Integrating Large Language Model for Improved Causal DiscoveryTaiyu Ban, Lyuzhou Chen, Derui Lyu et al.
Recovering the structure of causal graphical models from observational data is an essential yet challenging task for causal discovery in scientific scenarios. Domain-specific causal discovery usually relies on expert validation or prior analysis to improve the reliability of recovered causality, which is yet limited by the scarcity of expert resources. Recently, Large Language Models (LLM) have been used for causal analysis across various domain-specific scenarios, suggesting its potential as autonomous expert roles in guiding data-based structure learning. However, integrating LLMs into causal discovery faces challenges due to inaccuracies in LLM-based reasoning on revealing the actual causal structure. To address this challenge, we propose an error-tolerant LLM-driven causal discovery framework. The error-tolerant mechanism is designed three-fold with sufficient consideration on potential inaccuracies. In the LLM-based reasoning process, an accuracy-oriented prompting strategy restricts causal analysis to a reliable range. Next, a knowledge-to-structure transition aligns LLM-derived causal statements with structural causal interactions. In the structure learning process, the goodness-of-fit to data and adherence to LLM-derived priors are balanced to further address prior inaccuracies. Evaluation of eight real-world causal structures demonstrates the efficacy of our LLM-driven approach in improving data-based causal discovery, along with its robustness to inaccurate LLM-derived priors. Codes are available at https://github.com/tyMadara/LLM-CD.
10.6DCApr 28
Janus: Disaggregating Attention and Experts for Scalable MoE InferenceZhexiang Zhang, Ye Wang, Yumiao Zhao et al.
Serving large Mixture-of-Experts (MoE) models is challenging because of their large memory footprints, heterogeneous resource demands, and highly dynamic inference workloads. Most existing MoE inference systems deploy the entire model as a monolithic unit, forcing attention and MoE layers to share the same resource configuration despite their different scaling behaviors and resource bottlenecks. Such coarse-grained provisioning leads to resource inefficiency and suboptimal performance. We present JANUS, a scalable and resource-efficient MoE inference system built around three key principles. First, JANUS disaggregates attention and MoE layers onto separate GPU worker pools, enabling independent resource provisioning for the two layer types, and uses an adaptive two-phase communication mechanism for low-latency data exchange. Second, because MoE-layer execution is often memory-bound and highly sensitive to activated-expert imbalance, JANUS introduces a lightweight, microsecond-scale activation scheduler that balances per-layer activated experts across MoE instances to reduce inference latency. Third, JANUS employs a fine-grained, SLO-aware resource scaling scheme that jointly selects attention resources, MoE resources, and expert placement to minimize GPU cost under token-level SLOs. Evaluation shows that JANUS improves per-GPU throughput by up to 4.7x over state-of-the-art MoE inference baselines while satisfying token-level latency SLOs.
3.8CLApr 14
Epidemiology of Model Collapse: Modeling Synthetic Data Contamination via Bilayer SIR DynamicsXiangyu Wang
Training on synthetic data causes model collapse, but existing analyses treat this as single-chain degradation. In reality, the AI ecosystem involves cross-contamination: models ingest synthetic data from other models, produce new synthetic text, and contaminate shared corpora. We propose a bilayer coupled SIR/SIRS framework -- a phenomenological mean-field model treating data corpora and AI models as two interacting populations, each with susceptible, infected, and recovered compartments linked by cross-layer transmission. The SIRS variant (our primary recommendation) incorporates immunity waning, reflecting that filtered corpora and retrained models remain susceptible to re-contamination. We derive the basic reproduction number $R_0 = \sqrt{β_D β_M / [(γ_D+μ_D)(γ_M+μ_M)]}$ via the Next Generation Matrix and apply standard epidemic threshold results to the bilayer system. Illustrative scenario-based calibration from public AI text prevalence data yields supercritical dynamics ($R_0 > 1$) across three scenarios; Sobol sensitivity analysis identifies synthetic-text detection as the highest-leverage parameter. A bipartite-network agent-based model confirms mean-field consistency ($R^2 > 0.96$) for dense networks but degrades under heterogeneity. GPT-2 contamination chain experiments (192 runs across WikiText and Shakespeare) show dose-response degradation and diversity loss qualitatively consistent with the threshold picture. Matched-budget source-diversity experiments (1,088 runs) provide suggestive evidence that multi-source mixing modestly attenuates collapse, but the effect vanishes at lower contamination fractions. Intervention analysis identifies detection-based filtering and herd immunity as the highest-leverage strategies.
