AIMay 27Code
PortBench: A Correlation-Aware, Full-Pipeline Benchmark for LLM-Driven Portfolio ManagementYuxuan Zhao, Sijia Chen, Ningxin Su
LLMs have shown strong performance across diverse financial tasks, yet portfolio management (PM), a critical financial decision-making task, remains poorly benchmarked. Existing benchmarks exhibit two main gaps: they ignore cross-asset correlation structures, thereby failing to distinguish genuinely diversified portfolios from concentrated ones, and fail to evaluate the complete PM decision pipeline in real-world scenarios. We introduce PortBench, a benchmark spanning six heterogeneous asset classes over ten years. PortBench consists of two complementary layers: a static QA dataset of 6,269 correlation-based questions across seven task templates, and a dynamic five-stage allocation pipeline that mirrors the full PM decision cycle. To evaluate these layers, we introduce two dedicated metrics: a dual-layer correlation score that measures whether proposed portfolios exploit inter-class hedging and avoid intra-class concentration, and CEPS, a metric that quantifies how reasoning errors compound across pipeline stages. We further assess strategy robustness and investor alignment under three historical stress regimes and risk profiles. Evaluating ten frontier LLMs, we find that despite strong performance on static financial QA, 90\% of model-profile combinations fail to outperform a basic equal-weight allocation, and models that satisfy every procedural constraint still suffer catastrophic drawdowns under stress. Our source code is available at \href{https://github.com/AgenticFinLab/portbench}{this https URL}.
MAApr 8Code
On the Uncertainty of Large Language Model-Based Multi-Agent SystemsYuxuan Zhao, Sijia Chen, Ningxin Su
Multi-agent systems (MAS) have emerged as a prominent paradigm for leveraging large language models (LLMs) to tackle complex tasks. However, the mechanisms governing the effectiveness of MAS built upon publicly available LLMs, specifically the underlying rationales for their success or failure, remain largely unexplored. In this paper, we revisit MAS through the perspective of uncertainty, considering both intra- and inter-agent dynamics by investigating entropy transitions during problem-solving across various topologies and six benchmark tasks. By analyzing 245 features spanning token-, trajectory-, and round-level entropy, we counterintuitively find that a single agent outperforms MAS in approximately 43.3% of cases, and that uncertainty dynamics are largely determined during the first round of interaction. Furthermore, we provide three key observations: 1) Certainty Preference: reducing uncertainty at any stage for any agent is critical for guaranteeing correct solutions; 2) Base Uncertainty: base models with lower entropy during problem-solving directly benefit MAS performance; and 3) Task Awareness: entropy dynamics of MAS play varying roles across different tasks. Building on these insights, we introduce a simple yet effective algorithm, the Entropy Judger, to select solutions from MAS's pass@k results, leading to consistent accuracy improvements across all MAS configurations and tasks. Our source code is available at https://github.com/AgenticFinLab/multiagent-entropy.
CVJan 29
Early and Prediagnostic Detection of Pancreatic Cancer from Computed TomographyWenxuan Li, Pedro R. A. S. Bassi, Lizhou Wu et al.
Pancreatic ductal adenocarcinoma (PDAC), one of the deadliest solid malignancies, is often detected at a late and inoperable stage. Retrospective reviews of prediagnostic CT scans, when conducted by expert radiologists aware that the patient later developed PDAC, frequently reveal lesions that were previously overlooked. To help detecting these lesions earlier, we developed an automated system named ePAI (early Pancreatic cancer detection with Artificial Intelligence). It was trained on data from 1,598 patients from a single medical center. In the internal test involving 1,009 patients, ePAI achieved an area under the receiver operating characteristic curve (AUC) of 0.939-0.999, a sensitivity of 95.3%, and a specificity of 98.7% for detecting small PDAC less than 2 cm in diameter, precisely localizing PDAC as small as 2 mm. In an external test involving 7,158 patients across 6 centers, ePAI achieved an AUC of 0.918-0.945, a sensitivity of 91.5%, and a specificity of 88.0%, precisely localizing PDAC as small as 5 mm. Importantly, ePAI detected PDACs on prediagnostic CT scans obtained 3 to 36 months before clinical diagnosis that had originally been overlooked by radiologists. It successfully detected and localized PDACs in 75 of 159 patients, with a median lead time of 347 days before clinical diagnosis. Our multi-reader study showed that ePAI significantly outperformed 30 board-certified radiologists by 50.3% (P < 0.05) in sensitivity while maintaining a comparable specificity of 95.4% in detecting PDACs early and prediagnostic. These findings suggest its potential of ePAI as an assistive tool to improve early detection of pancreatic cancer.
