Shuyang Wang

Zhongjie Yu, Shuyang Wang, Lin Chen et al.

Few-shot audio classification is an emerging topic that attracts more and more attention from the research community. Most existing work ignores the specificity of the form of the audio spectrogram and focuses largely on the embedding space borrowed from image tasks, while in this work, we aim to take advantage of this special audio format and propose a new method by hallucinating high-frequency and low-frequency parts as structured concepts. Extensive experiments on ESC-50 and our curated balanced Kaggle18 dataset show the proposed method outperforms the baseline by a notable margin. The way that our method hallucinates high-frequency and low-frequency parts also enables its interpretability and opens up new potentials for the few-shot audio classification.

Shuyang Wang, Diego Klabjan

We propose an ensemble method to improve the generalization performance of trading strategies trained by deep reinforcement learning algorithms in a highly stochastic environment of intraday cryptocurrency portfolio trading. We adopt a model selection method that evaluates on multiple validation periods, and propose a novel mixture distribution policy to effectively ensemble the selected models. We provide a distributional view of the out-of-sample performance on granular test periods to demonstrate the robustness of the strategies in evolving market conditions, and retrain the models periodically to address non-stationarity of financial data. Our proposed ensemble method improves the out-of-sample performance compared with the benchmarks of a deep reinforcement learning strategy and a passive investment strategy.

Shuyang Wang, Somayeh Moazeni, Diego Klabjan

Designing effective prompts is essential to guiding large language models (LLMs) toward desired responses. Automated prompt engineering aims to reduce reliance on manual effort by streamlining the design, refinement, and optimization of natural language prompts. This paper proposes an optimal learning framework for automated prompt engineering, designed to sequentially identify effective prompt features while efficiently allocating a limited evaluation budget. We introduce a feature-based method to express prompts, which significantly broadens the search space. Bayesian regression is employed to utilize correlations among similar prompts, accelerating the learning process. To efficiently explore the large space of prompt features for a high quality prompt, we adopt the forward-looking Knowledge-Gradient (KG) policy for sequential optimal learning. The KG policy is computed efficiently by solving mixed-integer second-order cone optimization problems, making it scalable and capable of accommodating prompts characterized only through constraints. We demonstrate that our method significantly outperforms a set of benchmark strategies assessed on instruction induction tasks. The results highlight the advantages of using the KG policy for prompt learning given a limited evaluation budget. Our framework provides a solution to deploying automated prompt engineering in a wider range applications where prompt evaluation is costly.

Shuyang Wang, Diego Klabjan

Recent work by Woodworth et al. (2020) shows that the optimization dynamics of gradient descent for overparameterized problems can be viewed as low-dimensional dual dynamics induced by a mirror map, explaining the implicit regularization phenomenon from the mirror descent perspective. However, the methodology does not apply to algorithms where update directions deviate from true gradients, such as ADAM. We use the mirror descent framework to study the dynamics of smoothed sign descent with a stability constant $\varepsilon$ for regression problems. We propose a mirror map that establishes equivalence to dual dynamics under some assumptions. By studying dual dynamics, we characterize the convergent solution as an approximate KKT point of minimizing a Bregman divergence style function, and show the benefit of tuning the stability constant $\varepsilon$ to reduce the KKT error.