Qiang Wu

Wenbo Xu, Huaxi Huang, Ming Cheng et al.

Few-shot segmentation (FSS) is a dense prediction task that aims to infer the pixel-wise labels of unseen classes using only a limited number of annotated images. The key challenge in FSS is to classify the labels of query pixels using class prototypes learned from the few labeled support exemplars. Prior approaches to FSS have typically focused on learning class-wise descriptors independently from support images, thereby ignoring the rich contextual information and mutual dependencies among support-query features. To address this limitation, we propose a joint learning method termed Masked Cross-Image Encoding (MCE), which is designed to capture common visual properties that describe object details and to learn bidirectional inter-image dependencies that enhance feature interaction. MCE is more than a visual representation enrichment module; it also considers cross-image mutual dependencies and implicit guidance. Experiments on FSS benchmarks PASCAL-$5^i$ and COCO-$20^i$ demonstrate the advanced meta-learning ability of the proposed method.

Runshi Liu, Pengda Qin, Yuhong Li et al.

E-commerce companies have to face abnormal sellers who sell potentially-risky products. Typically, the risk can be identified by jointly considering product content (e.g., title and image) and seller behavior. This work focuses on behavior feature extraction as behavior sequences can provide valuable clues for the risk discovery by reflecting the sellers' operation habits. Traditional feature extraction techniques heavily depend on domain experts and adapt poorly to new tasks. In this paper, we propose a self-supervised method InfoBehavior to automatically extract meaningful representations from ultra-long raw behavior sequences instead of the costly feature selection procedure. InfoBehavior utilizes Bidirectional Transformer as feature encoder due to its excellent capability in modeling long-term dependency. However, it is intractable for commodity GPUs because the time and memory required by Transformer grow quadratically with the increase of sequence length. Thus, we propose a hierarchical grouping strategy to aggregate ultra-long raw behavior sequences to length-processable high-level embedding sequences. Moreover, we introduce two types of pretext tasks. Sequence-related pretext task defines a contrastive-based training objective to correctly select the masked-out coarse-grained/fine-grained behavior sequences against other "distractor" behavior sequences; Domain-related pretext task designs a classification training objective to correctly predict the domain-specific statistical results of anomalous behavior. We show that behavior representations from the pre-trained InfoBehavior can be directly used or integrated with features from other side information to support a wide range of downstream tasks. Experimental results demonstrate that InfoBehavior significantly improves the performance of Product Risk Management and Intellectual Property Protection.

Pengda Qin, Yuhong Li, Kefeng Deng et al.

Among ubiquitous multimodal data in the real world, text is the modality generated by human, while image reflects the physical world honestly. In a visual understanding application, machines are expected to understand images like human. Inspired by this, we propose a novel self-supervised learning method, named Text-enhanced Visual Deep InfoMax (TVDIM), to learn better visual representations by fully utilizing the naturally-existing multimodal data. Our core idea of self-supervised learning is to maximize the mutual information between features extracted from multiple views of a shared context to a rational degree. Different from previous methods which only consider multiple views from a single modality, our work produces multiple views from different modalities, and jointly optimizes the mutual information for features pairs of intra-modality and inter-modality. Considering the information gap between inter-modality features pairs from data noise, we adopt a \emph{ranking-based} contrastive learning to optimize the mutual information. During evaluation, we directly use the pre-trained visual representations to complete various image classification tasks. Experimental results show that, TVDIM significantly outperforms previous visual self-supervised methods when processing the same set of images.

Yunlong Feng, Qiang Wu

We develop in this paper a framework of empirical gain maximization (EGM) to address the robust regression problem where heavy-tailed noise or outliers may present in the response variable. The idea of EGM is to approximate the density function of the noise distribution instead of approximating the truth function directly as usual. Unlike the classical maximum likelihood estimation that encourages equal importance of all observations and could be problematic in the presence of abnormal observations, EGM schemes can be interpreted from a minimum distance estimation viewpoint and allow the ignorance of those observations. Furthermore, it is shown that several well-known robust nonconvex regression paradigms, such as Tukey regression and truncated least square regression, can be reformulated into this new framework. We then develop a learning theory for EGM, by means of which a unified analysis can be conducted for these well-established but not fully-understood regression approaches. Resulting from the new framework, a novel interpretation of existing bounded nonconvex loss functions can be concluded. Within this new framework, the two seemingly irrelevant terminologies, the well-known Tukey's biweight loss for robust regression and the triweight kernel for nonparametric smoothing, are closely related. More precisely, it is shown that the Tukey's biweight loss can be derived from the triweight kernel. Similarly, other frequently employed bounded nonconvex loss functions in machine learning such as the truncated square loss, the Geman-McClure loss, and the exponential squared loss can also be reformulated from certain smoothing kernels in statistics. In addition, the new framework enables us to devise new bounded nonconvex loss functions for robust learning.

Yunlong Feng, Qiang Wu

As one of the triumphs and milestones of robust statistics, Huber regression plays an important role in robust inference and estimation. It has also been finding a great variety of applications in machine learning. In a parametric setup, it has been extensively studied. However, in the statistical learning context where a function is typically learned in a nonparametric way, there is still a lack of theoretical understanding of how Huber regression estimators learn the conditional mean function and why it works in the absence of light-tailed noise assumptions. To address these fundamental questions, we conduct an assessment of Huber regression from a statistical learning viewpoint. First, we show that the usual risk consistency property of Huber regression estimators, which is usually pursued in machine learning, cannot guarantee their learnability in mean regression. Second, we argue that Huber regression should be implemented in an adaptive way to perform mean regression, implying that one needs to tune the scale parameter in accordance with the sample size and the moment condition of the noise. Third, with an adaptive choice of the scale parameter, we demonstrate that Huber regression estimators can be asymptotic mean regression calibrated under $(1+ε)$-moment conditions ($ε>0$). Last but not least, under the same moment conditions, we establish almost sure convergence rates for Huber regression estimators. Note that the $(1+ε)$-moment conditions accommodate the special case where the response variable possesses infinite variance and so the established convergence rates justify the robustness feature of Huber regression estimators. In the above senses, the present study provides a systematic statistical learning assessment of Huber regression estimators and justifies their merits in terms of robustness from a theoretical viewpoint.