NCMar 22, 2023
Brain-inspired bodily self-perception model for robot rubber hand illusionYuxuan Zhao, Enmeng Lu, Yi Zeng
At the core of bodily self-consciousness is the perception of the ownership of one's body. Recent efforts to gain a deeper understanding of the mechanisms behind the brain's encoding of the self-body have led to various attempts to develop a unified theoretical framework to explain related behavioral and neurophysiological phenomena. A central question to be explained is how body illusions such as the rubber hand illusion actually occur. Despite the conceptual descriptions of the mechanisms of bodily self-consciousness and the possible relevant brain areas, the existing theoretical models still lack an explanation of the computational mechanisms by which the brain encodes the perception of one's body and how our subjectively perceived body illusions can be generated by neural networks. Here we integrate the biological findings of bodily self-consciousness to propose a Brain-inspired bodily self-perception model, by which perceptions of bodily self can be autonomously constructed without any supervision signals. We successfully validated our computational model with six rubber hand illusion experiments and a disability experiment on platforms including a iCub humanoid robot and simulated environments. The experimental results show that our model can not only well replicate the behavioral and neural data of monkeys in biological experiments, but also reasonably explain the causes and results of the rubber hand illusion from the neuronal level due to advantages in biological interpretability, thus contributing to the revealing of the computational and neural mechanisms underlying the occurrence of the rubber hand illusion.
ROMay 15
Empowering Robot Teleoperation: Exploring the Synergies Between Devices and Manipulator Controllers in a Comparative StudyYuxuan Zhao, Yuanchen Tang, Jindi Zhang et al.
Robot learning empowers the robot system with human brain-like intelligence to autonomously acquire and adapt skills through experience, enhancing flexibility and adaptability in various environments. Aimed at achieving a similar level of capability in large language models (LLMs) for embodied intelligence, data quality plays a crucial role in training a foundational model with diverse robot skills. In this study, we investigate the collection of data for manipulation tasks using teleoperation devices. Different devices yield varying effects when paired with corresponding controller strategies, including position-based inverse kinematic (IK) control, torque-based inverse dynamic (ID) control, and optimization-based compliant control. Analysis of experimental results suggests the importance of the relationship between teleoperation devices and controllers for real tasks.
CLOct 20, 2023
Challenges and Contributing Factors in the Utilization of Large Language Models (LLMs)Xiaoliang Chen, Liangbin Li, Le Chang et al.
With the development of large language models (LLMs) like the GPT series, their widespread use across various application scenarios presents a myriad of challenges. This review initially explores the issue of domain specificity, where LLMs may struggle to provide precise answers to specialized questions within niche fields. The problem of knowledge forgetting arises as these LLMs might find it hard to balance old and new information. The knowledge repetition phenomenon reveals that sometimes LLMs might deliver overly mechanized responses, lacking depth and originality. Furthermore, knowledge illusion describes situations where LLMs might provide answers that seem insightful but are actually superficial, while knowledge toxicity focuses on harmful or biased information outputs. These challenges underscore problems in the training data and algorithmic design of LLMs. To address these issues, it's suggested to diversify training data, fine-tune models, enhance transparency and interpretability, and incorporate ethics and fairness training. Future technological trends might lean towards iterative methodologies, multimodal learning, model personalization and customization, and real-time learning and feedback mechanisms. In conclusion, future LLMs should prioritize fairness, transparency, and ethics, ensuring they uphold high moral and ethical standards when serving humanity.
