1.2SYSep 16, 2017
Explicit Solution for Constrained Stochastic Linear-Quadratic Control with Multiplicative NoiseWeipin Wu, Jianjun Gao, Duan Li et al.
We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formulations for the scalar-state stochastic system with multiplicative noise, which has various applications, especially in the financial risk management. The linear constraint on both the control and state variables considered in our model destroys the elegant structure of the conventional LQ formulation and has blocked the derivation of an explicit control policy so far in the literature. We successfully derive in this paper the analytical control policy for such a class of problems by utilizing the state separation property induced from its structure. We reveal that the optimal control policy is a piece-wise affine function of the state and can be computed off-line efficiently by solving two coupled Riccati equations. Under some mild conditions, we also obtain the stationary control policy for infinite time horizon. We demonstrate the implementation of our method via some illustrative examples and show how to calibrate our model to solve dynamic constrained portfolio optimization problems.
1.2PMJun 10, 2018
Optimal Control of Constrained Stochastic Linear-Quadratic Model with ApplicationsWeiping Wu, Jianjun Gao, Junguo Lu et al.
This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop the explicit solution for this class of problem. The revealed optimal control policy is a piece-wise affine function of system state. This control policy can be computed efficiently by solving two Riccati equations off-line. Under some mild conditions, the stationary optimal control policy can be also derived for this class of problem with infinite horizon. This result can be used to solve the constrained dynamic mean-variance portfolio selection problem. Examples shed light on the solution procedure of implementing our method.
8.5CVMar 25
Accelerating Diffusion-based Video Editing via Heterogeneous Caching: Beyond Full Computing at Sampled Denoising TimestepTianyi Liu, Ye Lu, Linfeng Zhang et al.
Diffusion-based video editing has emerged as an important paradigm for high-quality and flexible content generation. However, despite their generality and strong modeling capacity, Diffusion Transformers (DiT) remain computationally expensive due to the iterative denoising process, posing challenges for practical deployment. Existing video diffusion acceleration methods primarily exploit denoising timestep-level feature reuse, which mitigates the redundancy in denoising process, but overlooks the architectural redundancy within the DiT that many attention operations over spatio-temporal tokens are redundantly executed, offering little to no incremental contribution to the model output. This work introduces HetCache, a training-free diffusion acceleration framework designed to exploit the inherent heterogeneity in diffusion-based masked video-to-video (MV2V) generation and editing. Instead of uniformly reuse or randomly sampling tokens, HetCache assesses the contextual relevance and interaction strength among various types of tokens in designated computing steps. Guided by spatial priors, it divides the spatial-temporal tokens in DiT model into context and generative tokens, and selectively caches the context tokens that exhibit the strongest correlation and most representative semantics with generative ones. This strategy reduces redundant attention operations while maintaining editing consistency and fidelity. Experiments show that HetCache achieves a noticeable acceleration, including a 2.67$\times$ latency speedup and FLOPs reduction over commonly used foundation models, with negligible degradation in editing quality.
SSH-Net: A Self-Supervised and Hybrid Network for Noisy Image Watermark RemovalWenyang Liu, Jianjun Gao, Kim-Hui Yap
Visible watermark removal is challenging due to its inherent complexities and the noise carried within images. Existing methods primarily rely on supervised learning approaches that require paired datasets of watermarked and watermark-free images, which are often impractical to obtain in real-world scenarios. To address this challenge, we propose SSH-Net, a Self-Supervised and Hybrid Network specifically designed for noisy image watermark removal. SSH-Net synthesizes reference watermark-free images using the watermark distribution in a self-supervised manner and adopts a dual-network design to address the task. The upper network, focused on the simpler task of noise removal, employs a lightweight CNN-based architecture, while the lower network, designed to handle the more complex task of simultaneously removing watermarks and noise, incorporates Transformer blocks to model long-range dependencies and capture intricate image features. To enhance the model's effectiveness, a shared CNN-based feature encoder is introduced before dual networks to extract common features that both networks can leverage. Our code will be available at https://github.com/wenyang001/SSH-Net.
3.7CVOct 21, 2024
CL-HOI: Cross-Level Human-Object Interaction Distillation from Vision Large Language ModelsJianjun Gao, Chen Cai, Ruoyu Wang et al.
Human-object interaction (HOI) detection has seen advancements with Vision Language Models (VLMs), but these methods often depend on extensive manual annotations. Vision Large Language Models (VLLMs) can inherently recognize and reason about interactions at the image level but are computationally heavy and not designed for instance-level HOI detection. To overcome these limitations, we propose a Cross-Level HOI distillation (CL-HOI) framework, which distills instance-level HOIs from VLLMs image-level understanding without the need for manual annotations. Our approach involves two stages: context distillation, where a Visual Linguistic Translator (VLT) converts visual information into linguistic form, and interaction distillation, where an Interaction Cognition Network (ICN) reasons about spatial, visual, and context relations. We design contrastive distillation losses to transfer image-level context and interaction knowledge from the teacher to the student model, enabling instance-level HOI detection. Evaluations on HICO-DET and V-COCO datasets demonstrate that our CL-HOI surpasses existing weakly supervised methods and VLLM supervised methods, showing its efficacy in detecting HOIs without manual labels.
9.6CVJun 17, 2024
CM2-Net: Continual Cross-Modal Mapping Network for Driver Action RecognitionRuoyu Wang, Chen Cai, Wenqian Wang et al.
Driver action recognition has significantly advanced in enhancing driver-vehicle interactions and ensuring driving safety by integrating multiple modalities, such as infrared and depth. Nevertheless, compared to RGB modality only, it is always laborious and costly to collect extensive data for all types of non-RGB modalities in car cabin environments. Therefore, previous works have suggested independently learning each non-RGB modality by fine-tuning a model pre-trained on RGB videos, but these methods are less effective in extracting informative features when faced with newly-incoming modalities due to large domain gaps. In contrast, we propose a Continual Cross-Modal Mapping Network (CM2-Net) to continually learn each newly-incoming modality with instructive prompts from the previously-learned modalities. Specifically, we have developed Accumulative Cross-modal Mapping Prompting (ACMP), to map the discriminative and informative features learned from previous modalities into the feature space of newly-incoming modalities. Then, when faced with newly-incoming modalities, these mapped features are able to provide effective prompts for which features should be extracted and prioritized. These prompts are accumulating throughout the continual learning process, thereby boosting further recognition performances. Extensive experiments conducted on the Drive&Act dataset demonstrate the performance superiority of CM2-Net on both uni- and multi-modal driver action recognition.
2.0CVApr 21, 2024
Video sentence grounding with temporally global textual knowledgeCai Chen, Runzhong Zhang, Jianjun Gao et al.
Temporal sentence grounding involves the retrieval of a video moment with a natural language query. Many existing works directly incorporate the given video and temporally localized query for temporal grounding, overlooking the inherent domain gap between different modalities. In this paper, we utilize pseudo-query features containing extensive temporally global textual knowledge sourced from the same video-query pair, to enhance the bridging of domain gaps and attain a heightened level of similarity between multi-modal features. Specifically, we propose a Pseudo-query Intermediary Network (PIN) to achieve an improved alignment of visual and comprehensive pseudo-query features within the feature space through contrastive learning. Subsequently, we utilize learnable prompts to encapsulate the knowledge of pseudo-queries, propagating them into the textual encoder and multi-modal fusion module, further enhancing the feature alignment between visual and language for better temporal grounding. Extensive experiments conducted on the Charades-STA and ActivityNet-Captions datasets demonstrate the effectiveness of our method.