CVNov 21, 2022Code
Contrastive Masked Autoencoders for Self-Supervised Video HashingYuting Wang, Jinpeng Wang, Bin Chen et al.
Self-Supervised Video Hashing (SSVH) models learn to generate short binary representations for videos without ground-truth supervision, facilitating large-scale video retrieval efficiency and attracting increasing research attention. The success of SSVH lies in the understanding of video content and the ability to capture the semantic relation among unlabeled videos. Typically, state-of-the-art SSVH methods consider these two points in a two-stage training pipeline, where they firstly train an auxiliary network by instance-wise mask-and-predict tasks and secondly train a hashing model to preserve the pseudo-neighborhood structure transferred from the auxiliary network. This consecutive training strategy is inflexible and also unnecessary. In this paper, we propose a simple yet effective one-stage SSVH method called ConMH, which incorporates video semantic information and video similarity relationship understanding in a single stage. To capture video semantic information for better hashing learning, we adopt an encoder-decoder structure to reconstruct the video from its temporal-masked frames. Particularly, we find that a higher masking ratio helps video understanding. Besides, we fully exploit the similarity relationship between videos by maximizing agreement between two augmented views of a video, which contributes to more discriminative and robust hash codes. Extensive experiments on three large-scale video datasets (i.e., FCVID, ActivityNet and YFCC) indicate that ConMH achieves state-of-the-art results. Code is available at https://github.com/huangmozhi9527/ConMH.
IVJun 10, 2022
PILC: Practical Image Lossless Compression with an End-to-end GPU Oriented Neural FrameworkNing Kang, Shanzhao Qiu, Shifeng Zhang et al.
Generative model based image lossless compression algorithms have seen a great success in improving compression ratio. However, the throughput for most of them is less than 1 MB/s even with the most advanced AI accelerated chips, preventing them from most real-world applications, which often require 100 MB/s. In this paper, we propose PILC, an end-to-end image lossless compression framework that achieves 200 MB/s for both compression and decompression with a single NVIDIA Tesla V100 GPU, 10 times faster than the most efficient one before. To obtain this result, we first develop an AI codec that combines auto-regressive model and VQ-VAE which performs well in lightweight setting, then we design a low complexity entropy coder that works well with our codec. Experiments show that our framework compresses better than PNG by a margin of 30% in multiple datasets. We believe this is an important step to bring AI compression forward to commercial use.
IVMay 24, 2024Code
MambaVC: Learned Visual Compression with Selective State SpacesShiyu Qin, Jinpeng Wang, Yimin Zhou et al.
Learned visual compression is an important and active task in multimedia. Existing approaches have explored various CNN- and Transformer-based designs to model content distribution and eliminate redundancy, where balancing efficacy (i.e., rate-distortion trade-off) and efficiency remains a challenge. Recently, state-space models (SSMs) have shown promise due to their long-range modeling capacity and efficiency. Inspired by this, we take the first step to explore SSMs for visual compression. We introduce MambaVC, a simple, strong and efficient compression network based on SSM. MambaVC develops a visual state space (VSS) block with a 2D selective scanning (2DSS) module as the nonlinear activation function after each downsampling, which helps to capture informative global contexts and enhances compression. On compression benchmark datasets, MambaVC achieves superior rate-distortion performance with lower computational and memory overheads. Specifically, it outperforms CNN and Transformer variants by 9.3% and 15.6% on Kodak, respectively, while reducing computation by 42% and 24%, and saving 12% and 71% of memory. MambaVC shows even greater improvements with high-resolution images, highlighting its potential and scalability in real-world applications. We also provide a comprehensive comparison of different network designs, underscoring MambaVC's advantages. Code is available at https://github.com/QinSY123/2024-MambaVC.