14.5CVOct 4, 2022
ImmFusion: Robust mmWave-RGB Fusion for 3D Human Body Reconstruction in All Weather ConditionsAnjun Chen, Xiangyu Wang, Kun Shi et al.
3D human reconstruction from RGB images achieves decent results in good weather conditions but degrades dramatically in rough weather. Complementary, mmWave radars have been employed to reconstruct 3D human joints and meshes in rough weather. However, combining RGB and mmWave signals for robust all-weather 3D human reconstruction is still an open challenge, given the sparse nature of mmWave and the vulnerability of RGB images. In this paper, we present ImmFusion, the first mmWave-RGB fusion solution to reconstruct 3D human bodies in all weather conditions robustly. Specifically, our ImmFusion consists of image and point backbones for token feature extraction and a Transformer module for token fusion. The image and point backbones refine global and local features from original data, and the Fusion Transformer Module aims for effective information fusion of two modalities by dynamically selecting informative tokens. Extensive experiments on a large-scale dataset, mmBody, captured in various environments demonstrate that ImmFusion can efficiently utilize the information of two modalities to achieve a robust 3D human body reconstruction in all weather conditions. In addition, our method's accuracy is significantly superior to that of state-of-the-art Transformer-based LiDAR-camera fusion methods.
Seal-3D: Interactive Pixel-Level Editing for Neural Radiance FieldsXiangyu Wang, Jingsen Zhu, Qi Ye et al.
With the popularity of implicit neural representations, or neural radiance fields (NeRF), there is a pressing need for editing methods to interact with the implicit 3D models for tasks like post-processing reconstructed scenes and 3D content creation. While previous works have explored NeRF editing from various perspectives, they are restricted in editing flexibility, quality, and speed, failing to offer direct editing response and instant preview. The key challenge is to conceive a locally editable neural representation that can directly reflect the editing instructions and update instantly. To bridge the gap, we propose a new interactive editing method and system for implicit representations, called Seal-3D, which allows users to edit NeRF models in a pixel-level and free manner with a wide range of NeRF-like backbone and preview the editing effects instantly. To achieve the effects, the challenges are addressed by our proposed proxy function mapping the editing instructions to the original space of NeRF models in the teacher model and a two-stage training strategy for the student model with local pretraining and global finetuning. A NeRF editing system is built to showcase various editing types. Our system can achieve compelling editing effects with an interactive speed of about 1 second.
5.3LGJun 12, 2023
Mitigating Prior Errors in Causal Structure Learning: A Resilient Approach via Bayesian NetworksLyuzhou Chen, Taiyu Ban, Xiangyu Wang et al.
Causal structure learning (CSL), a prominent technique for encoding cause-and-effect relationships among variables, through Bayesian Networks (BNs). Although recovering causal structure solely from data is a challenge, the integration of prior knowledge, revealing partial structural truth, can markedly enhance learning quality. However, current methods based on prior knowledge exhibit limited resilience to errors in the prior, with hard constraint methods disregarding priors entirely, and soft constraints accepting priors based on a predetermined confidence level, which may require expert intervention. To address this issue, we propose a strategy resilient to edge-level prior errors for CSL, thereby minimizing human intervention. We classify prior errors into different types and provide their theoretical impact on the Structural Hamming Distance (SHD) under the presumption of sufficient data. Intriguingly, we discover and prove that the strong hazard of prior errors is associated with a unique acyclic closed structure, defined as ``quasi-circle''. Leveraging this insight, a post-hoc strategy is employed to identify the prior errors by its impact on the increment of ``quasi-circles''. Through empirical evaluation on both real and synthetic datasets, we demonstrate our strategy's robustness against prior errors. Specifically, we highlight its substantial ability to resist order-reversed errors while maintaining the majority of correct prior.
