Wei Wang

h-index10
2papers
1,115citations

2 Papers

2.0CVAug 25, 2024Code
Enhancing Adaptive Deep Networks for Image Classification via Uncertainty-aware Decision Fusion

Xu Zhang, Zhipeng Xie, Haiyang Yu et al. · harvard

Handling varying computational resources is a critical issue in modern AI applications. Adaptive deep networks, featuring the dynamic employment of multiple classifier heads among different layers, have been proposed to address classification tasks under varying computing resources. Existing approaches typically utilize the last classifier supported by the available resources for inference, as they believe that the last classifier always performs better across all classes. However, our findings indicate that earlier classifier heads can outperform the last head for certain classes. Based on this observation, we introduce the Collaborative Decision Making (CDM) module, which fuses the multiple classifier heads to enhance the inference performance of adaptive deep networks. CDM incorporates an uncertainty-aware fusion method based on evidential deep learning (EDL), that utilizes the reliability (uncertainty values) from the first c-1 classifiers to improve the c-th classifier' accuracy. We also design a balance term that reduces fusion saturation and unfairness issues caused by EDL constraints to improve the fusion quality of CDM. Finally, a regularized training strategy that uses the last classifier to guide the learning process of early classifiers is proposed to further enhance the CDM module's effect, called the Guided Collaborative Decision Making (GCDM) framework. The experimental evaluation demonstrates the effectiveness of our approaches. Results on ImageNet datasets show CDM and GCDM obtain 0.4% to 2.8% accuracy improvement (under varying computing resources) on popular adaptive networks. The code is available at the link https://github.com/Meteor-Stars/GCDM_AdaptiveNet.

13.0LGApr 2, 2025
Efficient Model Selection for Time Series Forecasting via LLMs

Wang Wei, Tiankai Yang, Hongjie Chen et al.

Model selection is a critical step in time series forecasting, traditionally requiring extensive performance evaluations across various datasets. Meta-learning approaches aim to automate this process, but they typically depend on pre-constructed performance matrices, which are costly to build. In this work, we propose to leverage Large Language Models (LLMs) as a lightweight alternative for model selection. Our method eliminates the need for explicit performance matrices by utilizing the inherent knowledge and reasoning capabilities of LLMs. Through extensive experiments with LLaMA, GPT and Gemini, we demonstrate that our approach outperforms traditional meta-learning techniques and heuristic baselines, while significantly reducing computational overhead. These findings underscore the potential of LLMs in efficient model selection for time series forecasting.