CVAug 14, 2025Code
NextStep-1: Toward Autoregressive Image Generation with Continuous Tokens at ScaleNextStep Team, Chunrui Han, Guopeng Li et al. · tsinghua
Prevailing autoregressive (AR) models for text-to-image generation either rely on heavy, computationally-intensive diffusion models to process continuous image tokens, or employ vector quantization (VQ) to obtain discrete tokens with quantization loss. In this paper, we push the autoregressive paradigm forward with NextStep-1, a 14B autoregressive model paired with a 157M flow matching head, training on discrete text tokens and continuous image tokens with next-token prediction objectives. NextStep-1 achieves state-of-the-art performance for autoregressive models in text-to-image generation tasks, exhibiting strong capabilities in high-fidelity image synthesis. Furthermore, our method shows strong performance in image editing, highlighting the power and versatility of our unified approach. To facilitate open research, we will release our code and models to the community.
CVDec 21, 2024Code
Diffusion Prior Interpolation for Flexibility Real-World Face Super-ResolutionJiarui Yang, Tao Dai, Yufei Zhu et al.
Diffusion models represent the state-of-the-art in generative modeling. Due to their high training costs, many works leverage pre-trained diffusion models' powerful representations for downstream tasks, such as face super-resolution (FSR), through fine-tuning or prior-based methods. However, relying solely on priors without supervised training makes it challenging to meet the pixel-level accuracy requirements of discrimination task. Although prior-based methods can achieve high fidelity and high-quality results, ensuring consistency remains a significant challenge. In this paper, we propose a masking strategy with strong and weak constraints and iterative refinement for real-world FSR, termed Diffusion Prior Interpolation (DPI). We introduce conditions and constraints on consistency by masking different sampling stages based on the structural characteristics of the face. Furthermore, we propose a condition Corrector (CRT) to establish a reciprocal posterior sampling process, enhancing FSR performance by mutual refinement of conditions and samples. DPI can balance consistency and diversity and can be seamlessly integrated into pre-trained models. In extensive experiments conducted on synthetic and real datasets, along with consistency validation in face recognition, DPI demonstrates superiority over SOTA FSR methods. The code is available at \url{https://github.com/JerryYann/DPI}.
CVJun 8, 2024Code
One Perturbation is Enough: On Generating Universal Adversarial Perturbations against Vision-Language Pre-training ModelsHao Fang, Jiawei Kong, Wenbo Yu et al.
Vision-Language Pre-training (VLP) models have exhibited unprecedented capability in many applications by taking full advantage of the multimodal alignment. However, previous studies have shown they are vulnerable to maliciously crafted adversarial samples. Despite recent success, these methods are generally instance-specific and require generating perturbations for each input sample. In this paper, we reveal that VLP models are also vulnerable to the instance-agnostic universal adversarial perturbation (UAP). Specifically, we design a novel Contrastive-training Perturbation Generator with Cross-modal conditions (C-PGC) to achieve the attack. In light that the pivotal multimodal alignment is achieved through the advanced contrastive learning technique, we devise to turn this powerful weapon against themselves, i.e., employ a malicious version of contrastive learning to train the C-PGC based on our carefully crafted positive and negative image-text pairs for essentially destroying the alignment relationship learned by VLP models. Besides, C-PGC fully utilizes the characteristics of Vision-and-Language (V+L) scenarios by incorporating both unimodal and cross-modal information as effective guidance. Extensive experiments show that C-PGC successfully forces adversarial samples to move away from their original area in the VLP model's feature space, thus essentially enhancing attacks across various victim models and V+L tasks. The GitHub repository is available at https://github.com/ffhibnese/CPGC_VLP_Universal_Attacks.
LGMar 16, 2020Code
Toward Adversarial Robustness via Semi-supervised Robust TrainingYiming Li, Baoyuan Wu, Yan Feng et al.
