Haoran Deng

AI
h-index20
11papers
108citations
Novelty56%
AI Score50

11 Papers

TROct 19, 2022
Neural Augmented Kalman Filtering with Bollinger Bands for Pairs Trading

Amit Milstein, Haoran Deng, Guy Revach et al. · eth-zurich

Pairs trading is a family of trading techniques that determine their policies based on monitoring the relationships between pairs of assets. A common pairs trading approach relies on describing the pair-wise relationship as a linear Space State (SS) model with Gaussian noise. This representation facilitates extracting financial indicators with low complexity and latency using a Kalman Filter (KF), that are then processed using classic policies such as Bollinger Bands (BB). However, such SS models are inherently approximated and mismatched, often degrading the revenue. In this work, we propose KalmenNet-aided Bollinger bands Pairs Trading (KBPT), a deep learning aided policy that augments the operation of KF-aided BB trading. KBPT is designed by formulating an extended SS model for pairs trading that approximates their relationship as holding partial co-integration. This SS model is utilized by a trading policy that augments KF-BB trading with a dedicated neural network based on the KalmanNet architecture. The resulting KBPT is trained in a two-stage manner which first tunes the tracking algorithm in an unsupervised manner independently of the trading task, followed by its adaptation to track the financial indicators to maximize revenue while approximating BB with a differentiable mapping. KBPT thus leverages data to overcome the approximated nature of the SS model, converting the KF-BB policy into a trainable model. We empirically demonstrate that our proposed KBPT systematically yields improved revenue compared with model-based and data-driven benchmarks over various different assets.

CVSep 14, 2024Code
VSFormer: Mining Correlations in Flexible View Set for Multi-view 3D Shape Understanding

Hongyu Sun, Yongcai Wang, Peng Wang et al.

View-based methods have demonstrated promising performance in 3D shape understanding. However, they tend to make strong assumptions about the relations between views or learn the multi-view correlations indirectly, which limits the flexibility of exploring inter-view correlations and the effectiveness of target tasks. To overcome the above problems, this paper investigates flexible organization and explicit correlation learning for multiple views. In particular, we propose to incorporate different views of a 3D shape into a permutation-invariant set, referred to as \emph{View Set}, which removes rigid relation assumptions and facilitates adequate information exchange and fusion among views. Based on that, we devise a nimble Transformer model, named \emph{VSFormer}, to explicitly capture pairwise and higher-order correlations of all elements in the set. Meanwhile, we theoretically reveal a natural correspondence between the Cartesian product of a view set and the correlation matrix in the attention mechanism, which supports our model design. Comprehensive experiments suggest that VSFormer has better flexibility, efficient inference efficiency and superior performance. Notably, VSFormer reaches state-of-the-art results on various 3d recognition datasets, including ModelNet40, ScanObjectNN and RGBD. It also establishes new records on the SHREC'17 retrieval benchmark. The code and datasets are available at \url{https://github.com/auniquesun/VSFormer}.

SIJun 15, 2023
Accelerating Dynamic Network Embedding with Billions of Parameter Updates to Milliseconds

Haoran Deng, Yang Yang, Jiahe Li et al.

Network embedding, a graph representation learning method illustrating network topology by mapping nodes into lower-dimension vectors, is challenging to accommodate the ever-changing dynamic graphs in practice. Existing research is mainly based on node-by-node embedding modifications, which falls into the dilemma of efficient calculation and accuracy. Observing that the embedding dimensions are usually much smaller than the number of nodes, we break this dilemma with a novel dynamic network embedding paradigm that rotates and scales the axes of embedding space instead of a node-by-node update. Specifically, we propose the Dynamic Adjacency Matrix Factorization (DAMF) algorithm, which achieves an efficient and accurate dynamic network embedding by rotating and scaling the coordinate system where the network embedding resides with no more than the number of edge modifications changes of node embeddings. Moreover, a dynamic Personalized PageRank is applied to the obtained network embeddings to enhance node embeddings and capture higher-order neighbor information dynamically. Experiments of node classification, link prediction, and graph reconstruction on different-sized dynamic graphs suggest that DAMF advances dynamic network embedding. Further, we unprecedentedly expand dynamic network embedding experiments to billion-edge graphs, where DAMF updates billion-level parameters in less than 10ms.

AIFeb 25
ARLArena: A Unified Framework for Stable Agentic Reinforcement Learning

Xiaoxuan Wang, Han Zhang, Haixin Wang et al.

