Xiaowei Zhang

ML
h-index10
32papers
599citations
Novelty57%
AI Score58

32 Papers

25.1LGMay 20
On the Suboptimality of GP-UCB under Polynomial Effective Optimism

Wenjia Wang, Xiaowei Zhang

Gaussian process upper confidence bound (GP-UCB) is widely used for sequential optimization of expensive black-box functions. Although many upper bounds on its cumulative regret have been established in the literature, whether GP-UCB is minimax optimal remains open. We study this question through the effective optimism level, defined as the product of the exploration coefficient and the regularization parameter in kernel ridge regression. Under a uniform confidence assumption, we prove a new regret lower bound for GP-UCB with Matérn kernels. The bound shows that polynomial growth of the effective optimism level, up to logarithmic factors, rules out the minimax-optimal regret rate. Since this is the regime covered by most existing analyses, our result identifies a concrete obstacle to proving minimax optimality for standard GP-UCB. More broadly, it suggests that the gap between current upper bounds and minimax lower bounds may reflect a real limitation of the algorithm, not only of the analysis.

AIJan 26, 2025Code
Diffusion-based Hierarchical Negative Sampling for Multimodal Knowledge Graph Completion

Guanglin Niu, Xiaowei Zhang

Multimodal Knowledge Graph Completion (MMKGC) aims to address the critical issue of missing knowledge in multimodal knowledge graphs (MMKGs) for their better applications. However, both the previous MMGKC and negative sampling (NS) approaches ignore the employment of multimodal information to generate diverse and high-quality negative triples from various semantic levels and hardness levels, thereby limiting the effectiveness of training MMKGC models. Thus, we propose a novel Diffusion-based Hierarchical Negative Sampling (DHNS) scheme tailored for MMKGC tasks, which tackles the challenge of generating high-quality negative triples by leveraging a Diffusion-based Hierarchical Embedding Generation (DiffHEG) that progressively conditions on entities and relations as well as multimodal semantics. Furthermore, we develop a Negative Triple-Adaptive Training (NTAT) strategy that dynamically adjusts training margins associated with the hardness level of the synthesized negative triples, facilitating a more robust and effective learning procedure to distinguish between positive and negative triples. Extensive experiments on three MMKGC benchmark datasets demonstrate that our framework outperforms several state-of-the-art MMKGC models and negative sampling techniques, illustrating the effectiveness of our DHNS for training MMKGC models. The source codes and datasets of this paper are available at https://github.com/ngl567/DHNS.

17.7LGApr 22
Cold-Start Forecasting of New Product Life-Cycles via Conditional Diffusion Models

Ruihan Zhou, Zishi Zhang, Jinhui Han et al.

Forecasting the life-cycle trajectory of a newly launched product is important for launch planning, resource allocation, and early risk assessment. This task is especially difficult in the pre-launch and early post-launch phases, when product-specific outcome history is limited or unavailable, creating a cold-start problem. In these phases, firms must make decisions before demand patterns become reliably observable, while early signals are often sparse, noisy, and unstable We propose the Conditional Diffusion Life-cycle Forecaster (CDLF), a conditional generative framework for forecasting new-product life-cycle trajectories under cold start. CDLF combines three sources of information: static descriptors, reference trajectories from similar products, and newly arriving observations when available. Here, static descriptors refer to structured pre-launch characteristics of the product, such as category, price tier, brand or organization identity, scale, and access conditions. This structure allows the model to condition forecasts on relevant product context and to update them adaptively over time without retraining, yielding flexible multi-modal predictive distributions under extreme data scarcity. The method satisfies consistency with a horizon-uniform distributional error bound for recursive generation. Across studies on Intel microprocessor stock keeping unit (SKU) life cycles and the platform-mediated adoption of open large language model repositories, CDLF delivers more accurate point forecasts and higher-quality probabilistic forecasts than classical diffusion models, Bayesian updating approaches, and other state-of-the-art machine-learning baselines.

LGSep 30, 2025Code
Predicting Effects, Missing Distributions: Evaluating LLMs as Human Behavior Simulators in Operations Management

Runze Zhang, Xiaowei Zhang, Mingyang Zhao

LLMs are emerging tools for simulating human behavior in business, economics, and social science, offering a lower-cost complement to laboratory experiments, field studies, and surveys. This paper evaluates how well LLMs replicate human behavior in operations management. Using nine published experiments in behavioral operations, we assess two criteria: replication of hypothesis-test outcomes and distributional alignment via Wasserstein distance. LLMs reproduce most hypothesis-level effects, capturing key decision biases, but their response distributions diverge from human data, including for strong commercial models. We also test two lightweight interventions -- chain-of-thought prompting and hyperparameter tuning -- which reduce misalignment and can sometimes let smaller or open-source models match or surpass larger systems.