Adversarial examples have been shown to be the severe threat to deep neural networks (DNNs). One of the most effective adversarial defense methods is adversarial training (AT) through minimizing the adversarial risk $R_{adv}$, which encourages both the benign example $x$ and its adversarially perturbed neighborhoods within the $\ell_{p}$-ball to be predicted as the ground-truth label. In this work, we propose a novel defense method, the robust training (RT), by jointly minimizing two separated risks ($R_{stand}$ and $R_{rob}$), which is with respect to the benign example and its neighborhoods respectively. The motivation is to explicitly and jointly enhance the accuracy and the adversarial robustness. We prove that $R_{adv}$ is upper-bounded by $R_{stand} + R_{rob}$, which implies that RT has similar effect as AT. Intuitively, minimizing the standard risk enforces the benign example to be correctly predicted, and the robust risk minimization encourages the predictions of the neighbor examples to be consistent with the prediction of the benign example. Besides, since $R_{rob}$ is independent of the ground-truth label, RT is naturally extended to the semi-supervised mode ($i.e.$, SRT), to further enhance the adversarial robustness. Moreover, we extend the $\ell_{p}$-bounded neighborhood to a general case, which covers different types of perturbations, such as the pixel-wise ($i.e.$, $x + δ$) or the spatial perturbation ($i.e.$, $ AX + b$). Extensive experiments on benchmark datasets not only verify the superiority of the proposed SRT method to state-of-the-art methods for defensing pixel-wise or spatial perturbations separately, but also demonstrate its robustness to both perturbations simultaneously. The code for reproducing main results is available at \url{https://github.com/THUYimingLi/Semi-supervised_Robust_Training}.
CVJun 15, 2025
SP-VLA: A Joint Model Scheduling and Token Pruning Approach for VLA Model AccelerationYe Li, Yuan Meng, Zewen Sun et al.
Vision-Language-Action (VLA) models have attracted increasing attention for their strong control capabilities. However, their high computational cost and low execution frequency hinder their suitability for real-time tasks such as robotic manipulation and autonomous navigation. Existing VLA acceleration methods primarily focus on structural optimization, overlooking the fact that these models operate in sequential decision-making environments. As a result, temporal redundancy in sequential action generation and spatial redundancy in visual input remain unaddressed. To this end, we propose SP-VLA, a unified framework that accelerates VLA models by jointly scheduling models and pruning tokens. Specifically, we design an action-aware model scheduling mechanism that reduces temporal redundancy by dynamically switching between VLA model and a lightweight generator. Inspired by the human motion pattern of focusing on key decision points while relying on intuition for other actions, we categorize VLA actions into deliberative and intuitive, assigning the former to the VLA model and the latter to the lightweight generator, enabling frequency-adaptive execution through collaborative model scheduling. To address spatial redundancy, we further develop a spatio-semantic dual-aware token pruning method. Tokens are classified into spatial and semantic types and pruned based on their dual-aware importance to accelerate VLA inference. These two mechanisms work jointly to guide the VLA in focusing on critical actions and salient visual information, achieving effective acceleration while maintaining high accuracy. Extensive experiments show that our method achieves 1.5$\times$ lossless acceleration in LIBERO and 2.4$\times$ in SimplerEnv, with up to 6% average performance gain. Inference frequency and latency improve by 2.2$\times$ in SimplerEnv and 1.4$\times$ in LIBERO.
CLDec 11, 2024
EMS: Adaptive Evict-then-Merge Strategy for Head-wise KV Cache Compression Based on Global-Local ImportanceYingxin Li, Ye Li, Yuan Meng et al.
As large language models (LLMs) continue to advance, the demand for higher quality and faster processing of long contexts across various applications is growing. KV cache is widely adopted as it stores previously generated key and value tokens, effectively reducing redundant computations during inference. However, as memory overhead becomes a significant concern, efficient compression of KV cache has gained increasing attention. Most existing methods perform compression from two perspectives: identifying important tokens and designing compression strategies. However, these approaches often produce biased distributions of important tokens due to the influence of accumulated attention scores or positional encoding. Furthermore, they overlook the sparsity and redundancy across different heads, which leads to difficulties in preserving the most effective information at the head level. To this end, we propose EMS to overcome these limitations, while achieving better KV cache compression under extreme compression ratios. Specifically, we introduce a Global-Local score that combines accumulated attention scores from both global and local KV tokens to better identify the token importance. For the compression strategy, we design an adaptive and unified Evict-then-Merge framework that accounts for the sparsity and redundancy of KV tokens across different heads. Additionally, we implement the head-wise parallel compression through a zero-class mechanism to enhance efficiency. Extensive experiments demonstrate our SOTA performance even under extreme compression ratios. EMS consistently achieves the lowest perplexity, improves scores by over 1.28 points across four LLMs on LongBench under a 256 cache budget, and preserves 95% retrieval accuracy with a cache budget less than 2% of the context length in the Needle-in-a-Haystack task.
