He Liu

CV
h-index31
24papers
773citations
Novelty51%
AI Score59

24 Papers

65.6DCJun 1Code
An Efficient, Reliable and Observable Collective Communication Library in Large-scale GPU Training Clusters

Mingjun Zhang, Xiaohe Hu, Menghao Zhang et al.

Large-scale LLM training requires collective communication libraries to exchange data among distributed GPUs. As a company dedicated to building and operating large-scale GPU training clusters, we encounter several practical limitations of NCCL in production, including 1) SM competition between computation and communication, 2) expensive restart costs under link failures, and 3) insufficient observability of transient collective communication anomalies. To address these challenges, we propose VCCL, an efficient, reliable, and observable collective communication library in large-scale GPU training clusters. VCCL removes SM-consuming P2P kernels by moving intra-node data movement and stream dependency enforcement to CPU threads and GPU copy engines. VCCL also introduces a primary-backup QP mechanism to tolerate frequent NIC port failures, and designs a window-based monitor to observe network anomalies at O(μs) level. We opensource VCCL and deploy it in production training clusters for several months. Compared with NCCL, VCCL improves training throughput by up to 5.28% and reduces massive GPU resource wastage through runtime fault tolerance and finegrained monitor. We also share experience and lessons we learned during the deployment of VCCL in large-scale clusters.

LGFeb 17Code
GLM-5: from Vibe Coding to Agentic Engineering

GLM-5 Team, Aohan Zeng, Xin Lv et al. · tsinghua

We present GLM-5, a next-generation foundation model designed to transition the paradigm of vibe coding to agentic engineering. Building upon the agentic, reasoning, and coding (ARC) capabilities of its predecessor, GLM-5 adopts DSA to significantly reduce training and inference costs while maintaining long-context fidelity. To advance model alignment and autonomy, we implement a new asynchronous reinforcement learning infrastructure that drastically improves post-training efficiency by decoupling generation from training. Furthermore, we propose novel asynchronous agent RL algorithms that further improve RL quality, enabling the model to learn from complex, long-horizon interactions more effectively. Through these innovations, GLM-5 achieves state-of-the-art performance on major open benchmarks. Most critically, GLM-5 demonstrates unprecedented capability in real-world coding tasks, surpassing previous baselines in handling end-to-end software engineering challenges. Code, models, and more information are available at https://github.com/zai-org/GLM-5.

AIMar 23, 2023
Towards Solving Fuzzy Tasks with Human Feedback: A Retrospective of the MineRL BASALT 2022 Competition

Stephanie Milani, Anssi Kanervisto, Karolis Ramanauskas et al. · berkeley

To facilitate research in the direction of fine-tuning foundation models from human feedback, we held the MineRL BASALT Competition on Fine-Tuning from Human Feedback at NeurIPS 2022. The BASALT challenge asks teams to compete to develop algorithms to solve tasks with hard-to-specify reward functions in Minecraft. Through this competition, we aimed to promote the development of algorithms that use human feedback as channels to learn the desired behavior. We describe the competition and provide an overview of the top solutions. We conclude by discussing the impact of the competition and future directions for improvement.

91.8NIMay 29
HetCCL: Enabling Collective Communication For Mixed-Vendor Heterogeneous Clusters

Yuejie Wang, Tao Chang, Yuanyuan Zhao et al.

