LGJul 26, 2023Code
Graph Neural Networks-based Hybrid Framework For Predicting Particle Crushing StrengthTongya Zheng, Tianli Zhang, Qingzheng Guan et al.
Graph Neural Networks have emerged as an effective machine learning tool for multi-disciplinary tasks such as pharmaceutical molecule classification and chemical reaction prediction, because they can model non-euclidean relationships between different entities. Particle crushing, as a significant field of civil engineering, describes the breakage of granular materials caused by the breakage of particle fragment bonds under the modeling of numerical simulations, which motivates us to characterize the mechanical behaviors of particle crushing through the connectivity of particle fragments with Graph Neural Networks (GNNs). However, there lacks an open-source large-scale particle crushing dataset for research due to the expensive costs of laboratory tests or numerical simulations. Therefore, we firstly generate a dataset with 45,000 numerical simulations and 900 particle types to facilitate the research progress of machine learning for particle crushing. Secondly, we devise a hybrid framework based on GNNs to predict particle crushing strength in a particle fragment view with the advances of state of the art GNNs. Finally, we compare our hybrid framework against traditional machine learning methods and the plain MLP to verify its effectiveness. The usefulness of different features is further discussed through the gradient attribution explanation w.r.t the predictions. Our data and code are released at https://github.com/doujiang-zheng/GNN-For-Particle-Crushing.
LGJul 13, 2024Code
Learning a Mini-batch Graph Transformer via Two-stage Interaction AugmentationWenda Li, Kaixuan Chen, Shunyu Liu et al.
Mini-batch Graph Transformer (MGT), as an emerging graph learning model, has demonstrated significant advantages in semi-supervised node prediction tasks with improved computational efficiency and enhanced model robustness. However, existing methods for processing local information either rely on sampling or simple aggregation, which respectively result in the loss and squashing of critical neighbor information.Moreover, the limited number of nodes in each mini-batch restricts the model's capacity to capture the global characteristic of the graph. In this paper, we propose LGMformer, a novel MGT model that employs a two-stage augmented interaction strategy, transitioning from local to global perspectives, to address the aforementioned bottlenecks.The local interaction augmentation (LIA) presents a neighbor-target interaction Transformer (NTIformer) to acquire an insightful understanding of the co-interaction patterns between neighbors and the target node, resulting in a locally effective token list that serves as input for the MGT. In contrast, global interaction augmentation (GIA) adopts a cross-attention mechanism to incorporate entire graph prototypes into the target node epresentation, thereby compensating for the global graph information to ensure a more comprehensive perception. To this end, LGMformer achieves the enhancement of node representations under the MGT paradigm.Experimental results related to node classification on the ten benchmark datasets demonstrate the effectiveness of the proposed method. Our code is available at https://github.com/l-wd/LGMformer.
LGNov 28, 2023
Elucidating Discrepancy in Explanations of Predictive Models Developed using EMRAida Brankovic, Wenjie Huang, David Cook et al.
The lack of transparency and explainability hinders the clinical adoption of Machine learning (ML) algorithms. While explainable artificial intelligence (XAI) methods have been proposed, little research has focused on the agreement between these methods and expert clinical knowledge. This study applies current state-of-the-art explainability methods to clinical decision support algorithms developed for Electronic Medical Records (EMR) data to analyse the concordance between these factors and discusses causes for identified discrepancies from a clinical and technical perspective. Important factors for achieving trustworthy XAI solutions for clinical decision support are also discussed.
LGJun 21, 2023
Evaluation of Popular XAI Applied to Clinical Prediction Models: Can They be Trusted?Aida Brankovic, David Cook, Jessica Rahman et al.
The absence of transparency and explainability hinders the clinical adoption of Machine learning (ML) algorithms. Although various methods of explainable artificial intelligence (XAI) have been suggested, there is a lack of literature that delves into their practicality and assesses them based on criteria that could foster trust in clinical environments. To address this gap this study evaluates two popular XAI methods used for explaining predictive models in the healthcare context in terms of whether they (i) generate domain-appropriate representation, i.e. coherent with respect to the application task, (ii) impact clinical workflow and (iii) are consistent. To that end, explanations generated at the cohort and patient levels were analysed. The paper reports the first benchmarking of the XAI methods applied to risk prediction models obtained by evaluating the concordance between generated explanations and the trigger of a future clinical deterioration episode recorded by the data collection system. We carried out an analysis using two Electronic Medical Records (EMR) datasets sourced from Australian major hospitals. The findings underscore the limitations of state-of-the-art XAI methods in the clinical context and their potential benefits. We discuss these limitations and contribute to the theoretical development of trustworthy XAI solutions where clinical decision support guides the choice of intervention by suggesting the pattern or drivers for clinical deterioration in the future.
