Chang Xu

Junjie Li, Yang Liu, Weiqing Liu et al.

Generative models aim to simulate realistic effects of various actions across different contexts, from text generation to visual effects. Despite significant efforts to build real-world simulators, the application of generative models to virtual worlds, like financial markets, remains under-explored. In financial markets, generative models can simulate complex market effects of participants with various behaviors, enabling interaction under different market conditions, and training strategies without financial risk. This simulation relies on the finest structured data in financial market like orders thus building the finest realistic simulation. We propose Large Market Model (LMM), an order-level generative foundation model, for financial market simulation, akin to language modeling in the digital world. Our financial Market Simulation engine (MarS), powered by LMM, addresses the domain-specific need for realistic, interactive and controllable order generation. Key observations include LMM's strong scalability across data size and model complexity, and MarS's robust and practicable realism in controlled generation with market impact. We showcase MarS as a forecast tool, detection system, analysis platform, and agent training environment, thus demonstrating MarS's "paradigm shift" potential for a variety of financial applications. We release the code of MarS at https://github.com/microsoft/MarS/.

Jianyuan Guo, Hanting Chen, Chengcheng Wang et al.

Recent advancements in large language models have sparked interest in their extraordinary and near-superhuman capabilities, leading researchers to explore methods for evaluating and optimizing these abilities, which is called superalignment. In this context, our paper delves into the realm of vision foundation models, focusing on the concept of weak-to-strong generalization, which involves using a weaker model to supervise a stronger one, aiming to enhance the latter's capabilities beyond the former's limits. We introduce a novel and adaptively adjustable loss function for weak-to-strong supervision. Our comprehensive experiments span various scenarios, including few-shot learning, transfer learning, noisy label learning, and common knowledge distillation settings. The results are striking: our approach not only exceeds the performance benchmarks set by strong-to-strong generalization but also surpasses the outcomes of fine-tuning strong models with whole datasets. This compelling evidence underscores the significant potential of weak-to-strong generalization, showcasing its capability to substantially elevate the performance of vision foundation models. The code is available at https://github.com/ggjy/vision_weak_to_strong.

Min Hou, Yueying Wu, Chang Xu et al.

As one of the most successful generative models, diffusion models have demonstrated remarkable efficacy in synthesizing high-quality images. These models learn the underlying high-dimensional data distribution in an unsupervised manner. Despite their success, diffusion models are highly data-driven and prone to inheriting the imbalances and biases present in real-world data. Some studies have attempted to address these issues by designing text prompts for known biases or using bias labels to construct unbiased data. While these methods have shown improved results, real-world scenarios often contain various unknown biases, and obtaining bias labels is particularly challenging. In this paper, we emphasize the necessity of mitigating bias in pre-trained diffusion models without relying on auxiliary bias annotations. To tackle this problem, we propose a framework, InvDiff, which aims to learn invariant semantic information for diffusion guidance. Specifically, we propose identifying underlying biases in the training data and designing a novel debiasing training objective. Then, we employ a lightweight trainable module that automatically preserves invariant semantic information and uses it to guide the diffusion model's sampling process toward unbiased outcomes simultaneously. Notably, we only need to learn a small number of parameters in the lightweight learnable module without altering the pre-trained diffusion model. Furthermore, we provide a theoretical guarantee that the implementation of InvDiff is equivalent to reducing the error upper bound of generalization. Extensive experimental results on three publicly available benchmarks demonstrate that InvDiff effectively reduces biases while maintaining the quality of image generation. Our code is available at https://github.com/Hundredl/InvDiff.

Jialun Cao, Zhiyong Chen, Jiarong Wu et al.