LGDec 13, 2025
TS-DP: Reinforcement Speculative Decoding For Temporal Adaptive Diffusion Policy AccelerationYe Li, Jiahe Feng, Yuan Meng et al.
Diffusion Policy (DP) excels in embodied control but suffers from high inference latency and computational cost due to multiple iterative denoising steps. The temporal complexity of embodied tasks demands a dynamic and adaptable computation mode. Static and lossy acceleration methods, such as quantization, fail to handle such dynamic embodied tasks, while speculative decoding offers a lossless and adaptive yet underexplored alternative for DP. However, it is non-trivial to address the following challenges: how to match the base model's denoising quality at lower cost under time-varying task difficulty in embodied settings, and how to dynamically and interactively adjust computation based on task difficulty in such environments. In this paper, we propose Temporal-aware Reinforcement-based Speculative Diffusion Policy (TS-DP), the first framework that enables speculative decoding for DP with temporal adaptivity. First, to handle dynamic environments where task difficulty varies over time, we distill a Transformer-based drafter to imitate the base model and replace its costly denoising calls. Second, an RL-based scheduler further adapts to time-varying task difficulty by adjusting speculative parameters to maintain accuracy while improving efficiency. Extensive experiments across diverse embodied environments demonstrate that TS-DP achieves up to 4.17 times faster inference with over 94% accepted drafts, reaching an inference frequency of 25 Hz and enabling real-time diffusion-based control without performance degradation.
CVAug 13, 2025
Personalized Face Super-Resolution with Identity Decoupling and FittingJiarui Yang, Hang Guo, Wen Huang et al.
In recent years, face super-resolution (FSR) methods have achieved remarkable progress, generally maintaining high image fidelity and identity (ID) consistency under standard settings. However, in extreme degradation scenarios (e.g., scale $> 8\times$), critical attributes and ID information are often severely lost in the input image, making it difficult for conventional models to reconstruct realistic and ID-consistent faces. Existing methods tend to generate hallucinated faces under such conditions, producing restored images lacking authentic ID constraints. To address this challenge, we propose a novel FSR method with Identity Decoupling and Fitting (IDFSR), designed to enhance ID restoration under large scaling factors while mitigating hallucination effects. Our approach involves three key designs: 1) \textbf{Masking} the facial region in the low-resolution (LR) image to eliminate unreliable ID cues; 2) \textbf{Warping} a reference image to align with the LR input, providing style guidance; 3) Leveraging \textbf{ID embeddings} extracted from ground truth (GT) images for fine-grained ID modeling and personalized adaptation. We first pretrain a diffusion-based model to explicitly decouple style and ID by forcing it to reconstruct masked LR face regions using both style and identity embeddings. Subsequently, we freeze most network parameters and perform lightweight fine-tuning of the ID embedding using a small set of target ID images. This embedding encodes fine-grained facial attributes and precise ID information, significantly improving both ID consistency and perceptual quality. Extensive quantitative evaluations and visual comparisons demonstrate that the proposed IDFSR substantially outperforms existing approaches under extreme degradation, particularly achieving superior performance on ID consistency.
CVMay 3, 2025
Mitigating Group-Level Fairness Disparities in Federated Visual Language ModelsChaomeng Chen, Zitong Yu, Junhao Dong et al.
Visual language models (VLMs) have shown remarkable capabilities in multimodal tasks but face challenges in maintaining fairness across demographic groups, particularly when deployed in federated learning (FL) environments. This paper addresses the critical issue of group fairness in federated VLMs by introducing FVL-FP, a novel framework that combines FL with fair prompt tuning techniques. We focus on mitigating demographic biases while preserving model performance through three innovative components: (1) Cross-Layer Demographic Fair Prompting (CDFP), which adjusts potentially biased embeddings through counterfactual regularization; (2) Demographic Subspace Orthogonal Projection (DSOP), which removes demographic bias in image representations by mapping fair prompt text to group subspaces; and (3) Fair-aware Prompt Fusion (FPF), which dynamically balances client contributions based on both performance and fairness metrics. Extensive evaluations across four benchmark datasets demonstrate that our approach reduces demographic disparity by an average of 45\% compared to standard FL approaches, while maintaining task performance within 6\% of state-of-the-art results. FVL-FP effectively addresses the challenges of non-IID data distributions in federated settings and introduces minimal computational overhead while providing significant fairness benefits. Our work presents a parameter-efficient solution to the critical challenge of ensuring equitable performance across demographic groups in privacy-preserving multimodal systems.