EMJun 1, 2025Code
Can AI Master Econometrics? Evidence from Econometrics AI Agent on Expert-Level Tasks

Qiang Chen, Tianyang Han, Jin Li et al.

Can AI effectively perform complex econometric analysis traditionally requiring human expertise? This paper evaluates AI agents' capability to master econometrics, focusing on empirical analysis performance. We develop an ``Econometrics AI Agent'' built on the open-source MetaGPT framework. This agent exhibits outstanding performance in: (1) planning econometric tasks strategically, (2) generating and executing code, (3) employing error-based reflection for improved robustness, and (4) allowing iterative refinement through multi-round conversations. We construct two datasets from academic coursework materials and published research papers to evaluate performance against real-world challenges. Comparative testing shows our domain-specialized AI agent significantly outperforms both benchmark large language models (LLMs) and general-purpose AI agents. This work establishes a testbed for exploring AI's impact on social science research and enables cost-effective integration of domain expertise, making advanced econometric methods accessible to users with minimal coding skills. Furthermore, our AI agent enhances research reproducibility and offers promising pedagogical applications for econometrics teaching.

MLJan 11, 2017Code
Multivariate Regression with Grossly Corrupted Observations: A Robust Approach and its Applications

Xiaowei Zhang, Chi Xu, Yu Zhang et al.

This paper studies the problem of multivariate linear regression where a portion of the observations is grossly corrupted or is missing, and the magnitudes and locations of such occurrences are unknown in priori. To deal with this problem, we propose a new approach by explicitly consider the error source as well as its sparseness nature. An interesting property of our approach lies in its ability of allowing individual regression output elements or tasks to possess their unique noise levels. Moreover, despite working with a non-smooth optimization problem, our approach still guarantees to converge to its optimal solution. Experiments on synthetic data demonstrate the competitiveness of our approach compared with existing multivariate regression models. In addition, empirically our approach has been validated with very promising results on two exemplar real-world applications: The first concerns the prediction of \textit{Big-Five} personality based on user behaviors at social network sites (SNSs), while the second is 3D human hand pose estimation from depth images. The implementation of our approach and comparison methods as well as the involved datasets are made publicly available in support of the open-source and reproducible research initiatives.

LGNov 29, 2023
Learning to Simulate: Generative Metamodeling via Quantile Regression

L. Jeff Hong, Yanxi Hou, Qingkai Zhang et al.

Stochastic simulation models effectively capture complex system dynamics but are often too slow for real-time decision-making. Traditional metamodeling techniques learn relationships between simulator inputs and a single output summary statistic, such as the mean or median. These techniques enable real-time predictions without additional simulations. However, they require prior selection of one appropriate output summary statistic, limiting their flexibility in practical applications. We propose a new concept: generative metamodeling. It aims to construct a "fast simulator of the simulator," generating random outputs significantly faster than the original simulator while preserving approximately equal conditional distributions. Generative metamodels enable rapid generation of numerous random outputs upon input specification, facilitating immediate computation of any summary statistic for real-time decision-making. We introduce a new algorithm, quantile-regression-based generative metamodeling (QRGMM), and establish its distributional convergence and convergence rate. Extensive numerical experiments demonstrate QRGMM's efficacy compared to other state-of-the-art generative algorithms in practical real-time decision-making scenarios.

92.6CVMay 8
Beyond GSD-as-Token: Continuous Scale Conditioning for Remote Sensing VLMs

Song Zhang, Yanlong Chen, Yilin Li et al.

Remote sensing vision-language models (RS-VLMs) face a fundamental mismatch with natural-image counterparts: the same geographic object exhibits radically different visual evidence across ground sampling distances (GSDs) spanning multiple orders of magnitude. Yet existing RS-VLMs often discard GSD or inject it as a discrete text token, forcing a single static parameter set to absorb the entire scale spectrum. We introduce ScaleEarth, a parameter-efficient fine-tuning framework built on Qwen3-VL that treats GSD as a continuous conditioning variable governing the model's computation path. At its core, CS-HLoRA (Continuous Scale-Conditioned Hyper-LoRA) modulates the LoRA low-rank subspace through a GSD-driven gate, enabling the model to dynamically route computation by physical scale. To remove reliance on sensor metadata at deployment, we pair CS-HLoRA with SSE-U, a lightweight heteroscedastic sub-head that predicts GSD and its uncertainty from visual features. To provide matching supervision, we construct GeoScale-VQA, a 1.5M-sample scale-layered RS-VQA corpus whose question-answer generation is conditioned on the same physical scalar that drives CS-HLoRA, forming a closed method-data loop. Trained with QLoRA on an 8B backbone, ScaleEarth achieves state-of-the-art results on remote-sensing benchmarks covering diverse Earth-system tasks, including XLRS-Bench and OmniEarth-Bench.

