Shupei Zhang

2papers

2 Papers

CVApr 17, 2023
Frequency Regularization: Restricting Information Redundancy of Convolutional Neural Networks

Chenqiu Zhao, Guanfang Dong, Shupei Zhang et al.

Convolutional neural networks have demonstrated impressive results in many computer vision tasks. However, the increasing size of these networks raises concerns about the information overload resulting from the large number of network parameters. In this paper, we propose Frequency Regularization to restrict the non-zero elements of the network parameters in the frequency domain. The proposed approach operates at the tensor level, and can be applied to almost all network architectures. Specifically, the tensors of parameters are maintained in the frequency domain, where high frequency components can be eliminated by zigzag setting tensor elements to zero. Then, the inverse discrete cosine transform (IDCT) is used to reconstruct the spatial tensors for matrix operations during network training. Since high frequency components of images are known to be less critical, a large proportion of these parameters can be set to zero when networks are trained with the proposed frequency regularization. Comprehensive evaluations on various state-of-the-art network architectures, including LeNet, Alexnet, VGG, Resnet, ViT, UNet, GAN, and VAE, demonstrate the effectiveness of the proposed frequency regularization. For a very small accuracy decrease (less than 2\%), a LeNet5 with 0.4M parameters can be represented by only 776 float16 numbers (over 1100$\times$ reduction), and a UNet with 34M parameters can be represented by only 759 float16 numbers (over 80000$\times$ reduction). In particular, the original size of the UNet model is 366MB, we reduce it to 4.5kb.

LGSep 8, 2020
Conditional Uncorrelation and Efficient Non-approximate Subset Selection in Sparse Regression

Jianji Wang, Qi Liu, Shupei Zhang et al.

Given $m$ $d$-dimensional responsors and $n$ $d$-dimensional predictors, sparse regression finds at most $k$ predictors for each responsor for linear approximation, $1\leq k \leq d-1$. The key problem in sparse regression is subset selection, which usually suffers from high computational cost. Recent years, many improved approximate methods of subset selection have been published. However, less attention has been paid on the non-approximate method of subset selection, which is very necessary for many questions in data analysis. Here we consider sparse regression from the view of correlation, and propose the formula of conditional uncorrelation. Then an efficient non-approximate method of subset selection is proposed in which we do not need to calculate any coefficients in regression equation for candidate predictors. By the proposed method, the computational complexity is reduced from $O(\frac{1}{6}{k^3}+mk^2+mkd)$ to $O(\frac{1}{6}{k^3}+\frac{1}{2}mk^2)$ for each candidate subset in sparse regression. Because the dimension $d$ is generally the number of observations or experiments and large enough, the proposed method can greatly improve the efficiency of non-approximate subset selection.