CPDec 11, 2025Code
PyFi: Toward Pyramid-like Financial Image Understanding for VLMs via Adversarial AgentsYuqun Zhang, Yuxuan Zhao, Sijia Chen
This paper proposes PyFi, a novel framework for pyramid-like financial image understanding that enables vision language models (VLMs) to reason through question chains in a progressive, simple-to-complex manner. At the core of PyFi is PyFi-600K, a dataset comprising 600K financial question-answer pairs organized into a reasoning pyramid: questions at the base require only basic perception, while those toward the apex demand increasing levels of capability in financial visual understanding and expertise. This data is scalable because it is synthesized without human annotations, using PyFi-adv, a multi-agent adversarial mechanism under the Monte Carlo Tree Search (MCTS) paradigm, in which, for each image, a challenger agent competes with a solver agent by generating question chains that progressively probe deeper capability levels in financial visual reasoning. Leveraging this dataset, we present fine-grained, hierarchical, and comprehensive evaluations of advanced VLMs in the financial domain. Moreover, fine-tuning Qwen2.5-VL-3B and Qwen2.5-VL-7B on the pyramid-structured question chains enables these models to answer complex financial questions by decomposing them into sub-questions with gradually increasing reasoning demands, yielding average accuracy improvements of 19.52% and 8.06%, respectively, on the dataset. All resources of code, dataset and models are available at: https://github.com/AgenticFinLab/PyFi .
STMay 9
Posterior Concentration of Bayesian Physics-Informed Neural Networks for Elliptic PDEsYuxuan Zhao, Yulong Lu
We study the posterior contraction rate of Bayesian Physics-Informed Neural Networks (PINNs) for solving a general class of elliptic partial differential equations (PDEs). We focus on learning of the elliptic equation with a non-homogeneous Dirichlet boundary condition from independent and noisy measurements collected both inside the domain and on the boundary. Assuming that the PDE admits a strong solution in a Hölder space and using with a suitably constructed prior on the neural network weights, we prove that the posterior distribution concentrates around the exact solution at a near-minimax rate. Furthermore, the chosen prior is rate-adaptive: the posterior contracts at an (almost) optimal rate without prior knowledge of the smoothness level of the exact solution. Our results provide statistical guarantees for uncertainty quantification of PDEs via Bayesian PINNs.
ROMar 10
DexHiL: A Human-in-the-Loop Framework for Vision-Language-Action Model Post-Training in Dexterous ManipulationYifan Han, Zhongxi Chen, Yuxuan Zhao et al.
While Vision-Language-Action (VLA) models have demonstrated promising generalization capabilities in robotic manipulation, deploying them on specific and complex downstream tasks still demands effective post-training. In parallel, Human-in-the-Loop (HiL) learning has proven to be a powerful mechanism for refining robot policies. However, extending this paradigm to dexterous manipulation remains challenging: multi-finger control is high-dimensional, contact-intensive, and exhibits execution distributions that differ markedly from standard arm motions, leaving existing dexterous VLA systems limited in reliability and adaptability. We present DexHiL, the first integrated arm-hand human-in-the-loop framework for dexterous VLA models, enabling coordinated interventions over the arm and the dexterous hand within a single system. DexHiL introduces an intervention-aware data sampling strategy that prioritizes corrective segments for post-training, alongside a lightweight teleoperation interface that supports instantaneous human corrections during execution. Real-robot experiments demonstrate that DexHiL serves as an effective post-training framework, yielding a substantial performance leap, outperforming standard offline-only fine-tuning baselines by an average of 25% in success rates across distinct tasks. Project page: https://chenzhongxi-sjtu.github.io/dexhil/
AINov 22, 2024
mR$^2$AG: Multimodal Retrieval-Reflection-Augmented Generation for Knowledge-Based VQATao Zhang, Ziqi Zhang, Zongyang Ma et al.
