Xin Cheng

Xin Cheng, Deng-Bao Wang, Lei Feng et al.

Partial-label learning is a popular weakly supervised learning setting that allows each training example to be annotated with a set of candidate labels. Previous studies on partial-label learning only focused on the classification setting where candidate labels are all discrete, which cannot handle continuous labels with real values. In this paper, we provide the first attempt to investigate partial-label regression, where each training example is annotated with a set of real-valued candidate labels. To solve this problem, we first propose a simple baseline method that takes the average loss incurred by candidate labels as the predictive loss. The drawback of this method lies in that the loss incurred by the true label may be overwhelmed by other false labels. To overcome this drawback, we propose an identification method that takes the least loss incurred by candidate labels as the predictive loss. We further improve it by proposing a progressive identification method to differentiate candidate labels using progressively updated weights for incurred losses. We prove that the latter two methods are model-consistent and provide convergence analyses. Our proposed methods are theoretically grounded and can be compatible with any models, optimizers, and losses. Experiments validate the effectiveness of our proposed methods.

Xin Cheng, Yuzhou Cao, Ximing Li et al.

This paper investigates an interesting weakly supervised regression setting called regression with interval targets (RIT). Although some of the previous methods on relevant regression settings can be adapted to RIT, they are not statistically consistent, and thus their empirical performance is not guaranteed. In this paper, we provide a thorough study on RIT. First, we proposed a novel statistical model to describe the data generation process for RIT and demonstrate its validity. Second, we analyze a simple selection method for RIT, which selects a particular value in the interval as the target value to train the model. Third, we propose a statistically consistent limiting method for RIT to train the model by limiting the predictions to the interval. We further derive an estimation error bound for our limiting method. Finally, extensive experiments on various datasets demonstrate the effectiveness of our proposed method.

Xin Cheng, Yuzhou Cao, Haobo Wang et al.

Learning with rejection is an important framework that can refrain from making predictions to avoid critical mispredictions by balancing between prediction and rejection. Previous studies on cost-based rejection only focused on the classification setting, which cannot handle the continuous and infinite target space in the regression setting. In this paper, we investigate a novel regression problem called regression with cost-based rejection, where the model can reject to make predictions on some examples given certain rejection costs. To solve this problem, we first formulate the expected risk for this problem and then derive the Bayes optimal solution, which shows that the optimal model should reject to make predictions on the examples whose variance is larger than the rejection cost when the mean squared error is used as the evaluation metric. Furthermore, we propose to train the model by a surrogate loss function that considers rejection as binary classification and we provide conditions for the model consistency, which implies that the Bayes optimal solution can be recovered by our proposed surrogate loss. Extensive experiments demonstrate the effectiveness of our proposed method.

Xiuying Chen, Mingzhe Li, Shen Gao et al.

A proficient summarization model should exhibit both flexibility -- the capacity to handle a range of in-domain summarization tasks, and adaptability -- the competence to acquire new knowledge and adjust to unseen out-of-domain tasks. Unlike large language models (LLMs) that achieve this through parameter scaling, we propose a more parameter-efficient approach in this study. Our motivation rests on the principle that the general summarization ability to capture salient information can be shared across different tasks, while the domain-specific summarization abilities need to be distinct and tailored. Concretely, we propose MoeSumm, a Mixture-of-Expert Summarization architecture, which utilizes a main expert for gaining the general summarization capability and deputy experts that selectively collaborate to meet specific summarization task requirements. We further propose a max-margin loss to stimulate the separation of these abilities. Our model's distinct separation of general and domain-specific summarization abilities grants it with notable flexibility and adaptability, all while maintaining parameter efficiency. MoeSumm achieves flexibility by managing summarization across multiple domains with a single model, utilizing a shared main expert and selected deputy experts. It exhibits adaptability by tailoring deputy experts to cater to out-of-domain few-shot and zero-shot scenarios. Experimental results on 11 datasets show the superiority of our model compared with recent baselines and LLMs. We also provide statistical and visual evidence of the distinct separation of the two abilities in MoeSumm (https://github.com/iriscxy/MoE_Summ).

Xin Cheng, Xiuying Chen, Shuqi Li et al.

Time series prediction is crucial for understanding and forecasting complex dynamics in various domains, ranging from finance and economics to climate and healthcare. Based on Transformer architecture, one approach involves encoding multiple variables from the same timestamp into a single temporal token to model global dependencies. In contrast, another approach embeds the time points of individual series into separate variate tokens. The former method faces challenges in learning variate-centric representations, while the latter risks missing essential temporal information critical for accurate forecasting. In our work, we introduce GridTST, a model that combines the benefits of two approaches using innovative multi-directional attentions based on a vanilla Transformer. We regard the input time series data as a grid, where the $x$-axis represents the time steps and the $y$-axis represents the variates. A vertical slicing of this grid combines the variates at each time step into a \textit{time token}, while a horizontal slicing embeds the individual series across all time steps into a \textit{variate token}. Correspondingly, a \textit{horizontal attention mechanism} focuses on time tokens to comprehend the correlations between data at various time steps, while a \textit{vertical}, variate-aware \textit{attention} is employed to grasp multivariate correlations. This combination enables efficient processing of information across both time and variate dimensions, thereby enhancing the model's analytical strength. % We also integrate the patch technique, segmenting time tokens into subseries-level patches, ensuring that local semantic information is retained in the embedding. The GridTST model consistently delivers state-of-the-art performance across various real-world datasets.

Soham Mukherjee, Shreyas N. Samaga, Cheng Xin et al.

End-to-end topological learning using 1-parameter persistence is well-known. We show that the framework can be enhanced using 2-parameter persistence by adopting a recently introduced 2-parameter persistence based vectorization technique called GRIL. We establish a theoretical foundation of differentiating GRIL producing D-GRIL. We show that D-GRIL can be used to learn a bifiltration function on standard benchmark graph datasets. Further, we exhibit that this framework can be applied in the context of bio-activity prediction in drug discovery.