Wenjie Huang

Aida Brankovic, Wenjie Huang, David Cook et al.

The lack of transparency and explainability hinders the clinical adoption of Machine learning (ML) algorithms. While explainable artificial intelligence (XAI) methods have been proposed, little research has focused on the agreement between these methods and expert clinical knowledge. This study applies current state-of-the-art explainability methods to clinical decision support algorithms developed for Electronic Medical Records (EMR) data to analyse the concordance between these factors and discusses causes for identified discrepancies from a clinical and technical perspective. Important factors for achieving trustworthy XAI solutions for clinical decision support are also discussed.

Aida Brankovic, David Cook, Jessica Rahman et al.

The absence of transparency and explainability hinders the clinical adoption of Machine learning (ML) algorithms. Although various methods of explainable artificial intelligence (XAI) have been suggested, there is a lack of literature that delves into their practicality and assesses them based on criteria that could foster trust in clinical environments. To address this gap this study evaluates two popular XAI methods used for explaining predictive models in the healthcare context in terms of whether they (i) generate domain-appropriate representation, i.e. coherent with respect to the application task, (ii) impact clinical workflow and (iii) are consistent. To that end, explanations generated at the cohort and patient levels were analysed. The paper reports the first benchmarking of the XAI methods applied to risk prediction models obtained by evaluating the concordance between generated explanations and the trigger of a future clinical deterioration episode recorded by the data collection system. We carried out an analysis using two Electronic Medical Records (EMR) datasets sourced from Australian major hospitals. The findings underscore the limitations of state-of-the-art XAI methods in the clinical context and their potential benefits. We discuss these limitations and contribute to the theoretical development of trustworthy XAI solutions where clinical decision support guides the choice of intervention by suggesting the pattern or drivers for clinical deterioration in the future.

He Huang, Wenjie Huang, Qi Yang et al.

3D Gaussian Splatting (GS) demonstrates excellent rendering quality and generation speed in novel view synthesis. However, substantial data size poses challenges for storage and transmission, making 3D GS compression an essential technology. Current 3D GS compression research primarily focuses on developing more compact scene representations, such as converting explicit 3D GS data into implicit forms. In contrast, compression of the GS data itself has hardly been explored. To address this gap, we propose a Hierarchical GS Compression (HGSC) technique. Initially, we prune unimportant Gaussians based on importance scores derived from both global and local significance, effectively reducing redundancy while maintaining visual quality. An Octree structure is used to compress 3D positions. Based on the 3D GS Octree, we implement a hierarchical attribute compression strategy by employing a KD-tree to partition the 3D GS into multiple blocks. We apply farthest point sampling to select anchor primitives within each block and others as non-anchor primitives with varying Levels of Details (LoDs). Anchor primitives serve as reference points for predicting non-anchor primitives across different LoDs to reduce spatial redundancy. For anchor primitives, we use the region adaptive hierarchical transform to achieve near-lossless compression of various attributes. For non-anchor primitives, each is predicted based on the k-nearest anchor primitives. To further minimize prediction errors, the reconstructed LoD and anchor primitives are combined to form new anchor primitives to predict the next LoD. Our method notably achieves superior compression quality and a significant data size reduction of over 4.5 times compared to the state-of-the-art compression method on small scenes datasets.

Wenjie Huang, Qi Yang, Shuting Xia et al.

Existing AI-based point cloud compression methods struggle with dependence on specific training data distributions, which limits their real-world deployment. Implicit Neural Representation (INR) methods solve the above problem by encoding overfitted network parameters to the bitstream, resulting in more distribution-agnostic results. However, due to the limitation of encoding time and decoder size, current INR based methods only consider lossy geometry compression. In this paper, we propose the first INR based lossless point cloud geometry compression method called Lossless Implicit Neural Representations for Point Cloud Geometry Compression (LINR-PCGC). To accelerate encoding speed, we design a group of point clouds level coding framework with an effective network initialization strategy, which can reduce around 60% encoding time. A lightweight coding network based on multiscale SparseConv, consisting of scale context extraction, child node prediction, and model compression modules, is proposed to realize fast inference and compact decoder size. Experimental results show that our method consistently outperforms traditional and AI-based methods: for example, with the convergence time in the MVUB dataset, our method reduces the bitstream by approximately 21.21% compared to G-PCC TMC13v23 and 21.95% compared to SparsePCGC. Our project can be seen on https://huangwenjie2023.github.io/LINR-PCGC/.

Yiling Xu, Yujie Zhang, Shuting Xia et al.

The rapid growth of 3D point cloud data, driven by applications in autonomous driving, robotics, and immersive environments, has led to criticals demand for efficient compression and quality assessment techniques. Unlike traditional 2D media, point clouds present unique challenges due to their irregular structure, high data volume, and complex attributes. This paper provides a comprehensive survey of recent advances in point cloud compression (PCC) and point cloud quality assessment (PCQA), emphasizing their significance for real-time and perceptually relevant applications. We analyze a wide range of handcrafted and learning-based PCC algorithms, along with objective PCQA metrics. By benchmarking representative methods on emerging datasets, we offer detailed comparisons and practical insights into their strengths and limitations. Despite notable progress, challenges such as enhancing visual fidelity, reducing latency, and supporting multimodal data remain. This survey outlines future directions, including hybrid compression frameworks and advanced feature extraction strategies, to enable more efficient, immersive, and intelligent 3D applications.

