Jian Li

Tianping Zhang, Yizhuo Zhang, Wei Cao et al. · tsinghua, uw

Multivariate time series forecasting has seen widely ranging applications in various domains, including finance, traffic, energy, and healthcare. To capture the sophisticated temporal patterns, plenty of research studies designed complex neural network architectures based on many variants of RNNs, GNNs, and Transformers. However, complex models are often computationally expensive and thus face a severe challenge in training and inference efficiency when applied to large-scale real-world datasets. In this paper, we introduce LightTS, a light deep learning architecture merely based on simple MLP-based structures. The key idea of LightTS is to apply an MLP-based structure on top of two delicate down-sampling strategies, including interval sampling and continuous sampling, inspired by a crucial fact that down-sampling time series often preserves the majority of its information. We conduct extensive experiments on eight widely used benchmark datasets. Compared with the existing state-of-the-art methods, LightTS demonstrates better performance on five of them and comparable performance on the rest. Moreover, LightTS is highly efficient. It uses less than 5% FLOPS compared with previous SOTA methods on the largest benchmark dataset. In addition, LightTS is robust and has a much smaller variance in forecasting accuracy than previous SOTA methods in long sequence forecasting tasks.

Benjamin Kiefer, Lojze Žust, Matej Kristan et al.

The 2nd Workshop on Maritime Computer Vision (MaCVi) 2024 addresses maritime computer vision for Unmanned Aerial Vehicles (UAV) and Unmanned Surface Vehicles (USV). Three challenges categories are considered: (i) UAV-based Maritime Object Tracking with Re-identification, (ii) USV-based Maritime Obstacle Segmentation and Detection, (iii) USV-based Maritime Boat Tracking. The USV-based Maritime Obstacle Segmentation and Detection features three sub-challenges, including a new embedded challenge addressing efficicent inference on real-world embedded devices. This report offers a comprehensive overview of the findings from the challenges. We provide both statistical and qualitative analyses, evaluating trends from over 195 submissions. All datasets, evaluation code, and the leaderboard are available to the public at https://macvi.org/workshop/macvi24.

Zhize Li, Jian Li

We propose and analyze several stochastic gradient algorithms for finding stationary points or local minimum in nonconvex, possibly with nonsmooth regularizer, finite-sum and online optimization problems. First, we propose a simple proximal stochastic gradient algorithm based on variance reduction called ProxSVRG+. We provide a clean and tight analysis of ProxSVRG+, which shows that it outperforms the deterministic proximal gradient descent (ProxGD) for a wide range of minibatch sizes, hence solves an open problem proposed in Reddi et al. (2016b). Also, ProxSVRG+ uses much less proximal oracle calls than ProxSVRG (Reddi et al., 2016b) and extends to the online setting by avoiding full gradient computations. Then, we further propose an optimal algorithm, called SSRGD, based on SARAH (Nguyen et al., 2017) and show that SSRGD further improves the gradient complexity of ProxSVRG+ and achieves the optimal upper bound, matching the known lower bound of (Fang et al., 2018; Li et al., 2021). Moreover, we show that both ProxSVRG+ and SSRGD enjoy automatic adaptation with local structure of the objective function such as the Polyak-Łojasiewicz (PL) condition for nonconvex functions in the finite-sum case, i.e., we prove that both of them can automatically switch to faster global linear convergence without any restart performed in prior work ProxSVRG (Reddi et al., 2016b). Finally, we focus on the more challenging problem of finding an $(ε, δ)$-local minimum instead of just finding an $ε$-approximate (first-order) stationary point (which may be some bad unstable saddle points). We show that SSRGD can find an $(ε, δ)$-local minimum by simply adding some random perturbations. Our algorithm is almost as simple as its counterpart for finding stationary points, and achieves similar optimal rates.

Qiong Wu, Jian Li, Zhenming Liu et al.