Advanced Multimodal Large Language Models (MLLMs) struggle with recent Knowledge-based VQA tasks, such as INFOSEEK and Encyclopedic-VQA, due to their limited and frozen knowledge scope, often leading to ambiguous and inaccurate responses. Thus, multimodal Retrieval-Augmented Generation (mRAG) is naturally introduced to provide MLLMs with comprehensive and up-to-date knowledge, effectively expanding the knowledge scope. However, current mRAG methods have inherent drawbacks, including: 1) Performing retrieval even when external knowledge is not needed. 2) Lacking of identification of evidence that supports the query. 3) Increasing model complexity due to additional information filtering modules or rules. To address these shortcomings, we propose a novel generalized framework called \textbf{m}ultimodal \textbf{R}etrieval-\textbf{R}eflection-\textbf{A}ugmented \textbf{G}eneration (mR$^2$AG), which achieves adaptive retrieval and useful information localization to enable answers through two easy-to-implement reflection operations, preventing high model complexity. In mR$^2$AG, Retrieval-Reflection is designed to distinguish different user queries and avoids redundant retrieval calls, and Relevance-Reflection is introduced to guide the MLLM in locating beneficial evidence of the retrieved content and generating answers accordingly. In addition, mR$^2$AG can be integrated into any well-trained MLLM with efficient fine-tuning on the proposed mR$^2$AG Instruction-Tuning dataset (mR$^2$AG-IT). mR$^2$AG significantly outperforms state-of-the-art MLLMs (e.g., GPT-4v/o) and RAG-based MLLMs on INFOSEEK and Encyclopedic-VQA, while maintaining the exceptional capabilities of base MLLMs across a wide range of Visual-dependent tasks.
CVJan 6, 2025
ScaleMAI: Accelerating the Development of Trusted Datasets and AI ModelsWenxuan Li, Pedro R. A. S. Bassi, Tianyu Lin et al.
Building trusted datasets is critical for transparent and responsible Medical AI (MAI) research, but creating even small, high-quality datasets can take years of effort from multidisciplinary teams. This process often delays AI benefits, as human-centric data creation and AI-centric model development are treated as separate, sequential steps. To overcome this, we propose ScaleMAI, an agent of AI-integrated data curation and annotation, allowing data quality and AI performance to improve in a self-reinforcing cycle and reducing development time from years to months. We adopt pancreatic tumor detection as an example. First, ScaleMAI progressively creates a dataset of 25,362 CT scans, including per-voxel annotations for benign/malignant tumors and 24 anatomical structures. Second, through progressive human-in-the-loop iterations, ScaleMAI provides Flagship AI Model that can approach the proficiency of expert annotators (30-year experience) in detecting pancreatic tumors. Flagship Model significantly outperforms models developed from smaller, fixed-quality datasets, with substantial gains in tumor detection (+14%), segmentation (+5%), and classification (72%) on three prestigious benchmarks. In summary, ScaleMAI transforms the speed, scale, and reliability of medical dataset creation, paving the way for a variety of impactful, data-driven applications.
AIMay 24, 2024
Automatic parking planning control method based on improved A* algorithmYuxuan Zhao
As the trend of moving away from high-precision maps gradually emerges in the autonomous driving industry,traditional planning algorithms are gradually exposing some problems. To address the high real-time, high precision, and high trajectory quality requirements posed by the automatic parking task under real-time perceived local maps,this paper proposes an improved automatic parking planning algorithm based on the A* algorithm, and uses Model Predictive Control (MPC) as the control module for automatic parking.The algorithm enhances the planning real-time performance by optimizing heuristic functions, binary heap optimization, and bidirectional search; it calculates the passability of narrow areas by dynamically loading obstacles and introduces the vehicle's own volume during planning; it improves trajectory quality by using neighborhood expansion and Bezier curve optimization methods to meet the high trajectory quality requirements of the parking task. After obtaining the output results of the planning algorithm, a loss function is designed according to the characteristics of the automatic parking task under local maps, and the MPC algorithm is used to output control commands to drive the car along the planned trajectory. This paper uses the perception results of real driving environments converted into maps as planning inputs to conduct simulation tests and ablation experiments on the algorithm. Experimental results show that the improved algorithm proposed in this paper can effectively meet the special requirements of automatic parking under local maps and complete the automatic parking planning and control tasks.
NEApr 18, 2025
Evolution of Optimization Algorithms for Global Placement via Large Language ModelsXufeng Yao, Jiaxi Jiang, Yuxuan Zhao et al.