Training Large Language Models (LLMs) on heterogeneous clusters presents significant challenges for collective communication, as hardware from multiple vendors introduces diverse network and computational characteristics. Existing collective communication frameworks (e.g., NCCL, RCCL) designed for homogeneous environments fail to address mixed-hardware setups, while communication libraries with heterogeneous support (e.g., Gloo, OpenMPI) incur heavy overhead in the data path. This paper presents HetCCL, a framework that enables heterogeneous collective communication by efficient P2P transport across heterogeneous devices (e.g., GPUs), eliminating the host-device memory copy overhead while offloading the control to the CPUs. For combining collectives (e.g., AllReduce, ReduceScatter), HetCCL introduces a border-communicator mechanism that achieves vendor independence by using the intrinsic reduction in the combining collectives in vendor collective communication libraries. With efficient heterogeneous P2P transport and portable reduction mechanism, HetCCL proposes a hierarchical topology abstraction for heterogeneous clusters, dissecting collective communication into cluster-level primitives that guarantee optimal cross-cluster data transfer volume and optimal bandwidth utilization. We implement HetCCL with 4 different vendor support and evaluate it in 4 heterogeneous settings with benchmarks and end-to-end LLM tasks. Our evaluation shows that HetCCL achieves 17-19x higher bandwidth than Gloo in heterogeneous communications, and speeds up end-to-end training by up to 16.9% in the per-step-time.

95.1CRJun 1Code
SeClaw: Spec-Driven Security Task Synthesis for Evaluating Autonomous Agents

Hao Cheng, Changtao Miao, Tianle Song et al.

Autonomous LLM agents increasingly operate in stateful environments where they access tools, files, memory, and external services. While such capabilities enable complex real-world workflows, they also introduce security risks that are difficult to capture with existing evaluations. Current agent security benchmarks often rely on manually curated tasks, provide limited coverage of emerging threats, and focus primarily on final outcomes rather than the execution processes that lead to unsafe behavior. We introduce SeClaw, a framework that combines specification-driven security task synthesis with execution-based security evaluation for Autonomous agents. Spec-driven security task synthesis enables scalable and controllable construction of security tasks from structured risk specifications, while SeClaw docker provides a standardized testbed for evaluating agent behavior under diverse safety-risk scenarios. The benchmark covers risks arising from resources, user tasks, environments, and intrinsic agent behaviors, and supports trajectory-aware assessment of unsafe actions beyond final responses. By bridging systematic task synthesis and reproducible security evaluation, SeClaw provides a practical foundation for measuring, diagnosing, and comparing security failures in autonomous LLM agents. The code is available at https://github.com/seclaw-eval/seclaw-eval.

QMJun 5, 2022
Accurate Virus Identification with Interpretable Raman Signatures by Machine Learning

Jiarong Ye, Yin-Ting Yeh, Yuan Xue et al.

Rapid identification of newly emerging or circulating viruses is an important first step toward managing the public health response to potential outbreaks. A portable virus capture device coupled with label-free Raman Spectroscopy holds the promise of fast detection by rapidly obtaining the Raman signature of a virus followed by a machine learning approach applied to recognize the virus based on its Raman spectrum, which is used as a fingerprint. We present such a machine learning approach for analyzing Raman spectra of human and avian viruses. A Convolutional Neural Network (CNN) classifier specifically designed for spectral data achieves very high accuracy for a variety of virus type or subtype identification tasks. In particular, it achieves 99% accuracy for classifying influenza virus type A vs. type B, 96% accuracy for classifying four subtypes of influenza A, 95% accuracy for differentiating enveloped and non-enveloped viruses, and 99% accuracy for differentiating avian coronavirus (infectious bronchitis virus, IBV) from other avian viruses. Furthermore, interpretation of neural net responses in the trained CNN model using a full-gradient algorithm highlights Raman spectral ranges that are most important to virus identification. By correlating ML-selected salient Raman ranges with the signature ranges of known biomolecules and chemical functional groups (for example, amide, amino acid, carboxylic acid), we verify that our ML model effectively recognizes the Raman signatures of proteins, lipids and other vital functional groups present in different viruses and uses a weighted combination of these signatures to identify viruses.

91.5HCJun 3
PhysDox: Benchmarking LLMs on Physical Feasibility Auditing of Physiological Sensing Protocols

He Liu, Boyuan Gu, Shuaiqi Cheng et al.

