Feng Qi

Erhan Bayraktar, Qi Feng, Zhaoyu Zhang

In this work, we study the deep signature algorithms for path-dependent options. We extend the backward scheme in [Huré-Pham-Warin. Mathematics of Computation 89, no. 324 (2020)] for state-dependent FBSDEs with reflections to path-dependent FBSDEs with reflections, by adding the signature layer to the backward scheme. Our algorithm applies to both European and American type option pricing problems while the payoff function depends on the whole paths of the underlying forward stock process. We prove the convergence analysis of our numerical algorithm with explicit dependence on the truncation order of the signature and the neural network approximation errors. Numerical examples for the algorithm are provided including: Amerasian option under the Black-Scholes model, American option with a path-dependent geometric mean payoff function, and the Shiryaev's optimal stopping problem.

Wei Deng, Qian Zhang, Qi Feng et al.

Parallel tempering (PT), also known as replica exchange, is the go-to workhorse for simulations of multi-modal distributions. The key to the success of PT is to adopt efficient swap schemes. The popular deterministic even-odd (DEO) scheme exploits the non-reversibility property and has successfully reduced the communication cost from $O(P^2)$ to $O(P)$ given sufficiently many $P$ chains. However, such an innovation largely disappears in big data due to the limited chains and few bias-corrected swaps. To handle this issue, we generalize the DEO scheme to promote non-reversibility and propose a few solutions to tackle the underlying bias caused by the geometric stopping time. Notably, in big data scenarios, we obtain an appealing communication cost $O(P\log P)$ based on the optimal window size. In addition, we also adopt stochastic gradient descent (SGD) with large and constant learning rates as exploration kernels. Such a user-friendly nature enables us to conduct approximation tasks for complex posteriors without much tuning costs.

Tongkun Guan, Chaochen Gu, Jingzheng Tu et al.

The attention mechanism has become the \emph{de facto} module in scene text recognition (STR) methods, due to its capability of extracting character-level representations. These methods can be summarized into implicit attention based and supervised attention based, depended on how the attention is computed, i.e., implicit attention and supervised attention are learned from sequence-level text annotations and or character-level bounding box annotations, respectively. Implicit attention, as it may extract coarse or even incorrect spatial regions as character attention, is prone to suffering from an alignment-drifted issue. Supervised attention can alleviate the above issue, but it is character category-specific, which requires extra laborious character-level bounding box annotations and would be memory-intensive when handling languages with larger character categories. To address the aforementioned issues, we propose a novel attention mechanism for STR, self-supervised implicit glyph attention (SIGA). SIGA delineates the glyph structures of text images by jointly self-supervised text segmentation and implicit attention alignment, which serve as the supervision to improve attention correctness without extra character-level annotations. Experimental results demonstrate that SIGA performs consistently and significantly better than previous attention-based STR methods, in terms of both attention correctness and final recognition performance on publicly available context benchmarks and our contributed contextless benchmarks.

Liangqi Zhang, Haibo Shen, Yihao Luo et al.

Modern efficient Convolutional Neural Networks(CNNs) always use Depthwise Separable Convolutions(DSCs) and Neural Architecture Search(NAS) to reduce the number of parameters and the computational complexity. But some inherent characteristics of networks are overlooked. Inspired by visualizing feature maps and N$\times$N(N$>$1) convolution kernels, several guidelines are introduced in this paper to further improve parameter efficiency and inference speed. Based on these guidelines, our parameter-efficient CNN architecture, called \textit{VGNetG}, achieves better accuracy and lower latency than previous networks with about 30%$\thicksim$50% parameters reduction. Our VGNetG-1.0MP achieves 67.7% top-1 accuracy with 0.99M parameters and 69.2% top-1 accuracy with 1.14M parameters on ImageNet classification dataset. Furthermore, we demonstrate that edge detectors can replace learnable depthwise convolution layers to mix features by replacing the N$\times$N kernels with fixed edge detection kernels. And our VGNetF-1.5MP archives 64.4%(-3.2%) top-1 accuracy and 66.2%(-1.4%) top-1 accuracy with additional Gaussian kernels.

Hanyang Liu, Shuai Yang, Feng Qi et al.