46.0MMApr 3
Differential Mental Disorder Detection with Psychology-Inspired Multimodal Stimuli

Zhiyuan Zhou, Jingjing Wu, Zhibo Lei et al.

Differential diagnosis of mental disorders remains a fundamental challenge in real-world clinical practice, where multiple conditions often exhibit overlapping symptoms. However, most existing public datasets are developed under single-disorder settings and rely on limited data elicitation paradigms, restricting their ability to capture disorder-specific patterns. In this work, we investigate differential mental disorder detection through psychology-inspired multimodal stimuli, designed to elicit diverse emotional, cognitive, and behavioral responses grounded in findings from experimental psychology. Based on this paradigm, we collect a large-scale multimodal mental health dataset (MMH) covering depression, anxiety, and schizophrenia, with all diagnostic labels clinically verified by licensed psychiatrists. To effectively model the heterogeneous signals induced by diverse elicitation tasks, we further propose a paradigm-aware multimodal framework that leverages inter-disorder differences prior knowledge as prompt-guided semantic descriptions to capture task-specific affective and interaction contexts for multimodal representation learning in the new differential mental disorder detection task. Extensive experiments show that our framework consistently outperforms existing baselines, underscoring the value of psychology-inspired stimulus design for differential mental disorder detection.

MANov 1, 2025
AgentGit: A Version Control Framework for Reliable and Scalable LLM-Powered Multi-Agent Systems

Yang Li, Siqi Ping, Xiyu Chen et al.

With the rapid progress of large language models (LLMs), LLM-powered multi-agent systems (MAS) are drawing increasing interest across academia and industry. However, many current MAS frameworks struggle with reliability and scalability, especially on complex tasks. We present AgentGit, a framework that brings Git-like rollback and branching to MAS workflows. Built as an infrastructure layer on top of LangGraph, AgentGit supports state commit, revert, and branching, allowing agents to traverse, compare, and explore multiple trajectories efficiently. To evaluate AgentGit, we designed an experiment that optimizes target agents by selecting better prompts. We ran a multi-step A/B test against three baselines -- LangGraph, AutoGen, and Agno -- on a real-world task: retrieving and analyzing paper abstracts. Results show that AgentGit significantly reduces redundant computation, lowers runtime and token usage, and supports parallel exploration across multiple branches, enhancing both reliability and scalability in MAS development. This work offers a practical path to more robust MAS design and enables error recovery, safe exploration, iterative debugging, and A/B testing in collaborative AI systems.

CLApr 2, 2024
Helmsman of the Masses? Evaluate the Opinion Leadership of Large Language Models in the Werewolf Game

Silin Du, Xiaowei Zhang

Large language models (LLMs) have exhibited memorable strategic behaviors in social deductive games. However, the significance of opinion leadership exhibited by LLM-based agents has been largely overlooked, which is crucial for practical applications in multi-agent and human-AI interaction settings. Opinion leaders are individuals who have a noticeable impact on the beliefs and behaviors of others within a social group. In this work, we employ the Werewolf game as a simulation platform to assess the opinion leadership of LLMs. The game includes the role of the Sheriff, tasked with summarizing arguments and recommending decision options, and therefore serves as a credible proxy for an opinion leader. We develop a framework integrating the Sheriff role and devise two novel metrics based on the critical characteristics of opinion leaders. The first metric measures the reliability of the opinion leader, and the second assesses the influence of the opinion leader on other players' decisions. We conduct extensive experiments to evaluate LLMs of different scales. In addition, we collect a Werewolf question-answering dataset (WWQA) to assess and enhance LLM's grasp of the game rules, and we also incorporate human participants for further analysis. The results suggest that the Werewolf game is a suitable test bed to evaluate the opinion leadership of LLMs, and few LLMs possess the capacity for opinion leadership.

SDNov 5, 2024
DEMONet: Underwater Acoustic Target Recognition based on Multi-Expert Network and Cross-Temporal Variational Autoencoder

Yuan Xie, Xiaowei Zhang, Jiawei Ren et al.