Large language models (LLMs) increasingly assist in experimental design, yet fluent protocols often remain physically infeasible. We introduce PhysDox, a physical feasibility auditing benchmark for biomedical protocols comprising a 683-sample expert-curated Gold set and a 5,000-sample Silver set across six sensing domains. We formulate the task as a two-stage evaluation: severity detection classifying protocols as valid, minor, or fatal, followed by the constraint-level diagnosis of fatal violations. Evaluating 6 LLMs across 4 inference strategies yields a peak Stage-1 macro-F1 of only 53.0. Moreover, strong oracle diagnosis collapses during end-to-end evaluation due to correlated cascade errors. Error analysis reveals scaffold bias, where models conflate procedural completeness with physical validity. Consequently, implicit constraints exhibit a 2 times higher miss rate than explicit hardware violations, supported by strong statistical correlation at $ρ{=}0.81$ and $p{<}0.01$. Trace analysis of false negatives exposes a 54%--46% split between attention and judgment failures, ultimately demonstrating that protocol auditing demands calibrated feasibility reasoning rather than factual recall or longer rationales.

46.0CVJun 3
Reinforcement Learning from Cross-domain Videos with Video Prediction Model

Zhao Yang, Xinrui Zu, Jacob E. Kooi et al.

Reinforcement learning from expert videos across visually distinct domains is challenging due to the absence of reward signals and the presence of domain gaps. We introduce XIPER (Cross-domain Video Prediction Reward), a reward model for learning from expert videos collected in a visually different domain, where the agent's appearance differs due to factors such as color, morphology, or the sim-to-real gap. More specifically, XIPER trains a cross-domain video prediction model that maps agent observations into the expert domain and uses the prediction likelihood as a reward signal. Experiments on the DMC Color Suite (8 tasks) and DMC Body Suite (3 tasks) show that XIPER consistently outperforms baselines despite domain gaps such as differences in agent color and morphology. We further analyze XIPER on a sim-to-real transfer dataset, demonstrating that it produces meaningful reward signals for real-robot observations given only simulated expert videos. Code, pretrained models, datasets and video demonstrations can be found on our project webpage: https://sites.google.com/view/xiper

ASJun 9, 2023
HRTF upsampling with a generative adversarial network using a gnomonic equiangular projection

Aidan O. T. Hogg, Mads Jenkins, He Liu et al.

An individualised head-related transfer function (HRTF) is very important for creating realistic virtual reality (VR) and augmented reality (AR) environments. However, acoustically measuring high-quality HRTFs requires expensive equipment and an acoustic lab setting. To overcome these limitations and to make this measurement more efficient HRTF upsampling has been exploited in the past where a high-resolution HRTF is created from a low-resolution one. This paper demonstrates how generative adversarial networks (GANs) can be applied to HRTF upsampling. We propose a novel approach that transforms the HRTF data for direct use with a convolutional super-resolution generative adversarial network (SRGAN). This new approach is benchmarked against three baselines: barycentric upsampling, spherical harmonic (SH) upsampling and an HRTF selection approach. Experimental results show that the proposed method outperforms all three baselines in terms of log-spectral distortion (LSD) and localisation performance using perceptual models when the input HRTF is sparse (less than 20 measured positions).

CYApr 25, 2022
Multimodal Dual Emotion with Fusion of Visual Sentiment for Rumor Detection

Ge Wang, Li Tan, Ziliang Shang et al.

In recent years, rumors have had a devastating impact on society, making rumor detection a significant challenge. However, the studies on rumor detection ignore the intense emotions of images in the rumor content. This paper verifies that the image emotion improves the rumor detection efficiency. A Multimodal Dual Emotion feature in rumor detection, which consists of visual and textual emotions, is proposed. To the best of our knowledge, this is the first study which uses visual emotion in rumor detection. The experiments on real datasets verify that the proposed features outperform the state-of-the-art sentiment features, and can be extended in rumor detectors while improving their performance.