LGMay 24, 2023
Theoretically Principled Federated Learning for Balancing Privacy and UtilityXiaojin Zhang, Wenjie Li, Kai Chen et al.
We propose a general learning framework for the protection mechanisms that protects privacy via distorting model parameters, which facilitates the trade-off between privacy and utility. The algorithm is applicable to arbitrary privacy measurements that maps from the distortion to a real value. It can achieve personalized utility-privacy trade-off for each model parameter, on each client, at each communication round in federated learning. Such adaptive and fine-grained protection can improve the effectiveness of privacy-preserved federated learning. Theoretically, we show that gap between the utility loss of the protection hyperparameter output by our algorithm and that of the optimal protection hyperparameter is sub-linear in the total number of iterations. The sublinearity of our algorithm indicates that the average gap between the performance of our algorithm and that of the optimal performance goes to zero when the number of iterations goes to infinity. Further, we provide the convergence rate of our proposed algorithm. We conduct empirical results on benchmark datasets to verify that our method achieves better utility than the baseline methods under the same privacy budget.
CVJul 7, 2021
WeClick: Weakly-Supervised Video Semantic Segmentation with Click AnnotationsPeidong Liu, Zibin He, Xiyu Yan et al.
Compared with tedious per-pixel mask annotating, it is much easier to annotate data by clicks, which costs only several seconds for an image. However, applying clicks to learn video semantic segmentation model has not been explored before. In this work, we propose an effective weakly-supervised video semantic segmentation pipeline with click annotations, called WeClick, for saving laborious annotating effort by segmenting an instance of the semantic class with only a single click. Since detailed semantic information is not captured by clicks, directly training with click labels leads to poor segmentation predictions. To mitigate this problem, we design a novel memory flow knowledge distillation strategy to exploit temporal information (named memory flow) in abundant unlabeled video frames, by distilling the neighboring predictions to the target frame via estimated motion. Moreover, we adopt vanilla knowledge distillation for model compression. In this case, WeClick learns compact video semantic segmentation models with the low-cost click annotations during the training phase yet achieves real-time and accurate models during the inference period. Experimental results on Cityscapes and Camvid show that WeClick outperforms the state-of-the-art methods, increases performance by 10.24% mIoU than baseline, and achieves real-time execution.
LGJun 7, 2021
Energy Aligning for Biased ModelsBowen Zhao, Chen Chen, Qi Ju et al.
Training on class-imbalanced data usually results in biased models that tend to predict samples into the majority classes, which is a common and notorious problem. From the perspective of energy-based model, we demonstrate that the free energies of categories are aligned with the label distribution theoretically, thus the energies of different classes are expected to be close to each other when aiming for ``balanced'' performance. However, we discover a severe energy-bias phenomenon in the models trained on class-imbalanced dataset. To eliminate the bias, we propose a simple and effective method named Energy Aligning by merely adding the calculated shift scalars onto the output logits during inference, which does not require to (i) modify the network architectures, (ii) intervene the standard learning paradigm, (iii) perform two-stage training. The proposed algorithm is evaluated on two class imbalance-related tasks under various settings: class incremental learning and long-tailed recognition. Experimental results show that energy aligning can effectively alleviate class imbalance issue and outperform state-of-the-art methods on several benchmarks.
CVDec 28, 2020
Towards a category-extended object detector with limited dataBowen Zhao, Chen Chen, Xi Xiao et al.