Building a robust underwater acoustic recognition system in real-world scenarios is challenging due to the complex underwater environment and the dynamic motion states of targets. A promising optimization approach is to leverage the intrinsic physical characteristics of targets, which remain invariable regardless of environmental conditions, to provide robust insights. However, our study reveals that while physical characteristics exhibit robust properties, they may lack class-specific discriminative patterns. Consequently, directly incorporating physical characteristics into model training can potentially introduce unintended inductive biases, leading to performance degradation. To utilize the benefits of physical characteristics while mitigating possible detrimental effects, we propose DEMONet in this study, which utilizes the detection of envelope modulation on noise (DEMON) to provide robust insights into the shaft frequency or blade counts of targets. DEMONet is a multi-expert network that allocates various underwater signals to their best-matched expert layer based on DEMON spectra for fine-grained signal processing. Thereinto, DEMON spectra are solely responsible for providing implicit physical characteristics without establishing a mapping relationship with the target category. Furthermore, to mitigate noise and spurious modulation spectra in DEMON features, we introduce a cross-temporal alignment strategy and employ a variational autoencoder (VAE) to reconstruct noise-resistant DEMON spectra to replace the raw DEMON features. The effectiveness of the proposed DEMONet with cross-temporal VAE was primarily evaluated on the DeepShip dataset and our proprietary datasets. Experimental results demonstrated that our approach could achieve state-of-the-art performance on both datasets.

38.4AIApr 6
Optimizing Service Operations via LLM-Powered Multi-Agent Simulation

Yanyuan Wang, Xiaowei Zhang

Service system performance depends on how participants respond to design choices, but modeling these responses is hard due to the complexity of human behavior. We introduce an LLM-powered multi-agent simulation (LLM-MAS) framework for optimizing service operations. We pose the problem as stochastic optimization with decision-dependent uncertainty: design choices are embedded in prompts and shape the distribution of outcomes from interacting LLM-powered agents. By embedding key numerical information in prompts and extracting it from LLM-generated text, we model this uncertainty as a controlled Markov chain. We develop an on-trajectory learning algorithm that, on a single simulation run, simultaneously constructs zeroth-order gradient estimates and updates design parameters to optimize steady-state performance. We also incorporate variance reduction techniques. In a sustainable supply chain application, our method outperforms benchmarks, including blackbox optimization and using LLMs as numerical solvers or as role-playing system designers. A case study on optimal contest design with real behavioral data shows that LLM-MAS is both as a cost-effective evaluator of known designs and an exploratory tool that can uncover strong designs overlooked by traditional approaches.

OCMar 13, 2025
Adaptive Moment Estimation Optimization Algorithm Using Projection Gradient for Deep Learning

Yongqi Li, Xiaowei Zhang

Training deep neural networks is challenging. To accelerate training and enhance performance, we propose PadamP, a novel optimization algorithm. PadamP is derived by applying the adaptive estimation of the p-th power of the second-order moments under scale invariance, enhancing projection adaptability by modifying the projection discrimination condition. It is integrated into Adam-type algorithms, accelerating training, boosting performance, and improving generalization in deep learning. Combining projected gradient benefits with adaptive moment estimation, PadamP tackles unconstrained non-convex problems. Convergence for the non-convex case is analyzed, focusing on the decoupling of first-order moment estimation coefficients and second-order moment estimation coefficients. Unlike prior work relying on , our proof generalizes the convergence theorem, enhancing practicality. Experiments using VGG-16 and ResNet-18 on CIFAR-10 and CIFAR-100 show PadamP's effectiveness, with notable performance on CIFAR-10/100, especially for VGG-16. The results demonstrate that PadamP outperforms existing algorithms in terms of convergence speed and generalization ability, making it a valuable addition to the field of deep learning optimization.

PMOct 24, 2025
Hierarchical AI Multi-Agent Fundamental Investing: Evidence from China's A-Share Market

Chujun He, Zhonghao Huang, Xiangguo Li et al.

We present a multi-agent, AI-driven framework for fundamental investing that integrates macro indicators, industry-level and firm-specific information to construct optimized equity portfolios. The architecture comprises: (i) a Macro agent that dynamically screens and weights sectors based on evolving economic indicators and industry performance; (ii) four firm-level agents -- Fundamental, Technical, Report, and News -- that conduct in-depth analyses of individual firms to ensure both breadth and depth of coverage; (iii) a Portfolio agent that uses reinforcement learning to combine the agent outputs into a unified policy to generate the trading strategy; and (iv) a Risk Control agent that adjusts portfolio positions in response to market volatility. We evaluate the system on the constituents by the CSI 300 Index of China's A-share market and find that it consistently outperforms standard benchmarks and a state-of-the-art multi-agent trading system on risk-adjusted returns and drawdown control. Our core contribution is a hierarchical multi-agent design that links top-down macro screening with bottom-up fundamental analysis, offering a robust and extensible approach to factor-based portfolio construction.

CVOct 1, 2025
Looking Alike From Far to Near: Enhancing Cross-Resolution Re-Identification via Feature Vector Panning

Zanwu Liu, Chao Yuan, Bo Li et al.