Wenyun Li, Wenjie Huang, Chen Sun

In many real-world scenarios, reward signal for agents are exceedingly sparse, making it challenging to learn an effective reward function for reward shaping. To address this issue, the proposed approach in this paper performs reward shaping not only by utilizing non-zero-reward transitions but also by employing the \emph{Semi-Supervised Learning} (SSL) technique combined with a novel data augmentation to learn trajectory space representations from the majority of transitions, {i.e}., zero-reward transitions, thereby improving the efficacy of reward shaping. Experimental results in Atari and robotic manipulation demonstrate that our method outperforms supervised-based approaches in reward inference, leading to higher agent scores. Notably, in more sparse-reward environments, our method achieves up to twice the peak scores compared to supervised baselines. The proposed double entropy data augmentation enhances performance, showcasing a 15.8\% increase in best score over other augmentation methods

Xinye Qu, Longxiao Liu, Wenjie Huang

In this paper, we propose a novel reinforcement learning algorithm for inventory management of newly launched products with no historical demand information. The algorithm follows the classic Dyna-$Q$ structure, balancing the model-free and model-based approaches, while accelerating the training process of Dyna-$Q$ and mitigating the model discrepancy generated by the model-based feedback. Based on the idea of transfer learning, warm-start information from the demand data of existing similar products can be incorporated into the algorithm to further stabilize the early-stage training and reduce the variance of the estimated optimal policy. Our approach is validated through a case study of bakery inventory management with real data. The adjusted Dyna-$Q$ shows up to a 23.7\% reduction in average daily cost compared with $Q$-learning, and up to a 77.5\% reduction in training time within the same horizon compared with classic Dyna-$Q$. By using transfer learning, it can be found that the adjusted Dyna-$Q$ has the lowest total cost, lowest variance in total cost, and relatively low shortage percentages among all the benchmarking algorithms under a 30-day testing.

Wenjie Huang

We propose an computational framework for real-time risk assessment and prioritizing for random outcomes without prior information on probability distributions. The basic model is built based on satisficing measure (SM) which yields a single index for risk comparison. Since SM is a dual representation for a family of risk measures, we consider problems constrained by general convex risk measures and specifically by Conditional value-at-risk. Starting from offline optimization, we apply sample average approximation technique and argue the convergence rate and validation of optimal solutions. In online stochastic optimization case, we develop primal-dual stochastic approximation algorithms respectively for general risk constrained problems, and derive their regret bounds. For both offline and online cases, we illustrate the relationship between risk ranking accuracy with sample size (or iterations).

William B. Haskell, Wenjie Huang, Huifu Xu

Decision maker's preferences are often captured by some choice functions which are used to rank prospects. In this paper, we consider ambiguity in choice functions over a multi-attribute prospect space. Our main result is a robust preference model where the optimal decision is based on the worst-case choice function from an ambiguity set constructed through preference elicitation with pairwise comparisons of prospects. Differing from existing works in the area, our focus is on quasi-concave choice functions rather than concave functions and this enables us to cover a wide range of utility/risk preference problems including multi-attribute expected utility and $S$-shaped aspirational risk preferences. The robust choice function is increasing and quasi-concave but not necessarily translation invariant, a key property of monetary risk measures. We propose two approaches based respectively on the support functions and level functions of quasi-concave functions to develop tractable formulations of the maximin preference robust optimization model. The former gives rise to a mixed integer linear programming problem whereas the latter is equivalent to solving a sequence of convex risk minimization problems. To assess the effectiveness of the proposed robust preference optimization model and numerical schemes, we apply them to a security budget allocation problem and report some preliminary results from experiments.

Wenjie Huang, William B. Haskell

We develop a stochastic approximation-type algorithm to solve finite state/action, infinite-horizon, risk-aware Markov decision processes. Our algorithm has two loops. The inner loop computes the risk by solving a stochastic saddle-point problem. The outer loop performs $Q$-learning to compute an optimal risk-aware policy. Several widely investigated risk measures (e.g. conditional value-at-risk, optimized certainty equivalent, and absolute semi-deviation) are covered by our algorithm. Almost sure convergence and the convergence rate of the algorithm are established. For an error tolerance $ε>0$ for the optimal $Q$-value estimation gap and learning rate $k\in(1/2,\,1]$, the overall convergence rate of our algorithm is $Ω((\ln(1/δε)/ε^{2})^{1/k}+(\ln(1/ε))^{1/(1-k)})$ with probability at least $1-δ$.

Wenjie Huang

In this paper, we consider the problem of minimizing the average of a large number of nonsmooth and convex functions. Such problems often arise in typical machine learning problems as empirical risk minimization, but are computationally very challenging. We develop and analyze a new algorithm that achieves robust linear convergence rate, and both its time complexity and gradient complexity are superior than state-of-art nonsmooth algorithms and subgradient-based schemes. Besides, our algorithm works without any extra error bound conditions on the objective function as well as the common strongly-convex condition. We show that our algorithm has wide applications in optimization and machine learning problems, and demonstrate experimentally that it performs well on a large-scale ranking problem.