1.2OPTICSAug 19, 2024
Recognizing Beam Profiles from Silicon Photonics Gratings using Transformer ModelYu Dian Lim, Hong Yu Li, Simon Chun Kiat Goh et al.
Over the past decade, there has been extensive work in developing integrated silicon photonics (SiPh) gratings for the optical addressing of trapped ion qubits in the ion trap quantum computing community. However, when viewing beam profiles from infrared (IR) cameras, it is often difficult to determine the corresponding heights where the beam profiles are located. In this work, we developed transformer models to recognize the corresponding height categories of beam profiles of light from SiPh gratings. The model is trained using two techniques: (1) input patches, and (2) input sequence. For model trained with input patches, the model achieved recognition accuracy of 0.938. Meanwhile, model trained with input sequence shows lower accuracy of 0.895. However, when repeating the model-training 150 cycles, model trained with input patches shows inconsistent accuracy ranges between 0.445 to 0.959, while model trained with input sequence exhibit higher accuracy values between 0.789 to 0.936. The obtained outcomes can be expanded to various applications, including auto-focusing of light beam and auto-adjustment of z-axis stage to acquire desired beam profiles.
3.7CVSep 7, 2024
AdaptiveFusion: Adaptive Multi-Modal Multi-View Fusion for 3D Human Body ReconstructionAnjun Chen, Xiangyu Wang, Zhi Xu et al.
Recent advancements in sensor technology and deep learning have led to significant progress in 3D human body reconstruction. However, most existing approaches rely on data from a specific sensor, which can be unreliable due to the inherent limitations of individual sensing modalities. Additionally, existing multi-modal fusion methods generally require customized designs based on the specific sensor combinations or setups, which limits the flexibility and generality of these methods. Furthermore, conventional point-image projection-based and Transformer-based fusion networks are susceptible to the influence of noisy modalities and sensor poses. To address these limitations and achieve robust 3D human body reconstruction in various conditions, we propose AdaptiveFusion, a generic adaptive multi-modal multi-view fusion framework that can effectively incorporate arbitrary combinations of uncalibrated sensor inputs. By treating different modalities from various viewpoints as equal tokens, and our handcrafted modality sampling module by leveraging the inherent flexibility of Transformer models, AdaptiveFusion is able to cope with arbitrary numbers of inputs and accommodate noisy modalities with only a single training network. Extensive experiments on large-scale human datasets demonstrate the effectiveness of AdaptiveFusion in achieving high-quality 3D human body reconstruction in various environments. In addition, our method achieves superior accuracy compared to state-of-the-art fusion methods.
OpenHA: A Series of Open-Source Hierarchical Agentic Models in MinecraftZihao Wang, Muyao Li, Kaichen He et al. · pku
The choice of action spaces is a critical yet unresolved challenge in developing capable, end-to-end trainable agents. This paper first presents a large-scale, systematic comparison of prominent abstracted action spaces and tokenizers for Vision-Language-Action (VLA) or hierarchical agent models in the open-ended Minecraft. Our analysis reveals that no single action space is universally optimal; instead, the most effective abstraction is highly task-dependent, creating a dilemma for building generalist agents. To resolve this, we introduce Chain of Action (CoA), a novel framework that unifies high-level planning and low-level control within a single, monolithic VLA model. CoA treats an abstracted action not as a command for a separate policy, but as an intermediate reasoning step--akin to a chain of thought--that guides the generation of the final, executable action. Furthermore, we demonstrate that an All-in-One agent trained on a diverse mixture of action spaces using the CoA paradigm learns a more robust and generalizable policy. This unified agent achieves a new state-of-the-art, improving the overall task success rate over strong, specialized baselines. To foster reproducible research, we release the OpenHA (Open Hierarchical Agents) suite, which includes our comprehensive benchmark of over 800 distinct tasks, curated datasets, source code, and all pretrained model checkpoints at https://github.com/CraftJarvis/OpenHA
3.4CLDec 5, 2024
MTMT: Consolidating Multiple Thinking Modes to Form a Thought Tree for Strengthening LLMChangcheng Li, Xiangyu Wang, Qiuju Chen et al.