CLAug 8, 2025Code
GLM-4.5: Agentic, Reasoning, and Coding (ARC) Foundation Models

GLM-4. 5 Team, Aohan Zeng, Xin Lv et al.

We present GLM-4.5, an open-source Mixture-of-Experts (MoE) large language model with 355B total parameters and 32B activated parameters, featuring a hybrid reasoning method that supports both thinking and direct response modes. Through multi-stage training on 23T tokens and comprehensive post-training with expert model iteration and reinforcement learning, GLM-4.5 achieves strong performance across agentic, reasoning, and coding (ARC) tasks, scoring 70.1% on TAU-Bench, 91.0% on AIME 24, and 64.2% on SWE-bench Verified. With much fewer parameters than several competitors, GLM-4.5 ranks 3rd overall among all evaluated models and 2nd on agentic benchmarks. We release both GLM-4.5 (355B parameters) and a compact version, GLM-4.5-Air (106B parameters), to advance research in reasoning and agentic AI systems. Code, models, and more information are available at https://github.com/zai-org/GLM-4.5.

CVJul 19, 2022
KinD-LCE Curve Estimation And Retinex Fusion On Low-Light Image

Xiaochun Lei, Weiliang Mai, Junlin Xie et al.

Low-light images often suffer from noise and color distortion. Object detection, semantic segmentation, instance segmentation, and other tasks are challenging when working with low-light images because of image noise and chromatic aberration. We also found that the conventional Retinex theory loses information in adjusting the image for low-light tasks. In response to the aforementioned problem, this paper proposes an algorithm for low illumination enhancement. The proposed method, KinD-LCE, uses a light curve estimation module to enhance the illumination map in the Retinex decomposed image, improving the overall image brightness. An illumination map and reflection map fusion module were also proposed to restore the image details and reduce detail loss. Additionally, a TV(total variation) loss function was applied to eliminate noise. Our method was trained on the GladNet dataset, known for its diverse collection of low-light images, tested against the Low-Light dataset, and evaluated using the ExDark dataset for downstream tasks, demonstrating competitive performance with a PSNR of 19.7216 and SSIM of 0.8213.

CVDec 1, 2024Code
Precise Facial Landmark Detection by Dynamic Semantic Aggregation Transformer

Jun Wan, He Liu, Yujia Wu et al.

At present, deep neural network methods have played a dominant role in face alignment field. However, they generally use predefined network structures to predict landmarks, which tends to learn general features and leads to mediocre performance, e.g., they perform well on neutral samples but struggle with faces exhibiting large poses or occlusions. Moreover, they cannot effectively deal with semantic gaps and ambiguities among features at different scales, which may hinder them from learning efficient features. To address the above issues, in this paper, we propose a Dynamic Semantic-Aggregation Transformer (DSAT) for more discriminative and representative feature (i.e., specialized feature) learning. Specifically, a Dynamic Semantic-Aware (DSA) model is first proposed to partition samples into subsets and activate the specific pathways for them by estimating the semantic correlations of feature channels, making it possible to learn specialized features from each subset. Then, a novel Dynamic Semantic Specialization (DSS) model is designed to mine the homogeneous information from features at different scales for eliminating the semantic gap and ambiguities and enhancing the representation ability. Finally, by integrating the DSA model and DSS model into our proposed DSAT in both dynamic architecture and dynamic parameter manners, more specialized features can be learned for achieving more precise face alignment. It is interesting to show that harder samples can be handled by activating more feature channels. Extensive experiments on popular face alignment datasets demonstrate that our proposed DSAT outperforms state-of-the-art models in the literature.Our code is available at https://github.com/GERMINO-LiuHe/DSAT.

AIDec 18, 2025
Learning to Wait: Synchronizing Agents with the Physical World

Yifei She, Ping Zhang, He Liu et al.