Object detectors are typically learned on fully-annotated training data with fixed predefined categories. However, categories are often required to be increased progressively. Usually, only the original training set annotated with old classes and some new training data labeled with new classes are available in such scenarios. Based on the limited datasets, a unified detector that can handle all categories is strongly needed. We propose a practical scheme to achieve it in this work. A conflict-free loss is designed to avoid label ambiguity, leading to an acceptable detector in one training round. To further improve performance, we propose a retraining phase in which Monte Carlo Dropout is employed to calculate the localization confidence to mine more accurate bounding boxes, and an overlap-weighted method is proposed for making better use of pseudo annotations during retraining. Extensive experiments demonstrate the effectiveness of our method.
STAug 14, 2020
Neural Network-based Automatic Factor ConstructionJie Fang, Jianwu Lin, Shutao Xia et al.
Instead of conducting manual factor construction based on traditional and behavioural finance analysis, academic researchers and quantitative investment managers have leveraged Genetic Programming (GP) as an automatic feature construction tool in recent years, which builds reverse polish mathematical expressions from trading data into new factors. However, with the development of deep learning, more powerful feature extraction tools are available. This paper proposes Neural Network-based Automatic Factor Construction (NNAFC), a tailored neural network framework that can automatically construct diversified financial factors based on financial domain knowledge and a variety of neural network structures. The experiment results show that NNAFC can construct more informative and diversified factors than GP, to effectively enrich the current factor pool. For the current market, both fully connected and recurrent neural network structures are better at extracting information from financial time series than convolution neural network structures. Moreover, new factors constructed by NNAFC can always improve the return, Sharpe ratio, and the max draw-down of a multi-factor quantitative investment strategy due to their introducing more information and diversification to the existing factor pool.
CRJun 15, 2020
Boosting Black-Box Attack with Partially Transferred Conditional Adversarial DistributionYan Feng, Baoyuan Wu, Yanbo Fan et al.
This work studies black-box adversarial attacks against deep neural networks (DNNs), where the attacker can only access the query feedback returned by the attacked DNN model, while other information such as model parameters or the training datasets are unknown. One promising approach to improve attack performance is utilizing the adversarial transferability between some white-box surrogate models and the target model (i.e., the attacked model). However, due to the possible differences on model architectures and training datasets between surrogate and target models, dubbed "surrogate biases", the contribution of adversarial transferability to improving the attack performance may be weakened. To tackle this issue, we innovatively propose a black-box attack method by developing a novel mechanism of adversarial transferability, which is robust to the surrogate biases. The general idea is transferring partial parameters of the conditional adversarial distribution (CAD) of surrogate models, while learning the untransferred parameters based on queries to the target model, to keep the flexibility to adjust the CAD of the target model on any new benign sample. Extensive experiments on benchmark datasets and attacking against real-world API demonstrate the superior attack performance of the proposed method.
CRApr 9, 2020
Rethinking the Trigger of Backdoor AttackYiming Li, Tongqing Zhai, Baoyuan Wu et al.
Backdoor attack intends to inject hidden backdoor into the deep neural networks (DNNs), such that the prediction of the infected model will be maliciously changed if the hidden backdoor is activated by the attacker-defined trigger, while it performs well on benign samples. Currently, most of existing backdoor attacks adopted the setting of \emph{static} trigger, $i.e.,$ triggers across the training and testing images follow the same appearance and are located in the same area. In this paper, we revisit this attack paradigm by analyzing the characteristics of the static trigger. We demonstrate that such an attack paradigm is vulnerable when the trigger in testing images is not consistent with the one used for training. We further explore how to utilize this property for backdoor defense, and discuss how to alleviate such vulnerability of existing attacks.
CVFeb 26, 2020
Adversarial Attack on Deep Product Quantization Network for Image RetrievalYan Feng, Bin Chen, Tao Dai et al.
Deep product quantization network (DPQN) has recently received much attention in fast image retrieval tasks due to its efficiency of encoding high-dimensional visual features especially when dealing with large-scale datasets. Recent studies show that deep neural networks (DNNs) are vulnerable to input with small and maliciously designed perturbations (a.k.a., adversarial examples). This phenomenon raises the concern of security issues for DPQN in the testing/deploying stage as well. However, little effort has been devoted to investigating how adversarial examples affect DPQN. To this end, we propose product quantization adversarial generation (PQ-AG), a simple yet effective method to generate adversarial examples for product quantization based retrieval systems. PQ-AG aims to generate imperceptible adversarial perturbations for query images to form adversarial queries, whose nearest neighbors from a targeted product quantizaiton model are not semantically related to those from the original queries. Extensive experiments show that our PQ-AQ successfully creates adversarial examples to mislead targeted product quantization retrieval models. Besides, we found that our PQ-AG significantly degrades retrieval performance in both white-box and black-box settings.
