Proximal Point Method for Online Saddle Point ProblemQing-xin Meng, Jian-wei Liu
This paper focuses on the online saddle point problem, which involves a sequence of two-player time-varying convex-concave games. Considering the nonstationarity of the environment, we adopt the duality gap and the dynamic Nash equilibrium regret as performance metrics for algorithm design. We present three variants of the proximal point method: the Online Proximal Point Method (OPPM), the Optimistic OPPM (OptOPPM), and the OptOPPM with multiple predictors. Each algorithm guarantees upper bounds for both the duality gap and dynamic Nash equilibrium regret, achieving near-optimality when measured against the duality gap. Specifically, in certain benign environments, such as sequences of stationary payoff functions, these algorithms maintain a nearly constant metric bound. Experimental results further validate the effectiveness of these algorithms. Lastly, this paper discusses potential reliability concerns associated with using dynamic Nash equilibrium regret as a performance metric. The technical appendix and code can be found at https://github.com/qingxin6174/PPM-for-OSP.
7.1LGSep 9, 2025
A Modular Algorithm for Non-Stationary Online Convex-Concave OptimizationQing-xin Meng, Xia Lei, Jian-wei Liu
This paper investigates the problem of Online Convex-Concave Optimization, which extends Online Convex Optimization to two-player time-varying convex-concave games. The goal is to minimize the dynamic duality gap (D-DGap), a critical performance measure that evaluates players' strategies against arbitrary comparator sequences. Existing algorithms fail to deliver optimal performance, particularly in stationary or predictable environments. To address this, we propose a novel modular algorithm with three core components: an Adaptive Module that dynamically adjusts to varying levels of non-stationarity, a Multi-Predictor Aggregator that identifies the best predictor among multiple candidates, and an Integration Module that effectively combines their strengths. Our algorithm achieves a minimax optimal D-DGap upper bound, up to a logarithmic factor, while also ensuring prediction error-driven D-DGap bounds. The modular design allows for the seamless replacement of components that regulate adaptability to dynamic environments, as well as the incorporation of components that integrate ``side knowledge'' from multiple predictors. Empirical results further demonstrate the effectiveness and adaptability of the proposed method.
3.8LGDec 12, 2023
Online Saddle Point Problem and Online Convex-Concave OptimizationQing-xin Meng, Jian-wei Liu
Centered around solving the Online Saddle Point problem, this paper introduces the Online Convex-Concave Optimization (OCCO) framework, which involves a sequence of two-player time-varying convex-concave games. We propose the generalized duality gap (Dual-Gap) as the performance metric and establish the parallel relationship between OCCO with Dual-Gap and Online Convex Optimization (OCO) with regret. To demonstrate the natural extension of OCCO from OCO, we develop two algorithms, the implicit online mirror descent-ascent and its optimistic variant. Analysis reveals that their duality gaps share similar expression forms with the corresponding dynamic regrets arising from implicit updates in OCO. Empirical results further substantiate the effectiveness of our algorithms. Simultaneously, we unveil that the dynamic Nash equilibrium regret, which was initially introduced in a recent paper, has inherent defects.
1.8LGJan 25, 2022
GMM Discriminant Analysis with Noisy Label for Each ClassJian-wei Liu, Zheng-ping Ren, Run-kun Lu et al.
Real world datasets often contain noisy labels, and learning from such datasets using standard classification approaches may not produce the desired performance. In this paper, we propose a Gaussian Mixture Discriminant Analysis (GMDA) with noisy label for each class. We introduce flipping probability and class probability and use EM algorithms to solve the discriminant problem with label noise. We also provide the detail proofs of convergence. Experimental results on synthetic and real-world datasets show that the proposed approach notably outperforms other four state-of-art methods.
3.3LGJan 25, 2022
Bilevel Online Deep Learning in Non-stationary EnvironmentYa-nan Han, Jian-wei Liu, Bing-biao Xiao et al.
Recent years have witnessed enormous progress of online learning. However, a major challenge on the road to artificial agents is concept drift, that is, the data probability distribution would change where the data instance arrives sequentially in a stream fashion, which would lead to catastrophic forgetting and degrade the performance of the model. In this paper, we proposed a new Bilevel Online Deep Learning (BODL) framework, which combine bilevel optimization strategy and online ensemble classifier. In BODL algorithm, we use an ensemble classifier, which use the output of different hidden layers in deep neural network to build multiple base classifiers, the important weights of the base classifiers are updated according to exponential gradient descent method in an online manner. Besides, we apply the similar constraint to overcome the convergence problem of online ensemble framework. Then an effective concept drift detection mechanism utilizing the error rate of classifier is designed to monitor the change of the data probability distribution. When the concept drift is detected, our BODL algorithm can adaptively update the model parameters via bilevel optimization and then circumvent the large drift and encourage positive transfer. Finally, the extensive experiments and ablation studies are conducted on various datasets and the competitive numerical results illustrate that our BODL algorithm is a promising approach.