Optimization algorithms are widely employed to tackle complex problems, but designing them manually is often labor-intensive and requires significant expertise. Global placement is a fundamental step in electronic design automation (EDA). While analytical approaches represent the state-of-the-art (SOTA) in global placement, their core optimization algorithms remain heavily dependent on heuristics and customized components, such as initialization strategies, preconditioning methods, and line search techniques. This paper presents an automated framework that leverages large language models (LLM) to evolve optimization algorithms for global placement. We first generate diverse candidate algorithms using LLM through carefully crafted prompts. Then we introduce an LLM-based genetic flow to evolve selected candidate algorithms. The discovered optimization algorithms exhibit substantial performance improvements across many benchmarks. Specifically, Our design-case-specific discovered algorithms achieve average HPWL improvements of \textbf{5.05\%}, \text{5.29\%} and \textbf{8.30\%} on MMS, ISPD2005 and ISPD2019 benchmarks, and up to \textbf{17\%} improvements on individual cases. Additionally, the discovered algorithms demonstrate good generalization ability and are complementary to existing parameter-tuning methods.
AIFeb 29, 2024
Brain-inspired and Self-based Artificial IntelligenceYi Zeng, Feifei Zhao, Yuxuan Zhao et al.
The question "Can machines think?" and the Turing Test to assess whether machines could achieve human-level intelligence is one of the roots of AI. With the philosophical argument "I think, therefore I am", this paper challenge the idea of a "thinking machine" supported by current AIs since there is no sense of self in them. Current artificial intelligence is only seemingly intelligent information processing and does not truly understand or be subjectively aware of oneself and perceive the world with the self as human intelligence does. In this paper, we introduce a Brain-inspired and Self-based Artificial Intelligence (BriSe AI) paradigm. This BriSe AI paradigm is dedicated to coordinating various cognitive functions and learning strategies in a self-organized manner to build human-level AI models and robotic applications. Specifically, BriSe AI emphasizes the crucial role of the Self in shaping the future AI, rooted with a practical hierarchical Self framework, including Perception and Learning, Bodily Self, Autonomous Self, Social Self, and Conceptual Self. The hierarchical framework of the Self highlights self-based environment perception, self-bodily modeling, autonomous interaction with the environment, social interaction and collaboration with others, and even more abstract understanding of the Self. Furthermore, the positive mutual promotion and support among multiple levels of Self, as well as between Self and learning, enhance the BriSe AI's conscious understanding of information and flexible adaptation to complex environments, serving as a driving force propelling BriSe AI towards real Artificial General Intelligence.
CVOct 16, 2025
Scaling Tumor Segmentation: Best Lessons from Real and Synthetic DataQi Chen, Xinze Zhou, Chen Liu et al.
AI for tumor segmentation is limited by the lack of large, voxel-wise annotated datasets, which are hard to create and require medical experts. In our proprietary JHH dataset of 3,000 annotated pancreatic tumor scans, we found that AI performance stopped improving after 1,500 scans. With synthetic data, we reached the same performance using only 500 real scans. This finding suggests that synthetic data can steepen data scaling laws, enabling more efficient model training than real data alone. Motivated by these lessons, we created AbdomenAtlas 2.0--a dataset of 10,135 CT scans with a total of 15,130 tumor instances per-voxel manually annotated in six organs (pancreas, liver, kidney, colon, esophagus, and uterus) and 5,893 control scans. Annotated by 23 expert radiologists, it is several orders of magnitude larger than existing public tumor datasets. While we continue expanding the dataset, the current version of AbdomenAtlas 2.0 already provides a strong foundation--based on lessons from the JHH dataset--for training AI to segment tumors in six organs. It achieves notable improvements over public datasets, with a +7% DSC gain on in-distribution tests and +16% on out-of-distribution tests.
CLJul 4, 2025
Backtesting Sentiment Signals for Trading: Evaluating the Viability of Alpha Generation from Sentiment AnalysisElvys Linhares Pontes, Carlos-Emiliano González-Gallardo, Georgeta Bordea et al.
Sentiment analysis, widely used in product reviews, also impacts financial markets by influencing asset prices through microblogs and news articles. Despite research in sentiment-driven finance, many studies focus on sentence-level classification, overlooking its practical application in trading. This study bridges that gap by evaluating sentiment-based trading strategies for generating positive alpha. We conduct a backtesting analysis using sentiment predictions from three models (two classification and one regression) applied to news articles on Dow Jones 30 stocks, comparing them to the benchmark Buy&Hold strategy. Results show all models produced positive returns, with the regression model achieving the highest return of 50.63% over 28 months, outperforming the benchmark Buy&Hold strategy. This highlights the potential of sentiment in enhancing investment strategies and financial decision-making.
