein settings, revealing substantial redundancy in biological sequence datasets. These findings underscore the potential of influence-guided data pruning to substantially reduce the computational cost of BioFM pretraining, paving the way for more efficient, accessible, and sustainable biological AI research.
LGOct 19, 2025
Computational Budget Should Be Considered in Data SelectionWeilin Wan, Weizhong Zhang, Cheng Jin
Data selection improves computational efficiency by choosing informative subsets of training samples. However, existing methods ignore the compute budget, treating data selection and importance evaluation independently of compute budget constraints. Yet empirical studies show no algorithm can consistently outperform others (or even random selection) across varying budgets. We therefore argue that compute budget must be integral to data-selection strategies, since different budgets impose distinct requirements on data quantity, quality, and distribution for effective training. To this end, we propose a novel Computational budget-Aware Data Selection (CADS) method and naturally formulate it into a bilevel optimization framework, where the inner loop trains the model within the constraints of the computational budget on some selected subset of training data, while the outer loop optimizes data selection based on model evaluation. Our technical contributions lie in addressing two main challenges in solving this bilevel optimization problem: the expensive Hessian matrix estimation for outer-loop gradients and the computational burden of achieving inner-loop optimality during iterations. To solve the first issue, we propose a probabilistic reparameterization strategy and compute the gradient using a Hessian-free policy gradient estimator. To address the second challenge, we transform the inner optimization problem into a penalty term in the outer objective, further discovering that we only need to estimate the minimum of a one-dimensional loss to calculate the gradient, significantly improving efficiency. Extensive experiments show that our method achieves performance gains of up to 14.42% over baselines in vision and language benchmarks.
GTOct 17, 2025
How to Sell High-Dimensional Data OptimallyAndrew Li, R. Ravi, Karan Singh et al.
Motivated by the problem of selling large, proprietary data, we consider an information pricing problem proposed by Bergemann et al. that involves a decision-making buyer and a monopolistic seller. The seller has access to the underlying state of the world that determines the utility of the various actions the buyer may take. Since the buyer gains greater utility through better decisions resulting from more accurate assessments of the state, the seller can therefore promise the buyer supplemental information at a price. To contend with the fact that the seller may not be perfectly informed about the buyer's private preferences (or utility), we frame the problem of designing a data product as one where the seller designs a revenue-maximizing menu of statistical experiments. Prior work by Cai et al. showed that an optimal menu can be found in time polynomial in the state space, whereas we observe that the state space is naturally exponential in the dimension of the data. We propose an algorithm which, given only sampling access to the state space, provably generates a near-optimal menu with a number of samples independent of the state space. We then analyze a special case of high-dimensional Gaussian data, showing that (a) it suffices to consider scalar Gaussian experiments, (b) the optimal menu of such experiments can be found efficiently via a semidefinite program, and (c) full surplus extraction occurs if and only if a natural separation condition holds on the set of potential preferences of the buyer.
LGSep 29, 2025
Sampling Complexity of TD and PPO in RKHSLu Zou, Wendi Ren, Weizhong Zhang et al.
We revisit Proximal Policy Optimization (PPO) from a function-space perspective. Our analysis decouples policy evaluation and improvement in a reproducing kernel Hilbert space (RKHS): (i) A kernelized temporal-difference (TD) critic performs efficient RKHS-gradient updates using only one-step state-action transition samples; (ii) a KL-regularized, natural-gradient policy step exponentiates the evaluated action-value, recovering a PPO/TRPO-style proximal update in continuous state-action spaces. We provide non-asymptotic, instance-adaptive guarantees whose rates depend on RKHS entropy, unifying tabular, linear, Sobolev, Gaussian, and Neural Tangent Kernel (NTK) regimes, and we derive a sampling rule for the proximal update that ensures the optimal $k^{-1/2}$ convergence rate for stochastic optimization. Empirically, the theory-aligned schedule improves stability and sample efficiency on common control tasks (e.g., CartPole, Acrobot), while our TD-based critic attains favorable throughput versus a GAE baseline. Altogether, our results place PPO on a firmer theoretical footing beyond finite-dimensional assumptions and clarify when RKHS-proximal updates with kernel-TD critics yield global policy improvement with practical efficiency.
CVDec 4, 2024
Revisiting Energy-Based Model for Out-of-Distribution DetectionYifan Wu, Xichen Ye, Songmin Dai et al.