1.4CVJan 24, 2022
Multi-Scale Iterative Refinement Network for RGB-D Salient Object DetectionZe-yu Liu, Jian-wei Liu, Xin Zuo et al.
The extensive research leveraging RGB-D information has been exploited in salient object detection. However, salient visual cues appear in various scales and resolutions of RGB images due to semantic gaps at different feature levels. Meanwhile, similar salient patterns are available in cross-modal depth images as well as multi-scale versions. Cross-modal fusion and multi-scale refinement are still an open problem in RGB-D salient object detection task. In this paper, we begin by introducing top-down and bottom-up iterative refinement architecture to leverage multi-scale features, and then devise attention based fusion module (ABF) to address on cross-modal correlation. We conduct extensive experiments on seven public datasets. The experimental results show the effectiveness of our devised method
3.3LGJan 19, 2022
Online Deep Learning based on Auto-EncoderSi-si Zhang, Jian-wei Liu, Xin Zuo et al.
Online learning is an important technical means for sketching massive real-time and high-speed data. Although this direction has attracted intensive attention, most of the literature in this area ignore the following three issues: (1) they think little of the underlying abstract hierarchical latent information existing in examples, even if extracting these abstract hierarchical latent representations is useful to better predict the class labels of examples; (2) the idea of preassigned model on unseen datapoints is not suitable for modeling streaming data with evolving probability distribution. This challenge is referred as model flexibility. And so, with this in minds, the online deep learning model we need to design should have a variable underlying structure; (3) moreover, it is of utmost importance to fusion these abstract hierarchical latent representations to achieve better classification performance, and we should give different weights to different levels of implicit representation information when dealing with the data streaming where the data distribution changes. To address these issues, we propose a two-phase Online Deep Learning based on Auto-Encoder (ODLAE). Based on auto-encoder, considering reconstruction loss, we extract abstract hierarchical latent representations of instances; Based on predictive loss, we devise two fusion strategies: the output-level fusion strategy, which is obtained by fusing the classification results of encoder each hidden layer; and feature-level fusion strategy, which is leveraged self-attention mechanism to fusion every hidden layer output. Finally, in order to improve the robustness of the algorithm, we also try to utilize the denoising auto-encoder to yield hierarchical latent representations. Experimental results on different datasets are presented to verify the validity of our proposed algorithm (ODLAE) outperforms several baselines.
1.4CVJan 15, 2022
Multi-View representation learning in Multi-Task SceneRun-kun Lu, Jian-wei Liu, Si-ming Lian et al.
Over recent decades have witnessed considerable progress in whether multi-task learning or multi-view learning, but the situation that consider both learning scenes simultaneously has received not too much attention. How to utilize multiple views latent representation of each single task to improve each learning task performance is a challenge problem. Based on this, we proposed a novel semi-supervised algorithm, termed as Multi-Task Multi-View learning based on Common and Special Features (MTMVCSF). In general, multi-views are the different aspects of an object and every view includes the underlying common or special information of this object. As a consequence, we will mine multiple views jointly latent factor of each learning task which consists of each view special feature and the common feature of all views. By this way, the original multi-task multi-view data has degenerated into multi-task data, and exploring the correlations among multiple tasks enables to make an improvement on the performance of learning algorithm. Another obvious advantage of this approach is that we get latent representation of the set of unlabeled instances by the constraint of regression task with labeled instances. The performance of classification and semi-supervised clustering task in these latent representations perform obviously better than it in raw data. Furthermore, an anti-noise multi-task multi-view algorithm called AN-MTMVCSF is proposed, which has a strong adaptability to noise labels. The effectiveness of these algorithms is proved by a series of well-designed experiments on both real world and synthetic data.
3.3LGJan 11, 2022
Multi-granularity Relabeled Under-sampling Algorithm for Imbalanced DataQi Dai, Jian-wei Liu, Yang Liu
The imbalanced classification problem turns out to be one of the important and challenging problems in data mining and machine learning. The performances of traditional classifiers will be severely affected by many data problems, such as class imbalanced problem, class overlap and noise. The Tomek-Link algorithm was only used to clean data when it was proposed. In recent years, there have been reports of combining Tomek-Link algorithm with sampling technique. The Tomek-Link sampling algorithm can effectively reduce the class overlap on data, remove the majority instances that are difficult to distinguish, and improve the algorithm classification accuracy. However, the Tomek-Links under-sampling algorithm only considers the boundary instances that are the nearest neighbors to each other globally and ignores the potential local overlapping instances. When the number of minority instances is small, the under-sampling effect is not satisfactory, and the performance improvement of the classification model is not obvious. Therefore, on the basis of Tomek-Link, a multi-granularity relabeled under-sampling algorithm (MGRU) is proposed. This algorithm fully considers the local information of the data set in the local granularity subspace, and detects the local potential overlapping instances in the data set. Then, the overlapped majority instances are eliminated according to the global relabeled index value, which effectively expands the detection range of Tomek-Links. The simulation results show that when we select the optimal global relabeled index value for under-sampling, the classification accuracy and generalization performance of the proposed under-sampling algorithm are significantly better than other baseline algorithms.
