Hao Ni

Hao Ni, Yuke Li, Lianli Gao et al.

Domain generalization person re-identification (DG-ReID) aims to train a model on source domains and generalize well on unseen domains. Vision Transformer usually yields better generalization ability than common CNN networks under distribution shifts. However, Transformer-based ReID models inevitably over-fit to domain-specific biases due to the supervised learning strategy on the source domain. We observe that while the global images of different IDs should have different features, their similar local parts (e.g., black backpack) are not bounded by this constraint. Motivated by this, we propose a pure Transformer model (termed Part-aware Transformer) for DG-ReID by designing a proxy task, named Cross-ID Similarity Learning (CSL), to mine local visual information shared by different IDs. This proxy task allows the model to learn generic features because it only cares about the visual similarity of the parts regardless of the ID labels, thus alleviating the side effect of domain-specific biases. Based on the local similarity obtained in CSL, a Part-guided Self-Distillation (PSD) is proposed to further improve the generalization of global features. Our method achieves state-of-the-art performance under most DG ReID settings. Under the Market$\to$Duke setting, our method exceeds state-of-the-art by 10.9% and 12.8% in Rank1 and mAP, respectively. The code is available at https://github.com/liyuke65535/Part-Aware-Transformer.

Yifan Bao, Xinyu Xi, Xinyu Liu et al.

Automated data science is a structured model-selection problem. A solution must choose data transformations, feature representations, architecture, training procedure, evaluation protocol, and refinement strategy for a task. AutoML systems automate parts of this process, but typically search within predefined pipeline, model, and hyperparameter spaces. LLM-based agents offer greater flexibility through retrieval, code generation, and execution feedback, yet their modelling decisions are often unstructured, difficult to verify, and hard to reuse. We introduce \textsc{MOSAIC} (Modular Orchestration for Structured Agentic Intelligence and Composition), a structured agentic framework for memory-grounded model selection and workflow construction. Given a task and dataset, \textsc{MOSAIC} builds a semantic task profile, retrieves prior cases and source-code modules, and constructs a blueprint: an intermediate representation specifying selected modelling components, composition, interface constraints, and execution requirements. This blueprint turns model selection into a staged, context-grounded search and grounds LLM-based code generation in retrieved evidence rather than unconstrained synthesis. Candidate models are validated by execution and refined using diagnostic feedback, training traces, task metrics, and a failure-aware reinforcement learning policy. We instantiate \textsc{MOSAIC} on financial time-series forecasting and generation, where models must satisfy predictive accuracy, distributional fidelity, execution reliability, and downstream financial criteria such as risk and tail behaviour. Experiments against AutoML and agentic baselines show that \textsc{MOSAIC} improves task performance, execution success, and decision traceability, demonstrating the value of treating automated data science as structured, reusable, and execution-grounded model selection.

Hang Lou, Siran Li, Hao Ni

Signature, lying at the heart of rough path theory, is a central tool for analysing controlled differential equations driven by irregular paths. Recently it has also found extensive applications in machine learning and data science as a mathematically principled, universal feature that boosts the performance of deep learning-based models in sequential data tasks. It, nevertheless, suffers from the curse of dimensionality when paths are high-dimensional. We propose a novel, trainable path development layer, which exploits representations of sequential data through finite-dimensional Lie groups, thus resulting in dimension reduction. Its backpropagation algorithm is designed via optimization on manifolds. Our proposed layer, analogous to recurrent neural networks (RNN), possesses an explicit, simple recurrent unit that alleviates the gradient issues. Our layer demonstrates its strength in irregular time series modelling. Empirical results on a range of datasets show that the development layer consistently and significantly outperforms signature features on accuracy and dimensionality. The compact hybrid model (stacking one-layer LSTM with the development layer) achieves state-of-the-art against various RNN and continuous time series models. Our layer also enhances the performance of modelling dynamics constrained to Lie groups. Code is available at https://github.com/PDevNet/DevNet.git.

Chunyu Qiang, Hao Li, Hao Ni et al.

Recently, there has been a growing interest in text-to-speech (TTS) methods that can be trained with minimal supervision by combining two types of discrete speech representations and using two sequence-to-sequence tasks to decouple TTS. However, existing methods suffer from three problems: the high dimensionality and waveform distortion of discrete speech representations, the prosodic averaging problem caused by the duration prediction model in non-autoregressive frameworks, and the information redundancy and dimension explosion problems of existing semantic encoding methods. To address these problems, three progressive methods are proposed. First, we propose Diff-LM-Speech, an autoregressive structure consisting of a language model and diffusion models, which models the semantic embedding into the mel-spectrogram based on a diffusion model to achieve higher audio quality. We also introduce a prompt encoder structure based on a variational autoencoder and a prosody bottleneck to improve prompt representation ability. Second, we propose Tetra-Diff-Speech, a non-autoregressive structure consisting of four diffusion model-based modules that design a duration diffusion model to achieve diverse prosodic expressions. Finally, we propose Tri-Diff-Speech, a non-autoregressive structure consisting of three diffusion model-based modules that verify the non-necessity of existing semantic encoding models and achieve the best results. Experimental results show that our proposed methods outperform baseline methods. We provide a website with audio samples.