LGFeb 12, 2025
In-Context Learning of Linear Dynamical Systems with Transformers: Approximation Bounds and Depth-SeparationFrank Cole, Yuxuan Zhao, Yulong Lu et al.
This paper investigates approximation-theoretic aspects of the in-context learning capability of the transformers in representing a family of noisy linear dynamical systems. Our first theoretical result establishes an upper bound on the approximation error of multi-layer transformers with respect to an $L^2$-testing loss uniformly defined across tasks. This result demonstrates that transformers with logarithmic depth can achieve error bounds comparable with those of the least-squares estimator. In contrast, our second result establishes a non-diminishing lower bound on the approximation error for a class of single-layer linear transformers, which suggests a depth-separation phenomenon for transformers in the in-context learning of dynamical systems. Moreover, this second result uncovers a critical distinction in the approximation power of single-layer linear transformers when learning from IID versus non-IID data.
AIMay 24, 2024
Automated Parking Planning with Vision-Based BEV ApproachYuxuan Zhao
Automated Valet Parking (AVP) is a crucial component of advanced autonomous driving systems, focusing on the endpoint task within the "human-vehicle interaction" process to tackle the challenges of the "last mile".The perception module of the automated parking algorithm has evolved from local perception using ultrasonic radar and global scenario precise map matching for localization to a high-level map-free Birds Eye View (BEV) perception solution.The BEV scene places higher demands on the real-time performance and safety of automated parking planning tasks. This paper proposes an improved automated parking algorithm based on the A* algorithm, integrating vehicle kinematic models, heuristic function optimization, bidirectional search, and Bezier curve optimization to enhance the computational speed and real-time capabilities of the planning algorithm.Numerical optimization methods are employed to generate the final parking trajectory, ensuring the safety of the parking path. The proposed approach is experimentally validated in the commonly used industrial CARLA-ROS joint simulation environment. Compared to traditional algorithms, this approach demonstrates reduced computation time with more challenging collision-risk test cases and improved performance in comfort metrics.
CVAug 20, 2021
DeFRCN: Decoupled Faster R-CNN for Few-Shot Object DetectionLimeng Qiao, Yuxuan Zhao, Zhiyuan Li et al.
Few-shot object detection, which aims at detecting novel objects rapidly from extremely few annotated examples of previously unseen classes, has attracted significant research interest in the community. Most existing approaches employ the Faster R-CNN as basic detection framework, yet, due to the lack of tailored considerations for data-scarce scenario, their performance is often not satisfactory. In this paper, we look closely into the conventional Faster R-CNN and analyze its contradictions from two orthogonal perspectives, namely multi-stage (RPN vs. RCNN) and multi-task (classification vs. localization). To resolve these issues, we propose a simple yet effective architecture, named Decoupled Faster R-CNN (DeFRCN). To be concrete, we extend Faster R-CNN by introducing Gradient Decoupled Layer for multi-stage decoupling and Prototypical Calibration Block for multi-task decoupling. The former is a novel deep layer with redefining the feature-forward operation and gradient-backward operation for decoupling its subsequent layer and preceding layer, and the latter is an offline prototype-based classification model with taking the proposals from detector as input and boosting the original classification scores with additional pairwise scores for calibration. Extensive experiments on multiple benchmarks show our framework is remarkably superior to other existing approaches and establishes a new state-of-the-art in few-shot literature.
CRNov 17, 2020
Weak Links in Authentication Chains: A Large-scale Analysis of Email Sender Spoofing AttacksKaiwen Shen, Chuhan Wang, Minglei Guo et al.