Large language models (LLMs) have shown limitations in tasks requiring complex logical reasoning and multi-step problem-solving. To address these challenges, researchers have employed carefully designed prompts and flowcharts, simulating human cognitive processes to enhance LLM performance, such as the Chain of Thought approach. In this paper, we introduce MTMT (Multi-thinking Modes Tree), a novel method that interacts with LLMs to construct a thought tree, simulating various advanced cognitive processes, including but not limited to association, counterfactual thinking, task decomposition, and comparison. By breaking down the original complex task into simpler sub-questions, MTMT facilitates easier problem-solving for LLMs, enabling more effective utilization of the latent knowledge within LLMs. We evaluate the performance of MTMT under different parameter configurations, using GPT-4o mini as the base model. Our results demonstrate that integrating multiple modes of thinking significantly enhances the ability of LLMs to handle complex tasks.
Generative Evaluation of Complex Reasoning in Large Language ModelsHaowei Lin, Xiangyu Wang, Ruilin Yan et al. · pku
With powerful large language models (LLMs) demonstrating superhuman reasoning capabilities, a critical question arises: Do LLMs genuinely reason, or do they merely recall answers from their extensive, web-scraped training datasets? Publicly released benchmarks inevitably become contaminated once incorporated into subsequent LLM training sets, undermining their reliability as faithful assessments. To address this, we introduce KUMO, a generative evaluation framework designed specifically for assessing reasoning in LLMs. KUMO synergistically combines LLMs with symbolic engines to dynamically produce diverse, multi-turn reasoning tasks that are partially observable and adjustable in difficulty. Through an automated pipeline, KUMO continuously generates novel tasks across open-ended domains, compelling models to demonstrate genuine generalization rather than memorization. We evaluated 23 state-of-the-art LLMs on 5,000 tasks across 100 domains created by KUMO, benchmarking their reasoning abilities against university students. Our findings reveal that many LLMs have outperformed university-level performance on easy reasoning tasks, and reasoning-scaled LLMs reach university-level performance on complex reasoning challenges. Moreover, LLM performance on KUMO tasks correlates strongly with results on newly released real-world reasoning benchmarks, underscoring KUMO's value as a robust, enduring assessment tool for genuine LLM reasoning capabilities.
Reservoir-enhanced Segment Anything Model for Subsurface DiagnosisXiren Zhou, Shikang Liu, Xinyu Yan et al.
Urban roads and infrastructure, vital to city operations, face growing threats from subsurface anomalies like cracks and cavities. Ground Penetrating Radar (GPR) effectively visualizes underground conditions employing electromagnetic (EM) waves; however, accurate anomaly detection via GPR remains challenging due to limited labeled data, varying subsurface conditions, and indistinct target boundaries. Although visually image-like, GPR data fundamentally represent EM waves, with variations within and between waves critical for identifying anomalies. Addressing these, we propose the Reservoir-enhanced Segment Anything Model (Res-SAM), an innovative framework exploiting both visual discernibility and wave-changing properties of GPR data. Res-SAM initially identifies apparent candidate anomaly regions given minimal prompts, and further refines them by analyzing anomaly-induced changing information within and between EM waves in local GPR data, enabling precise and complete anomaly region extraction and category determination. Real-world experiments demonstrate that Res-SAM achieves high detection accuracy (>85%) and outperforms state-of-the-art. Notably, Res-SAM requires only minimal accessible non-target data, avoids intensive training, and incorporates simple human interaction to enhance reliability. Our research provides a scalable, resource-efficient solution for rapid subsurface anomaly detection across diverse environments, improving urban safety monitoring while reducing manual effort and computational cost.
