Yige Wang

Mahdi Saleh, Yige Wang, Nassir Navab et al.

Processing 3D data efficiently has always been a challenge. Spatial operations on large-scale point clouds, stored as sparse data, require extra cost. Attracted by the success of transformers, researchers are using multi-head attention for vision tasks. However, attention calculations in transformers come with quadratic complexity in the number of inputs and miss spatial intuition on sets like point clouds. We redesign set transformers in this work and incorporate them into a hierarchical framework for shape classification and part and scene segmentation. We propose our local attention unit, which captures features in a spatial neighborhood. We also compute efficient and dynamic global cross attentions by leveraging sampling and grouping at each iteration. Finally, to mitigate the non-heterogeneity of point clouds, we propose an efficient Multi-Scale Tokenization (MST), which extracts scale-invariant tokens for attention operations. The proposed hierarchical model achieves state-of-the-art shape classification in mean accuracy and yields results on par with the previous segmentation methods while requiring significantly fewer computations. Our proposed architecture predicts segmentation labels with around half the latency and parameter count of the previous most efficient method with comparable performance. The code is available at https://github.com/YigeWang-WHU/CloudAttention.

Yige Wang, Jiashuo Jiang

We study how a budget-constrained bidder should learn to adaptively bid in repeated first-price auctions to maximize her cumulative payoff. This problem arose due to an industry-wide shift from second-price auctions to first-price auctions in display advertising recently, which renders truthful bidding (i.e., always bidding one's private value) no longer optimal. We propose a simple dual-gradient-descent-based bidding policy that maintains a dual variable for budget constraint as the bidder consumes her budget. In analysis, we consider two settings regarding the bidder's knowledge of her private values in the future: (i) an uninformative setting where all the distributional knowledge (can be non-stationary) is entirely unknown to the bidder, and (ii) an informative setting where a prediction of the budget allocation in advance. We characterize the performance loss (or regret) relative to an optimal policy with complete information on the stochasticity. For uninformative setting, We show that the regret is \tilde{O}(\sqrt{T}) plus a variation term that reflects the non-stationarity of the value distributions, and this is of optimal order. We then show that we can get rid of the variation term with the help of the prediction; specifically, the regret is \tilde{O}(\sqrt{T}) plus the prediction error term in the informative setting.