Ye Bai, Jie Li, Wenjing Han et al.

While transformers and their variant conformers show promising performance in speech recognition, the parameterized property leads to much memory cost during training and inference. Some works use cross-layer weight-sharing to reduce the parameters of the model. However, the inevitable loss of capacity harms the model performance. To address this issue, this paper proposes a parameter-efficient conformer via sharing sparsely-gated experts. Specifically, we use sparsely-gated mixture-of-experts (MoE) to extend the capacity of a conformer block without increasing computation. Then, the parameters of the grouped conformer blocks are shared so that the number of parameters is reduced. Next, to ensure the shared blocks with the flexibility of adapting representations at different levels, we design the MoE routers and normalization individually. Moreover, we use knowledge distillation to further improve the performance. Experimental results show that the proposed model achieves competitive performance with 1/3 of the parameters of the encoder, compared with the full-parameter model.

Andraž Jelinčič, Jiajie Tao, William F. Turner et al.

It is well understood that, when numerically simulating SDEs with general noise, achieving a strong convergence rate better than $O(\sqrt{h})$ (where h is the step size) requires the use of certain iterated integrals of Brownian motion, commonly referred to as its "Lévy areas". However, these stochastic integrals are difficult to simulate due to their non-Gaussian nature and for a $d$-dimensional Brownian motion with $d > 2$, no fast almost-exact sampling algorithm is known. In this paper, we propose LévyGAN, a deep-learning-based model for generating approximate samples of Lévy area conditional on a Brownian increment. Due to our "Bridge-flipping" operation, the output samples match all joint and conditional odd moments exactly. Our generator employs a tailored GNN-inspired architecture, which enforces the correct dependency structure between the output distribution and the conditioning variable. Furthermore, we incorporate a mathematically principled characteristic-function based discriminator. Lastly, we introduce a novel training mechanism termed "Chen-training", which circumvents the need for expensive-to-generate training data-sets. This new training procedure is underpinned by our two main theoretical results. For 4-dimensional Brownian motion, we show that LévyGAN exhibits state-of-the-art performance across several metrics which measure both the joint and marginal distributions. We conclude with a numerical experiment on the log-Heston model, a popular SDE in mathematical finance, demonstrating that high-quality synthetic Lévy area can lead to high order weak convergence and variance reduction when using multilevel Monte Carlo (MLMC).

Abbi Abdel-Rehim, Oghenejokpeme Orhobor, Hang Lou et al.

The goal of Protein Structure Prediction (PSP) problem is to predict a protein's 3D structure (confirmation) from its amino acid sequence. The problem has been a 'holy grail' of science since the Noble prize-winning work of Anfinsen demonstrated that protein conformation was determined by sequence. A recent and important step towards this goal was the development of AlphaFold2, currently the best PSP method. AlphaFold2 is probably the highest profile application of AI to science. Both AlphaFold2 and RoseTTAFold (another impressive PSP method) have been published and placed in the public domain (code & models). Stacking is a form of ensemble machine learning ML in which multiple baseline models are first learnt, then a meta-model is learnt using the outputs of the baseline level model to form a model that outperforms the base models. Stacking has been successful in many applications. We developed the ARStack PSP method by stacking AlphaFold2 and RoseTTAFold. ARStack significantly outperforms AlphaFold2. We rigorously demonstrate this using two sets of non-homologous proteins, and a test set of protein structures published after that of AlphaFold2 and RoseTTAFold. As more high quality prediction methods are published it is likely that ensemble methods will increasingly outperform any single method.

Bowen Fang, Hao Ni, Yue Wu

The concept of the path-dependent partial differential equation (PPDE) was first introduced in the context of path-dependent derivatives in financial markets. Its semilinear form was later identified as a non-Markovian backward stochastic differential equation (BSDE). Compared to the classical PDE, the solution of a PPDE involves an infinite-dimensional spatial variable, making it challenging to approximate, if not impossible. In this paper, we propose a neural rough differential equation (NRDE)-based model to learn PPDEs, which effectively encodes the path information through the log-signature feature while capturing the fundamental dynamics. The proposed continuous-time model for the PPDE solution offers the benefits of efficient memory usage and the ability to scale with dimensionality. Several numerical experiments, provided to validate the performance of the proposed model in comparison to the strong baseline in the literature, are used to demonstrate its effectiveness.