Out-of-distribution (OOD) detection is an essential approach to robustifying deep learning models, enabling them to identify inputs that fall outside of their trained distribution. Existing OOD detection methods usually depend on crafted data, such as specific outlier datasets or elaborate data augmentations. While this is reasonable, the frequent mismatch between crafted data and OOD data limits model robustness and generalizability. In response to this issue, we introduce Outlier Exposure by Simple Transformations (OEST), a framework that enhances OOD detection by leveraging "peripheral-distribution" (PD) data. Specifically, PD data are samples generated through simple data transformations, thus providing an efficient alternative to manually curated outliers. We adopt energy-based models (EBMs) to study PD data. We recognize the "energy barrier" in OOD detection, which characterizes the energy difference between in-distribution (ID) and OOD samples and eases detection. PD data are introduced to establish the energy barrier during training. Furthermore, this energy barrier concept motivates a theoretically grounded energy-barrier loss to replace the classical energy-bounded loss, leading to an improved paradigm, OEST*, which achieves a more effective and theoretically sound separation between ID and OOD samples. We perform empirical validation of our proposal, and extensive experiments across various benchmarks demonstrate that OEST* achieves better or similar accuracy compared with state-of-the-art methods.
LGFeb 14, 2022
Finding Dynamics Preserving Adversarial Winning TicketsXupeng Shi, Pengfei Zheng, A. Adam Ding et al.
Modern deep neural networks (DNNs) are vulnerable to adversarial attacks and adversarial training has been shown to be a promising method for improving the adversarial robustness of DNNs. Pruning methods have been considered in adversarial context to reduce model capacity and improve adversarial robustness simultaneously in training. Existing adversarial pruning methods generally mimic the classical pruning methods for natural training, which follow the three-stage 'training-pruning-fine-tuning' pipelines. We observe that such pruning methods do not necessarily preserve the dynamics of dense networks, making it potentially hard to be fine-tuned to compensate the accuracy degradation in pruning. Based on recent works of \textit{Neural Tangent Kernel} (NTK), we systematically study the dynamics of adversarial training and prove the existence of trainable sparse sub-network at initialization which can be trained to be adversarial robust from scratch. This theoretically verifies the \textit{lottery ticket hypothesis} in adversarial context and we refer such sub-network structure as \textit{Adversarial Winning Ticket} (AWT). We also show empirical evidences that AWT preserves the dynamics of adversarial training and achieve equal performance as dense adversarial training.
CVNov 27, 2021
Safe Screening for Sparse Conditional Random FieldsWeizhong Zhang, Shuang Qiu
Sparse Conditional Random Field (CRF) is a powerful technique in computer vision and natural language processing for structured prediction. However, solving sparse CRFs in large-scale applications remains challenging. In this paper, we propose a novel safe dynamic screening method that exploits an accurate dual optimum estimation to identify and remove the irrelevant features during the training process. Thus, the problem size can be reduced continuously, leading to great savings in the computational cost without sacrificing any accuracy on the finally learned model. To the best of our knowledge, this is the first screening method which introduces the dual optimum estimation technique -- by carefully exploring and exploiting the strong convexity and the complex structure of the dual problem -- in static screening methods to dynamic screening. In this way, we can absorb the advantages of both the static and dynamic screening methods and avoid their drawbacks. Our estimation would be much more accurate than those developed based on the duality gap, which contributes to a much stronger screening rule. Moreover, our method is also the first screening method in sparse CRFs and even structure prediction models. Experimental results on both synthetic and real-world datasets demonstrate that the speedup gained by our method is significant.
LGNov 10, 2021
Efficient Neural Network Training via Forward and Backward Propagation SparsificationXiao Zhou, Weizhong Zhang, Zonghao Chen et al.
Sparse training is a natural idea to accelerate the training speed of deep neural networks and save the memory usage, especially since large modern neural networks are significantly over-parameterized. However, most of the existing methods cannot achieve this goal in practice because the chain rule based gradient (w.r.t. structure parameters) estimators adopted by previous methods require dense computation at least in the backward propagation step. This paper solves this problem by proposing an efficient sparse training method with completely sparse forward and backward passes. We first formulate the training process as a continuous minimization problem under global sparsity constraint. We then separate the optimization process into two steps, corresponding to weight update and structure parameter update. For the former step, we use the conventional chain rule, which can be sparse via exploiting the sparse structure. For the latter step, instead of using the chain rule based gradient estimators as in existing methods, we propose a variance reduced policy gradient estimator, which only requires two forward passes without backward propagation, thus achieving completely sparse training. We prove that the variance of our gradient estimator is bounded. Extensive experimental results on real-world datasets demonstrate that compared to previous methods, our algorithm is much more effective in accelerating the training process, up to an order of magnitude faster.
