Hao Ni

Hao Ni, Yuke Li, Lianli Gao et al.

Domain generalization person re-identification (DG-ReID) aims to train a model on source domains and generalize well on unseen domains. Vision Transformer usually yields better generalization ability than common CNN networks under distribution shifts. However, Transformer-based ReID models inevitably over-fit to domain-specific biases due to the supervised learning strategy on the source domain. We observe that while the global images of different IDs should have different features, their similar local parts (e.g., black backpack) are not bounded by this constraint. Motivated by this, we propose a pure Transformer model (termed Part-aware Transformer) for DG-ReID by designing a proxy task, named Cross-ID Similarity Learning (CSL), to mine local visual information shared by different IDs. This proxy task allows the model to learn generic features because it only cares about the visual similarity of the parts regardless of the ID labels, thus alleviating the side effect of domain-specific biases. Based on the local similarity obtained in CSL, a Part-guided Self-Distillation (PSD) is proposed to further improve the generalization of global features. Our method achieves state-of-the-art performance under most DG ReID settings. Under the Market$\to$Duke setting, our method exceeds state-of-the-art by 10.9% and 12.8% in Rank1 and mAP, respectively. The code is available at https://github.com/liyuke65535/Part-Aware-Transformer.

Hang Lou, Siran Li, Hao Ni

Signature, lying at the heart of rough path theory, is a central tool for analysing controlled differential equations driven by irregular paths. Recently it has also found extensive applications in machine learning and data science as a mathematically principled, universal feature that boosts the performance of deep learning-based models in sequential data tasks. It, nevertheless, suffers from the curse of dimensionality when paths are high-dimensional. We propose a novel, trainable path development layer, which exploits representations of sequential data through finite-dimensional Lie groups, thus resulting in dimension reduction. Its backpropagation algorithm is designed via optimization on manifolds. Our proposed layer, analogous to recurrent neural networks (RNN), possesses an explicit, simple recurrent unit that alleviates the gradient issues. Our layer demonstrates its strength in irregular time series modelling. Empirical results on a range of datasets show that the development layer consistently and significantly outperforms signature features on accuracy and dimensionality. The compact hybrid model (stacking one-layer LSTM with the development layer) achieves state-of-the-art against various RNN and continuous time series models. Our layer also enhances the performance of modelling dynamics constrained to Lie groups. Code is available at https://github.com/PDevNet/DevNet.git.

Ye Bai, Jie Li, Wenjing Han et al.

While transformers and their variant conformers show promising performance in speech recognition, the parameterized property leads to much memory cost during training and inference. Some works use cross-layer weight-sharing to reduce the parameters of the model. However, the inevitable loss of capacity harms the model performance. To address this issue, this paper proposes a parameter-efficient conformer via sharing sparsely-gated experts. Specifically, we use sparsely-gated mixture-of-experts (MoE) to extend the capacity of a conformer block without increasing computation. Then, the parameters of the grouped conformer blocks are shared so that the number of parameters is reduced. Next, to ensure the shared blocks with the flexibility of adapting representations at different levels, we design the MoE routers and normalization individually. Moreover, we use knowledge distillation to further improve the performance. Experimental results show that the proposed model achieves competitive performance with 1/3 of the parameters of the encoder, compared with the full-parameter model.

Andraž Jelinčič, Jiajie Tao, William F. Turner et al.

It is well understood that, when numerically simulating SDEs with general noise, achieving a strong convergence rate better than $O(\sqrt{h})$ (where h is the step size) requires the use of certain iterated integrals of Brownian motion, commonly referred to as its "Lévy areas". However, these stochastic integrals are difficult to simulate due to their non-Gaussian nature and for a $d$-dimensional Brownian motion with $d > 2$, no fast almost-exact sampling algorithm is known. In this paper, we propose LévyGAN, a deep-learning-based model for generating approximate samples of Lévy area conditional on a Brownian increment. Due to our "Bridge-flipping" operation, the output samples match all joint and conditional odd moments exactly. Our generator employs a tailored GNN-inspired architecture, which enforces the correct dependency structure between the output distribution and the conditioning variable. Furthermore, we incorporate a mathematically principled characteristic-function based discriminator. Lastly, we introduce a novel training mechanism termed "Chen-training", which circumvents the need for expensive-to-generate training data-sets. This new training procedure is underpinned by our two main theoretical results. For 4-dimensional Brownian motion, we show that LévyGAN exhibits state-of-the-art performance across several metrics which measure both the joint and marginal distributions. We conclude with a numerical experiment on the log-Heston model, a popular SDE in mathematical finance, demonstrating that high-quality synthetic Lévy area can lead to high order weak convergence and variance reduction when using multilevel Monte Carlo (MLMC).

Abbi Abdel-Rehim, Oghenejokpeme Orhobor, Hang Lou et al.