Hongwei Sun, Qiang Wu

Distributed machine learning systems have been receiving increasing attentions for their efficiency to process large scale data. Many distributed frameworks have been proposed for different machine learning tasks. In this paper, we study the distributed kernel regression via the divide and conquer approach. This approach has been proved asymptotically minimax optimal if the kernel is perfectly selected so that the true regression function lies in the associated reproducing kernel Hilbert space. However, this is usually, if not always, impractical because kernels that can only be selected via prior knowledge or a tuning process are hardly perfect. Instead it is more common that the kernel is good enough but imperfect in the sense that the true regression can be well approximated by but does not lie exactly in the kernel space. We show distributed kernel regression can still achieves capacity independent optimal rate in this case. To this end, we first establish a general framework that allows to analyze distributed regression with response weighted base algorithms by bounding the error of such algorithms on a single data set, provided that the error bounds has factored the impact of the unexplained variance of the response variable. Then we perform a leave one out analysis of the kernel ridge regression and bias corrected kernel ridge regression, which in combination with the aforementioned framework allows us to derive sharp error bounds and capacity independent optimal rates for the associated distributed kernel regression algorithms. As a byproduct of the thorough analysis, we also prove the kernel ridge regression can achieve rates faster than $N^{-1}$ (where $N$ is the sample size) in the noise free setting which, to our best knowledge, are first observed and novel in regression learning.

Ning Zhang, Zhou Yu, Qiang Wu

Sliced inverse regression (SIR) is a pioneer tool for supervised dimension reduction. It identifies the effective dimension reduction space, the subspace of significant factors with intrinsic lower dimensionality. In this paper, we propose to refine the SIR algorithm through an overlapping slicing scheme. The new algorithm, called overlapping sliced inverse regression (OSIR), is able to estimate the effective dimension reduction space and determine the number of effective factors more accurately. We show that such overlapping procedure has the potential to identify the information contained in the derivatives of the inverse regression curve, which helps to explain the superiority of OSIR. We also prove that OSIR algorithm is $\sqrt n $-consistent and verify its effectiveness by simulations and real applications.

Zhengchu Guo, Lei Shi, Qiang Wu

Distributed learning is an effective way to analyze big data. In distributed regression, a typical approach is to divide the big data into multiple blocks, apply a base regression algorithm on each of them, and then simply average the output functions learnt from these blocks. Since the average process will decrease the variance, not the bias, bias correction is expected to improve the learning performance if the base regression algorithm is a biased one. Regularization kernel network is an effective and widely used method for nonlinear regression analysis. In this paper we will investigate a bias corrected version of regularization kernel network. We derive the error bounds when it is applied to a single data set and when it is applied as a base algorithm in distributed regression. We show that, under certain appropriate conditions, the optimal learning rates can be reached in both situations.

Qiang Wu

We propose an approach to reduce the bias of ridge regression and regularization kernel network. When applied to a single data set the new algorithms have comparable learning performance with the original ones. When applied to incremental learning with block wise streaming data the new algorithms are more efficient due to bias reduction. Both theoretical characterizations and simulation studies are used to verify the effectiveness of these new algorithms.

Dong Mao, Yang Wang, Qiang Wu

We developed a new approach for the analysis of physiological time series. An iterative convolution filter is used to decompose the time series into various components. Statistics of these components are extracted as features to characterize the mechanisms underlying the time series. Motivated by the studies that show many normal physiological systems involve irregularity while the decrease of irregularity usually implies the abnormality, the statistics for "outliers" in the components are used as features measuring irregularity. Support vector machines are used to select the most relevant features that are able to differentiate the time series from normal and abnormal systems. This new approach is successfully used in the study of congestive heart failure by heart beat interval time series.

Jun Fan, Ting Hu, Qiang Wu et al.

In this paper we study the consistency of an empirical minimum error entropy (MEE) algorithm in a regression setting. We introduce two types of consistency. The error entropy consistency, which requires the error entropy of the learned function to approximate the minimum error entropy, is shown to be always true if the bandwidth parameter tends to 0 at an appropriate rate. The regression consistency, which requires the learned function to approximate the regression function, however, is a complicated issue. We prove that the error entropy consistency implies the regression consistency for homoskedastic models where the noise is independent of the input variable. But for heteroskedastic models, a counterexample is used to show that the two types of consistency do not coincide. A surprising result is that the regression consistency is always true, provided that the bandwidth parameter tends to infinity at an appropriate rate. Regression consistency of two classes of special models is shown to hold with fixed bandwidth parameter, which further illustrates the complexity of regression consistency of MEE. Fourier transform plays crucial roles in our analysis.

Ting Hu, Jun Fan, Qiang Wu et al.

We consider the minimum error entropy (MEE) criterion and an empirical risk minimization learning algorithm in a regression setting. A learning theory approach is presented for this MEE algorithm and explicit error bounds are provided in terms of the approximation ability and capacity of the involved hypothesis space when the MEE scaling parameter is large. Novel asymptotic analysis is conducted for the generalization error associated with Renyi's entropy and a Parzen window function, to overcome technical difficulties arisen from the essential differences between the classical least squares problems and the MEE setting. A semi-norm and the involved symmetrized least squares error are introduced, which is related to some ranking algorithms.