In surveillance scenarios, varying camera distances cause significant differences among pedestrian image resolutions, making it hard to match low-resolution (LR) images with high-resolution (HR) counterparts, limiting the performance of Re-Identification (ReID) tasks. Most existing Cross-Resolution ReID (CR-ReID) methods rely on super-resolution (SR) or joint learning for feature compensation, which increases training and inference complexity and has reached a performance bottleneck in recent studies. Inspired by semantic directions in the word embedding space, we empirically discover that semantic directions implying resolution differences also emerge in the feature space of ReID, and we substantiate this finding from a statistical perspective using Canonical Correlation Analysis and Pearson Correlation Analysis. Based on this interesting finding, we propose a lightweight and effective Vector Panning Feature Alignment (VPFA) framework, which conducts CR-ReID from a novel perspective of modeling the resolution-specific feature discrepancy. Extensive experimental results on multiple CR-ReID benchmarks show that our method significantly outperforms previous state-of-the-art baseline models while obtaining higher efficiency, demonstrating the effectiveness and superiority of our model based on the new finding in this paper.

MLMar 21, 2025
Sparse Additive Contextual Bandits: A Nonparametric Approach for Online Decision-making with High-dimensional Covariates

Wenjia Wang, Qingwen Zhang, Xiaowei Zhang

Personalized services are central to today's digital landscape, where online decision-making is commonly formulated as contextual bandit problems. Two key challenges emerge in modern applications: high-dimensional covariates and the need for nonparametric models to capture complex reward-covariate relationships. We address these challenges by developing a contextual bandit algorithm based on sparse additive reward models in reproducing kernel Hilbert spaces. We establish statistical properties of the doubly penalized method applied to random regions, introducing novel analyses under bandit feedback. Our algorithm achieves sublinear cumulative regret over the time horizon $T$ while scaling logarithmically with covariate dimensionality $d$. Notably, we provide the first regret upper bound with logarithmic growth in $d$ for nonparametric contextual bandits with high-dimensional covariates. We also establish a lower bound, with the gap to the upper bound vanishing as smoothness increases. Extensive numerical experiments demonstrate our algorithm's superior performance in high-dimensional settings compared to existing approaches.

LGApr 2, 2024
Conjugate-Gradient-like Based Adaptive Moment Estimation Optimization Algorithm for Deep Learning

Jiawu Tian, Liwei Xu, Xiaowei Zhang et al.

Training deep neural networks is a challenging task. In order to speed up training and enhance the performance of deep neural networks, we rectify the vanilla conjugate gradient as conjugate-gradient-like and incorporate it into the generic Adam, and thus propose a new optimization algorithm named CG-like-Adam for deep learning. Specifically, both the first-order and the second-order moment estimation of generic Adam are replaced by the conjugate-gradient-like. Convergence analysis handles the cases where the exponential moving average coefficient of the first-order moment estimation is constant and the first-order moment estimation is unbiased. Numerical experiments show the superiority of the proposed algorithm based on the CIFAR10/100 dataset.

CVJan 18, 2024
CPCL: Cross-Modal Prototypical Contrastive Learning for Weakly Supervised Text-based Person Retrieval

Xinpeng Zhao, Yanwei Zheng, Chuanlin Lan et al.

Weakly supervised text-based person retrieval seeks to retrieve images of a target person using textual descriptions, without relying on identity annotations and is more challenging and practical. The primary challenge is the intra-class differences, encompassing intra-modal feature variations and cross-modal semantic gaps. Prior works have focused on instance-level samples and ignored prototypical features of each person which are intrinsic and invariant. Toward this, we propose a Cross-Modal Prototypical Contrastive Learning (CPCL) method. In practice, the CPCL introduces the CLIP model to weakly supervised text-based person retrieval to map visual and textual instances into a shared latent space. Subsequently, the proposed Prototypical Multi-modal Memory (PMM) module captures associations between heterogeneous modalities of image-text pairs belonging to the same person through the Hybrid Cross-modal Matching (HCM) module in a many-to-many mapping fashion. Moreover, the Outlier Pseudo Label Mining (OPLM) module further distinguishes valuable outlier samples from each modality, enhancing the creation of more reliable clusters by mining implicit relationships between image-text pairs. We conduct extensive experiments on popular benchmarks of weakly supervised text-based person retrieval, which validate the effectiveness, generalizability of CPCL.