Lei Jiang, Weixin Yang, Xin Zhang et al.

Skeleton-based action recognition (SAR) in videos is an important but challenging task in computer vision. The recent state-of-the-art (SOTA) models for SAR are primarily based on graph convolutional neural networks (GCNs), which are powerful in extracting the spatial information of skeleton data. However, it is yet clear that such GCN-based models can effectively capture the temporal dynamics of human action sequences. To this end, we propose the G-Dev layer, which exploits the path development -- a principled and parsimonious representation for sequential data by leveraging the Lie group structure. By integrating the G-Dev layer, the hybrid G-DevLSTM module enhances the traditional LSTM to reduce the time dimension while retaining high-frequency information. It can be conveniently applied to any temporal graph data, complementing existing advanced GCN-based models. Our empirical studies on the NTU60, NTU120 and Chalearn2013 datasets demonstrate that our proposed GCN-DevLSTM network consistently improves the strong GCN baseline models and achieves SOTA results with superior robustness in SAR tasks. The code is available at https://github.com/DeepIntoStreams/GCN-DevLSTM.

Zhiguang Zhou, Ruiqi Yu, Yuming Ma et al.

Massive Open Online Courses (MOOCs) make high-quality instruction accessible. However, the lack of face-to-face interaction makes it difficult for instructors to obtain feedback on learners' performance and provide more effective instructional guidance. Traditional analytical approaches, such as clickstream logs or quiz scores, capture only coarse-grained learning outcomes and offer limited insight into learners' moment-to-moment cognitive states. In this study, we propose COIVis, an eye tracking-based visual analytics system that supports concept-level exploration of learning processes in MOOC videos. COIVis first extracts course concepts from multimodal video content and aligns them with the temporal structure and screen space of the lecture, defining Concepts of Interest (COIs), which anchor abstract concepts to specific spatiotemporal regions. Learners' gaze trajectories are transformed into COI sequences, and five interpretable learner-state features -- Attention, Cognitive Load, Interest, Preference, and Synchronicity -- are computed at the COI level based on eye tracking metrics. Building on these representations, COIVis provides a narrative, multi-view visualization enabling instructors to move from cohort-level overviews to individual learning paths, quickly locate problematic concepts, and compare diverse learning strategies. We evaluate COIVis through two case studies and in-depth user-feedback interviews. The results demonstrate that COIVis effectively provides instructors with valuable insights into the consistency and anomalies of learners' learning patterns, thereby supporting timely and personalized interventions for learners and optimizing instructional design.

Chenghao Li, Jun Liu, Songbo Zhang et al.

Multimodal LLM agents operating in complex game environments must continually reuse past experience to solve new tasks efficiently. In this work, we propose Echo, a transfer-oriented memory framework that enables agents to derive actionable knowledge from prior interactions rather than treating memory as a passive repository of static records. To make transfer explicit, Echo decomposes reusable knowledge into five dimensions: structure, attribute, process, function, and interaction. This formulation allows the agent to identify recurring patterns shared across different tasks and infer what prior experience remains applicable in new situations. Building on this formulation, Echo leverages In-Context Analogy Learning (ICAL) to retrieve relevant experiences and adapt them to unseen tasks through contextual examples. Experiments in Minecraft show that, under a from-scratch learning setting, Echo achieves a 1.3x to 1.7x speed-up on object-unlocking tasks. Moreover, Echo exhibits a burst-like chain-unlocking phenomenon, rapidly unlocking multiple similar items within a short time interval after acquiring transferable experience. These results suggest that experience transfer is a promising direction for improving the efficiency and adaptability of multimodal LLM agents in complex interactive environments.

Zheyan Li, Yuantu Zhu, Hao Ni et al.