Real-world agentic tasks, unlike synchronous Markov Decision Processes (MDPs), often involve non-blocking actions with variable latencies, creating a fundamental \textit{Temporal Gap} between action initiation and completion. Existing environment-side solutions, such as blocking wrappers or frequent polling, either limit scalability or dilute the agent's context window with redundant observations. In this work, we propose an \textbf{Agent-side Approach} that empowers Large Language Models (LLMs) to actively align their \textit{Cognitive Timeline} with the physical world. By extending the Code-as-Action paradigm to the temporal domain, agents utilize semantic priors and In-Context Learning (ICL) to predict precise waiting durations (\texttt{time.sleep(t)}), effectively synchronizing with asynchronous environment without exhaustive checking. Experiments in a simulated Kubernetes cluster demonstrate that agents can precisely calibrate their internal clocks to minimize both query overhead and execution latency, validating that temporal awareness is a learnable capability essential for autonomous evolution in open-ended environments.

CVJun 12, 2024Code
Small Scale Data-Free Knowledge Distillation

He Liu, Yikai Wang, Huaping Liu et al.

Data-free knowledge distillation is able to utilize the knowledge learned by a large teacher network to augment the training of a smaller student network without accessing the original training data, avoiding privacy, security, and proprietary risks in real applications. In this line of research, existing methods typically follow an inversion-and-distillation paradigm in which a generative adversarial network on-the-fly trained with the guidance of the pre-trained teacher network is used to synthesize a large-scale sample set for knowledge distillation. In this paper, we reexamine this common data-free knowledge distillation paradigm, showing that there is considerable room to improve the overall training efficiency through a lens of ``small-scale inverted data for knowledge distillation". In light of three empirical observations indicating the importance of how to balance class distributions in terms of synthetic sample diversity and difficulty during both data inversion and distillation processes, we propose Small Scale Data-free Knowledge Distillation SSD-KD. In formulation, SSD-KD introduces a modulating function to balance synthetic samples and a priority sampling function to select proper samples, facilitated by a dynamic replay buffer and a reinforcement learning strategy. As a result, SSD-KD can perform distillation training conditioned on an extremely small scale of synthetic samples (e.g., 10X less than the original training data scale), making the overall training efficiency one or two orders of magnitude faster than many mainstream methods while retaining superior or competitive model performance, as demonstrated on popular image classification and semantic segmentation benchmarks. The code is available at https://github.com/OSVAI/SSD-KD.

NEAug 28, 2024
An Artificial Neural Network for Image Classification Inspired by Aversive Olfactory Learning Circuits in Caenorhabditis Elegans

Xuebin Wang, Chunxiuzi Liu, Meng Zhao et al.

This study introduces an artificial neural network (ANN) for image classification task, inspired by the aversive olfactory learning circuits of the nematode Caenorhabditis elegans (C. elegans). Despite the remarkable performance of ANNs in a variety of tasks, they face challenges such as excessive parameterization, high training costs and limited generalization capabilities. C. elegans, with its simple nervous system comprising only 302 neurons, serves as a paradigm in neurobiological research and is capable of complex behaviors including learning. This research identifies key neural circuits associated with aversive olfactory learning in C. elegans through behavioral experiments and high-throughput gene sequencing, translating them into an image classification ANN architecture. Additionally, two other image classification ANNs with distinct architectures were constructed for comparative performance analysis to highlight the advantages of bio-inspired design. The results indicate that the ANN inspired by the aversive olfactory learning circuits of C. elegans achieves higher accuracy, better consistency and faster convergence rates in image classification task, especially when tackling more complex classification challenges. This study not only showcases the potential of bio-inspired design in enhancing ANN capabilities but also provides a novel perspective and methodology for future ANN design.

CVMay 24, 2024
Transparent Object Depth Completion

Yifan Zhou, Wanli Peng, Zhongyu Yang et al.

