Rui Zhang

Dianyue Gu, Zixu Li, Zhenhai Guan et al.

Event datasets in the financial domain are often constructed based on actual application scenarios, and their event types are weakly reusable due to scenario constraints; at the same time, the massive and diverse new financial big data cannot be limited to the event types defined for specific scenarios. This limitation of a small number of event types does not meet our research needs for more complex tasks such as the prediction of major financial events and the analysis of the ripple effects of financial events. In this paper, a three-stage approach is proposed to accomplish incremental discovery of event types. For an existing annotated financial event dataset, the three-stage approach consists of: for a set of financial event data with a mixture of original and unknown event types, a semi-supervised deep clustering model with anomaly detection is first applied to classify the data into normal and abnormal events, where abnormal events are events that do not belong to known types; then normal events are tagged with appropriate event types and abnormal events are reasonably clustered. Finally, a cluster keyword extraction method is used to recommend the type names of events for the new event clusters, thus incrementally discovering new event types. The proposed method is effective in the incremental discovery of new event types on real data sets.

Qinghua Liu, Rui Zhang, Yao Xie

Distributed change-point detection has been a fundamental problem when performing real-time monitoring using sensor-networks. We propose a distributed detection algorithm, where each sensor only exchanges CUSUM statistic with their neighbors based on the average consensus scheme, and an alarm is raised when local consensus statistic exceeds a pre-specified global threshold. We provide theoretical performance bounds showing that the performance of the fully distributed scheme can match the centralized algorithms under some mild conditions. Numerical experiments demonstrate the good performance of the algorithm especially in detecting asynchronous changes.

Wenbo Jiang, Rui Zhang, Hongwei Li et al.

Deep neural networks (DNNs) have achieved significant success in numerous applications. The remarkable performance of DNNs is largely attributed to the availability of massive, high-quality training datasets. However, processing such massive training data requires huge computational and storage resources. Dataset distillation is a promising solution to this problem, offering the capability to compress a large dataset into a smaller distilled dataset. The model trained on the distilled dataset can achieve comparable performance to the model trained on the whole dataset. While dataset distillation has been demonstrated in image data, none have explored dataset distillation for audio data. In this work, for the first time, we propose a Dataset Distillation Framework for Audio Data (DDFAD). Specifically, we first propose the Fused Differential MFCC (FD-MFCC) as extracted features for audio data. After that, the FD-MFCC is distilled through the matching training trajectory distillation method. Finally, we propose an audio signal reconstruction algorithm based on the Griffin-Lim Algorithm to reconstruct the audio signal from the distilled FD-MFCC. Extensive experiments demonstrate the effectiveness of DDFAD on various audio datasets. In addition, we show that DDFAD has promising application prospects in many applications, such as continual learning and neural architecture search.