CVNov 10, 2021
A Structure Feature Algorithm for Multi-modal Forearm RegistrationJiaxin Li, Yan Ding, Weizhong Zhang et al.
Augmented reality technology based on image registration is becoming increasingly popular for the convenience of pre-surgery preparation and medical education. This paper focuses on the registration of forearm images and digital anatomical models. Due to the difference in texture features of forearm multi-modal images, this paper proposes a forearm feature representation curve (FFRC) based on structure compliant multi-modal image registration framework (FAM) for the forearm.
LGMay 3, 2021
Effective Sparsification of Neural Networks with Global Sparsity ConstraintXiao Zhou, Weizhong Zhang, Hang Xu et al.
Weight pruning is an effective technique to reduce the model size and inference time for deep neural networks in real-world deployments. However, since magnitudes and relative importance of weights are very different for different layers of a neural network, existing methods rely on either manual tuning or handcrafted heuristic rules to find appropriate pruning rates individually for each layer. This approach generally leads to suboptimal performance. In this paper, by directly working on the probability space, we propose an effective network sparsification method called {\it probabilistic masking} (ProbMask), which solves a natural sparsification formulation under global sparsity constraint. The key idea is to use probability as a global criterion for all layers to measure the weight importance. An appealing feature of ProbMask is that the amounts of weight redundancy can be learned automatically via our constraint and thus we avoid the problem of tuning pruning rates individually for different layers in a network. Extensive experimental results on CIFAR-10/100 and ImageNet demonstrate that our method is highly effective, and can outperform previous state-of-the-art methods by a significant margin, especially in the high pruning rate situation. Notably, the gap of Top-1 accuracy between our ProbMask and existing methods can be up to 10\%. As a by-product, we show ProbMask is also highly effective in identifying supermasks, which are subnetworks with high performance in a randomly weighted dense neural network.
RMOct 16, 2020
Parsimonious Quantile Regression of Financial Asset Tail Dynamics via Sequential LearningXing Yan, Weizhong Zhang, Lin Ma et al.
We propose a parsimonious quantile regression framework to learn the dynamic tail behaviors of financial asset returns. Our model captures well both the time-varying characteristic and the asymmetrical heavy-tail property of financial time series. It combines the merits of a popular sequential neural network model, i.e., LSTM, with a novel parametric quantile function that we construct to represent the conditional distribution of asset returns. Our model also captures individually the serial dependences of higher moments, rather than just the volatility. Across a wide range of asset classes, the out-of-sample forecasts of conditional quantiles or VaR of our model outperform the GARCH family. Further, the proposed approach does not suffer from the issue of quantile crossing, nor does it expose to the ill-posedness comparing to the parametric probability density function approach.
LGNov 18, 2019
Convex Formulation of Overparameterized Deep Neural NetworksCong Fang, Yihong Gu, Weizhong Zhang et al.
Analysis of over-parameterized neural networks has drawn significant attention in recentyears. It was shown that such systems behave like convex systems under various restrictedsettings, such as for two-level neural networks, and when learning is only restricted locally inthe so-called neural tangent kernel space around specialized initializations. However, there areno theoretical techniques that can analyze fully trained deep neural networks encountered inpractice. This paper solves this fundamental problem by investigating such overparameterizeddeep neural networks when fully trained. We generalize a new technique called neural feature repopulation, originally introduced in (Fang et al., 2019a) for two-level neural networks, to analyze deep neural networks. It is shown that under suitable representations, overparameterized deep neural networks are inherently convex, and when optimized, the system can learn effective features suitable for the underlying learning task under mild conditions. This new analysis is consistent with empirical observations that deep neural networks are capable of learning efficient feature representations. Therefore, the highly unexpected result of this paper can satisfactorily explain the practical success of deep neural networks. Empirical studies confirm that predictions of our theory are consistent with results observed in practice.
LGNov 23, 2018
A Sufficient Condition for Convergences of Adam and RMSPropFangyu Zou, Li Shen, Zequn Jie et al.