The goal of Protein Structure Prediction (PSP) problem is to predict a protein's 3D structure (confirmation) from its amino acid sequence. The problem has been a 'holy grail' of science since the Noble prize-winning work of Anfinsen demonstrated that protein conformation was determined by sequence. A recent and important step towards this goal was the development of AlphaFold2, currently the best PSP method. AlphaFold2 is probably the highest profile application of AI to science. Both AlphaFold2 and RoseTTAFold (another impressive PSP method) have been published and placed in the public domain (code & models). Stacking is a form of ensemble machine learning ML in which multiple baseline models are first learnt, then a meta-model is learnt using the outputs of the baseline level model to form a model that outperforms the base models. Stacking has been successful in many applications. We developed the ARStack PSP method by stacking AlphaFold2 and RoseTTAFold. ARStack significantly outperforms AlphaFold2. We rigorously demonstrate this using two sets of non-homologous proteins, and a test set of protein structures published after that of AlphaFold2 and RoseTTAFold. As more high quality prediction methods are published it is likely that ensemble methods will increasingly outperform any single method.

Bowen Fang, Hao Ni, Yue Wu

The concept of the path-dependent partial differential equation (PPDE) was first introduced in the context of path-dependent derivatives in financial markets. Its semilinear form was later identified as a non-Markovian backward stochastic differential equation (BSDE). Compared to the classical PDE, the solution of a PPDE involves an infinite-dimensional spatial variable, making it challenging to approximate, if not impossible. In this paper, we propose a neural rough differential equation (NRDE)-based model to learn PPDEs, which effectively encodes the path information through the log-signature feature while capturing the fundamental dynamics. The proposed continuous-time model for the PPDE solution offers the benefits of efficient memory usage and the ability to scale with dimensionality. Several numerical experiments, provided to validate the performance of the proposed model in comparison to the strong baseline in the literature, are used to demonstrate its effectiveness.

Lei Jiang, Weixin Yang, Xin Zhang et al.

Skeleton-based action recognition (SAR) in videos is an important but challenging task in computer vision. The recent state-of-the-art (SOTA) models for SAR are primarily based on graph convolutional neural networks (GCNs), which are powerful in extracting the spatial information of skeleton data. However, it is yet clear that such GCN-based models can effectively capture the temporal dynamics of human action sequences. To this end, we propose the G-Dev layer, which exploits the path development -- a principled and parsimonious representation for sequential data by leveraging the Lie group structure. By integrating the G-Dev layer, the hybrid G-DevLSTM module enhances the traditional LSTM to reduce the time dimension while retaining high-frequency information. It can be conveniently applied to any temporal graph data, complementing existing advanced GCN-based models. Our empirical studies on the NTU60, NTU120 and Chalearn2013 datasets demonstrate that our proposed GCN-DevLSTM network consistently improves the strong GCN baseline models and achieves SOTA results with superior robustness in SAR tasks. The code is available at https://github.com/DeepIntoStreams/GCN-DevLSTM.

Hang Lou, Siran Li, Hao Ni

Generating high-fidelity time series data using generative adversarial networks (GANs) remains a challenging task, as it is difficult to capture the temporal dependence of joint probability distributions induced by time-series data. Towards this goal, a key step is the development of an effective discriminator to distinguish between time series distributions. We propose the so-called PCF-GAN, a novel GAN that incorporates the path characteristic function (PCF) as the principled representation of time series distribution into the discriminator to enhance its generative performance. On the one hand, we establish theoretical foundations of the PCF distance by proving its characteristicity, boundedness, differentiability with respect to generator parameters, and weak continuity, which ensure the stability and feasibility of training the PCF-GAN. On the other hand, we design efficient initialisation and optimisation schemes for PCFs to strengthen the discriminative power and accelerate training efficiency. To further boost the capabilities of complex time series generation, we integrate the auto-encoder structure via sequential embedding into the PCF-GAN, which provides additional reconstruction functionality. Extensive numerical experiments on various datasets demonstrate the consistently superior performance of PCF-GAN over state-of-the-art baselines, in both generation and reconstruction quality. Code is available at https://github.com/DeepIntoStreams/PCF-GAN.

Hao Ni, Lukasz Szpruch, Marc Sabate-Vidales et al.

Synthetic data is an emerging technology that can significantly accelerate the development and deployment of AI machine learning pipelines. In this work, we develop high-fidelity time-series generators, the SigWGAN, by combining continuous-time stochastic models with the newly proposed signature $W_1$ metric. The former are the Logsig-RNN models based on the stochastic differential equations, whereas the latter originates from the universal and principled mathematical features to characterize the measure induced by time series. SigWGAN allows turning computationally challenging GAN min-max problem into supervised learning while generating high fidelity samples. We validate the proposed model on both synthetic data generated by popular quantitative risk models and empirical financial data. Codes are available at https://github.com/SigCGANs/Sig-Wasserstein-GANs.git.

