Ling Yuan

h-index19
2papers
964citations

2 Papers

9.7CLOct 8, 2019
Knowledge Distillation from Internal Representations

Gustavo Aguilar, Yuan Ling, Yu Zhang et al.

Knowledge distillation is typically conducted by training a small model (the student) to mimic a large and cumbersome model (the teacher). The idea is to compress the knowledge from the teacher by using its output probabilities as soft-labels to optimize the student. However, when the teacher is considerably large, there is no guarantee that the internal knowledge of the teacher will be transferred into the student; even if the student closely matches the soft-labels, its internal representations may be considerably different. This internal mismatch can undermine the generalization capabilities originally intended to be transferred from the teacher to the student. In this paper, we propose to distill the internal representations of a large model such as BERT into a simplified version of it. We formulate two ways to distill such representations and various algorithms to conduct the distillation. We experiment with datasets from the GLUE benchmark and consistently show that adding knowledge distillation from internal representations is a more powerful method than only using soft-label distillation.

2.9LGDec 19, 2018
Correlated Anomaly Detection from Large Streaming Data

Zheng Chen, Xinli Yu, Yuan Ling et al.

Correlated anomaly detection (CAD) from streaming data is a type of group anomaly detection and an essential task in useful real-time data mining applications like botnet detection, financial event detection, industrial process monitor, etc. The primary approach for this type of detection in previous researches is based on principal score (PS) of divided batches or sliding windows by computing top eigenvalues of the correlation matrix, e.g. the Lanczos algorithm. However, this paper brings up the phenomenon of principal score degeneration for large data set, and then mathematically and practically prove current PS-based methods are likely to fail for CAD on large-scale streaming data even if the number of correlated anomalies grows with the data size at a reasonable rate; in reality, anomalies tend to be the minority of the data, and this issue can be more serious. We propose a framework with two novel randomized algorithms rPS and gPS for better detection of correlated anomalies from large streaming data of various correlation strength. The experiment shows high and balanced recall and estimated accuracy of our framework for anomaly detection from a large server log data set and a U.S. stock daily price data set in comparison to direct principal score evaluation and some other recent group anomaly detection algorithms. Moreover, our techniques significantly improve the computation efficiency and scalability for principal score calculation.