Adam and RMSProp are two of the most influential adaptive stochastic algorithms for training deep neural networks, which have been pointed out to be divergent even in the convex setting via a few simple counterexamples. Many attempts, such as decreasing an adaptive learning rate, adopting a big batch size, incorporating a temporal decorrelation technique, seeking an analogous surrogate, etc., have been tried to promote Adam/RMSProp-type algorithms to converge. In contrast with existing approaches, we introduce an alternative easy-to-check sufficient condition, which merely depends on the parameters of the base learning rate and combinations of historical second-order moments, to guarantee the global convergence of generic Adam/RMSProp for solving large-scale non-convex stochastic optimization. Moreover, we show that the convergences of several variants of Adam, such as AdamNC, AdaEMA, etc., can be directly implied via the proposed sufficient condition in the non-convex setting. In addition, we illustrate that Adam is essentially a specifically weighted AdaGrad with exponential moving average momentum, which provides a novel perspective for understanding Adam and RMSProp. This observation coupled with this sufficient condition gives much deeper interpretations on their divergences. At last, we validate the sufficient condition by applying Adam and RMSProp to tackle a certain counterexample and train deep neural networks. Numerical results are exactly in accord with our theoretical analysis.
LGJun 2, 2018
Hierarchical Attention-Based Recurrent Highway Networks for Time Series PredictionYunzhe Tao, Lin Ma, Weizhong Zhang et al.
Time series prediction has been studied in a variety of domains. However, it is still challenging to predict future series given historical observations and past exogenous data. Existing methods either fail to consider the interactions among different components of exogenous variables which may affect the prediction accuracy, or cannot model the correlations between exogenous data and target data. Besides, the inherent temporal dynamics of exogenous data are also related to the target series prediction, and thus should be considered as well. To address these issues, we propose an end-to-end deep learning model, i.e., Hierarchical attention-based Recurrent Highway Network (HRHN), which incorporates spatio-temporal feature extraction of exogenous variables and temporal dynamics modeling of target variables into a single framework. Moreover, by introducing the hierarchical attention mechanism, HRHN can adaptively select the relevant exogenous features in different semantic levels. We carry out comprehensive empirical evaluations with various methods over several datasets, and show that HRHN outperforms the state of the arts in time series prediction, especially in capturing sudden changes and sudden oscillations of time series.
MLMay 22, 2018
Safe Element Screening for Submodular Function MinimizationWeizhong Zhang, Bin Hong, Lin Ma et al.
Submodular functions are discrete analogs of convex functions, which have applications in various fields, including machine learning and computer vision. However, in large-scale applications, solving Submodular Function Minimization (SFM) problems remains challenging. In this paper, we make the first attempt to extend the emerging technique named screening in large-scale sparse learning to SFM for accelerating its optimization process. We first conduct a careful studying of the relationships between SFM and the corresponding convex proximal problems, as well as the accurate primal optimum estimation of the proximal problems. Relying on this study, we subsequently propose a novel safe screening method to quickly identify the elements guaranteed to be included (we refer to them as active) or excluded (inactive) in the final optimal solution of SFM during the optimization process. By removing the inactive elements and fixing the active ones, the problem size can be dramatically reduced, leading to great savings in the computational cost without sacrificing any accuracy. To the best of our knowledge, the proposed method is the first screening method in the fields of SFM and even combinatorial optimization, thus pointing out a new direction for accelerating SFM algorithms. Experiment results on both synthetic and real datasets demonstrate the significant speedups gained by our approach.
MLJul 24, 2016
Scaling Up Sparse Support Vector Machines by Simultaneous Feature and Sample ReductionWeizhong Zhang, Bin Hong, Wei Liu et al.
Sparse support vector machine (SVM) is a popular classification technique that can simultaneously learn a small set of the most interpretable features and identify the support vectors. It has achieved great successes in many real-world applications. However, for large-scale problems involving a huge number of samples and ultra-high dimensional features, solving sparse SVMs remains challenging. By noting that sparse SVMs induce sparsities in both feature and sample spaces, we propose a novel approach, which is based on accurate estimations of the primal and dual optima of sparse SVMs, to simultaneously identify the inactive features and samples that are guaranteed to be irrelevant to the outputs. Thus, we can remove the identified inactive samples and features from the training phase, leading to substantial savings in the computational cost without sacrificing the accuracy. Moreover, we show that our method can be extended to multi-class sparse support vector machines. To the best of our knowledge, the proposed method is the \emph{first} \emph{static} feature and sample reduction method for sparse SVMs and multi-class sparse SVMs. Experiments on both synthetic and real data sets demonstrate that our approach significantly outperforms state-of-the-art methods and the speedup gained by our approach can be orders of magnitude.