MEJan 9, 2022
Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions

Wenjia Wang, Yanyuan Wang, Xiaowei Zhang

Nested simulation concerns estimating functionals of a conditional expectation via simulation. In this paper, we propose a new method based on kernel ridge regression to exploit the smoothness of the conditional expectation as a function of the multidimensional conditioning variable. Asymptotic analysis shows that the proposed method can effectively alleviate the curse of dimensionality on the convergence rate as the simulation budget increases, provided that the conditional expectation is sufficiently smooth. The smoothness bridges the gap between the cubic root convergence rate (that is, the optimal rate for the standard nested simulation) and the square root convergence rate (that is, the canonical rate for the standard Monte Carlo simulation). We demonstrate the performance of the proposed method via numerical examples from portfolio risk management and input uncertainty quantification.

EMAug 28, 2021
Dynamic Selection in Algorithmic Decision-making

Jin Li, Ye Luo, Xiaowei Zhang

This paper identifies and addresses dynamic selection problems in online learning algorithms with endogenous data. In a contextual multi-armed bandit model, a novel bias (self-fulfilling bias) arises because the endogeneity of the data influences the choices of decisions, affecting the distribution of future data to be collected and analyzed. We propose an instrumental-variable-based algorithm to correct for the bias. It obtains true parameter values and attains low (logarithmic-like) regret levels. We also prove a central limit theorem for statistical inference. To establish the theoretical properties, we develop a general technique that untangles the interdependence between data and actions.

MLJul 19, 2021
High-Dimensional Simulation Optimization via Brownian Fields and Sparse Grids

Liang Ding, Rui Tuo, Xiaowei Zhang

High-dimensional simulation optimization is notoriously challenging. We propose a new sampling algorithm that converges to a global optimal solution and suffers minimally from the curse of dimensionality. The algorithm consists of two stages. First, we take samples following a sparse grid experimental design and approximate the response surface via kernel ridge regression with a Brownian field kernel. Second, we follow the expected improvement strategy -- with critical modifications that boost the algorithm's sample efficiency -- to iteratively sample from the next level of the sparse grid. Under mild conditions on the smoothness of the response surface and the simulation noise, we establish upper bounds on the convergence rate for both noise-free and noisy simulation samples. These upper bounds deteriorate only slightly in the dimension of the feasible set, and they can be improved if the objective function is known to be of a higher-order smoothness. Extensive numerical experiments demonstrate that the proposed algorithm dramatically outperforms typical alternatives in practice.

MLMar 6, 2021
Asymptotic Theory for IV-Based Reinforcement Learning with Potential Endogeneity

Jin Li, Ye Luo, Zigan Wang et al.

In the standard data analysis framework, data is collected (once and for all), and then data analysis is carried out. However, with the advancement of digital technology, decision-makers constantly analyze past data and generate new data through their decisions. We model this as a Markov decision process and show that the dynamic interaction between data generation and data analysis leads to a new type of bias -- reinforcement bias -- that exacerbates the endogeneity problem in standard data analysis. We propose a class of instrument variable (IV)-based reinforcement learning (RL) algorithms to correct for the bias and establish their theoretical properties by incorporating them into a stochastic approximation (SA) framework. Our analysis accommodates iterate-dependent Markovian structures and, therefore, can be used to study RL algorithms with policy improvement. We also provide formulas for inference on optimal policies of the IV-RL algorithms. These formulas highlight how intertemporal dependencies of the Markovian environment affect the inference.

MEOct 14, 2020
Sample and Computationally Efficient Stochastic Kriging in High Dimensions

Liang Ding, Xiaowei Zhang

Stochastic kriging has been widely employed for simulation metamodeling to predict the response surface of complex simulation models. However, its use is limited to cases where the design space is low-dimensional because, in general, the sample complexity (i.e., the number of design points required for stochastic kriging to produce an accurate prediction) grows exponentially in the dimensionality of the design space. The large sample size results in both a prohibitive sample cost for running the simulation model and a severe computational challenge due to the need to invert large covariance matrices. Based on tensor Markov kernels and sparse grid experimental designs, we develop a novel methodology that dramatically alleviates the curse of dimensionality. We show that the sample complexity of the proposed methodology grows only slightly in the dimensionality, even under model misspecification. We also develop fast algorithms that compute stochastic kriging in its exact form without any approximation schemes. We demonstrate via extensive numerical experiments that our methodology can handle problems with a design space of more than 10,000 dimensions, improving both prediction accuracy and computational efficiency by orders of magnitude relative to typical alternative methods in practice.

DLFeb 20, 2020
MODMA dataset: a Multi-modal Open Dataset for Mental-disorder Analysis

Hanshu Cai, Yiwen Gao, Shuting Sun et al.