4.0IRJun 9, 2024
Async Learned User Embeddings for Ads Delivery OptimizationMingwei Tang, Meng Liu, Hong Li et al.
In recommendation systems, high-quality user embeddings can capture subtle preferences, enable precise similarity calculations, and adapt to changing preferences over time to maintain relevance. The effectiveness of recommendation systems depends on the quality of user embedding. We propose to asynchronously learn high fidelity user embeddings for billions of users each day from sequence based multimodal user activities through a Transformer-like large scale feature learning module. The async learned user representations embeddings (ALURE) are further converted to user similarity graphs through graph learning and then combined with user realtime activities to retrieval highly related ads candidates for the ads delivery system. Our method shows significant gains in both offline and online experiments.
1.4CVMay 2, 2021
SE-Harris and eSUSAN: Asynchronous Event-Based Corner Detection Using Megapixel Resolution CeleX-V CameraJinjian Li, Chuandong Guo, Li Su et al.
Event cameras are novel neuromorphic vision sensors with ultrahigh temporal resolution and low latency, both in the order of microseconds. Instead of image frames, event cameras generate an asynchronous event stream of per-pixel intensity changes with precise timestamps. The resulting sparse data structure impedes applying many conventional computer vision techniques to event streams, and specific algorithms should be designed to leverage the information provided by event cameras. We propose a corner detection algorithm, eSUSAN, inspired by the conventional SUSAN (smallest univalue segment assimilating nucleus) algorithm for corner detection. The proposed eSUSAN extracts the univalue segment assimilating nucleus from the circle kernel based on the similarity across timestamps and distinguishes corner events by the number of pixels in the nucleus area. Moreover, eSUSAN is fast enough to be applied to CeleX-V, the event camera with the highest resolution available. Based on eSUSAN, we also propose the SE-Harris corner detector, which uses adaptive normalization based on exponential decay to quickly construct a local surface of active events and the event-based Harris detector to refine the corners identified by eSUSAN. We evaluated the proposed algorithms on a public dataset and CeleX-V data. Both eSUSAN and SE-Harris exhibit higher real-time performance than existing algorithms while maintaining high accuracy and tracking performance.
5.2CROct 30, 2020
State sharding model on the blockchainXiangyu Wang, Ting Yang, Yu Wang
Blockchain is an incrementally updated ledger maintained by distributed nodes rather than centralized organizations. The current blockchain technology faces scalability issues, which include two aspects: low transaction throughput and high storage capacity costs. This paper studies the blockchain structure based on state sharding technology, and mainly solves the problem of non-scalability of block chain storage. This paper designs and implements the blockchain state sharding scheme, proposes a specific state sharding data structure and algorithm implementation, and realizes a complete blockchain structure so that the blockchain has the advantages of high throughput, processing a large number of transactions and saving storage costs. Experimental results show that a blockchain network with more than 100,000 nodes can be divided into 1024 shards. A blockchain network with this structure can process 500,000 transactions in about 5 seconds. If the consensus time of the blockchain is about 10 seconds, and the block generation time of the blockchain system of the sharding mechanism is 15 seconds, the transaction throughput can reach 33,000 tx/sec. Experimental results show that the throughput of the proposed protocol increases with the increase of the network node size. This confirms the scalability of the blockchain structure based on sharding technology.
8.9CVNov 21, 2017
Proximal Alternating Direction Network: A Globally Converged Deep Unrolling FrameworkRisheng Liu, Xin Fan, Shichao Cheng et al.
Deep learning models have gained great success in many real-world applications. However, most existing networks are typically designed in heuristic manners, thus lack of rigorous mathematical principles and derivations. Several recent studies build deep structures by unrolling a particular optimization model that involves task information. Unfortunately, due to the dynamic nature of network parameters, their resultant deep propagation networks do \emph{not} possess the nice convergence property as the original optimization scheme does. This paper provides a novel proximal unrolling framework to establish deep models by integrating experimentally verified network architectures and rich cues of the tasks. More importantly, we \emph{prove in theory} that 1) the propagation generated by our unrolled deep model globally converges to a critical-point of a given variational energy, and 2) the proposed framework is still able to learn priors from training data to generate a convergent propagation even when task information is only partially available. Indeed, these theoretical results are the best we can ask for, unless stronger assumptions are enforced. Extensive experiments on various real-world applications verify the theoretical convergence and demonstrate the effectiveness of designed deep models.
