Siyi Wang

CV
h-index27
3papers
6citations
Novelty53%
AI Score26

3 Papers

1.5CVApr 17, 2023
Multimodal Short Video Rumor Detection System Based on Contrastive Learning

Yuxing Yang, Junhao Zhao, Siyi Wang et al.

With the rise of short video platforms as prominent channels for news dissemination, major platforms in China have gradually evolved into fertile grounds for the proliferation of fake news. However, distinguishing short video rumors poses a significant challenge due to the substantial amount of information and shared features among videos, resulting in homogeneity. To address the dissemination of short video rumors effectively, our research group proposes a methodology encompassing multimodal feature fusion and the integration of external knowledge, considering the merits and drawbacks of each algorithm. The proposed detection approach entails the following steps: (1) creation of a comprehensive dataset comprising multiple features extracted from short videos; (2) development of a multimodal rumor detection model: first, we employ the Temporal Segment Networks (TSN) video coding model to extract video features, followed by the utilization of Optical Character Recognition (OCR) and Automatic Speech Recognition (ASR) to extract textual features. Subsequently, the BERT model is employed to fuse textual and video features; (3) distinction is achieved through contrast learning: we acquire external knowledge by crawling relevant sources and leverage a vector database to incorporate this knowledge into the classification output. Our research process is driven by practical considerations, and the knowledge derived from this study will hold significant value in practical scenarios, such as short video rumor identification and the management of social opinions.

2.6LGSep 25, 2024
Risk-averse learning with delayed feedback

Siyi Wang, Zifan Wang, Karl Henrik Johansson et al.

In real-world scenarios, risk-averse learning is valuable for mitigating potential adverse outcomes. However, the delayed feedback makes it challenging to assess and manage risk effectively. In this paper, we investigate risk-averse learning using Conditional Value at Risk (CVaR) as risk measure, while incorporating feedback with random but bounded delays. We develop two risk-averse learning algorithms that rely on one-point and two-point zeroth-order optimization approaches, respectively. The dynamic regrets of the algorithms are analyzed in terms of the cumulative delay and the number of total samplings. In the absence of delay, the regret bounds match the established bounds of zeroth-order stochastic gradient methods for risk-averse learning. Furthermore, the two-point risk-averse learning outperforms the one-point algorithm by achieving a smaller regret bound. We provide numerical experiments on a dynamic pricing problem to demonstrate the performance of the algorithms.

4.3SYApr 3, 2024
Risk-averse Learning with Non-Stationary Distributions

Siyi Wang, Zifan Wang, Xinlei Yi et al.

Considering non-stationary environments in online optimization enables decision-maker to effectively adapt to changes and improve its performance over time. In such cases, it is favorable to adopt a strategy that minimizes the negative impact of change to avoid potentially risky situations. In this paper, we investigate risk-averse online optimization where the distribution of the random cost changes over time. We minimize risk-averse objective function using the Conditional Value at Risk (CVaR) as risk measure. Due to the difficulty in obtaining the exact CVaR gradient, we employ a zeroth-order optimization approach that queries the cost function values multiple times at each iteration and estimates the CVaR gradient using the sampled values. To facilitate the regret analysis, we use a variation metric based on Wasserstein distance to capture time-varying distributions. Given that the distribution variation is sub-linear in the total number of episodes, we show that our designed learning algorithm achieves sub-linear dynamic regret with high probability for both convex and strongly convex functions. Moreover, theoretical results suggest that increasing the number of samples leads to a reduction in the dynamic regret bounds until the sampling number reaches a specific limit. Finally, we provide numerical experiments of dynamic pricing in a parking lot to illustrate the efficacy of the designed algorithm.