Jiajie Tao, Hao Ni, Chong Liu

Since the weak convergence for stochastic processes does not account for the growth of information over time which is represented by the underlying filtration, a slightly erroneous stochastic model in weak topology may cause huge loss in multi-periods decision making problems. To address such discontinuities Aldous introduced the extended weak convergence, which can fully characterise all essential properties, including the filtration, of stochastic processes; however was considered to be hard to find efficient numerical implementations. In this paper, we introduce a novel metric called High Rank PCF Distance (HRPCFD) for extended weak convergence based on the high rank path development method from rough path theory, which also defines the characteristic function for measure-valued processes. We then show that such HRPCFD admits many favourable analytic properties which allows us to design an efficient algorithm for training HRPCFD from data and construct the HRPCF-GAN by using HRPCFD as the discriminator for conditional time series generation. Our numerical experiments on both hypothesis testing and generative modelling validate the out-performance of our approach compared with several state-of-the-art methods, highlighting its potential in broad applications of synthetic time series generation and in addressing classic financial and economic challenges, such as optimal stopping or utility maximisation problems.

Yihao Ang, Yifan Bao, Lei Jiang et al.

Time-series data is central to decision-making in financial markets, yet building high-performing, interpretable, and auditable models remains a major challenge. While Automated Machine Learning (AutoML) frameworks streamline model development, they often lack adaptability and responsiveness to domain-specific needs and evolving objectives. Concurrently, Large Language Models (LLMs) have enabled agentic systems capable of reasoning, memory management, and dynamic code generation, offering a path toward more flexible workflow automation. In this paper, we introduce \textsf{TS-Agent}, a modular agentic framework designed to automate and enhance time-series modeling workflows for financial applications. The agent formalizes the pipeline as a structured, iterative decision process across three stages: model selection, code refinement, and fine-tuning, guided by contextual reasoning and experimental feedback. Central to our architecture is a planner agent equipped with structured knowledge banks, curated libraries of models and refinement strategies, which guide exploration, while improving interpretability and reducing error propagation. \textsf{TS-Agent} supports adaptive learning, robust debugging, and transparent auditing, key requirements for high-stakes environments such as financial services. Empirical evaluations on diverse financial forecasting and synthetic data generation tasks demonstrate that \textsf{TS-Agent} consistently outperforms state-of-the-art AutoML and agentic baselines, achieving superior accuracy, robustness, and decision traceability.

Kevin Schlegel, Lei Jiang, Hao Ni

Keypoint data has received a considerable amount of attention in machine learning for tasks like action detection and recognition. However, human experts in movement such as doctors, physiotherapists, sports scientists and coaches use a notion of joint angles standardised by the International Society of Biomechanics to precisely and efficiently communicate static body poses and movements. In this paper, we introduce the basic biomechanical notions and show how they can be used to convert common keypoint data into joint angles that uniquely describe the given pose and have various desirable mathematical properties, such as independence of both the camera viewpoint and the person performing the action. We experimentally demonstrate that the joint angle representation of keypoint data is suitable for machine learning applications and can in some cases bring an immediate performance gain. The use of joint angles as a human meaningful representation of kinematic data is in particular promising for applications where interpretability and dialog with human experts is important, such as many sports and medical applications. To facilitate further research in this direction, we will release a python package to convert keypoint data into joint angles as outlined in this paper.

Xinheng Xie, Yue Wu, Hao Ni et al.

Inspired by the traditional partial differential equation (PDE) approach for image denoising, we propose a novel neural network architecture, referred as NODE-ImgNet, that combines neural ordinary differential equations (NODEs) with convolutional neural network (CNN) blocks. NODE-ImgNet is intrinsically a PDE model, where the dynamic system is learned implicitly without the explicit specification of the PDE. This naturally circumvents the typical issues associated with introducing artifacts during the learning process. By invoking such a NODE structure, which can also be viewed as a continuous variant of a residual network (ResNet) and inherits its advantage in image denoising, our model achieves enhanced accuracy and parameter efficiency. In particular, our model exhibits consistent effectiveness in different scenarios, including denoising gray and color images perturbed by Gaussian noise, as well as real-noisy images, and demonstrates superiority in learning from small image datasets.

Weixin Yang, Terry Lyons, Hao Ni et al.

Landmark-based human action recognition in videos is a challenging task in computer vision. One key step is to design a generic approach that generates discriminative features for the spatial structure and temporal dynamics. To this end, we regard the evolving landmark data as a high-dimensional path and apply non-linear path signature techniques to provide an expressive, robust, non-linear, and interpretable representation for the sequential events. We do not extract signature features from the raw path, rather we propose path disintegrations and path transformations as preprocessing steps. Path disintegrations turn a high-dimensional path linearly into a collection of lower-dimensional paths; some of these paths are in pose space while others are defined over a multiscale collection of temporal intervals. Path transformations decorate the paths with additional coordinates in standard ways to allow the truncated signatures of transformed paths to expose additional features. For spatial representation, we apply the signature transform to vectorize the paths that arise out of pose disintegration, and for temporal representation, we apply it again to describe this evolving vectorization. Finally, all the features are collected together to constitute the input vector of a linear single-hidden-layer fully-connected network for classification. Experimental results on four datasets demonstrated that the proposed feature set with only a linear shallow network and Dropconnect is effective and achieves comparable state-of-the-art results to the advanced deep networks, and meanwhile, is capable of interpretation.