Xi Chen

Cheng Ge, Xi Chen, Ming Wang et al.

Deep learning has seen increasing applications in time series in recent years. For time series anomaly detection scenarios, such as in finance, Internet of Things, data center operations, etc., time series usually show very flexible baselines depending on various external factors. Anomalies unveil themselves by lying far away from the baseline. However, the detection is not always easy due to some challenges including baseline shifting, lacking of labels, noise interference, real time detection in streaming data, result interpretability, etc. In this paper, we develop a novel deep architecture to properly extract the baseline from time series, namely Deep Baseline Network (DBLN). By using this deep network, we can easily locate the baseline position and then provide reliable and interpretable anomaly detection result. Empirical evaluation on both synthetic and public real-world datasets shows that our purely unsupervised algorithm achieves superior performance compared with state-of-art methods and has good practical applications.

Xi Chen, Sida Peng, Dongchen Yang et al.

This paper aims to recover object materials from posed images captured under an unknown static lighting condition. Recent methods solve this task by optimizing material parameters through differentiable physically based rendering. However, due to the coupling between object geometry, materials, and environment lighting, there is inherent ambiguity during the inverse rendering process, preventing previous methods from obtaining accurate results. To overcome this ill-posed problem, our key idea is to learn the material prior with a generative model for regularizing the optimization process. We observe that the general rendering equation can be split into diffuse and specular shading terms, and thus formulate the material prior as diffusion models of albedo and specular. Thanks to this design, our model can be trained using the existing abundant 3D object data, and naturally acts as a versatile tool to resolve the ambiguity when recovering material representations from RGB images. In addition, we develop a coarse-to-fine training strategy that leverages estimated materials to guide diffusion models to satisfy multi-view consistent constraints, leading to more stable and accurate results. Extensive experiments on real-world and synthetic datasets demonstrate that our approach achieves state-of-the-art performance on material recovery. The code will be available at https://zju3dv.github.io/IntrinsicAnything.

Diljeet Jagpal, Xi Chen, Vinay P. Namboodiri

Zero-shot, training-free, image-based text-to-video generation is an emerging area that aims to generate videos using existing image-based diffusion models. Current methods in this space require specific architectural changes to image generation models, which limit their adaptability and scalability. In contrast to such methods, we provide a model-agnostic approach. We use intersections in diffusion trajectories, working only with the latent values. We could not obtain localized frame-wise coherence and diversity using only the intersection of trajectories. Thus, we instead use a grid-based approach. An in-context trained LLM is used to generate coherent frame-wise prompts; another is used to identify differences between frames. Based on these, we obtain a CLIP-based attention mask that controls the timing of switching the prompts for each grid cell. Earlier switching results in higher variance, while later switching results in more coherence. Therefore, our approach can ensure appropriate control between coherence and variance for the frames. Our approach results in state-of-the-art performance while being more flexible when working with diverse image-generation models. The empirical analysis using quantitative metrics and user studies confirms our model's superior temporal consistency, visual fidelity and user satisfaction, thus providing a novel way to obtain training-free, image-based text-to-video generation.

Xiao Gong, Xi Chen, Wei Chen

Video surveillance is gaining increasing popularity to assist in railway intrusion detection in recent years. However, efficient and accurate intrusion detection remains a challenging issue due to: (a) limited sample number: only small sample size (or portion) of intrusive video frames is available; (b) low inter-scene dissimilarity: various railway track area scenes are captured by cameras installed in different landforms; (c) high intra-scene similarity: the video frames captured by an individual camera share a same backgound. In this paper, an efficient few-shot learning solution is developed to address the above issues. In particular, an enhanced model-agnostic meta-learner is trained using both the original video frames and segmented masks of track area extracted from the video. Moreover, theoretical analysis and engineering solutions are provided to cope with the highly similar video frames in the meta-model training phase. The proposed method is tested on realistic railway video dataset. Numerical results show that the enhanced meta-learner successfully adapts unseen scene with only few newly collected video frame samples, and its intrusion detection accuracy outperforms that of the standard randomly initialized supervised learning.

Andrii Babii, Xi Chen, Eric Ghysels et al.

We study the binary choice problem in a data-rich environment with asymmetric loss functions. The econometrics literature covers nonparametric binary choice problems but does not offer computationally attractive solutions in data-rich environments. The machine learning literature has many algorithms but is focused mostly on loss functions that are independent of covariates. We show that theoretically valid decisions on binary outcomes with general loss functions can be achieved via a very simple loss-based reweighting of logistic regression or state-of-the-art machine learning techniques. We apply our analysis to algorithmic fairness in pretrial detentions.

Xi Chen, Farhan Feroz, Michael Hobson

Priors in Bayesian analyses often encode informative domain knowledge that can be useful in making the inference process more efficient. Occasionally, however, priors may be unrepresentative of the parameter values for a given dataset, which can result in inefficient parameter space exploration, or even incorrect inferences, particularly for nested sampling (NS) algorithms. Simply broadening the prior in such cases may be inappropriate or impossible in some applications. Hence our previous solution to this problem, known as posterior repartitioning (PR), redefines the prior and likelihood while keeping their product fixed, so that the posterior inferences and evidence estimates remain unchanged, but the efficiency of the NS process is significantly increased. In its most practical form, PR raises the prior to some power beta, which is introduced as an auxiliary variable that must be determined on a case-by-case basis, usually by lowering beta from unity according to some pre-defined `annealing schedule' until the resulting inferences converge to a consistent solution. Here we present a very simple yet powerful alternative Bayesian approach, in which beta is instead treated as a hyperparameter that is inferred from the data alongside the original parameters of the problem, and then marginalised over to obtain the final inference. We show through numerical examples that this Bayesian PR (BPR) method provides a very robust, self-adapting and computationally efficient `hands-off' solution to the problem of unrepresentative priors in Bayesian inference using NS. Moreover, unlike the original PR method, we show that even for representative priors BPR has a negligible computational overhead relative to standard nesting sampling, which suggests that it should be used as the default in all NS analyses.

Xi Chen, Mike Hobson

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the system as the parameter values are varied. This process often encounters two major difficulties: the generation of synthetic data for each considered set of parameter values can be computationally expensive if the system model is complicated; and the exploration of the parameter space can be inefficient and/or incomplete, a typical example being when the exploration becomes trapped in a local optimum of the objection function that characterises the mismatch between the measured and synthetic data. A method to address both these issues is presented, whereby: a surrogate model (or proxy), which emulates the computationally expensive system simulator, is constructed using deep recurrent networks (DRN); and a nested sampling (NS) algorithm is employed to perform efficient and robust exploration of the parameter space. The analysis is performed in a Bayesian context, in which the samples characterise the full joint posterior distribution of the parameters, from which parameter estimates and uncertainties are easily derived. The proposed approach is compared with conventional methods in some numerical examples, for which the results demonstrate that one can accelerate the parameter estimation process by at least an order of magnitude.