Yixuan Li

Yixuan Li, Andersen Ang, Sebastian Stein

Efficient large-scale network allocation requires pricing mechanisms that internalize the stochastic and non-linear dynamics of user behavior. Moving beyond classical models of strategic agents, we introduce an Optimal Network Pricing (ONP) problem for ``oblivious'' users. This shift introduces a Decision-Dependent (DD) environment where pricing decisions endogenously shift the flow demand distribution. A key novelty of our model is the incorporation of a projection operator, creating a nonsmooth optimization landscape. We demonstrate that Performative Stability (PS) fails in ONP, degenerating to a trivial solution. Instead, we prove that the expected objective admits a unique global optimum, termed the Projected Performative Optimum (ΠPO). To overcome the algorithmic challenges, we propose a rigorous framework combining Sample Average Approximation (SAA) with a Trust-Region Sequential Quadratic Programming (TR-SQP) solver. Our method targets ΠPO by explicitly modeling the nonsmooth Jacobian, effectively handling saturation constraints. We establish theoretical guarantees for probabilistic convexity and sample complexity, and exploit network sparsity to reduce per-iteration computational complexity to near-linear in the number of routes. Experimental validation on the classic Braess network and large-scale real-world topologies demonstrates that our ΠPO-targeting solver significantly outperforms PS-seeking heuristics and our proposed baseline. The results highlight that properly accounting for the ``gating'' effects of capacity unlocks substantial gains in social welfare, providing a robust foundation for network pricing.

Lipeng Ma, Weidong Yang, Yixuan Li et al.

Automated log analysis is crucial to ensure high availability and reliability of complex systems. The advent of LLMs in NLP has ushered in a new era of language model-driven automated log analysis, garnering significant interest. Within this field, two primary paradigms based on language models for log analysis have become prominent. Small Language Models (SLMs) follow the pre-train and fine-tune paradigm, focusing on the specific log analysis task through fine-tuning on supervised datasets. On the other hand, LLMs following the in-context learning paradigm, analyze logs by providing a few examples in prompt contexts without updating parameters. Despite their respective strengths, we notice that SLMs are more cost-effective but less powerful, whereas LLMs with large parameters are highly powerful but expensive and inefficient. To trade-off between the performance and inference costs of both models in automated log analysis, this paper introduces an adaptive log analysis framework known as AdaptiveLog, which effectively reduces the costs associated with LLM while ensuring superior results. This framework collaborates an LLM and a small language model, strategically allocating the LLM to tackle complex logs while delegating simpler logs to the SLM. Specifically, to efficiently query the LLM, we propose an adaptive selection strategy based on the uncertainty estimation of the SLM, where the LLM is invoked only when the SLM is uncertain. In addition, to enhance the reasoning ability of the LLM in log analysis tasks, we propose a novel prompt strategy by retrieving similar error-prone cases as the reference, enabling the model to leverage past error experiences and learn solutions from these cases. Extensive experiments demonstrate that AdaptiveLog achieves state-of-the-art results across different tasks, elevating the overall accuracy of log analysis while maintaining cost efficiency.

Mingyang Li, Hongyu Liu, Yixuan Li et al.

This study is based on the Alzheimer's Disease Neuroimaging Initiative (ADNI) dataset and aims to explore early detection and disease progression in Alzheimer's disease (AD). We employ innovative data preprocessing strategies, including the use of the random forest algorithm to fill missing data and the handling of outliers and invalid data, thereby fully mining and utilizing these limited data resources. Through Spearman correlation coefficient analysis, we identify some features strongly correlated with AD diagnosis. We build and test three machine learning models using these features: random forest, XGBoost, and support vector machine (SVM). Among them, the XGBoost model performs the best in terms of diagnostic performance, achieving an accuracy of 91%. Overall, this study successfully overcomes the challenge of missing data and provides valuable insights into early detection of Alzheimer's disease, demonstrating its unique research value and practical significance.

Chen Shu, Boyu Fu, Yiman Li et al.

Multiple Instance Learning is the predominant method for Whole Slide Image classification in digital pathology, enabling the use of slide-level labels to supervise model training. Although MIL eliminates the tedious fine-grained annotation process for supervised learning, whether it can learn accurate bag- and instance-level classifiers remains a question. To address the issue, instance-level classifiers and instance masks were incorporated to ground the prediction on supporting patches. These methods, while practically improving the performance of MIL methods, may potentially introduce noisy labels. We propose to bridge the gap between commonly used MIL and fully supervised learning by augmenting both the bag- and instance-level learning processes with pseudo-label correction capabilities elicited from weak to strong generalization techniques. The proposed algorithm improves the performance of dual-level MIL algorithms on both bag- and instance-level predictions. Experiments on public pathology datasets showcase the advantage of the proposed methods.

Xi Zhang, Yixuan Li, Senzhang Wang et al.

Traditional stock market prediction methods commonly only utilize the historical trading data, ignoring the fact that stock market fluctuations can be impacted by various other information sources such as stock related events. Although some recent works propose event-driven prediction approaches by considering the event data, how to leverage the joint impacts of multiple data sources still remains an open research problem. In this work, we study how to explore multiple data sources to improve the performance of the stock prediction. We introduce an Extended Coupled Hidden Markov Model incorporating the news events with the historical trading data. To address the data sparsity issue of news events for each single stock, we further study the fluctuation correlations between the stocks and incorporate the correlations into the model to facilitate the prediction task. Evaluations on China A-share market data in 2016 show the superior performance of our model against previous methods.