20.5MLNov 17, 2016
Boosting Variational InferenceFangjian Guo, Xiangyu Wang, Kai Fan et al.
Variational inference (VI) provides fast approximations of a Bayesian posterior in part because it formulates posterior approximation as an optimization problem: to find the closest distribution to the exact posterior over some family of distributions. For practical reasons, the family of distributions in VI is usually constrained so that it does not include the exact posterior, even as a limit point. Thus, no matter how long VI is run, the resulting approximation will not approach the exact posterior. We propose to instead consider a more flexible approximating family consisting of all possible finite mixtures of a parametric base distribution (e.g., Gaussian). For efficient inference, we borrow ideas from gradient boosting to develop an algorithm we call boosting variational inference (BVI). BVI iteratively improves the current approximation by mixing it with a new component from the base distribution family and thereby yields progressively more accurate posterior approximations as more computing time is spent. Unlike a number of common VI variants including mean-field VI, BVI is able to capture multimodality, general posterior covariance, and nonstandard posterior shapes.
1.1CVMar 18, 2016
Unsupervised Cross-Media Hashing with Structure PreservationXiangyu Wang, Alex Yong-Sang Chia
Recent years have seen the exponential growth of heterogeneous multimedia data. The need for effective and accurate data retrieval from heterogeneous data sources has attracted much research interest in cross-media retrieval. Here, given a query of any media type, cross-media retrieval seeks to find relevant results of different media types from heterogeneous data sources. To facilitate large-scale cross-media retrieval, we propose a novel unsupervised cross-media hashing method. Our method incorporates local affinity and distance repulsion constraints into a matrix factorization framework. Correspondingly, the proposed method learns hash functions that generates unified hash codes from different media types, while ensuring intrinsic geometric structure of the data distribution is preserved. These hash codes empower the similarity between data of different media types to be evaluated directly. Experimental results on two large-scale multimedia datasets demonstrate the effectiveness of the proposed method, where we outperform the state-of-the-art methods.
4.6MLFeb 25, 2016
Towards Unifying Hamiltonian Monte Carlo and Slice SamplingYizhe Zhang, Xiangyu Wang, Changyou Chen et al.
We unify slice sampling and Hamiltonian Monte Carlo (HMC) sampling, demonstrating their connection via the Hamiltonian-Jacobi equation from Hamiltonian mechanics. This insight enables extension of HMC and slice sampling to a broader family of samplers, called Monomial Gamma Samplers (MGS). We provide a theoretical analysis of the mixing performance of such samplers, proving that in the limit of a single parameter, the MGS draws decorrelated samples from the desired target distribution. We further show that as this parameter tends toward this limit, performance gains are achieved at a cost of increasing numerical difficulty and some practical convergence issues. Our theoretical results are validated with synthetic data and real-world applications.
Parallelizing MCMC with Random Partition TreesXiangyu Wang, Fangjian Guo, Katherine A. Heller et al.
The modern scale of data has brought new challenges to Bayesian inference. In particular, conventional MCMC algorithms are computationally very expensive for large data sets. A promising approach to solve this problem is embarrassingly parallel MCMC (EP-MCMC), which first partitions the data into multiple subsets and runs independent sampling algorithms on each subset. The subset posterior draws are then aggregated via some combining rules to obtain the final approximation. Existing EP-MCMC algorithms are limited by approximation accuracy and difficulty in resampling. In this article, we propose a new EP-MCMC algorithm PART that solves these problems. The new algorithm applies random partition trees to combine the subset posterior draws, which is distribution-free, easy to resample from and can adapt to multiple scales. We provide theoretical justification and extensive experiments illustrating empirical performance.
