Anh Tong

Anh Tong, Thanh Nguyen-Tang, Dongeun Lee et al.

Deep hedging is a promising direction in quantitative finance, incorporating models and techniques from deep learning research. While giving excellent hedging strategies, models inherently requires careful treatment in designing architectures for neural networks. To mitigate such difficulties, we introduce SigFormer, a novel deep learning model that combines the power of path signatures and transformers to handle sequential data, particularly in cases with irregularities. Path signatures effectively capture complex data patterns, while transformers provide superior sequential attention. Our proposed model is empirically compared to existing methods on synthetic data, showcasing faster learning and enhanced robustness, especially in the presence of irregular underlying price data. Additionally, we validate our model performance through a real-world backtest on hedging the SP 500 index, demonstrating positive outcomes.

Adriana Aida, Walida Amer, Katarina Bankovic et al.

Industrial robotic manipulation demands reliable long-horizon execution across embodiments, tasks, and changing object distributions. While Vision-Language-Action models have demonstrated strong generalization, they remain fundamentally reactive. By optimizing the next action given the current observation without evaluating potential futures, they are brittle to the compounding failure modes of long-horizon tasks. Cortex 2.0 shifts from reactive control to plan-and-act by generating candidate future trajectories in visual latent space, scoring them for expected success and efficiency, then committing only to the highest-scoring candidate. We evaluate Cortex 2.0 on a single-arm and dual-arm manipulation platform across four tasks of increasing complexity: pick and place, item and trash sorting, screw sorting, and shoebox unpacking. Cortex 2.0 consistently outperforms state-of-the-art Vision-Language-Action baselines, achieving the best results across all tasks. The system remains reliable in unstructured environments characterized by heavy clutter, frequent occlusions, and contact-rich manipulation, where reactive policies fail. These results demonstrate that world-model-based planning can operate reliably in complex industrial environments.

An Nguyen, Jaesik Choi, Anh Tong

Parameter-efficient fine-tuning (PEFT) has emerged as an critical technique for adapting large-scale foundation models across natural language processing and computer vision. While existing methods such as low-rank adaptations achieve parameter efficiency via low-rank weight updates, they are limited in their ability to preserve the geometric structure of pretrained representations. We introduce Low-rank Compositional Orthogonal fine-tuning (LoCO), a novel PEFT method that constructs orthogonal transformations through low-rank skew-symmetric matrices and compositional rotation chains. We propose an approximation scheme that enables fully parallel computation of compositional rotations, making the approach practical for high-dimensional feature spaces. Our method maintains low computational complexity while maintaining orthogonality with controlled approximation error. We validate LoCO across diverse domains, including diffusion transformer fine-tuning, vision transformer adaptation, and language model adaptation. Our method demonstrates superior or competitive performance compared to both existing orthogonal and non-orthogonal methods.

Kyowoon Lee, Yunhao Luo, Anh Tong et al.

Compositional diffusion planning generates long-horizon trajectories by stitching together overlapping short-horizon segments through score composition. However, when local plan distributions are multimodal, existing compositional methods suffer from mode-averaging, where averaging incompatible local modes leads to plans that are neither locally feasible nor globally coherent. We propose Refining Compositional Diffusion (RCD), a training-free guidance method that steers compositional sampling toward high-density, globally coherent plans. RCD leverages the self-reconstruction error of a pretrained diffusion model as a proxy for the log-density of composed plans, combined with an overlap consistency term that enforces consistency at segment boundaries. We show that the combined guidance concentrates sampling on high-density plans that mitigate mode-averaging. Experiments on challenging long-horizon tasks from OGBench, including locomotion, object manipulation, and pixel-based observations, demonstrate that RCD consistently outperforms existing methods.

Anh Tong, Thanh Nguyen-Tang, Dongeun Lee et al.

Recent advancements in large language models (LLMs) based on transformer architectures have sparked significant interest in understanding their inner workings. In this paper, we introduce a novel approach to modeling transformer architectures using highly flexible non-autonomous neural ordinary differential equations (ODEs). Our proposed model parameterizes all weights of attention and feed-forward blocks through neural networks, expressing these weights as functions of a continuous layer index. Through spectral analysis of the model's dynamics, we uncover an increase in eigenvalue magnitude that challenges the weight-sharing assumption prevalent in existing theoretical studies. We also leverage the Lyapunov exponent to examine token-level sensitivity, enhancing model interpretability. Our neural ODE transformer demonstrates performance comparable to or better than vanilla transformers across various configurations and datasets, while offering flexible fine-tuning capabilities that can adapt to different architectural constraints.

Anh T Nguyen, Lam Tran, Anh Tong et al.

Unsupervised domain adaptation (UDA) refers to a domain adaptation framework in which a learning model is trained based on the labeled samples on the source domain and unlabeled ones in the target domain. The dominant existing methods in the field that rely on the classical covariate shift assumption to learn domain-invariant feature representation have yielded suboptimal performance under label distribution shift. In this paper, we propose a novel Conditional Adversarial SUpport ALignment (CASUAL) whose aim is to minimize the conditional symmetric support divergence between the source's and target domain's feature representation distributions, aiming at a more discriminative representation for the classification task. We also introduce a novel theoretical target risk bound, which justifies the merits of aligning the supports of conditional feature distributions compared to the existing marginal support alignment approach in the UDA settings. We then provide a complete training process for learning in which the objective optimization functions are precisely based on the proposed target risk bound. Our empirical results demonstrate that CASUAL outperforms other state-of-the-art methods on different UDA benchmark tasks under different label shift conditions.