Stochastic Partial Differential Equations (SPDEs) driven by random noise play a central role in modelling physical processes whose spatio-temporal dynamics can be rough, such as turbulence flows, superconductors, and quantum dynamics. To efficiently model these processes and make predictions, machine learning (ML)-based surrogate models are proposed, with their network architectures incorporating the spatio-temporal roughness in their design. However, it lacks an extensive and unified datasets for SPDE learning; especially, existing datasets do not account for the computational error introduced by noise sampling and the necessary renormalization required for handling singular SPDEs. We thus introduce SPDEBench, which is designed to solve typical SPDEs of physical significance (e.g., the $Φ^4_d$, wave, incompressible Navier--Stokes, and KdV equations) on 1D or 2D tori driven by white noise via ML methods. New datasets for singular SPDEs based on the renormalization process have been constructed, and novel ML models achieving the best results to date have been proposed. In particular, we investigate the impact of computational error introduced by noise sampling and renormalization on the performance comparison of ML models and highlight the importance of selecting high-quality test data for accurate evaluation. Results are benchmarked with traditional numerical solvers and ML-based models, including FNO, NSPDE and DLR-Net, etc. It is shown that, for singular SPDEs, naively applying ML models on data without specifying the numerical schemes can lead to significant errors and misleading conclusions. Our SPDEBench provides an open-source codebase that ensures full reproducibility of benchmarking across a variety of SPDE datasets while offering the flexibility to incorporate new datasets and machine learning baselines, making it a valuable resource for the community.

Hang Lou, Siran Li, Hao Ni

Generating high-fidelity time series data using generative adversarial networks (GANs) remains a challenging task, as it is difficult to capture the temporal dependence of joint probability distributions induced by time-series data. Towards this goal, a key step is the development of an effective discriminator to distinguish between time series distributions. We propose the so-called PCF-GAN, a novel GAN that incorporates the path characteristic function (PCF) as the principled representation of time series distribution into the discriminator to enhance its generative performance. On the one hand, we establish theoretical foundations of the PCF distance by proving its characteristicity, boundedness, differentiability with respect to generator parameters, and weak continuity, which ensure the stability and feasibility of training the PCF-GAN. On the other hand, we design efficient initialisation and optimisation schemes for PCFs to strengthen the discriminative power and accelerate training efficiency. To further boost the capabilities of complex time series generation, we integrate the auto-encoder structure via sequential embedding into the PCF-GAN, which provides additional reconstruction functionality. Extensive numerical experiments on various datasets demonstrate the consistently superior performance of PCF-GAN over state-of-the-art baselines, in both generation and reconstruction quality. Code is available at https://github.com/DeepIntoStreams/PCF-GAN.

Hao Ni, Lukasz Szpruch, Marc Sabate-Vidales et al.

Synthetic data is an emerging technology that can significantly accelerate the development and deployment of AI machine learning pipelines. In this work, we develop high-fidelity time-series generators, the SigWGAN, by combining continuous-time stochastic models with the newly proposed signature $W_1$ metric. The former are the Logsig-RNN models based on the stochastic differential equations, whereas the latter originates from the universal and principled mathematical features to characterize the measure induced by time series. SigWGAN allows turning computationally challenging GAN min-max problem into supervised learning while generating high fidelity samples. We validate the proposed model on both synthetic data generated by popular quantitative risk models and empirical financial data. Codes are available at https://github.com/SigCGANs/Sig-Wasserstein-GANs.git.

Shujian Liao, Terry Lyons, Weixin Yang et al.

This paper contributes to the challenge of skeleton-based human action recognition in videos. The key step is to develop a generic network architecture to extract discriminative features for the spatio-temporal skeleton data. In this paper, we propose a novel module, namely Logsig-RNN, which is the combination of the log-signature layer and recurrent type neural networks (RNNs). The former one comes from the mathematically principled technology of signatures and log-signatures as representations for streamed data, which can manage high sample rate streams, non-uniform sampling and time series of variable length. It serves as an enhancement of the recurrent layer, which can be conveniently plugged into neural networks. Besides we propose two path transformation layers to significantly reduce path dimension while retaining the essential information fed into the Logsig-RNN module. Finally, numerical results demonstrate that replacing the RNN module by the Logsig-RNN module in SOTA networks consistently improves the performance on both Chalearn gesture data and NTU RGB+D 120 action data in terms of accuracy and robustness. In particular, we achieve the state-of-the-art accuracy on Chalearn2013 gesture data by combining simple path transformation layers with the Logsig-RNN. Codes are available at https://github.com/steveliao93/GCN_LogsigRNN.

Lei Jiang, Ye Wei, Hao Ni

Diffusion models have become a popular choice for human motion synthesis due to their powerful generative capabilities. However, their high computational complexity and large sampling steps pose challenges for real-time applications. Fortunately, the Consistency Model (CM) provides a solution to greatly reduce the number of sampling steps from hundreds to a few, typically fewer than four, significantly accelerating the synthesis of diffusion models. However, applying CM to text-conditioned human motion synthesis in latent space yields unsatisfactory generation results. In this paper, we introduce \textbf{MotionPCM}, a phased consistency model-based approach designed to improve the quality and efficiency for real-time motion synthesis in latent space. Experimental results on the HumanML3D dataset show that our model achieves real-time inference at over 30 frames per second in a single sampling step while outperforming the previous state-of-the-art with a 38.9\% improvement in FID. The code will be available for reproduction.