Code generation benchmarks such as HumanEval are widely adopted to evaluate LLMs' capabilities. However, after consolidating the latest 24 benchmarks, we noticed three significant imbalances. First, imbalanced programming language. 95.8% of benchmarks involve Python, while only 5 benchmarks involve Java. Second, imbalanced code granularity. Function-/statement-level benchmarks account for over 83.3% of benchmarks. Only a mere handful extends to class-/project-levels, and all are limited to Python. Third, lacking advanced features. Existing benchmarks primarily assess basic coding skills, while overlooking advanced Object-Oriented Programming (OOP) features (i.e., encapsulation, inheritance, and polymorphism). To fill these gaps, we propose JavaBench, a project-level Java benchmark that exercises OOP features. It comprises four Java projects with 389 methods in 106 Java classes. The test coverage is up to 92%, and JavaBench is attested by 282 undergraduate students, reaching a 90.93/100 average score (i.e., pass rate against the test suite), ensuring the quality of documentation, code skeleton, and tests. To better evaluate LLM's capability against JavaBench, we introduce a systematic evaluation design covering three context settings and five synthesis strategies at two granularities using three hierarchical metrics. Our extensive experiment yields several interesting findings. First, we noticed that regarding project-level Java programming, LLMs are far behind undergraduate students (no project can be correctly completed by any studied LLMs, and at most 41.17% Pass@5 in a more relaxed evaluation). Second, using method signature as prompt context may strike an ideal balance for project-level code generation. JavaBench is publicly available at https://github.com/java-bench/JavaBench.

Ying Wang, Rongxin Wu, Chao Wang et al.

Java projects are often built on top of various third-party libraries. If multiple versions of a library exist on the classpath, JVM will only load one version and shadow the others, which we refer to as dependency conflicts. This would give rise to semantic conflict (SC) issues, if the library APIs referenced by a project have identical method signatures but inconsistent semantics across the loaded and shadowed versions of libraries. SC issues are difficult for developers to diagnose in practice, since understanding them typically requires domain knowledge. Although adapting the existing test generation technique for dependency conflict issues, Riddle, to detect SC issues is feasible, its effectiveness is greatly compromised. This is mainly because Riddle randomly generates test inputs, while the SC issues typically require specific arguments in the tests to be exposed. To address that, we conducted an empirical study of 75 real SC issues to understand the characteristics of such specific arguments in the test cases that can capture the SC issues. Inspired by our empirical findings, we propose an automated testing technique Sensor, which synthesizes test cases using ingredients from the project under test to trigger inconsistent behaviors of the APIs with the same signatures in conflicting library versions. Our evaluation results show that \textsc{Sensor} is effective and useful: it achieved a $Precision$ of 0.803 and a $Recall$ of 0.760 on open-source projects and a $Precision$ of 0.821 on industrial projects; it detected 150 semantic conflict issues in 29 projects, 81.8\% of which had been confirmed as real bugs.

Yepang Liu, Lili Wei, Chang Xu et al.

Resource leak bugs in Android apps are pervasive and can cause serious performance degradation and system crashes. In recent years, several resource leak detection techniques have been proposed to assist Android developers in correctly managing system resources. Yet, there exist no common bug benchmarks for effectively and reliably comparing such techniques and quantitatively evaluating their strengths and weaknesses. This paper describes our initial contribution towards constructing such a benchmark. To locate real resource leak bugs, we mined 124,215 code revisions of 34 large-scale open-source Android apps. We successfully found 298 fixed resource leaks, which cover a diverse set of resource classes, from 32 out of the 34 apps. To understand the characteristics of these bugs, we conducted an empirical study, which revealed the root causes of frequent resource leaks in Android apps and common patterns of faults made by developers. With our findings, we further implemented a static checker to detect a common pattern of resource leaks in Android apps. Experiments showed that the checker can effectively locate real resource leaks in popular Android apps, confirming the usefulness of our work.

Xinyao Fan, Yueying Wu, Chang Xu et al.

Recently, diffusion probabilistic models have attracted attention in generative time series forecasting due to their remarkable capacity to generate high-fidelity samples. However, the effective utilization of their strong modeling ability in the probabilistic time series forecasting task remains an open question, partially due to the challenge of instability arising from their stochastic nature. To address this challenge, we introduce a novel Multi-Granularity Time Series Diffusion (MG-TSD) model, which achieves state-of-the-art predictive performance by leveraging the inherent granularity levels within the data as given targets at intermediate diffusion steps to guide the learning process of diffusion models. The way to construct the targets is motivated by the observation that the forward process of the diffusion model, which sequentially corrupts the data distribution to a standard normal distribution, intuitively aligns with the process of smoothing fine-grained data into a coarse-grained representation, both of which result in a gradual loss of fine distribution features. In the study, we derive a novel multi-granularity guidance diffusion loss function and propose a concise implementation method to effectively utilize coarse-grained data across various granularity levels. More importantly, our approach does not rely on additional external data, making it versatile and applicable across various domains. Extensive experiments conducted on real-world datasets demonstrate that our MG-TSD model outperforms existing time series prediction methods.