5.9MEJun 5, 2015
High-dimensional Ordinary Least-squares Projection for Screening VariablesXiangyu Wang, Chenlei Leng
Variable selection is a challenging issue in statistical applications when the number of predictors $p$ far exceeds the number of observations $n$. In this ultra-high dimensional setting, the sure independence screening (SIS) procedure was introduced to significantly reduce the dimensionality by preserving the true model with overwhelming probability, before a refined second stage analysis. However, the aforementioned sure screening property strongly relies on the assumption that the important variables in the model have large marginal correlations with the response, which rarely holds in reality. To overcome this, we propose a novel and simple screening technique called the high-dimensional ordinary least-squares projection (HOLP). We show that HOLP possesses the sure screening property and gives consistent variable selection without the strong correlation assumption, and has a low computational complexity. A ridge type HOLP procedure is also discussed. Simulation study shows that HOLP performs competitively compared to many other marginal correlation based methods. An application to a mammalian eye disease data illustrates the attractiveness of HOLP.
3.3STFeb 24, 2015
On the consistency theory of high dimensional variable screeningXiangyu Wang, Chenlei Leng, David B. Dunson
Variable screening is a fast dimension reduction technique for assisting high dimensional feature selection. As a preselection method, it selects a moderate size subset of candidate variables for further refining via feature selection to produce the final model. The performance of variable screening depends on both computational efficiency and the ability to dramatically reduce the number of variables without discarding the important ones. When the data dimension $p$ is substantially larger than the sample size $n$, variable screening becomes crucial as 1) Faster feature selection algorithms are needed; 2) Conditions guaranteeing selection consistency might fail to hold. This article studies a class of linear screening methods and establishes consistency theory for this special class. In particular, we prove the restricted diagonally dominant (RDD) condition is a necessary and sufficient condition for strong screening consistency. As concrete examples, we show two screening methods $SIS$ and $HOLP$ are both strong screening consistent (subject to additional constraints) with large probability if $n > O((ρs + σ/τ)^2\log p)$ under random designs. In addition, we relate the RDD condition to the irrepresentable condition, and highlight limitations of $SIS$.
8.1MLOct 24, 2014
Median Selection Subset Aggregation for Parallel InferenceXiangyu Wang, Peichao Peng, David Dunson
For massive data sets, efficient computation commonly relies on distributed algorithms that store and process subsets of the data on different machines, minimizing communication costs. Our focus is on regression and classification problems involving many features. A variety of distributed algorithms have been proposed in this context, but challenges arise in defining an algorithm with low communication, theoretical guarantees and excellent practical performance in general settings. We propose a MEdian Selection Subset AGgregation Estimator (message) algorithm, which attempts to solve these problems. The algorithm applies feature selection in parallel for each subset using Lasso or another method, calculates the `median' feature inclusion index, estimates coefficients for the selected features in parallel for each subset, and then averages these estimates. The algorithm is simple, involves very minimal communication, scales efficiently in both sample and feature size, and has theoretical guarantees. In particular, we show model selection consistency and coefficient estimation efficiency. Extensive experiments show excellent performance in variable selection, estimation, prediction, and computation time relative to usual competitors.
20.8CODec 17, 2013
Parallelizing MCMC via Weierstrass SamplerXiangyu Wang, David B. Dunson
With the rapidly growing scales of statistical problems, subset based communication-free parallel MCMC methods are a promising future for large scale Bayesian analysis. In this article, we propose a new Weierstrass sampler for parallel MCMC based on independent subsets. The new sampler approximates the full data posterior samples via combining the posterior draws from independent subset MCMC chains, and thus enjoys a higher computational efficiency. We show that the approximation error for the Weierstrass sampler is bounded by some tuning parameters and provide suggestions for choice of the values. Simulation study shows the Weierstrass sampler is very competitive compared to other methods for combining MCMC chains generated for subsets, including averaging and kernel smoothing.