Zhenghao Lin, Zihao Tang, Xiao Liu et al.

We introduce Sigma, an efficient large language model specialized for the system domain, empowered by a novel architecture including DiffQKV attention, and pre-trained on our meticulously collected system domain data. DiffQKV attention significantly enhances the inference efficiency of Sigma by optimizing the Query (Q), Key (K), and Value (V) components in the attention mechanism differentially, based on their varying impacts on the model performance and efficiency indicators. Specifically, we (1) conduct extensive experiments that demonstrate the model's varying sensitivity to the compression of K and V components, leading to the development of differentially compressed KV, and (2) propose augmented Q to expand the Q head dimension, which enhances the model's representation capacity with minimal impacts on the inference speed. Rigorous theoretical and empirical analyses reveal that DiffQKV attention significantly enhances efficiency, achieving up to a 33.36% improvement in inference speed over the conventional grouped-query attention (GQA) in long-context scenarios. We pre-train Sigma on 6T tokens from various sources, including 19.5B system domain data that we carefully collect and 1T tokens of synthesized and rewritten data. In general domains, Sigma achieves comparable performance to other state-of-arts models. In the system domain, we introduce the first comprehensive benchmark AIMicius, where Sigma demonstrates remarkable performance across all tasks, significantly outperforming GPT-4 with an absolute improvement up to 52.5%.

Jiajie Tao, Hao Ni, Chong Liu

Since the weak convergence for stochastic processes does not account for the growth of information over time which is represented by the underlying filtration, a slightly erroneous stochastic model in weak topology may cause huge loss in multi-periods decision making problems. To address such discontinuities Aldous introduced the extended weak convergence, which can fully characterise all essential properties, including the filtration, of stochastic processes; however was considered to be hard to find efficient numerical implementations. In this paper, we introduce a novel metric called High Rank PCF Distance (HRPCFD) for extended weak convergence based on the high rank path development method from rough path theory, which also defines the characteristic function for measure-valued processes. We then show that such HRPCFD admits many favourable analytic properties which allows us to design an efficient algorithm for training HRPCFD from data and construct the HRPCF-GAN by using HRPCFD as the discriminator for conditional time series generation. Our numerical experiments on both hypothesis testing and generative modelling validate the out-performance of our approach compared with several state-of-the-art methods, highlighting its potential in broad applications of synthetic time series generation and in addressing classic financial and economic challenges, such as optimal stopping or utility maximisation problems.

Eghbal Rahimikia, Hao Ni, Weiguan Wang

Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous data. Recent advances in time series foundation models (TSFMs), inspired by large language models, offer a new paradigm for learning generalizable temporal representations from large and diverse datasets. This paper presents the first comprehensive empirical study of TSFMs in global financial markets. Using a large-scale dataset of daily excess returns across diverse markets, we evaluate zero-shot inference, fine-tuning, and pre-training from scratch against strong benchmark models. We find that off-the-shelf pre-trained TSFMs perform poorly in zero-shot and fine-tuning settings, whereas models pre-trained from scratch on financial data achieve substantial forecasting and economic improvements, underscoring the value of domain-specific adaptation. Increasing the dataset size, incorporating synthetic data augmentation, and applying hyperparameter tuning further enhance performance.

Lei Jiang, Wen Ge, Niels Cariou-Kotlarek et al.

Diffusion models have achieved state-of-the-art results in generative modelling but remain computationally intensive at inference time, often requiring thousands of discretization steps. To this end, we propose Sig-DEG (Signature-based Differential Equation Generator), a novel generator for distilling pre-trained diffusion models, which can universally approximate the backward diffusion process at a coarse temporal resolution. Inspired by high-order approximations of stochastic differential equations (SDEs), Sig-DEG leverages partial signatures to efficiently summarize Brownian motion over sub-intervals and adopts a recurrent structure to enable accurate global approximation of the SDE solution. Distillation is formulated as a supervised learning task, where Sig-DEG is trained to match the outputs of a fine-resolution diffusion model on a coarse time grid. During inference, Sig-DEG enables fast generation, as the partial signature terms can be simulated exactly without requiring fine-grained Brownian paths. Experiments demonstrate that Sig-DEG achieves competitive generation quality while reducing the number of inference steps by an order of magnitude. Our results highlight the effectiveness of signature-based approximations for efficient generative modeling.

Yihao Ang, Yifan Bao, Lei Jiang et al.

