Kaizheng Wang

Henry Lam, Kaizheng Wang, Yuhang Wu et al.

We study the problem of multi-task non-smooth optimization that arises ubiquitously in statistical learning, decision-making and risk management. We develop a data fusion approach that adaptively leverages commonalities among a large number of objectives to improve sample efficiency while tackling their unknown heterogeneities. We provide sharp statistical guarantees for our approach. Numerical experiments on both synthetic and real data demonstrate significant advantages of our approach over benchmarks.

Yang Yang, Kaixiong Xu, Kaizheng Wang

Multispectral pedestrian detection is a technology designed to detect and locate pedestrians in Color and Thermal images, which has been widely used in automatic driving, video surveillance, etc. So far most available multispectral pedestrian detection algorithms only achieved limited success in pedestrian detection because of the lacking take into account the confusion of pedestrian information and background noise in Color and Thermal images. Here we propose a multispectral pedestrian detection algorithm, which mainly consists of a cascaded information enhancement module and a cross-modal attention feature fusion module. On the one hand, the cascaded information enhancement module adopts the channel and spatial attention mechanism to perform attention weighting on the features fused by the cascaded feature fusion block. Moreover, it multiplies the single-modal features with the attention weight element by element to enhance the pedestrian features in the single-modal and thus suppress the interference from the background. On the other hand, the cross-modal attention feature fusion module mines the features of both Color and Thermal modalities to complement each other, then the global features are constructed by adding the cross-modal complemented features element by element, which are attentionally weighted to achieve the effective fusion of the two modal features. Finally, the fused features are input into the detection head to detect and locate pedestrians. Extensive experiments have been performed on two improved versions of annotations (sanitized annotations and paired annotations) of the public dataset KAIST. The experimental results show that our method demonstrates a lower pedestrian miss rate and more accurate pedestrian detection boxes compared to the comparison method. Additionally, the ablation experiment also proved the effectiveness of each module designed in this paper.

Kaizheng Wang, Keivan Shariatmadar, Shireen Kudukkil Manchingal et al.

Effective uncertainty estimation is becoming increasingly attractive for enhancing the reliability of neural networks. This work presents a novel approach, termed Credal-Set Interval Neural Networks (CreINNs), for classification. CreINNs retain the fundamental structure of traditional Interval Neural Networks, capturing weight uncertainty through deterministic intervals. CreINNs are designed to predict an upper and a lower probability bound for each class, rather than a single probability value. The probability intervals can define a credal set, facilitating estimating different types of uncertainties associated with predictions. Experiments on standard multiclass and binary classification tasks demonstrate that the proposed CreINNs can achieve superior or comparable quality of uncertainty estimation compared to variational Bayesian Neural Networks (BNNs) and Deep Ensembles. Furthermore, CreINNs significantly reduce the computational complexity of variational BNNs during inference. Moreover, the effective uncertainty quantification of CreINNs is also verified when the input data are intervals.

Qiang Du, Kaizheng Wang, Edith Zhang et al.

Variational inference is a fast and scalable alternative to Markov chain Monte Carlo and has been widely applied to posterior inference tasks in statistics and machine learning. A traditional approach for implementing mean-field variational inference (MFVI) is coordinate ascent variational inference (CAVI), which relies crucially on parametric assumptions on complete conditionals. In this paper, we introduce a novel particle-based algorithm for mean-field variational inference, which we term PArticle VI (PAVI). Notably, our algorithm does not rely on parametric assumptions on complete conditionals, and it applies to the nonparametric setting. We provide non-asymptotic finite-particle convergence guarantee for our algorithm. To our knowledge, this is the first end-to-end guarantee for particle-based MFVI.

Jianqing Fan, Kaizheng Wang, Yiqiao Zhong et al.

Factor models are a class of powerful statistical models that have been widely used to deal with dependent measurements that arise frequently from various applications from genomics and neuroscience to economics and finance. As data are collected at an ever-growing scale, statistical machine learning faces some new challenges: high dimensionality, strong dependence among observed variables, heavy-tailed variables and heterogeneity. High-dimensional robust factor analysis serves as a powerful toolkit to conquer these challenges. This paper gives a selective overview on recent advance on high-dimensional factor models and their applications to statistics including Factor-Adjusted Robust Model selection (FarmSelect) and Factor-Adjusted Robust Multiple testing (FarmTest). We show that classical methods, especially principal component analysis (PCA), can be tailored to many new problems and provide powerful tools for statistical estimation and inference. We highlight PCA and its connections to matrix perturbation theory, robust statistics, random projection, false discovery rate, etc., and illustrate through several applications how insights from these fields yield solutions to modern challenges. We also present far-reaching connections between factor models and popular statistical learning problems, including network analysis and low-rank matrix recovery.