1.8LGJan 9, 2022
Auto-Encoder based Co-Training Multi-View Representation LearningRun-kun Lu, Jian-wei Liu, Yuan-fang Wang et al.
Multi-view learning is a learning problem that utilizes the various representations of an object to mine valuable knowledge and improve the performance of learning algorithm, and one of the significant directions of multi-view learning is sub-space learning. As we known, auto-encoder is a method of deep learning, which can learn the latent feature of raw data by reconstructing the input, and based on this, we propose a novel algorithm called Auto-encoder based Co-training Multi-View Learning (ACMVL), which utilizes both complementarity and consistency and finds a joint latent feature representation of multiple views. The algorithm has two stages, the first is to train auto-encoder of each view, and the second stage is to train a supervised network. Interestingly, the two stages share the weights partly and assist each other by co-training process. According to the experimental result, we can learn a well performed latent feature representation, and auto-encoder of each view has more powerful reconstruction ability than traditional auto-encoder.
7.8LGJan 5, 2022
Adaptive Online Incremental Learning for Evolving Data StreamsSi-si Zhang, Jian-wei Liu, Xin Zuo
Recent years have witnessed growing interests in online incremental learning. However, there are three major challenges in this area. The first major difficulty is concept drift, that is, the probability distribution in the streaming data would change as the data arrives. The second major difficulty is catastrophic forgetting, that is, forgetting what we have learned before when learning new knowledge. The last one we often ignore is the learning of the latent representation. Only good latent representation can improve the prediction accuracy of the model. Our research builds on this observation and attempts to overcome these difficulties. To this end, we propose an Adaptive Online Incremental Learning for evolving data streams (AOIL). We use auto-encoder with the memory module, on the one hand, we obtained the latent features of the input, on the other hand, according to the reconstruction loss of the auto-encoder with memory module, we could successfully detect the existence of concept drift and trigger the update mechanism, adjust the model parameters in time. In addition, we divide features, which are derived from the activation of the hidden layers, into two parts, which are used to extract the common and private features respectively. By means of this approach, the model could learn the private features of the new coming instances, but do not forget what we have learned in the past (shared features), which reduces the occurrence of catastrophic forgetting. At the same time, to get the fusion feature vector we use the self-attention mechanism to effectively fuse the extracted features, which further improved the latent representation learning.
1.8LGJan 1, 2022
Self-attention Multi-view Representation Learning with Diversity-promoting ComplementarityJian-wei Liu, Xi-hao Ding, Run-kun Lu et al.
Multi-view learning attempts to generate a model with a better performance by exploiting the consensus and/or complementarity among multi-view data. However, in terms of complementarity, most existing approaches only can find representations with single complementarity rather than complementary information with diversity. In this paper, to utilize both complementarity and consistency simultaneously, give free rein to the potential of deep learning in grasping diversity-promoting complementarity for multi-view representation learning, we propose a novel supervised multi-view representation learning algorithm, called Self-Attention Multi-View network with Diversity-Promoting Complementarity (SAMVDPC), which exploits the consistency by a group of encoders, uses self-attention to find complementary information entailing diversity. Extensive experiments conducted on eight real-world datasets have demonstrated the effectiveness of our proposed method, and show its superiority over several baseline methods, which only consider single complementary information.
1.6LGDec 24, 2021
Tri-Transformer Hawkes Process: Three Heads are better than oneZhi-yan Song, Jian-wei Liu, Lu-ning Zhang et al.
Abstract. Most of the real world data we encounter are asynchronous event sequence, so the last decades have been characterized by the implementation of various point process into the field of social networks,electronic medical records and financial transactions. At the beginning, Hawkes process and its variants which can simulate simultaneously the self-triggering and mutual triggering patterns between different events in complex sequences in a clear and quantitative way are more popular.Later on, with the advances of neural network, neural Hawkes process has been proposed one after another, and gradually become a research hotspot. The proposal of the transformer Hawkes process (THP) has gained a huge performance improvement, so a new upsurge of the neural Hawkes process based on transformer is set off. However, THP does not make full use of the information of occurrence time and type of event in the asynchronous event sequence. It simply adds the encoding of event type conversion and the location encoding of time conversion to the source encoding. At the same time, the learner built from a single transformer will result in an inescapable learning bias. In order to mitigate these problems, we propose a tri-transformer Hawkes process (Tri-THP) model, in which the event and time information are added to the dot-product attention as auxiliary information to form a new multihead attention. The effectiveness of the Tri-THP is proved by a series of well-designed experiments on both real world and synthetic data.