Yu-Hao Huang, Chang Xu, Yueying Wu et al.

Time series generation models are crucial for applications like data augmentation and privacy preservation. Most existing time series generation models are typically designed to generate data from one specified domain. While leveraging data from other domain for better generalization is proved to work in other application areas, this approach remains challenging for time series modeling due to the large divergence in patterns among different real world time series categories. In this paper, we propose a multi-domain time series diffusion model with domain prompts, named TimeDP. In TimeDP, we utilize a time series semantic prototype module which defines time series prototypes to represent time series basis, each prototype vector serving as "word" representing some elementary time series feature. A prototype assignment module is applied to extract the extract domain specific prototype weights, for learning domain prompts as generation condition. During sampling, we extract "domain prompt" with few-shot samples from the target domain and use the domain prompts as condition to generate time series samples. Experiments demonstrate that our method outperforms baselines to provide the state-of-the-art in-domain generation quality and strong unseen domain generation capability.

Hao Li, Bowen Deng, Chang Xu et al.

A unified foundation model for medical time series -- pretrained on open access and ethics board-approved medical corpora -- offers the potential to reduce annotation burdens, minimize model customization, and enable robust transfer across clinical institutions, modalities, and tasks, particularly in data-scarce or privacy-constrained environments. However, existing generalist time series foundation models struggle to handle medical time series data due to their inherent challenges, including irregular intervals, heterogeneous sampling rates, and frequent missing values. To address these challenges, we introduce MIRA, a unified foundation model specifically designed for medical time series forecasting. MIRA incorporates a Continuous-Time Rotary Positional Encoding that enables fine-grained modeling of variable time intervals, a frequency-specific mixture-of-experts layer that routes computation across latent frequency regimes to further promote temporal specialization, and a Continuous Dynamics Extrapolation Block based on Neural ODE that models the continuous trajectory of latent states, enabling accurate forecasting at arbitrary target timestamps. Pretrained on a large-scale and diverse medical corpus comprising over 454 billion time points collect from publicly available datasets, MIRA achieves reductions in forecasting errors by an average of 10% and 7% in out-of-distribution and in-distribution scenarios, respectively, when compared to other zero-shot and fine-tuned baselines. We also introduce a comprehensive benchmark spanning multiple downstream clinical tasks, establishing a foundation for future research in medical time series modeling.

Yutong Xia, Chang Xu, Yuxuan Liang et al.

Time series generation (TSG) synthesizes realistic sequences and has achieved remarkable success. Among TSG, conditional models generate sequences given observed covariates, however, such models learn observational correlations without considering unobserved confounding. In this work, we propose a causal perspective on conditional TSG and introduce causal time series generation as a new TSG task family, formalized within Pearl's causal ladder, extending beyond observational generation to include interventional and counterfactual settings. To instantiate these tasks, we develop CaTSG, a unified diffusion-based framework with backdoor-adjusted guidance that causally steers sampling toward desired interventions and individual counterfactuals while preserving observational fidelity. Specifically, our method derives causal score functions via backdoor adjustment and the abduction-action-prediction procedure, thus enabling principled support for all three levels of TSG. Extensive experiments on both synthetic and real-world datasets show that CaTSG achieves superior fidelity and also supporting interventional and counterfactual generation that existing baselines cannot handle. Overall, we propose the causal TSG family and instantiate it with CaTSG, providing an initial proof-of-concept and opening a promising direction toward more reliable simulation under interventions and counterfactual generation.

Yunfeng Ge, Ming Jin, Yiji Zhao et al.