Agentic reinforcement learning (ARL) has rapidly gained attention as a promising paradigm for training agents to solve complex, multi-step interactive tasks. Despite encouraging early results, ARL remains highly unstable, often leading to training collapse. This instability limits scalability to larger environments and longer interaction horizons, and constrains systematic exploration of algorithmic design choices. In this paper, we first propose ARLArena, a stable training recipe and systematic analysis framework that examines training stability in a controlled and reproducible setting. ARLArena first constructs a clean and standardized testbed. Then, we decompose policy gradient into four core design dimensions and assess the performance and stability of each dimension. Through this fine-grained analysis, we distill a unified perspective on ARL and propose SAMPO, a stable agentic policy optimization method designed to mitigate the dominant sources of instability in ARL. Empirically, SAMPO achieves consistently stable training and strong performance across diverse agentic tasks. Overall, this study provides a unifying policy gradient perspective for ARL and offers practical guidance for building stable and reproducible LLM-based agent training pipelines.

CVFeb 24, 2024Code
Parameter-efficient Prompt Learning for 3D Point Cloud Understanding

Hongyu Sun, Yongcai Wang, Wang Chen et al.

This paper presents a parameter-efficient prompt tuning method, named PPT, to adapt a large multi-modal model for 3D point cloud understanding. Existing strategies are quite expensive in computation and storage, and depend on time-consuming prompt engineering. We address the problems from three aspects. Firstly, a PromptLearner module is devised to replace hand-crafted prompts with learnable contexts to automate the prompt tuning process. Then, we lock the pre-trained backbone instead of adopting the full fine-tuning paradigm to substantially improve the parameter efficiency. Finally, a lightweight PointAdapter module is arranged near target tasks to enhance prompt tuning for 3D point cloud understanding. Comprehensive experiments are conducted to demonstrate the superior parameter and data efficiency of the proposed method.Meanwhile, we obtain new records on 4 public datasets and multiple 3D tasks, i.e., point cloud recognition, few-shot learning, and part segmentation. The implementation is available at https://github.com/auniquesun/PPT.

89.3SYApr 23
A Convexified Eulerian Framework for Scalable Coordination of Massive DER Populations

Ge Chen, Yiwei Qiu, Shiyao Zhang et al.

This paper proposes a scalable coordination framework with aggregator-side privacy protection for storage-like distributed energy resources (DERs). The framework adopts a two-layer architecture. At the macroscopic layer, building upon an \emph{Eulerian} modeling perspective, the DER population is represented as a continuum whose density evolution is governed by a partial differential equation (PDE), such that the computational complexity is independent of the population size. To address the bilinear non-convexity in this PDE-constrained optimization problem, we develop a convexification method that combines finite-volume discretization with a flux-lifting technique, reformulating the macroscopic problem into a sparse linear program (LP). The LP solution yields a unified, state-dependent broadcast signal for population coordination. Furthermore, a Wasserstein-based relaxation is introduced to replace rigid cyclic constraints and provide additional operational flexibility for improved economic performance. At the microscopic layer, individual resources autonomously recover local setpoints from the broadcast signal and their local states, while an upstream data-mixing protocol aggregates individual states into a macroscopic density histogram without exposing raw individual states to the aggregator. Numerical studies validate the scalability, feasibility, and economic effectiveness of the proposed framework.

AIFeb 14, 2024
Graph-Skeleton: ~1% Nodes are Sufficient to Represent Billion-Scale Graph

Linfeng Cao, Haoran Deng, Yang Yang et al.

Due to the ubiquity of graph data on the web, web graph mining has become a hot research spot. Nonetheless, the prevalence of large-scale web graphs in real applications poses significant challenges to storage, computational capacity and graph model design. Despite numerous studies to enhance the scalability of graph models, a noticeable gap remains between academic research and practical web graph mining applications. One major cause is that in most industrial scenarios, only a small part of nodes in a web graph are actually required to be analyzed, where we term these nodes as target nodes, while others as background nodes. In this paper, we argue that properly fetching and condensing the background nodes from massive web graph data might be a more economical shortcut to tackle the obstacles fundamentally. To this end, we make the first attempt to study the problem of massive background nodes compression for target nodes classification. Through extensive experiments, we reveal two critical roles played by the background nodes in target node classification: enhancing structural connectivity between target nodes, and feature correlation with target nodes. Followingthis, we propose a novel Graph-Skeleton1 model, which properly fetches the background nodes, and further condenses the semantic and topological information of background nodes within similar target-background local structures. Extensive experiments on various web graph datasets demonstrate the effectiveness and efficiency of the proposed method. In particular, for MAG240M dataset with 0.24 billion nodes, our generated skeleton graph achieves highly comparable performance while only containing 1.8% nodes of the original graph.