Time-series data is central to decision-making in financial markets, yet building high-performing, interpretable, and auditable models remains a major challenge. While Automated Machine Learning (AutoML) frameworks streamline model development, they often lack adaptability and responsiveness to domain-specific needs and evolving objectives. Concurrently, Large Language Models (LLMs) have enabled agentic systems capable of reasoning, memory management, and dynamic code generation, offering a path toward more flexible workflow automation. In this paper, we introduce \textsf{TS-Agent}, a modular agentic framework designed to automate and enhance time-series modeling workflows for financial applications. The agent formalizes the pipeline as a structured, iterative decision process across three stages: model selection, code refinement, and fine-tuning, guided by contextual reasoning and experimental feedback. Central to our architecture is a planner agent equipped with structured knowledge banks, curated libraries of models and refinement strategies, which guide exploration, while improving interpretability and reducing error propagation. \textsf{TS-Agent} supports adaptive learning, robust debugging, and transparent auditing, key requirements for high-stakes environments such as financial services. Empirical evaluations on diverse financial forecasting and synthetic data generation tasks demonstrate that \textsf{TS-Agent} consistently outperforms state-of-the-art AutoML and agentic baselines, achieving superior accuracy, robustness, and decision traceability.

Hao Ni, Lianli Gao, Pengpeng Zeng et al.

Real-world surveillance systems are dynamically evolving, requiring a person Re-identification model to continuously handle newly incoming data from various domains. To cope with these dynamics, Lifelong ReID (LReID) has been proposed to learn and accumulate knowledge across multiple domains incrementally. However, LReID models need to be trained on large-scale labeled data for each unseen domain, which are typically inaccessible due to privacy and cost concerns. In this paper, we propose a new paradigm called Continual Few-shot ReID (CFReID), which requires models to be incrementally trained using few-shot data and tested on all seen domains. Under few-shot conditions, CFREID faces two core challenges: 1) learning knowledge from few-shot data of unseen domain, and 2) avoiding catastrophic forgetting of seen domains. To tackle these two challenges, we propose a Stable Distribution Alignment (SDA) framework from feature distribution perspective. Specifically, our SDA is composed of two modules, i.e., Meta Distribution Alignment (MDA) and Prototype-based Few-shot Adaptation (PFA). To support the study of CFReID, we establish an evaluation benchmark for CFReID on five publicly available ReID datasets. Extensive experiments demonstrate that our SDA can enhance the few-shot learning and anti-forgetting capabilities under few-shot conditions. Notably, our approach, using only 5\% of the data, i.e., 32 IDs, significantly outperforms LReID's state-of-the-art performance, which requires 700 to 1,000 IDs.

Kevin Schlegel, Lei Jiang, Hao Ni

Keypoint data has received a considerable amount of attention in machine learning for tasks like action detection and recognition. However, human experts in movement such as doctors, physiotherapists, sports scientists and coaches use a notion of joint angles standardised by the International Society of Biomechanics to precisely and efficiently communicate static body poses and movements. In this paper, we introduce the basic biomechanical notions and show how they can be used to convert common keypoint data into joint angles that uniquely describe the given pose and have various desirable mathematical properties, such as independence of both the camera viewpoint and the person performing the action. We experimentally demonstrate that the joint angle representation of keypoint data is suitable for machine learning applications and can in some cases bring an immediate performance gain. The use of joint angles as a human meaningful representation of kinematic data is in particular promising for applications where interpretability and dialog with human experts is important, such as many sports and medical applications. To facilitate further research in this direction, we will release a python package to convert keypoint data into joint angles as outlined in this paper.

Xinheng Xie, Yue Wu, Hao Ni et al.

Inspired by the traditional partial differential equation (PDE) approach for image denoising, we propose a novel neural network architecture, referred as NODE-ImgNet, that combines neural ordinary differential equations (NODEs) with convolutional neural network (CNN) blocks. NODE-ImgNet is intrinsically a PDE model, where the dynamic system is learned implicitly without the explicit specification of the PDE. This naturally circumvents the typical issues associated with introducing artifacts during the learning process. By invoking such a NODE structure, which can also be viewed as a continuous variant of a residual network (ResNet) and inherits its advantage in image denoising, our model achieves enhanced accuracy and parameter efficiency. In particular, our model exhibits consistent effectiveness in different scenarios, including denoising gray and color images perturbed by Gaussian noise, as well as real-noisy images, and demonstrates superiority in learning from small image datasets.

Shujian Liao, Jian Chen, Hao Ni

In this paper, we investigate the problem of predicting the future volatility of Forex currency pairs using the deep learning techniques. We show step-by-step how to construct the deep-learning network by the guidance of the empirical patterns of the intra-day volatility. The numerical results show that the multiscale Long Short-Term Memory (LSTM) model with the input of multi-currency pairs consistently achieves the state-of-the-art accuracy compared with both the conventional baselines, i.e. autoregressive and GARCH model, and the other deep learning models.