Anh Tong, Toan Tran, Hung Bui et al.

Choosing a proper set of kernel functions is an important problem in learning Gaussian Process (GP) models since each kernel structure has different model complexity and data fitness. Recently, automatic kernel composition methods provide not only accurate prediction but also attractive interpretability through search-based methods. However, existing methods suffer from slow kernel composition learning. To tackle large-scaled data, we propose a new sparse approximate posterior for GPs, MultiSVGP, constructed from groups of inducing points associated with individual additive kernels in compositional kernels. We demonstrate that this approximation provides a better fit to learn compositional kernels given empirical observations. We also provide theoretically justification on error bound when compared to the traditional sparse GP. In contrast to the search-based approach, we present a novel probabilistic algorithm to learn a kernel composition by handling the sparsity in the kernel selection with Horseshoe prior. We demonstrate that our model can capture characteristics of time series with significant reductions in computational time and have competitive regression performance on real-world data sets.

Anh Tong, Jaesik Choi

Recent advances in Deep Gaussian Processes (DGPs) show the potential to have more expressive representation than that of traditional Gaussian Processes (GPs). However, there exists a pathology of deep Gaussian processes that their learning capacities reduce significantly when the number of layers increases. In this paper, we present a new analysis in DGPs by studying its corresponding nonlinear dynamic systems to explain the issue. Existing work reports the pathology for the squared exponential kernel function. We extend our investigation to four types of common stationary kernel functions. The recurrence relations between layers are analytically derived, providing a tighter bound and the rate of convergence of the dynamic systems. We demonstrate our finding with a number of experimental results.

Jiyeon Han, Kyowoon Lee, Anh Tong et al.

In the analysis of sequential data, the detection of abrupt changes is important in predicting future changes. In this paper, we propose statistical hypothesis tests for detecting covariance structure changes in locally smooth time series modeled by Gaussian Processes (GPs). We provide theoretically justified thresholds for the tests, and use them to improve Bayesian Online Change Point Detection (BOCPD) by confirming statistically significant changes and non-changes. Our Confirmatory BOCPD (CBOCPD) algorithm finds multiple structural breaks in GPs even when hyperparameters are not tuned precisely. We also provide conditions under which CBOCPD provides the lower prediction error compared to BOCPD. Experimental results on synthetic and real-world datasets show that our new tests correctly detect changes in the covariance structure in GPs. The proposed algorithm also outperforms existing methods for the prediction of nonstationarity in terms of both regression error and log likelihood.

Anh Tong, Jaesik Choi

Analyzing multivariate time series data is important to predict future events and changes of complex systems in finance, manufacturing, and administrative decisions. The expressiveness power of Gaussian Process (GP) regression methods has been significantly improved by compositional covariance structures. In this paper, we present a new GP model which naturally handles multiple time series by placing an Indian Buffet Process (IBP) prior on the presence of shared kernels. Our selective covariance structure decomposition allows exploiting shared parameters over a set of multiple, selected time series. We also investigate the well-definedness of the models when infinite latent components are introduced. We present a pragmatic search algorithm which explores a larger structure space efficiently. Experiments conducted on five real-world data sets demonstrate that our new model outperforms existing methods in term of structure discoveries and predictive performances.

Anh Tong, Jaesik Choi

Probabilistic programming languages represent complex data with intermingled models in a few lines of code. Efficient inference algorithms in probabilistic programming languages make possible to build unified frameworks to compute interesting probabilities of various large, real-world problems. When the structure of model is given, constructing a probabilistic program is rather straightforward. Thus, main focus have been to learn the best model parameters and compute marginal probabilities. In this paper, we provide a new perspective to build expressive probabilistic program from continue time series data when the structure of model is not given. The intuition behind of our method is to find a descriptive covariance structure of time series data in nonparametric Gaussian process regression. We report that such descriptive covariance structure efficiently derives a probabilistic programming description accurately.

Kallol Roy, Anh Tong, Jaesik Choi

Finding interesting symmetrical topological structures in high-dimensional systems is an important problem in statistical machine learning. Limited amount of available high-dimensional data and its sensitivity to noise pose computational challenges to find symmetry. Our paper presents a new method to find local symmetries in a low-dimensional 2-D grid structure which is embedded in high-dimensional structure. To compute the symmetry in a grid structure, we introduce three legal grid moves (i) Commutation (ii) Cyclic Permutation (iii) Stabilization on sets of local grid squares, grid blocks. The three grid moves are legal transformations as they preserve the statistical distribution of hamming distances in each grid block. We propose and coin the term of grid symmetry of data on the 2-D data grid as the invariance of statistical distributions of hamming distance are preserved after a sequence of grid moves. We have computed and analyzed the grid symmetry of data on multivariate Gaussian distributions and Gamma distributions with noise.

Yunseong Hwang, Anh Tong, Jaesik Choi

Gaussian Processes (GPs) provide a general and analytically tractable way of modeling complex time-varying, nonparametric functions. The Automatic Bayesian Covariance Discovery (ABCD) system constructs natural-language description of time-series data by treating unknown time-series data nonparametrically using GP with a composite covariance kernel function. Unfortunately, learning a composite covariance kernel with a single time-series data set often results in less informative kernel that may not give qualitative, distinctive descriptions of data. We address this challenge by proposing two relational kernel learning methods which can model multiple time-series data sets by finding common, shared causes of changes. We show that the relational kernel learning methods find more accurate models for regression problems on several real-world data sets; US stock data, US house price index data and currency exchange rate data.