17.3CVJul 16, 2024
Turbo: Informativity-Driven Acceleration Plug-In for Vision-Language Large ModelsChen Ju, Haicheng Wang, Haozhe Cheng et al.
Vision-Language Large Models (VLMs) recently become primary backbone of AI, due to the impressive performance. However, their expensive computation costs, i.e., throughput and delay, impede potentials in the real-world scenarios. To achieve acceleration for VLMs, most existing methods focus on the model perspective: pruning, distillation, quantization, but completely overlook the data-perspective redundancy. To fill the overlook, this paper pioneers the severity of data redundancy, and designs one plug-and-play Turbo module guided by information degree to prune inefficient tokens from visual or textual data. In pursuit of efficiency-performance trade-offs, information degree takes two crucial factors into consideration: mutual redundancy and semantic value. Concretely, the former evaluates data duplication between sequential tokens; while the latter evaluates each token by its contribution to the overall semantics. As a result, tokens with high information degree carry less redundancy and stronger semantics. For VLMs' calculation, Turbo works as a user-friendly plug-in that sorts data referring to information degree, utilizing only top-level ones to save costs. Its advantages are multifaceted, e.g., being generally compatible to various VLMs across understanding and generation, simple use without re-training and trivial engineering efforts. On multiple VLMs benchmarks, we fully experiment to demonstrate the good acceleration of Turbo, under negligible performance drop.
TimePro: Efficient Multivariate Long-term Time Series Forecasting with Variable- and Time-Aware Hyper-stateXiaowen Ma, Zhenliang Ni, Shuai Xiao et al.
In long-term time series forecasting, different variables often influence the target variable over distinct time intervals, a challenge known as the multi-delay issue. Traditional models typically process all variables or time points uniformly, which limits their ability to capture complex variable relationships and obtain non-trivial time representations. To address this issue, we propose TimePro, an innovative Mamba-based model that constructs variate- and time-aware hyper-states. Unlike conventional approaches that merely transfer plain states across variable or time dimensions, TimePro preserves the fine-grained temporal features of each variate token and adaptively selects the focused time points to tune the plain state. The reconstructed hyper-state can perceive both variable relationships and salient temporal information, which helps the model make accurate forecasting. In experiments, TimePro performs competitively on eight real-world long-term forecasting benchmarks with satisfactory linear complexity. Code is available at https://github.com/xwmaxwma/TimePro.
20.4LGNov 12, 2018
Learning Temporal Point Processes via Reinforcement LearningShuang Li, Shuai Xiao, Shixiang Zhu et al.
Social goods, such as healthcare, smart city, and information networks, often produce ordered event data in continuous time. The generative processes of these event data can be very complex, requiring flexible models to capture their dynamics. Temporal point processes offer an elegant framework for modeling event data without discretizing the time. However, the existing maximum-likelihood-estimation (MLE) learning paradigm requires hand-crafting the intensity function beforehand and cannot directly monitor the goodness-of-fit of the estimated model in the process of training. To alleviate the risk of model-misspecification in MLE, we propose to generate samples from the generative model and monitor the quality of the samples in the process of training until the samples and the real data are indistinguishable. We take inspiration from reinforcement learning (RL) and treat the generation of each event as the action taken by a stochastic policy. We parameterize the policy as a flexible recurrent neural network and gradually improve the policy to mimic the observed event distribution. Since the reward function is unknown in this setting, we uncover an analytic and nonparametric form of the reward function using an inverse reinforcement learning formulation. This new RL framework allows us to derive an efficient policy gradient algorithm for learning flexible point process models, and we show that it performs well in both synthetic and real data.
20.5LGMay 23, 2017
Wasserstein Learning of Deep Generative Point Process ModelsShuai Xiao, Mehrdad Farajtabar, Xiaojing Ye et al.
Point processes are becoming very popular in modeling asynchronous sequential data due to their sound mathematical foundation and strength in modeling a variety of real-world phenomena. Currently, they are often characterized via intensity function which limits model's expressiveness due to unrealistic assumptions on its parametric form used in practice. Furthermore, they are learned via maximum likelihood approach which is prone to failure in multi-modal distributions of sequences. In this paper, we propose an intensity-free approach for point processes modeling that transforms nuisance processes to a target one. Furthermore, we train the model using a likelihood-free leveraging Wasserstein distance between point processes. Experiments on various synthetic and real-world data substantiate the superiority of the proposed point process model over conventional ones.
7.3LGMar 24, 2017
Joint Modeling of Event Sequence and Time Series with Attentional Twin Recurrent Neural NetworksShuai Xiao, Junchi Yan, Mehrdad Farajtabar et al.
A variety of real-world processes (over networks) produce sequences of data whose complex temporal dynamics need to be studied. More especially, the event timestamps can carry important information about the underlying network dynamics, which otherwise are not available from the time-series evenly sampled from continuous signals. Moreover, in most complex processes, event sequences and evenly-sampled times series data can interact with each other, which renders joint modeling of those two sources of data necessary. To tackle the above problems, in this paper, we utilize the rich framework of (temporal) point processes to model event data and timely update its intensity function by the synergic twin Recurrent Neural Networks (RNNs). In the proposed architecture, the intensity function is synergistically modulated by one RNN with asynchronous events as input and another RNN with time series as input. Furthermore, to enhance the interpretability of the model, the attention mechanism for the neural point process is introduced. The whole model with event type and timestamp prediction output layers can be trained end-to-end and allows a black-box treatment for modeling the intensity. We substantiate the superiority of our model in synthetic data and three real-world benchmark datasets.