This paper revisits building machine learning algorithms that involve interactions between entities, such as those between financial assets in an actively managed portfolio, or interactions between users in a social network. Our goal is to forecast the future evolution of ensembles of multivariate time series in such applications (e.g., the future return of a financial asset or the future popularity of a Twitter account). Designing ML algorithms for such systems requires addressing the challenges of high-dimensional interactions and non-linearity. Existing approaches usually adopt an ad-hoc approach to integrating high-dimensional techniques into non-linear models and recent studies have shown these approaches have questionable efficacy in time-evolving interacting systems. To this end, we propose a novel framework, which we dub as the additive influence model. Under our modeling assumption, we show that it is possible to decouple the learning of high-dimensional interactions from the learning of non-linear feature interactions. To learn the high-dimensional interactions, we leverage kernel-based techniques, with provable guarantees, to embed the entities in a low-dimensional latent space. To learn the non-linear feature-response interactions, we generalize prominent machine learning techniques, including designing a new statistically sound non-parametric method and an ensemble learning algorithm optimized for vector regressions. Extensive experiments on two common applications demonstrate that our new algorithms deliver significantly stronger forecasting power compared to standard and recently proposed methods.

Tianping Zhang, Shaowen Wang, Shuicheng Yan et al.

Recently, the topic of table pre-training has attracted considerable research interest. However, how to employ table pre-training to boost the performance of tabular prediction remains an open challenge. In this paper, we propose TapTap, the first attempt that leverages table pre-training to empower models for tabular prediction. After pre-training on a large corpus of real-world tabular data, TapTap can generate high-quality synthetic tables to support various applications on tabular data, including privacy protection, low resource regime, missing value imputation, and imbalanced classification. Extensive experiments on 12 datasets demonstrate that TapTap outperforms a total of 16 baselines in different scenarios. Meanwhile, it can be easily combined with various backbone models, including LightGBM, Multilayer Perceptron (MLP) and Transformer. Moreover, with the aid of table pre-training, models trained using synthetic data generated by TapTap can even compete with models using the original dataset on half of the experimental datasets, marking a milestone in the development of synthetic tabular data generation. The codes are available at https://github.com/ZhangTP1996/TapTap.

Guojun Xiong, Gang Yan, Shiqiang Wang et al.

Decentralized learning has emerged as an alternative method to the popular parameter-server framework which suffers from high communication burden, single-point failure and scalability issues due to the need of a central server. However, most existing works focus on a single shared model for all workers regardless of the data heterogeneity problem, rendering the resulting model performing poorly on individual workers. In this work, we propose a novel personalized decentralized learning algorithm named DePRL via shared representations. Our algorithm relies on ideas from representation learning theory to learn a low-dimensional global representation collaboratively among all workers in a fully decentralized manner, and a user-specific low-dimensional local head leading to a personalized solution for each worker. We show that DePRL achieves, for the first time, a provable linear speedup for convergence with general non-linear representations (i.e., the convergence rate is improved linearly with respect to the number of workers). Experimental results support our theoretical findings showing the superiority of our method in data heterogeneous environments.

BaiChen Fan, Sifan Zhou, Jian Li et al.

LiDAR-based 3D single object tracking (3D SOT) is a critical task in robotics and autonomous systems. Existing methods typically follow frame-wise motion estimation or a sequence-based paradigm. However, the two-frame methods are efficient but lack long-term temporal context, making them vulnerable in sparse or occluded scenes, while sequence-based methods that process multiple point clouds gain robustness at a significant computational cost. To resolve this dilemma, we propose a novel trajectory-based paradigm and its instantiation, TrajTrack. TrajTrack is a lightweight framework that enhances a base two-frame tracker by implicitly learning motion continuity from historical bounding box trajectories alone-without requiring additional, costly point cloud inputs. It first generates a fast, explicit motion proposal and then uses an implicit motion modeling module to predict the future trajectory, which in turn refines and corrects the initial proposal. Extensive experiments on the large-scale NuScenes benchmark show that TrajTrack achieves new state-of-the-art performance, dramatically improving tracking precision by 4.48% over a strong baseline while running at 56 FPS. Besides, we also demonstrate the strong generalizability of TrajTrack across different base trackers. Video is available at https://www.bilibili.com/video/BV1ahYgzmEWP.

Ruxin Zheng, Shunqiao Sun, Holger Caesar et al.

Millimeter-wave (mmWave) radars are indispensable for perception tasks of autonomous vehicles, thanks to their resilience in challenging weather conditions. Yet, their deployment is often limited by insufficient spatial resolution for precise semantic scene interpretation. Classical super-resolution techniques adapted from optical imaging inadequately address the distinct characteristics of radar signal data. In response, our study redefines radar imaging super-resolution as a one-dimensional (1D) signal super-resolution spectra estimation problem by harnessing the radar signal processing domain knowledge, introducing innovative data normalization and a domain-informed signal-to-noise ratio (SNR)-guided loss function. Our tailored deep learning network for automotive radar imaging exhibits remarkable scalability, parameter efficiency and fast inference speed, alongside enhanced performance in terms of radar imaging quality and resolution. Extensive testing confirms that our SR-SPECNet sets a new benchmark in producing high-resolution radar range-azimuth images, outperforming existing methods across varied antenna configurations and dataset sizes. Source code and new radar dataset will be made publicly available online.