According to the World Health Organization, the number of mental disorder patients, especially depression patients, has grown rapidly and become a leading contributor to the global burden of disease. However, the present common practice of depression diagnosis is based on interviews and clinical scales carried out by doctors, which is not only labor-consuming but also time-consuming. One important reason is due to the lack of physiological indicators for mental disorders. With the rising of tools such as data mining and artificial intelligence, using physiological data to explore new possible physiological indicators of mental disorder and creating new applications for mental disorder diagnosis has become a new research hot topic. However, good quality physiological data for mental disorder patients are hard to acquire. We present a multi-modal open dataset for mental-disorder analysis. The dataset includes EEG and audio data from clinically depressed patients and matching normal controls. All our patients were carefully diagnosed and selected by professional psychiatrists in hospitals. The EEG dataset includes not only data collected using traditional 128-electrodes mounted elastic cap, but also a novel wearable 3-electrode EEG collector for pervasive applications. The 128-electrodes EEG signals of 53 subjects were recorded as both in resting state and under stimulation; the 3-electrode EEG signals of 55 subjects were recorded in resting state; the audio data of 52 subjects were recorded during interviewing, reading, and picture description. We encourage other researchers in the field to use it for testing their methods of mental-disorder analysis.

CLNov 20, 2019
Rule-Guided Compositional Representation Learning on Knowledge Graphs

Guanglin Niu, Yongfei Zhang, Bo Li et al.

Representation learning on a knowledge graph (KG) is to embed entities and relations of a KG into low-dimensional continuous vector spaces. Early KG embedding methods only pay attention to structured information encoded in triples, which would cause limited performance due to the structure sparseness of KGs. Some recent attempts consider paths information to expand the structure of KGs but lack explainability in the process of obtaining the path representations. In this paper, we propose a novel Rule and Path-based Joint Embedding (RPJE) scheme, which takes full advantage of the explainability and accuracy of logic rules, the generalization of KG embedding as well as the supplementary semantic structure of paths. Specifically, logic rules of different lengths (the number of relations in rule body) in the form of Horn clauses are first mined from the KG and elaborately encoded for representation learning. Then, the rules of length 2 are applied to compose paths accurately while the rules of length 1 are explicitly employed to create semantic associations among relations and constrain relation embeddings. Besides, the confidence level of each rule is also considered in optimization to guarantee the availability of applying the rule to representation learning. Extensive experimental results illustrate that RPJE outperforms other state-of-the-art baselines on KG completion task, which also demonstrate the superiority of utilizing logic rules as well as paths for improving the accuracy and explainability of representation learning.

LGDec 7, 2018
Local Distribution in Neighborhood for Classification

Chengsheng Mao, Bin Hu, Lei Chen et al.

The k-nearest-neighbor method performs classification tasks for a query sample based on the information contained in its neighborhood. Previous studies into the k-nearest-neighbor algorithm usually achieved the decision value for a class by combining the support of each sample in the neighborhood. They have generally considered the nearest neighbors separately, and potentially integral neighborhood information important for classification was lost, e.g. the distribution information. This article proposes a novel local learning method that organizes the information in the neighborhood through local distribution. In the proposed method, additional distribution information in the neighborhood is estimated and then organized; the classification decision is made based on maximum posterior probability which is estimated from the local distribution in the neighborhood. Additionally, based on the local distribution, we generate a generalized local classification form that can be effectively applied to various datasets through tuning the parameters. We use both synthetic and real datasets to evaluate the classification performance of the proposed method; the experimental results demonstrate the dimensional scalability, efficiency, effectiveness and robustness of the proposed method compared to some other state-of-the-art classifiers. The results indicate that the proposed method is effective and promising in a broad range of domains.

MLOct 7, 2017
Ranking and Selection with Covariates for Personalized Decision Making

Haihui Shen, L. Jeff Hong, Xiaowei Zhang

We consider a problem of ranking and selection via simulation in the context of personalized decision making, where the best alternative is not universal but varies as a function of some observable covariates. The goal of ranking and selection with covariates (R&S-C) is to use simulation samples to obtain a selection policy that specifies the best alternative with certain statistical guarantee for subsequent individuals upon observing their covariates. A linear model is proposed to capture the relationship between the mean performance of an alternative and the covariates. Under the indifference-zone formulation, we develop two-stage procedures for both homoscedastic and heteroscedastic simulation errors, respectively, and prove their statistical validity in terms of average probability of correct selection. We also generalize the well-known slippage configuration, and prove that the generalized slippage configuration is the least favorable configuration for our procedures. Extensive numerical experiments are conducted to investigate the performance of the proposed procedures, the experimental design issue, and the robustness to the linearity assumption. Finally, we demonstrate the usefulness of R&S-C via a case study of selecting the best treatment regimen in the prevention of esophageal cancer. We find that by leveraging disease-related personal information, R&S-C can substantially improve patients' expected quality-adjusted life years by providing patient-specific treatment regimen.