As a fundamental communicative service, email is playing an important role in both individual and corporate communications, which also makes it one of the most frequently attack vectors. An email's authenticity is based on an authentication chain involving multiple protocols, roles and services, the inconsistency among which creates security threats. Thus, it depends on the weakest link of the chain, as any failed part can break the whole chain-based defense. This paper systematically analyzes the transmission of an email and identifies a series of new attacks capable of bypassing SPF, DKIM, DMARC and user-interface protections. In particular, by conducting a "cocktail" joint attack, more realistic emails can be forged to penetrate the celebrated email services, such as Gmail and Outlook. We conduct a large-scale experiment on 30 popular email services and 23 email clients, and find that all of them are vulnerable to certain types of new attacks. We have duly reported the identified vulnerabilities to the related email service providers, and received positive responses from 11 of them, including Gmail, Yahoo, iCloud and Alibaba. Furthermore, we propose key mitigating measures to defend against the new attacks. Therefore, this work is of great value for identifying email spoofing attacks and improving the email ecosystem's overall security.
LGSep 25, 2020
Online Missing Value Imputation and Change Point Detection with the Gaussian CopulaYuxuan Zhao, Eric Landgrebe, Eliot Shekhtman et al.
Missing value imputation is crucial for real-world data science workflows. Imputation is harder in the online setting, as it requires the imputation method itself to be able to evolve over time. For practical applications, imputation algorithms should produce imputations that match the true data distribution, handle data of mixed types, including ordinal, boolean, and continuous variables, and scale to large datasets. In this work we develop a new online imputation algorithm for mixed data using the Gaussian copula. The online Gaussian copula model meets all the desiderata: its imputations match the data distribution even for mixed data, improve over its offline counterpart on the accuracy when the streaming data has a changing distribution, and on the speed (up to an order of magnitude) especially on large scale datasets. By fitting the copula model to online data, we also provide a new method to detect change points in the multivariate dependence structure with missing values. Experimental results on synthetic and real world data validate the performance of the proposed methods.
MLJun 18, 2020
Matrix Completion with Quantified Uncertainty through Low Rank Gaussian CopulaYuxuan Zhao, Madeleine Udell
Modern large scale datasets are often plagued with missing entries. For tabular data with missing values, a flurry of imputation algorithms solve for a complete matrix which minimizes some penalized reconstruction error. However, almost none of them can estimate the uncertainty of its imputations. This paper proposes a probabilistic and scalable framework for missing value imputation with quantified uncertainty. Our model, the Low Rank Gaussian Copula, augments a standard probabilistic model, Probabilistic Principal Component Analysis, with marginal transformations for each column that allow the model to better match the distribution of the data. It naturally handles Boolean, ordinal, and real-valued observations and quantifies the uncertainty in each imputation. The time required to fit the model scales linearly with the number of rows and the number of columns in the dataset. Empirical results show the method yields state-of-the-art imputation accuracy across a wide range of data types, including those with high rank. Our uncertainty measure predicts imputation error well: entries with lower uncertainty do have lower imputation error (on average). Moreover, for real-valued data, the resulting confidence intervals are well-calibrated.
SPNov 29, 2019
Multimodal Affective States Recognition Based on Multiscale CNNs and Biologically Inspired Decision Fusion ModelYuxuan Zhao, Xinyan Cao, Jinlong Lin et al.
There has been an encouraging progress in the affective states recognition models based on the single-modality signals as electroencephalogram (EEG) signals or peripheral physiological signals in recent years. However, multimodal physiological signals-based affective states recognition methods have not been thoroughly exploited yet. Here we propose Multiscale Convolutional Neural Networks (Multiscale CNNs) and a biologically inspired decision fusion model for multimodal affective states recognition. Firstly, the raw signals are pre-processed with baseline signals. Then, the High Scale CNN and Low Scale CNN in Multiscale CNNs are utilized to predict the probability of affective states output for EEG and each peripheral physiological signal respectively. Finally, the fusion model calculates the reliability of each single-modality signals by the Euclidean distance between various class labels and the classification probability from Multiscale CNNs, and the decision is made by the more reliable modality information while other modalities information is retained. We use this model to classify four affective states from the arousal valence plane in the DEAP and AMIGOS dataset. The results show that the fusion model improves the accuracy of affective states recognition significantly compared with the result on single-modality signals, and the recognition accuracy of the fusion result achieve 98.52% and 99.89% in the DEAP and AMIGOS dataset respectively.