Dan Wang

h-index61
2papers
16,996citations

2 Papers

5.8AISep 23, 2024Code
SAMEdge: An Edge-cloud Video Analytics Architecture for the Segment Anything Model

Rui Lu, Siping Shi, Yanting Liu et al.

As artificial intelligence continues to evolve, it is increasingly capable of handling a wide range of video analytics tasks with merely one large model. One of the key foundation technologies is the Segment Anything Model (SAM), which allows the video analytics tasks to be determined on the fly according to the input prompts from the user. However, achieving real-time response in video analytics applications is crucial for user experiences due to the limited communication and computation resources on the edge, especially with SAM, where users may continuously interact by adding or adjusting prompts. In this paper, we propose SAMEdge, a novel edge-cloud computing architecture designed to support SAM computations for edge users. SAMEdge integrates new modules on the edge and the cloud to maximize analytics accuracy under visual prompts and image prompts input with latency constraints. It addresses resource challenges associated with prompt encoding and image encoding by offering a visual prompt transformation algorithm for visual prompts and efficient workload partitioning for image encoding. SAMEdge is implemented by extending the open-source SAM project from Meta AI. We demonstrate the practical application of SAMEdge through a case study on a Visual Tour Guide application. Our evaluation indicates that SAMEdge significantly enhances the accuracy of the video analytics application under distinct network bandwidths across various prompts.

24.8LGJul 3, 2024
AMA-LSTM: Pioneering Robust and Fair Financial Audio Analysis for Stock Volatility Prediction

Shengkun Wang, Taoran Ji, Jianfeng He et al.

Stock volatility prediction is an important task in the financial industry. Recent advancements in multimodal methodologies, which integrate both textual and auditory data, have demonstrated significant improvements in this domain, such as earnings calls (Earnings calls are public available and often involve the management team of a public company and interested parties to discuss the company's earnings). However, these multimodal methods have faced two drawbacks. First, they often fail to yield reliable models and overfit the data due to their absorption of stochastic information from the stock market. Moreover, using multimodal models to predict stock volatility suffers from gender bias and lacks an efficient way to eliminate such bias. To address these aforementioned problems, we use adversarial training to generate perturbations that simulate the inherent stochasticity and bias, by creating areas resistant to random information around the input space to improve model robustness and fairness. Our comprehensive experiments on two real-world financial audio datasets reveal that this method exceeds the performance of current state-of-the-art solution. This confirms the value of adversarial training in reducing stochasticity and bias for stock volatility prediction tasks.