Yichao Chen

2papers

2 Papers

85.6ETMay 29
GaMi: Geometry-Agnostic Material Identification via Cross-Modal Subtractive Disentanglement

Zhiwei Chen, Yijie Li, Yimo Zhang et al.

Non-contact material identification enables adaptive interaction for embodied intelligence yet faces challenges from geometry-induced variations (e.g., orientation, shape, distance) and single-modality ambiguities. In this paper, we present GaMi, a multimodal material identification system integrating mmWave and acoustic sensing to robustly operate under unconstrained geometric conditions. By leveraging the insight of shared geometric consistency between co-located bimodal sensors, GaMi employs an intra-sample cross-modal subtractive disentanglement framework. By semantically aligning modalities and subtracting the shared geometric context, it isolates intrinsic material features. Furthermore, GaMi incorporates inter-sample contrastive learning to correct the residual interference caused by cross-modal misalignment. Additionally, a pairing-based adaptation strategy between two modalities enables few-shot generalization across devices. Extensive evaluations on 20 materials show that GaMi achieves 95.2% accuracy, outperforming single-modality baselines across unseen geometric conditions.

LGOct 3, 2021
Deep Learning for Principal-Agent Mean Field Games

Steven Campbell, Yichao Chen, Arvind Shrivats et al.

Here, we develop a deep learning algorithm for solving Principal-Agent (PA) mean field games with market-clearing conditions -- a class of problems that have thus far not been studied and one that poses difficulties for standard numerical methods. We use an actor-critic approach to optimization, where the agents form a Nash equilibria according to the principal's penalty function, and the principal evaluates the resulting equilibria. The inner problem's Nash equilibria is obtained using a variant of the deep backward stochastic differential equation (BSDE) method modified for McKean-Vlasov forward-backward SDEs that includes dependence on the distribution over both the forward and backward processes. The outer problem's loss is further approximated by a neural net by sampling over the space of penalty functions. We apply our approach to a stylized PA problem arising in Renewable Energy Certificate (REC) markets, where agents may rent clean energy production capacity, trade RECs, and expand their long-term capacity to navigate the market at maximum profit. Our numerical results illustrate the efficacy of the algorithm and lead to interesting insights into the nature of optimal PA interactions in the mean-field limit of these markets.