LGJun 3, 2023
Message-passing selection: Towards interpretable GNNs for graph classificationWenda Li, Kaixuan Chen, Shunyu Liu et al.
In this paper, we strive to develop an interpretable GNNs' inference paradigm, termed MSInterpreter, which can serve as a plug-and-play scheme readily applicable to various GNNs' baselines. Unlike the most existing explanation methods, MSInterpreter provides a Message-passing Selection scheme(MSScheme) to select the critical paths for GNNs' message aggregations, which aims at reaching the self-explaination instead of post-hoc explanations. In detail, the elaborate MSScheme is designed to calculate weight factors of message aggregation paths by considering the vanilla structure and node embedding components, where the structure base aims at weight factors among node-induced substructures; on the other hand, the node embedding base focuses on weight factors via node embeddings obtained by one-layer GNN.Finally, we demonstrate the effectiveness of our approach on graph classification benchmarks.
CVJun 17, 2025Code
3DGS-IEval-15K: A Large-scale Image Quality Evaluation Database for 3D Gaussian-SplattingYuke Xing, Jiarui Wang, Peizhi Niu et al.
3D Gaussian Splatting (3DGS) has emerged as a promising approach for novel view synthesis, offering real-time rendering with high visual fidelity. However, its substantial storage requirements present significant challenges for practical applications. While recent state-of-the-art (SOTA) 3DGS methods increasingly incorporate dedicated compression modules, there is a lack of a comprehensive framework to evaluate their perceptual impact. Therefore we present 3DGS-IEval-15K, the first large-scale image quality assessment (IQA) dataset specifically designed for compressed 3DGS representations. Our dataset encompasses 15,200 images rendered from 10 real-world scenes through 6 representative 3DGS algorithms at 20 strategically selected viewpoints, with different compression levels leading to various distortion effects. Through controlled subjective experiments, we collect human perception data from 60 viewers. We validate dataset quality through scene diversity and MOS distribution analysis, and establish a comprehensive benchmark with 30 representative IQA metrics covering diverse types. As the largest-scale 3DGS quality assessment dataset to date, our work provides a foundation for developing 3DGS specialized IQA metrics, and offers essential data for investigating view-dependent quality distribution patterns unique to 3DGS. The database is publicly available at https://github.com/YukeXing/3DGS-IEval-15K.
OCNov 4, 2023
Online Non-convex Optimization with Long-term Non-convex ConstraintsShijie Pan, Jianyu Xu, Wenjie Huang
A novel Follow-the-Perturbed-Leader type algorithm is proposed and analyzed for solving general long-term constrained optimization problems in an online manner, where the target and constraint functions are oblivious adversarially generated and not necessarily convex. The algorithm is based on Lagrangian reformulation and innovatively integrates random perturbations and regularizations in primal and dual directions: 1). exponentially distributed random perturbations in the primal direction to handle non-convexity, and 2). strongly concave logarithmic regularizations in the dual space to handle constraint violations. Based on a proposed expected static cumulative regret, and under mild Lipschitz continuity assumption, the algorithm demonstrates the online learnability, achieving the first sublinear cumulative regret complexity for this class of problems. The proposed algorithm is applied to tackle a long-term (extreme value) constrained river pollutant source identification problem, validate the theoretical results and exhibit superior performance compared to existing methods.
CVFeb 25
HybridINR-PCGC: Hybrid Lossless Point Cloud Geometry Compression Bridging Pretrained Model and Implicit Neural RepresentationWenjie Huang, Qi Yang, Shuting Xia et al.