Recent automated machine learning systems often use learning curves ranking models to inform decisions about when to stop unpromising trials and identify better model configurations. In this paper, we present a novel learning curve ranking model specifically tailored for ranking normalized entropy (NE) learning curves, which are commonly used in online advertising and recommendation systems. Our proposed model, self-Adaptive Curve Transformation augmented Relative curve Ranking (ACTR2), features an adaptive curve transformation layer that transforms raw lifetime NE curves into composite window NE curves with the window sizes adaptively optimized based on both the position on the learning curve and the curve's dynamics. We also introduce a novel differentiable indexing method for the proposed adaptive curve transformation, which allows gradients with respect to the discrete indices to flow freely through the curve transformation layer, enabling the learned window sizes to be updated flexibly during training. Additionally, we propose a pairwise curve ranking architecture that directly models the difference between the two learning curves and is better at capturing subtle changes in relative performance that may not be evident when modeling each curve individually as the existing approaches did. Our extensive experiments on a real-world NE curve dataset demonstrate the effectiveness of each key component of ACTR2 and its improved performance over the state-of-the-art.

Qi Feng, Yihong Liu, Hinrich Schütze

Curriculum learning is a widely adopted training strategy in natural language processing (NLP), where models are exposed to examples organized by increasing difficulty to enhance learning efficiency and performance. However, most existing approaches rely on manually defined difficulty metrics -- such as text length -- which may not accurately reflect the model's own perspective. To overcome this limitation, we present a self-adaptive curriculum learning paradigm that prioritizes fine-tuning examples based on difficulty scores predicted by pre-trained language models (PLMs) themselves. Building on these scores, we explore various training strategies that differ in the ordering of examples for the fine-tuning: from easy-to-hard, hard-to-easy, to mixed sampling. We evaluate our method on four natural language understanding (NLU) datasets covering both binary and multi-class classification tasks. Experimental results show that our approach leads to faster convergence and improved performance compared to standard random sampling.

Hengrong Du, Qi Feng, Changwei Tu et al.

We consider the constrained sampling problem where the goal is to sample from a target distribution on a constrained domain. We propose skew-reflected non-reversible Langevin dynamics (SRNLD), a continuous-time stochastic differential equation with skew-reflected boundary. We obtain non-asymptotic convergence rate of SRNLD to the target distribution in both total variation and 1-Wasserstein distances. By breaking reversibility, we show that the convergence is faster than the special case of the reversible dynamics. Based on the discretization of SRNLD, we propose skew-reflected non-reversible Langevin Monte Carlo (SRNLMC), and obtain non-asymptotic discretization error from SRNLD, and convergence guarantees to the target distribution in 1-Wasserstein distance. We show better performance guarantees than the projected Langevin Monte Carlo in the literature that is based on the reversible dynamics. Numerical experiments are provided for both synthetic and real datasets to show efficiency of the proposed algorithms.

Qi Feng, Hubert P. H. Shum, Shigeo Morishima

Single-view depth estimation from omnidirectional images has gained popularity with its wide range of applications such as autonomous driving and scene reconstruction. Although data-driven learning-based methods demonstrate significant potential in this field, scarce training data and ineffective 360 estimation algorithms are still two key limitations hindering accurate estimation across diverse domains. In this work, we first establish a large-scale dataset with varied settings called Depth360 to tackle the training data problem. This is achieved by exploring the use of a plenteous source of data, 360 videos from the internet, using a test-time training method that leverages unique information in each omnidirectional sequence. With novel geometric and temporal constraints, our method generates consistent and convincing depth samples to facilitate single-view estimation. We then propose an end-to-end two-branch multi-task learning network, SegFuse, that mimics the human eye to effectively learn from the dataset and estimate high-quality depth maps from diverse monocular RGB images. With a peripheral branch that uses equirectangular projection for depth estimation and a foveal branch that uses cubemap projection for semantic segmentation, our method predicts consistent global depth while maintaining sharp details at local regions. Experimental results show favorable performance against the state-of-the-art methods.

Yihao Luo, Xiang Cao, Juntao Zhang et al.

With the continuous improvement of the performance of object detectors via advanced model architectures, imbalance problems in the training process have received more attention. It is a common paradigm in object detection frameworks to perform multi-scale detection. However, each scale is treated equally during training. In this paper, we carefully study the objective imbalance of multi-scale detector training. We argue that the loss in each scale level is neither equally important nor independent. Different from the existing solutions of setting multi-task weights, we dynamically optimize the loss weight of each scale level in the training process. Specifically, we propose an Adaptive Variance Weighting (AVW) to balance multi-scale loss according to the statistical variance. Then we develop a novel Reinforcement Learning Optimization (RLO) to decide the weighting scheme probabilistically during training. The proposed dynamic methods make better utilization of multi-scale training loss without extra computational complexity and learnable parameters for backpropagation. Experiments show that our approaches can consistently boost the performance over various baseline detectors on Pascal VOC and MS COCO benchmark.