STDec 26, 2019
Alpha Discovery Neural Network based on Prior KnowledgeJie Fang, Shutao Xia, Jianwu Lin et al.
Genetic programming (GP) is the state-of-the-art in financial automated feature construction task. It employs reverse polish expression to represent features and then conducts the evolution process. However, with the development of deep learning, more powerful feature extraction tools are available. This paper proposes Alpha Discovery Neural Network (ADNN), a tailored neural network structure which can automatically construct diversified financial technical indicators based on prior knowledge. We mainly made three contributions. First, we use domain knowledge in quantitative trading to design the sampling rules and object function. Second, pre-training and model pruning has been used to replace genetic programming, because it can conduct more efficient evolution process. Third, the feature extractors in ADNN can be replaced by different feature extractors and produce different functions. The experiment results show that ADNN can construct more informative and diversified features than GP, which can effectively enriches the current factor pool. The fully-connected network and recurrent network are better at extracting information from the financial time series than the convolution neural network. In real practice, features constructed by ADNN can always improve multi-factor strategies' revenue, sharpe ratio, and max draw-down, compared with the investment strategies without these factors.
LGDec 8, 2019
Automatic Financial Feature ConstructionJie Fang, Shutao Xia, Jianwu Lin et al.
In automatic financial feature construction task, the state-of-the-art technic leverages reverse polish expression to represent the features, then use genetic programming (GP) to conduct its evolution process. In this paper, we propose a new framework based on neural network, alpha discovery neural network (ADNN). In this work, we made several contributions. Firstly, in this task, we make full use of neural network overwhelming advantage in feature extraction to construct highly informative features. Secondly, we use domain knowledge to design the object function, batch size, and sampling rules. Thirdly, we use pre-training to replace the GP evolution process. According to neural network universal approximation theorem, pre-training can conduct a more effective and explainable evolution process. Experiment shows that ADNN can remarkably produce more diversified and higher informative features than GP. Besides, ADNN can serve as a data augmentation algorithm. It further improves the the performance of financial features constructed by GP.
CVNov 16, 2019
Maintaining Discrimination and Fairness in Class Incremental LearningBowen Zhao, Xi Xiao, Guojun Gan et al.
Deep neural networks (DNNs) have been applied in class incremental learning, which aims to solve common real-world problems of learning new classes continually. One drawback of standard DNNs is that they are prone to catastrophic forgetting. Knowledge distillation (KD) is a commonly used technique to alleviate this problem. In this paper, we demonstrate it can indeed help the model to output more discriminative results within old classes. However, it cannot alleviate the problem that the model tends to classify objects into new classes, causing the positive effect of KD to be hidden and limited. We observed that an important factor causing catastrophic forgetting is that the weights in the last fully connected (FC) layer are highly biased in class incremental learning. In this paper, we propose a simple and effective solution motivated by the aforementioned observations to address catastrophic forgetting. Firstly, we utilize KD to maintain the discrimination within old classes. Then, to further maintain the fairness between old classes and new classes, we propose Weight Aligning (WA) that corrects the biased weights in the FC layer after normal training process. Unlike previous work, WA does not require any extra parameters or a validation set in advance, as it utilizes the information provided by the biased weights themselves. The proposed method is evaluated on ImageNet-1000, ImageNet-100, and CIFAR-100 under various settings. Experimental results show that the proposed method can effectively alleviate catastrophic forgetting and significantly outperform state-of-the-art methods.
MMSep 17, 2019
AdaCompress: Adaptive Compression for Online Computer Vision ServicesHongshan Li, Yu Guo, Zhi Wang et al.