Andrey Kormilitzin, Nemanja Vaci, Qiang Liu et al.

In this work we addressed the problem of capturing sequential information contained in longitudinal electronic health records (EHRs). Clinical notes, which is a particular type of EHR data, are a rich source of information and practitioners often develop clever solutions how to maximise the sequential information contained in free-texts. We proposed a systematic methodology for learning from chronological events available in clinical notes. The proposed methodological {\it path signature} framework creates a non-parametric hierarchical representation of sequential events of any type and can be used as features for downstream statistical learning tasks. The methodology was developed and externally validated using the largest in the UK secondary care mental health EHR data on a specific task of predicting survival risk of patients diagnosed with Alzheimer's disease. The signature-based model was compared to a common survival random forest model. Our results showed a 15.4$\%$ increase of risk prediction AUC at the time point of 20 months after the first admission to a specialist memory clinic and the signature method outperformed the baseline mixed-effects model by 13.2 $\%$.

Shujian Liao, Hao Ni, Lukasz Szpruch et al.

Generative adversarial networks (GANs) have been extremely successful in generating samples, from seemingly high dimensional probability measures. However, these methods struggle to capture the temporal dependence of joint probability distributions induced by time-series data. Furthermore, long time-series data streams hugely increase the dimension of the target space, which may render generative modelling infeasible. To overcome these challenges, motivated by the autoregressive models in econometric, we are interested in the conditional distribution of future time series given the past information. We propose the generic conditional Sig-WGAN framework by integrating Wasserstein-GANs (WGANs) with mathematically principled and efficient path feature extraction called the signature of a path. The signature of a path is a graded sequence of statistics that provides a universal description for a stream of data, and its expected value characterises the law of the time-series model. In particular, we develop the conditional Sig-$W_1$ metric, that captures the conditional joint law of time series models, and use it as a discriminator. The signature feature space enables the explicit representation of the proposed discriminators which alleviates the need for expensive training. We validate our method on both synthetic and empirical dataset and observe that our method consistently and significantly outperforms state-of-the-art benchmarks with respect to measures of similarity and predictive ability.

Yue Wu, Hao Ni, Terence J. Lyons et al.

In this paper we put the visibility transformation on a clear theoretical footing and show that this transform is able to embed the effect of the absolute position of the data stream into signature features in a unified and efficient way. The generated feature set is particularly useful in pattern recognition tasks, for its simplifying role in allowing the signature feature set to accommodate nonlinear functions of absolute and relative values.

Guang Yang, Jun Chen, Zhifan Gao et al.

Three-dimensional late gadolinium enhanced (LGE) cardiac MR (CMR) of left atrial scar in patients with atrial fibrillation (AF) has recently emerged as a promising technique to stratify patients, to guide ablation therapy and to predict treatment success. This requires a segmentation of the high intensity scar tissue and also a segmentation of the left atrium (LA) anatomy, the latter usually being derived from a separate bright-blood acquisition. Performing both segmentations automatically from a single 3D LGE CMR acquisition would eliminate the need for an additional acquisition and avoid subsequent registration issues. In this paper, we propose a joint segmentation method based on multiview two-task (MVTT) recursive attention model working directly on 3D LGE CMR images to segment the LA (and proximal pulmonary veins) and to delineate the scar on the same dataset. Using our MVTT recursive attention model, both the LA anatomy and scar can be segmented accurately (mean Dice score of 93% for the LA anatomy and 87% for the scar segmentations) and efficiently (~0.27 seconds to simultaneously segment the LA anatomy and scars directly from the 3D LGE CMR dataset with 60-68 2D slices). Compared to conventional unsupervised learning and other state-of-the-art deep learning based methods, the proposed MVTT model achieved excellent results, leading to an automatic generation of a patient-specific anatomical model combined with scar segmentation for patients in AF.

Shujian Liao, Terry Lyons, Weixin Yang et al.

This paper contributes to the challenge of learning a function on streamed multimodal data through evaluation. The core of the result of our paper is the combination of two quite different approaches to this problem. One comes from the mathematically principled technology of signatures and log-signatures as representations for streamed data, while the other draws on the techniques of recurrent neural networks (RNN). The ability of the former to manage high sample rate streams and the latter to manage large scale nonlinear interactions allows hybrid algorithms that are easy to code, quicker to train, and of lower complexity for a given accuracy. We illustrate the approach by approximating the unknown functional as a controlled differential equation. Linear functionals on solutions of controlled differential equations are the natural universal class of functions on data streams. Following this approach, we propose a hybrid Logsig-RNN algorithm that learns functionals on streamed data. By testing on various datasets, i.e. synthetic data, NTU RGB+D 120 skeletal action data, and Chalearn2013 gesture data, our algorithm achieves the outstanding accuracy with superior efficiency and robustness.

