FlowTS: Time Series Generation via Rectified FlowYang Hu, Xiao Wang, Zezhen Ding et al.
Diffusion-based models have significant achievements in time series generation but suffer from inefficient computation: solving high-dimensional ODEs/SDEs via iterative numerical solvers demands hundreds to thousands of drift function evaluations per sample, incurring prohibitive costs. To resolve this, we propose FlowTS, an ODE-based model that leverages rectified flow with straight-line transport in probability space. By learning geodesic paths between distributions, FlowTS achieves computational efficiency through exact linear trajectory simulation, accelerating training and generation while improving performances. We further introduce an adaptive sampling strategy inspired by the exploration-exploitation trade-off, balancing noise adaptation and precision. Notably, FlowTS enables seamless adaptation from unconditional to conditional generation without retraining, ensuring efficient real-world deployment. Also, to enhance generation authenticity, FlowTS integrates trend and seasonality decomposition, attention registers (for global context aggregation), and Rotary Position Embedding (RoPE) (for position information). For unconditional setting, extensive experiments demonstrate that FlowTS achieves state-of-the-art performance, with context FID scores of 0.019 and 0.011 on Stock and ETTh datasets (prev. best: 0.067, 0.061). For conditional setting, we have achieved superior performance in solar forecasting (MSE 213, prev. best: 375) and MuJoCo imputation tasks (MSE 7e-5, prev. best 2.7e-4). The code is available at https://github.com/UNITES-Lab/FlowTS.
3.7CVNov 26, 2024
Self-supervised Monocular Depth and Pose Estimation for Endoscopy with Generative Latent PriorsZiang Xu, Bin Li, Yang Hu et al.
Accurate 3D mapping in endoscopy enables quantitative, holistic lesion characterization within the gastrointestinal (GI) tract, requiring reliable depth and pose estimation. However, endoscopy systems are monocular, and existing methods relying on synthetic datasets or complex models often lack generalizability in challenging endoscopic conditions. We propose a robust self-supervised monocular depth and pose estimation framework that incorporates a Generative Latent Bank and a Variational Autoencoder (VAE). The Generative Latent Bank leverages extensive depth scenes from natural images to condition the depth network, enhancing realism and robustness of depth predictions through latent feature priors. For pose estimation, we reformulate it within a VAE framework, treating pose transitions as latent variables to regularize scale, stabilize z-axis prominence, and improve x-y sensitivity. This dual refinement pipeline enables accurate depth and pose predictions, effectively addressing the GI tract's complex textures and lighting. Extensive evaluations on SimCol and EndoSLAM datasets confirm our framework's superior performance over published self-supervised methods in endoscopic depth and pose estimation.
9.2LGOct 23, 2024
Primal-Dual Spectral Representation for Off-policy EvaluationYang Hu, Tianyi Chen, Na Li et al.
Off-policy evaluation (OPE) is one of the most fundamental problems in reinforcement learning (RL) to estimate the expected long-term payoff of a given target policy with only experiences from another behavior policy that is potentially unknown. The distribution correction estimation (DICE) family of estimators have advanced the state of the art in OPE by breaking the curse of horizon. However, the major bottleneck of applying DICE estimators lies in the difficulty of solving the saddle-point optimization involved, especially with neural network implementations. In this paper, we tackle this challenge by establishing a linear representation of value function and stationary distribution correction ratio, i.e., primal and dual variables in the DICE framework, using the spectral decomposition of the transition operator. Such primal-dual representation not only bypasses the non-convex non-concave optimization in vanilla DICE, therefore enabling an computational efficient algorithm, but also paves the way for more efficient utilization of historical data. We highlight that our algorithm, SpectralDICE, is the first to leverage the linear representation of primal-dual variables that is both computation and sample efficient, the performance of which is supported by a rigorous theoretical sample complexity guarantee and a thorough empirical evaluation on various benchmarks.