Zhiguo Wang, Jiawei Zhang, Tsung-Hui Chang et al.

While many distributed optimization algorithms have been proposed for solving smooth or convex problems over the networks, few of them can handle non-convex and non-smooth problems. Based on a proximal primal-dual approach, this paper presents a new (stochastic) distributed algorithm with Nesterov momentum for accelerated optimization of non-convex and non-smooth problems. Theoretically, we show that the proposed algorithm can achieve an $ε$-stationary solution under a constant step size with $\mathcal{O}(1/ε^2)$ computation complexity and $\mathcal{O}(1/ε)$ communication complexity. When compared to the existing gradient tracking based methods, the proposed algorithm has the same order of computation complexity but lower order of communication complexity. To the best of our knowledge, the presented result is the first stochastic algorithm with the $\mathcal{O}(1/ε)$ communication complexity for non-convex and non-smooth problems. Numerical experiments for a distributed non-convex regression problem and a deep neural network based classification problem are presented to illustrate the effectiveness of the proposed algorithms.

Ali Sadeghian, Deoksu Lim, Johan Karlsson et al.

The use of distances based on optimal transportation has recently shown promise for discrimination of power spectra. In particular, spectral estimation methods based on l1 regularization as well as covariance based methods can be shown to be robust with respect to such distances. These transportation distances provide a geometric framework where geodesics corresponds to smooth transition of spectral mass, and have been useful for tracking. In this paper, we investigate the use of these distances for automatic target recognition. We study the use of the Monge-Kantorovich distance compared to the standard l2 distance for classifying civilian vehicles based on SAR images. We use a version of the Monge-Kantorovich distance that applies also for the case where the spectra may have different total mass, and we formulate the optimization problem as a minimum flow problem that can be computed using efficient algorithms.

Yifei Jin, Lingxiao Huang, Jian Li

We study two important SVM variants: hard-margin SVM (for linearly separable cases) and $ν$-SVM (for linearly non-separable cases). We propose new algorithms from the perspective of saddle point optimization. Our algorithms achieve $(1-ε)$-approximations with running time $\tilde{O}(nd+n\sqrt{d / ε})$ for both variants, where $n$ is the number of points and $d$ is the dimensionality. To the best of our knowledge, the current best algorithm for $ν$-SVM is based on quadratic programming approach which requires $Ω(n^2 d)$ time in worst case~\cite{joachims1998making,platt199912}. In the paper, we provide the first nearly linear time algorithm for $ν$-SVM. The current best algorithm for hard margin SVM achieved by Gilbert algorithm~\cite{gartner2009coresets} requires $O(nd / ε)$ time. Our algorithm improves the running time by a factor of $\sqrt{d}/\sqrtε$. Moreover, our algorithms can be implemented in the distributed settings naturally. We prove that our algorithms require $\tilde{O}(k(d +\sqrt{d/ε}))$ communication cost, where $k$ is the number of clients, which almost matches the theoretical lower bound. Numerical experiments support our theory and show that our algorithms converge faster on high dimensional, large and dense data sets, as compared to previous methods.

Wenjian Yu, Yu Gu, Jian Li et al.

Principal component analysis (PCA) is a fundamental dimension reduction tool in statistics and machine learning. For large and high-dimensional data, computing the PCA (i.e., the singular vectors corresponding to a number of dominant singular values of the data matrix) becomes a challenging task. In this work, a single-pass randomized algorithm is proposed to compute PCA with only one pass over the data. It is suitable for processing extremely large and high-dimensional data stored in slow memory (hard disk) or the data generated in a streaming fashion. Experiments with synthetic and real data validate the algorithm's accuracy, which has orders of magnitude smaller error than an existing single-pass algorithm. For a set of high-dimensional data stored as a 150 GB file, the proposed algorithm is able to compute the first 50 principal components in just 24 minutes on a typical 24-core computer, with less than 1 GB memory cost.