Chufeng Jiang

h-index7
2papers
135citations

2 Papers

16.4CVAug 11, 2024
Robust Domain Generalization for Multi-modal Object Recognition

Yuxin Qiao, Keqin Li, Junhong Lin et al.

In multi-label classification, machine learning encounters the challenge of domain generalization when handling tasks with distributions differing from the training data. Existing approaches primarily focus on vision object recognition and neglect the integration of natural language. Recent advancements in vision-language pre-training leverage supervision from extensive visual-language pairs, enabling learning across diverse domains and enhancing recognition in multi-modal scenarios. However, these approaches face limitations in loss function utilization, generality across backbones, and class-aware visual fusion. This paper proposes solutions to these limitations by inferring the actual loss, broadening evaluations to larger vision-language backbones, and introducing Mixup-CLIPood, which incorporates a novel mix-up loss for enhanced class-aware visual fusion. Our method demonstrates superior performance in domain generalization across multiple datasets.

15.0LGDec 31, 2023
Financial Time-Series Forecasting: Towards Synergizing Performance And Interpretability Within a Hybrid Machine Learning Approach

Shun Liu, Kexin Wu, Chufeng Jiang et al.

In the realm of cryptocurrency, the prediction of Bitcoin prices has garnered substantial attention due to its potential impact on financial markets and investment strategies. This paper propose a comparative study on hybrid machine learning algorithms and leverage on enhancing model interpretability. Specifically, linear regression(OLS, LASSO), long-short term memory(LSTM), decision tree regressors are introduced. Through the grounded experiments, we observe linear regressor achieves the best performance among candidate models. For the interpretability, we carry out a systematic overview on the preprocessing techniques of time-series statistics, including decomposition, auto-correlational function, exponential triple forecasting, which aim to excavate latent relations and complex patterns appeared in the financial time-series forecasting. We believe this work may derive more attention and inspire more researches in the realm of time-series analysis and its realistic applications.