Qing Li

h-index101
2papers
37,118citations

2 Papers

30.3CVApr 17, 2025Code
TongUI: Building Generalized GUI Agents by Learning from Multimodal Web Tutorials

Bofei Zhang, Zirui Shang, Zhi Gao et al.

Building Graphical User Interface (GUI) agents is a promising research direction, which simulates human interaction with computers or mobile phones to perform diverse GUI tasks. However, a major challenge in developing generalized GUI agents is the lack of sufficient trajectory data across various operating systems and applications, mainly due to the high cost of manual annotations. In this paper, we propose the TongUI framework that builds generalized GUI agents by learning from rich multimodal web tutorials. Concretely, we crawl and process online GUI tutorials (such as videos and articles) into GUI agent trajectory data, through which we produce the GUI-Net dataset containing 143K trajectory data across five operating systems and more than 200 applications. We develop the TongUI agent by fine-tuning Qwen2.5-VL-3B/7B models on GUI-Net, which show remarkable performance improvements on commonly used grounding and navigation benchmarks, outperforming baseline agents about 10\% on multiple benchmarks, showing the effectiveness of the GUI-Net dataset and underscoring the significance of our TongUI framework. We will fully open-source the code, the GUI-Net dataset, and the trained models soon.

11.4LGJun 15, 2025Code
TFKAN: Time-Frequency KAN for Long-Term Time Series Forecasting

Xiaoyan Kui, Canwei Liu, Qinsong Li et al.

Kolmogorov-Arnold Networks (KANs) are highly effective in long-term time series forecasting due to their ability to efficiently represent nonlinear relationships and exhibit local plasticity. However, prior research on KANs has predominantly focused on the time domain, neglecting the potential of the frequency domain. The frequency domain of time series data reveals recurring patterns and periodic behaviors, which complement the temporal information captured in the time domain. To address this gap, we explore the application of KANs in the frequency domain for long-term time series forecasting. By leveraging KANs' adaptive activation functions and their comprehensive representation of signals in the frequency domain, we can more effectively learn global dependencies and periodic patterns. To integrate information from both time and frequency domains, we propose the $\textbf{T}$ime-$\textbf{F}$requency KAN (TFKAN). TFKAN employs a dual-branch architecture that independently processes features from each domain, ensuring that the distinct characteristics of each domain are fully utilized without interference. Additionally, to account for the heterogeneity between domains, we introduce a dimension-adjustment strategy that selectively upscales only in the frequency domain, enhancing efficiency while capturing richer frequency information. Experimental results demonstrate that TFKAN consistently outperforms state-of-the-art (SOTA) methods across multiple datasets. The code is available at https://github.com/LcWave/TFKAN.