The perception of transparent objects for grasp and manipulation remains a major challenge, because existing robotic grasp methods which heavily rely on depth maps are not suitable for transparent objects due to their unique visual properties. These properties lead to gaps and inaccuracies in the depth maps of the transparent objects captured by depth sensors. To address this issue, we propose an end-to-end network for transparent object depth completion that combines the strengths of single-view RGB-D based depth completion and multi-view depth estimation. Moreover, we introduce a depth refinement module based on confidence estimation to fuse predicted depth maps from single-view and multi-view modules, which further refines the restored depth map. The extensive experiments on the ClearPose and TransCG datasets demonstrate that our method achieves superior accuracy and robustness in complex scenarios with significant occlusion compared to the state-of-the-art methods.

LGFeb 17
Fast Online Learning with Gaussian Prior-Driven Hierarchical Unimodal Thompson Sampling

Tianchi Zhao, He Liu, Hongyin Shi et al.

We study a type of Multi-Armed Bandit (MAB) problems in which arms with a Gaussian reward feedback are clustered. Such an arm setting finds applications in many real-world problems, for example, mmWave communications and portfolio management with risky assets, as a result of the universality of the Gaussian distribution. Based on the Thompson Sampling algorithm with Gaussian prior (TSG) algorithm for the selection of the optimal arm, we propose our Thompson Sampling with Clustered arms under Gaussian prior (TSCG) specific to the 2-level hierarchical structure. We prove that by utilizing the 2-level structure, we can achieve a lower regret bound than we do with ordinary TSG. In addition, when the reward is Unimodal, we can reach an even lower bound on the regret by our Unimodal Thompson Sampling algorithm with Clustered Arms under Gaussian prior (UTSCG). Each of our proposed algorithms are accompanied by theoretical evaluation of the upper regret bound, and our numerical experiments confirm the advantage of our proposed algorithms.

CVJan 5, 2022
Deep Probabilistic Graph Matching

He Liu, Tao Wang, Yidong Li et al.

Most previous learning-based graph matching algorithms solve the \textit{quadratic assignment problem} (QAP) by dropping one or more of the matching constraints and adopting a relaxed assignment solver to obtain sub-optimal correspondences. Such relaxation may actually weaken the original graph matching problem, and in turn hurt the matching performance. In this paper we propose a deep learning-based graph matching framework that works for the original QAP without compromising on the matching constraints. In particular, we design an affinity-assignment prediction network to jointly learn the pairwise affinity and estimate the node assignments, and we then develop a differentiable solver inspired by the probabilistic perspective of the pairwise affinities. Aiming to obtain better matching results, the probabilistic solver refines the estimated assignments in an iterative manner to impose both discrete and one-to-one matching constraints. The proposed method is evaluated on three popularly tested benchmarks (Pascal VOC, Willow Object and SPair-71k), and it outperforms all previous state-of-the-arts on all benchmarks.

LGJan 5, 2022
GLAN: A Graph-based Linear Assignment Network

He Liu, Tao Wang, Congyan Lang et al.

Differentiable solvers for the linear assignment problem (LAP) have attracted much research attention in recent years, which are usually embedded into learning frameworks as components. However, previous algorithms, with or without learning strategies, usually suffer from the degradation of the optimality with the increment of the problem size. In this paper, we propose a learnable linear assignment solver based on deep graph networks. Specifically, we first transform the cost matrix to a bipartite graph and convert the assignment task to the problem of selecting reliable edges from the constructed graph. Subsequently, a deep graph network is developed to aggregate and update the features of nodes and edges. Finally, the network predicts a label for each edge that indicates the assignment relationship. The experimental results on a synthetic dataset reveal that our method outperforms state-of-the-art baselines and achieves consistently high accuracy with the increment of the problem size. Furthermore, we also embed the proposed solver, in comparison with state-of-the-art baseline solvers, into a popular multi-object tracking (MOT) framework to train the tracker in an end-to-end manner. The experimental results on MOT benchmarks illustrate that the proposed LAP solver improves the tracker by the largest margin.

CVSep 1, 2021
Joint Graph Learning and Matching for Semantic Feature Correspondence

He Liu, Tao Wang, Yidong Li et al.