CVSep 1, 2017
Too Far to See? Not Really! --- Pedestrian Detection with Scale-aware Localization Policy

Xiaowei Zhang, Li Cheng, Bo Li et al.

A major bottleneck of pedestrian detection lies on the sharp performance deterioration in the presence of small-size pedestrians that are relatively far from the camera. Motivated by the observation that pedestrians of disparate spatial scales exhibit distinct visual appearances, we propose in this paper an active pedestrian detector that explicitly operates over multiple-layer neuronal representations of the input still image. More specifically, convolutional neural nets such as ResNet and faster R-CNNs are exploited to provide a rich and discriminative hierarchy of feature representations as well as initial pedestrian proposals. Here each pedestrian observation of distinct size could be best characterized in terms of the ResNet feature representation at a certain layer of the hierarchy; Meanwhile, initial pedestrian proposals are attained by faster R-CNNs techniques, i.e. region proposal network and follow-up region of interesting pooling layer employed right after the specific ResNet convolutional layer of interest, to produce joint predictions on the bounding-box proposals' locations and categories (i.e. pedestrian or not). This is engaged as input to our active detector where for each initial pedestrian proposal, a sequence of coordinate transformation actions is carried out to determine its proper x-y 2D location and layer of feature representation, or eventually terminated as being background. Empirically our approach is demonstrated to produce overall lower detection errors on widely-used benchmarks, and it works particularly well with far-scale pedestrians. For example, compared with 60.51% log-average miss rate of the state-of-the-art MS-CNN for far-scale pedestrians (those below 80 pixels in bounding-box height) of the Caltech benchmark, the miss rate of our approach is 41.85%, with a notable reduction of 18.68%.

MLMar 26, 2017
Multivariate Regression with Gross Errors on Manifold-valued Data

Xiaowei Zhang, Xudong Shi, Yu Sun et al.

We consider the topic of multivariate regression on manifold-valued output, that is, for a multivariate observation, its output response lies on a manifold. Moreover, we propose a new regression model to deal with the presence of grossly corrupted manifold-valued responses, a bottleneck issue commonly encountered in practical scenarios. Our model first takes a correction step on the grossly corrupted responses via geodesic curves on the manifold, and then performs multivariate linear regression on the corrected data. This results in a nonconvex and nonsmooth optimization problem on manifolds. To this end, we propose a dedicated approach named PALMR, by utilizing and extending the proximal alternating linearized minimization techniques. Theoretically, we investigate its convergence property, where it is shown to converge to a critical point under mild conditions. Empirically, we test our model on both synthetic and real diffusion tensor imaging data, and show that our model outperforms other multivariate regression models when manifold-valued responses contain gross errors, and is effective in identifying gross errors.

MLJan 16, 2017
Sparse Kernel Canonical Correlation Analysis via $\ell_1$-regularization

Xiaowei Zhang, Delin Chu, Li-Zhi Liao et al.

Canonical correlation analysis (CCA) is a multivariate statistical technique for finding the linear relationship between two sets of variables. The kernel generalization of CCA named kernel CCA has been proposed to find nonlinear relations between datasets. Despite their wide usage, they have one common limitation that is the lack of sparsity in their solution. In this paper, we consider sparse kernel CCA and propose a novel sparse kernel CCA algorithm (SKCCA). Our algorithm is based on a relationship between kernel CCA and least squares. Sparsity of the dual transformations is introduced by penalizing the $\ell_{1}$-norm of dual vectors. Experiments demonstrate that our algorithm not only performs well in computing sparse dual transformations but also can alleviate the over-fitting problem of kernel CCA.

CVFeb 19, 2014
Transduction on Directed Graphs via Absorbing Random Walks

Jaydeep De, Xiaowei Zhang, Li Cheng

In this paper we consider the problem of graph-based transductive classification, and we are particularly interested in the directed graph scenario which is a natural form for many real world applications. Different from existing research efforts that either only deal with undirected graphs or circumvent directionality by means of symmetrization, we propose a novel random walk approach on directed graphs using absorbing Markov chains, which can be regarded as maximizing the accumulated expected number of visits from the unlabeled transient states. Our algorithm is simple, easy to implement, and works with large-scale graphs. In particular, it is capable of preserving the graph structure even when the input graph is sparse and changes over time, as well as retaining weak signals presented in the directed edges. We present its intimate connections to a number of existing methods, including graph kernels, graph Laplacian based methods, and interestingly, spanning forest of graphs. Its computational complexity and the generalization error are also studied. Empirically our algorithm is systematically evaluated on a wide range of applications, where it has shown to perform competitively comparing to a suite of state-of-the-art methods.