Jun Chen, Guang Yang, Zhifan Gao et al.

Late Gadolinium Enhanced Cardiac MRI (LGE-CMRI) for detecting atrial scars in atrial fibrillation (AF) patients has recently emerged as a promising technique to stratify patients, guide ablation therapy and predict treatment success. Visualisation and quantification of scar tissues require a segmentation of both the left atrium (LA) and the high intensity scar regions from LGE-CMRI images. These two segmentation tasks are challenging due to the cancelling of healthy tissue signal, low signal-to-noise ratio and often limited image quality in these patients. Most approaches require manual supervision and/or a second bright-blood MRI acquisition for anatomical segmentation. Segmenting both the LA anatomy and the scar tissues automatically from a single LGE-CMRI acquisition is highly in demand. In this study, we proposed a novel fully automated multiview two-task (MVTT) recursive attention model working directly on LGE-CMRI images that combines a sequential learning and a dilated residual learning to segment the LA (including attached pulmonary veins) and delineate the atrial scars simultaneously via an innovative attention model. Compared to other state-of-the-art methods, the proposed MVTT achieves compelling improvement, enabling to generate a patient-specific anatomical and atrial scar assessment model.

Weixin Yang, Terry Lyons, Hao Ni et al.

Landmark-based human action recognition in videos is a challenging task in computer vision. One key step is to design a generic approach that generates discriminative features for the spatial structure and temporal dynamics. To this end, we regard the evolving landmark data as a high-dimensional path and apply non-linear path signature techniques to provide an expressive, robust, non-linear, and interpretable representation for the sequential events. We do not extract signature features from the raw path, rather we propose path disintegrations and path transformations as preprocessing steps. Path disintegrations turn a high-dimensional path linearly into a collection of lower-dimensional paths; some of these paths are in pose space while others are defined over a multiscale collection of temporal intervals. Path transformations decorate the paths with additional coordinates in standard ways to allow the truncated signatures of transformed paths to expose additional features. For spatial representation, we apply the signature transform to vectorize the paths that arise out of pose disintegration, and for temporal representation, we apply it again to describe this evolving vectorization. Finally, all the features are collected together to constitute the input vector of a linear single-hidden-layer fully-connected network for classification. Experimental results on four datasets demonstrated that the proposed feature set with only a linear shallow network and Dropconnect is effective and achieves comparable state-of-the-art results to the advanced deep networks, and meanwhile, is capable of interpretation.

Zecheng Xie, Zenghui Sun, Lianwen Jin et al.

Online handwritten Chinese text recognition (OHCTR) is a challenging problem as it involves a large-scale character set, ambiguous segmentation, and variable-length input sequences. In this paper, we exploit the outstanding capability of path signature to translate online pen-tip trajectories into informative signature feature maps using a sliding window-based method, successfully capturing the analytic and geometric properties of pen strokes with strong local invariance and robustness. A multi-spatial-context fully convolutional recurrent network (MCFCRN) is proposed to exploit the multiple spatial contexts from the signature feature maps and generate a prediction sequence while completely avoiding the difficult segmentation problem. Furthermore, an implicit language model is developed to make predictions based on semantic context within a predicting feature sequence, providing a new perspective for incorporating lexicon constraints and prior knowledge about a certain language in the recognition procedure. Experiments on two standard benchmarks, Dataset-CASIA and Dataset-ICDAR, yielded outstanding results, with correct rates of 97.10% and 97.15%, respectively, which are significantly better than the best result reported thus far in the literature.

Shi Zong, Hao Ni, Kenny Sung et al.

Most recommender systems recommend a list of items. The user examines the list, from the first item to the last, and often chooses the first attractive item and does not examine the rest. This type of user behavior can be modeled by the cascade model. In this work, we study cascading bandits, an online learning variant of the cascade model where the goal is to recommend $K$ most attractive items from a large set of $L$ candidate items. We propose two algorithms for solving this problem, which are based on the idea of linear generalization. The key idea in our solutions is that we learn a predictor of the attraction probabilities of items from their features, as opposing to learning the attraction probability of each item independently as in the existing work. This results in practical learning algorithms whose regret does not depend on the number of items $L$. We bound the regret of one algorithm and comprehensively evaluate the other on a range of recommendation problems. The algorithm performs well and outperforms all baselines.