Yang Cao

Long Peng, Wenbo Li, Jiaming Guo et al.

Real-world image super-resolution (Real SR) aims to generate high-fidelity, detail-rich high-resolution (HR) images from low-resolution (LR) counterparts. Existing Real SR methods primarily focus on generating details from the LR RGB domain, often leading to a lack of richness or fidelity in fine details. In this paper, we pioneer the use of details hidden in RAW data to complement existing RGB-only methods, yielding superior outputs. We argue that key image processing steps in Image Signal Processing, such as denoising and demosaicing, inherently result in the loss of fine details in LR images, making LR RAW a valuable information source. To validate this, we present RealSR-RAW, a comprehensive dataset comprising over 10,000 pairs with LR and HR RGB images, along with corresponding LR RAW, captured across multiple smartphones under varying focal lengths and diverse scenes. Additionally, we propose a novel, general RAW adapter to efficiently integrate LR RAW data into existing CNNs, Transformers, and Diffusion-based Real SR models by suppressing the noise contained in LR RAW and aligning its distribution. Extensive experiments demonstrate that incorporating RAW data significantly enhances detail recovery and improves Real SR performance across ten evaluation metrics, including both fidelity and perception-oriented metrics. Our findings open a new direction for the Real SR task, with the dataset and code will be made available to support future research.

Wei Yuan, Guanhua Ye, Xiangyu Zhao et al.

Time series forecasting plays a critical role in various real-world applications, including energy consumption prediction, disease transmission monitoring, and weather forecasting. Although substantial progress has been made in time series forecasting, most existing methods rely on a centralized training paradigm, where large amounts of data are collected from distributed devices (e.g., sensors, wearables) to a central cloud server. However, this paradigm has overloaded communication networks and raised privacy concerns. Federated learning, a popular privacy-preserving technique, enables collaborative model training across distributed data sources. However, directly applying federated learning to time series forecasting often yields suboptimal results, as time series data generated by different devices are inherently heterogeneous. In this paper, we propose a novel framework, Fed-TREND, to address data heterogeneity by generating informative synthetic data as auxiliary knowledge carriers. Specifically, Fed-TREND generates two types of synthetic data. The first type of synthetic data captures the representative distribution information from clients' uploaded model updates and enhances clients' local training consensus. The second kind of synthetic data extracts long-term influence insights from global model update trajectories and is used to refine the global model after aggregation. Fed-TREND is compatible with most time series forecasting models and can be seamlessly integrated into existing federated learning frameworks to improve prediction performance. Extensive experiments on eight datasets, using several federated learning baselines and four popular time series forecasting models, demonstrate the effectiveness and generalizability of Fed-TREND.

Yang Cao, Zheng Wen, Branislav Kveton et al.

Multi-armed bandit (MAB) is a class of online learning problems where a learning agent aims to maximize its expected cumulative reward while repeatedly selecting to pull arms with unknown reward distributions. We consider a scenario where the reward distributions may change in a piecewise-stationary fashion at unknown time steps. We show that by incorporating a simple change-detection component with classic UCB algorithms to detect and adapt to changes, our so-called M-UCB algorithm can achieve nearly optimal regret bound on the order of $O(\sqrt{MKT\log T})$, where $T$ is the number of time steps, $K$ is the number of arms, and $M$ is the number of stationary segments. Comparison with the best available lower bound shows that our M-UCB is nearly optimal in $T$ up to a logarithmic factor. We also compare M-UCB with the state-of-the-art algorithms in numerical experiments using a public Yahoo! dataset to demonstrate its superior performance.

Yang Cao, Liyan Xie, Yao Xie et al.

Sequential change-point detection when the distribution parameters are unknown is a fundamental problem in statistics and machine learning. When the post-change parameters are unknown, we consider a set of detection procedures based on sequential likelihood ratios with non-anticipating estimators constructed using online convex optimization algorithms such as online mirror descent, which provides a more versatile approach to tackle complex situations where recursive maximum likelihood estimators cannot be found. When the underlying distributions belong to a exponential family and the estimators satisfy the logarithm regret property, we show that this approach is nearly second-order asymptotically optimal. This means that the upper bound for the false alarm rate of the algorithm (measured by the average-run-length) meets the lower bound asymptotically up to a log-log factor when the threshold tends to infinity. Our proof is achieved by making a connection between sequential change-point and online convex optimization and leveraging the logarithmic regret bound property of online mirror descent algorithm. Numerical and real data examples validate our theory.