Time series forecasting plays a vital role in critical domains like energy and transportation, where non-stationary dynamics are deeply intertwined with events in other modalities such as texts. However, incorporating natural language-based external events to improve non-stationary forecasting remains largely unexplored, as most approaches still rely on a single modality, resulting in limited contextual knowledge and model underperformance. Enabling fine-grained multimodal interactions between temporal and textual data is challenged by three fundamental issues: (1) the difficulty of fine-grained synchronization between time-varying discrete textual events and continuous time series; (2) the inherent temporal uncertainty introduced by textual semantics; and (3) the misalignment between textual event embeddings and multi-resolution temporal patterns. In this work, we address these challenges by introducing event-aware non-stationary time series forecasting (EventTSF), an autoregressive generation framework that integrates historical time series with textual events to make subsequent forecasts. Specifically, EventTSF uses autoregressive diffusion with flow matching at each step to capture nuanced temporal-event interactions. To handle event-induced uncertainty, flow matching timesteps are adaptively controlled according to event semantic signals. The underlying denoiser employs a multimodal U-shaped diffusion transformer that efficiently fuses temporal and textual modalities across different resolutions. Extensive experiments on 8 synthetic and real-world datasets show that EventTSF outperforms 12 baselines across diverse event-aware non-stationary time series forecasting scenarios, achieving substantial improvements of 10.7% higher forecasting accuracy and $1.13\times$ faster training efficiency.

Ying Wang, Liang Qiao, Chang Xu et al.

Ever since its first release in 2009, the Go programming language (Golang) has been well received by software communities. A major reason for its success is the powerful support of library-based development, where a Golang project can be conveniently built on top of other projects by referencing them as libraries. As Golang evolves, it recommends the use of a new library-referencing mode to overcome the limitations of the original one. While these two library modes are incompatible, both are supported by the Golang ecosystem. The heterogeneous use of library-referencing modes across Golang projects has caused numerous dependency management (DM) issues, incurring reference inconsistencies and even build failures. Motivated by the problem, we conducted an empirical study to characterize the DM issues, understand their root causes, and examine their fixing solutions. Based on our findings, we developed \textsc{Hero}, an automated technique to detect DM issues and suggest proper fixing solutions. We applied \textsc{Hero} to 19,000 popular Golang projects. The results showed that \textsc{Hero} achieved a high detection rate of 98.5\% on a DM issue benchmark and found 2,422 new DM issues in 2,356 popular Golang projects. We reported 280 issues, among which 181 (64.6\%) issues have been confirmed, and 160 of them (88.4\%) have been fixed or are under fixing. Almost all the fixes have adopted our fixing suggestions.

Zenan Li, Xiaoxing Ma, Chang Xu et al.

Trained DNN models are increasingly adopted as integral parts of software systems, but they often perform deficiently in the field. A particularly damaging problem is that DNN models often give false predictions with high confidence, due to the unavoidable slight divergences between operation data and training data. To minimize the loss caused by inaccurate confidence, operational calibration, i.e., calibrating the confidence function of a DNN classifier against its operation domain, becomes a necessary debugging step in the engineering of the whole system. Operational calibration is difficult considering the limited budget of labeling operation data and the weak interpretability of DNN models. We propose a Bayesian approach to operational calibration that gradually corrects the confidence given by the model under calibration with a small number of labeled operation data deliberately selected from a larger set of unlabeled operation data. The approach is made effective and efficient by leveraging the locality of the learned representation of the DNN model and modeling the calibration as Gaussian Process Regression. Comprehensive experiments with various practical datasets and DNN models show that it significantly outperformed alternative methods, and in some difficult tasks it eliminated about 71% to 97% high-confidence (>0.9) errors with only about 10\% of the minimal amount of labeled operation data needed for practical learning techniques to barely work.

Yi Qin, Tao Xie, Chang Xu et al.

Cyber-physical software continually interacts with its physical environment for adaptation in order to deliver smart services. However, the interactions can be subject to various errors when the software's assumption on its environment no longer holds, thus leading to unexpected misbehavior or even failure. To address this problem, one promising way is to conduct runtime monitoring of invariants, so as to prevent cyber-physical software from entering such errors (a.k.a. abnormal states). To effectively detect abnormal states, we in this article present an approach, named Context-based Multi-Invariant Detection (CoMID), which consists of two techniques: context-based trace grouping and multi-invariant detection. The former infers contexts to distinguish different effective scopes for CoMID's derived invariants, and the latter conducts ensemble evaluation of multiple invariants to detect abnormal states. We experimentally evaluate CoMID on real-world cyber-physical software. The results show that CoMID achieves a 5.7-28.2% higher true-positive rate and a 6.8-37.6% lower false-positive rate in detecting abnormal states, as compared with state-of-the-art approaches (i.e., Daikon and ZoomIn). When deployed in field tests, CoMID's runtime monitoring improves the success rate of cyber-physical software in its task executions by 15.3-31.7%.