With the growth of computer vision based applications and services, an explosive amount of images have been uploaded to cloud servers which host such computer vision algorithms, usually in the form of deep learning models. JPEG has been used as the {\em de facto} compression and encapsulation method before one uploads the images, due to its wide adaptation. However, standard JPEG configuration does not always perform well for compressing images that are to be processed by a deep learning model, e.g., the standard quality level of JPEG leads to 50\% of size overhead (compared with the best quality level selection) on ImageNet under the same inference accuracy in popular computer vision models including InceptionNet, ResNet, etc. Knowing this, designing a better JPEG configuration for online computer vision services is still extremely challenging: 1) Cloud-based computer vision models are usually a black box to end-users; thus it is difficult to design JPEG configuration without knowing their model structures. 2) JPEG configuration has to change when different users use it. In this paper, we propose a reinforcement learning based JPEG configuration framework. In particular, we design an agent that adaptively chooses the compression level according to the input image's features and backend deep learning models. Then we train the agent in a reinforcement learning way to adapt it for different deep learning cloud services that act as the {\em interactive training environment} and feeding a reward with comprehensive consideration of accuracy and data size. In our real-world evaluation on Amazon Rekognition, Face++ and Baidu Vision, our approach can reduce the size of images by 1/2 -- 1/3 while the overall classification accuracy only decreases slightly.
LGApr 13, 2019
Self-Paced Probabilistic Principal Component Analysis for Data with OutliersBowen Zhao, Xi Xiao, Wanpeng Zhang et al.
Principal Component Analysis (PCA) is a popular tool for dimensionality reduction and feature extraction in data analysis. There is a probabilistic version of PCA, known as Probabilistic PCA (PPCA). However, standard PCA and PPCA are not robust, as they are sensitive to outliers. To alleviate this problem, this paper introduces the Self-Paced Learning mechanism into PPCA, and proposes a novel method called Self-Paced Probabilistic Principal Component Analysis (SP-PPCA). Furthermore, we design the corresponding optimization algorithm based on the alternative search strategy and the expectation-maximization algorithm. SP-PPCA looks for optimal projection vectors and filters out outliers iteratively. Experiments on both synthetic problems and real-world datasets clearly demonstrate that SP-PPCA is able to reduce or eliminate the impact of outliers.
LGMar 14, 2019
Rectified Decision Trees: Towards Interpretability, Compression and Empirical SoundnessJiawang Bai, Yiming Li, Jiawei Li et al.
How to obtain a model with good interpretability and performance has always been an important research topic. In this paper, we propose rectified decision trees (ReDT), a knowledge distillation based decision trees rectification with high interpretability, small model size, and empirical soundness. Specifically, we extend the impurity calculation and the pure ending condition of the classical decision tree to propose a decision tree extension that allows the use of soft labels generated by a well-trained teacher model in training and prediction process. It is worth noting that for the acquisition of soft labels, we propose a new multiple cross-validation based method to reduce the effects of randomness and overfitting. These approaches ensure that ReDT retains excellent interpretability and even achieves fewer nodes than the decision tree in the aspect of compression while having relatively good performance. Besides, in contrast to traditional knowledge distillation, back propagation of the student model is not necessarily required in ReDT, which is an attempt of a new knowledge distillation approach. Extensive experiments are conducted, which demonstrates the superiority of ReDT in interpretability, compression, and empirical soundness.
LGMar 10, 2019
Multinomial Random Forest: Toward Consistency and Privacy-PreservationYiming Li, Jiawang Bai, Jiawei Li et al.
Despite the impressive performance of random forests (RF), its theoretical properties have not been thoroughly understood. In this paper, we propose a novel RF framework, dubbed multinomial random forest (MRF), to analyze the \emph{consistency} and \emph{privacy-preservation}. Instead of deterministic greedy split rule or with simple randomness, the MRF adopts two impurity-based multinomial distributions to randomly select a split feature and a split value respectively. Theoretically, we prove the consistency of the proposed MRF and analyze its privacy-preservation within the framework of differential privacy. We also demonstrate with multiple datasets that its performance is on par with the standard RF. To the best of our knowledge, MRF is the first consistent RF variant that has comparable performance to the standard RF.