In recent years, powered by the learned discriminative representation via graph neural network (GNN) models, deep graph matching methods have made great progresses in the task of matching semantic features. However, these methods usually rely on heuristically generated graph patterns, which may introduce unreliable relationships to hurt the matching performance. In this paper, we propose a joint \emph{graph learning and matching} network, named GLAM, to explore reliable graph structures for boosting graph matching. GLAM adopts a pure attention-based framework for both graph learning and graph matching. Specifically, it employs two types of attention mechanisms, self-attention and cross-attention for the task. The self-attention discovers the relationships between features and to further update feature representations over the learnt structures; and the cross-attention computes cross-graph correlations between the two feature sets to be matched for feature reconstruction. Moreover, the final matching solution is directly derived from the output of the cross-attention layer, without employing a specific matching decision module. The proposed method is evaluated on three popular visual matching benchmarks (Pascal VOC, Willow Object and SPair-71k), and it outperforms previous state-of-the-art graph matching methods by significant margins on all benchmarks. Furthermore, the graph patterns learnt by our model are validated to be able to remarkably enhance previous deep graph matching methods by replacing their handcrafted graph structures with the learnt ones.

CVApr 30, 2021
GM-MLIC: Graph Matching based Multi-Label Image Classification

Yanan Wu, He Liu, Songhe Feng et al.

Multi-Label Image Classification (MLIC) aims to predict a set of labels that present in an image. The key to deal with such problem is to mine the associations between image contents and labels, and further obtain the correct assignments between images and their labels. In this paper, we treat each image as a bag of instances, and reformulate the task of MLIC as an instance-label matching selection problem. To model such problem, we propose a novel deep learning framework named Graph Matching based Multi-Label Image Classification (GM-MLIC), where Graph Matching (GM) scheme is introduced owing to its excellent capability of excavating the instance and label relationship. Specifically, we first construct an instance spatial graph and a label semantic graph respectively, and then incorporate them into a constructed assignment graph by connecting each instance to all labels. Subsequently, the graph network block is adopted to aggregate and update all nodes and edges state on the assignment graph to form structured representations for each instance and label. Our network finally derives a prediction score for each instance-label correspondence and optimizes such correspondence with a weighted cross-entropy loss. Extensive experiments conducted on various image datasets demonstrate the superiority of our proposed method.

LGJan 22, 2021
Graphical Models for Financial Time Series and Portfolio Selection

Ni Zhan, Yijia Sun, Aman Jakhar et al.

We examine a variety of graphical models to construct optimal portfolios. Graphical models such as PCA-KMeans, autoencoders, dynamic clustering, and structural learning can capture the time varying patterns in the covariance matrix and allow the creation of an optimal and robust portfolio. We compared the resulting portfolios from the different models with baseline methods. In many cases our graphical strategies generated steadily increasing returns with low risk and outgrew the S&P 500 index. This work suggests that graphical models can effectively learn the temporal dependencies in time series data and are proved useful in asset management.

HCJul 3, 2019
Multitasking with Alexa Multitasking with Alexa: How Using Intelligent Personal Assistants Impacts Language-based Primary Task Performance

Justin Edwards, He Liu, Tianyu Zhou et al.

Intelligent personal assistants (IPAs) are supposed to help us multitask. Yet the impact of IPA use on multitasking is not clearly quantified, particularly in situations where primary tasks are also language based. Using a dual task paradigm, our study observes how IPA interactions impact two different types of writing primary tasks; copying and generating content. We found writing tasks that involve content generation, which are more cognitively demanding and share more of the resources needed for IPA use, are significantly more disrupted by IPA interaction than less demanding tasks such as copying content. We discuss how theories of cognitive resources, including multiple resource theory and working memory, explain these results. We also outline the need for future work how interruption length and relevance may impact primary task performance as well as the need to identify effects of interruption timing in user and IPA led interruptions.