CLOct 29, 2025
Beyond Length: Quantifying Long-Range Information for Long-Context LLM Pretraining Data

Haoran Deng, Yingyu Lin, Zhenghao Lin et al.

Long-context language models unlock advanced capabilities in reasoning, code generation, and document summarization by leveraging dependencies across extended spans of text. However, a significant portion of readily available long-text data lacks meaningful long-distance dependencies; most spans can be predicted using only local context. Training on such data is inefficient, making careful data selection crucial. Therefore, we introduce LongFilter, a framework for curating training data tailored to long-context pretraining. LongFilter measures the information gain provided by extended context by contrasting model predictions under long-context versus short-context settings, thereby identifying samples where long-range dependencies are essential. Experiments with LLaMA-3-8B, extending its context length from 8K to 64K, show that LongFilter efficiently selects high-quality data and yields substantial improvements on benchmarks such as HELMET, LongBench, and RULER.

IVApr 12, 2020
Relational Learning between Multiple Pulmonary Nodules via Deep Set Attention Transformers

Jiancheng Yang, Haoran Deng, Xiaoyang Huang et al.

Diagnosis and treatment of multiple pulmonary nodules are clinically important but challenging. Prior studies on nodule characterization use solitary-nodule approaches on multiple nodular patients, which ignores the relations between nodules. In this study, we propose a multiple instance learning (MIL) approach and empirically prove the benefit to learn the relations between multiple nodules. By treating the multiple nodules from a same patient as a whole, critical relational information between solitary-nodule voxels is extracted. To our knowledge, it is the first study to learn the relations between multiple pulmonary nodules. Inspired by recent advances in natural language processing (NLP) domain, we introduce a self-attention transformer equipped with 3D CNN, named {NoduleSAT}, to replace typical pooling-based aggregation in multiple instance learning. Extensive experiments on lung nodule false positive reduction on LUNA16 database, and malignancy classification on LIDC-IDRI database, validate the effectiveness of the proposed method.

LGSep 13, 2019
Evaluating and Boosting Uncertainty Quantification in Classification

Xiaoyang Huang, Jiancheng Yang, Linguo Li et al.

Emergence of artificial intelligence techniques in biomedical applications urges the researchers to pay more attention on the uncertainty quantification (UQ) in machine-assisted medical decision making. For classification tasks, prior studies on UQ are difficult to compare with each other, due to the lack of a unified quantitative evaluation metric. Considering that well-performing UQ models ought to know when the classification models act incorrectly, we design a new evaluation metric, area under Confidence-Classification Characteristic curves (AUCCC), to quantitatively evaluate the performance of the UQ models. AUCCC is threshold-free, robust to perturbation, and insensitive to the classification performance. We evaluate several UQ methods (e.g., max softmax output) with AUCCC to validate its effectiveness. Furthermore, a simple scheme, named Uncertainty Distillation (UDist), is developed to boost the UQ performance, where a confidence model is distilling the confidence estimated by deep ensembles. The proposed method is easy to implement; it consistently outperforms strong baselines on natural and medical image datasets in our experiments.

LGAug 6, 2019
Exploiting Channel Similarity for Accelerating Deep Convolutional Neural Networks

Yunxiang Zhang, Chenglong Zhao, Bingbing Ni et al.

To address the limitations of existing magnitude-based pruning algorithms in cases where model weights or activations are of large and similar magnitude, we propose a novel perspective to discover parameter redundancy among channels and accelerate deep CNNs via channel pruning. Precisely, we argue that channels revealing similar feature information have functional overlap and that most channels within each such similarity group can be removed without compromising model's representational power. After deriving an effective metric for evaluating channel similarity through probabilistic modeling, we introduce a pruning algorithm via hierarchical clustering of channels. In particular, the proposed algorithm does not rely on sparsity training techniques or complex data-driven optimization and can be directly applied to pre-trained models. Extensive experiments on benchmark datasets strongly demonstrate the superior acceleration performance of our approach over prior arts. On ImageNet, our pruned ResNet-50 with 30% FLOPs reduced outperforms the baseline model.