Learning-based point cloud compression presents superior performance to handcrafted codecs. However, pretrained-based methods, which are based on end-to-end training and expected to generalize to all the potential samples, suffer from training data dependency. Implicit neural representation (INR) based methods are distribution-agnostic and more robust, but they require time-consuming online training and suffer from the bitstream overhead from the overfitted model. To address these limitations, we propose HybridINR-PCGC, a novel hybrid framework that bridges the pretrained model and INR. Our framework retains distribution-agnostic properties while leveraging a pretrained network to accelerate convergence and reduce model overhead, which consists of two parts: the Pretrained Prior Network (PPN) and the Distribution Agnostic Refiner (DAR). We leverage the PPN, designed for fast inference and stable performance, to generate a robust prior for accelerating the DAR's convergence. The DAR is decomposed into a base layer and an enhancement layer, and only the enhancement layer needed to be packed into the bitstream. Finally, we propose a supervised model compression module to further supervise and minimize the bitrate of the enhancement layer parameters. Based on experiment results, HybridINR-PCGC achieves a significantly improved compression rate and encoding efficiency. Specifically, our method achieves a Bpp reduction of approximately 20.43% compared to G-PCC on 8iVFB. In the challenging out-of-distribution scenario Cat1B, our method achieves a Bpp reduction of approximately 57.85% compared to UniPCGC. And our method exhibits a superior time-rate trade-off, achieving an average Bpp reduction of 15.193% relative to the LINR-PCGC on 8iVFB.
CVNov 11, 2024
A Hierarchical Compression Technique for 3D Gaussian Splatting CompressionHe Huang, Wenjie Huang, Qi Yang et al.
3D Gaussian Splatting (GS) demonstrates excellent rendering quality and generation speed in novel view synthesis. However, substantial data size poses challenges for storage and transmission, making 3D GS compression an essential technology. Current 3D GS compression research primarily focuses on developing more compact scene representations, such as converting explicit 3D GS data into implicit forms. In contrast, compression of the GS data itself has hardly been explored. To address this gap, we propose a Hierarchical GS Compression (HGSC) technique. Initially, we prune unimportant Gaussians based on importance scores derived from both global and local significance, effectively reducing redundancy while maintaining visual quality. An Octree structure is used to compress 3D positions. Based on the 3D GS Octree, we implement a hierarchical attribute compression strategy by employing a KD-tree to partition the 3D GS into multiple blocks. We apply farthest point sampling to select anchor primitives within each block and others as non-anchor primitives with varying Levels of Details (LoDs). Anchor primitives serve as reference points for predicting non-anchor primitives across different LoDs to reduce spatial redundancy. For anchor primitives, we use the region adaptive hierarchical transform to achieve near-lossless compression of various attributes. For non-anchor primitives, each is predicted based on the k-nearest anchor primitives. To further minimize prediction errors, the reconstructed LoD and anchor primitives are combined to form new anchor primitives to predict the next LoD. Our method notably achieves superior compression quality and a significant data size reduction of over 4.5 times compared to the state-of-the-art compression method on small scenes datasets.
LGOct 8, 2023
DRL-ORA: Distributional Reinforcement Learning with Online Risk AdaptionYupeng Wu, Wenyun Li, Wenjie Huang et al.
One of the main challenges in reinforcement learning (RL) is that the agent has to make decisions that would influence the future performance without having complete knowledge of the environment. Dynamically adjusting the level of epistemic risk during the learning process can help to achieve reliable policies in safety-critical settings with better efficiency. In this work, we propose a new framework, Distributional RL with Online Risk Adaptation (DRL-ORA). This framework quantifies both epistemic and implicit aleatory uncertainties in a unified manner and dynamically adjusts the epistemic risk levels by solving a total variation minimization problem online. The framework unifies the existing variants of risk adaption approaches and offers better explainability and flexibility. The selection of risk levels is performed efficiently via a grid search using a Follow-The-Leader-type algorithm, where the offline oracle also corresponds to a ''satisficing measure'' under a specially modified loss function. We show that DRL-ORA outperforms existing methods that rely on fixed risk levels or manually designed risk level adaptation in multiple classes of tasks.
CVMar 18, 2025
Light4GS: Lightweight Compact 4D Gaussian Splatting Generation via Context ModelMufan Liu, Qi Yang, He Huang et al.
3D Gaussian Splatting (3DGS) has emerged as an efficient and high-fidelity paradigm for novel view synthesis. To adapt 3DGS for dynamic content, deformable 3DGS incorporates temporally deformable primitives with learnable latent embeddings to capture complex motions. Despite its impressive performance, the high-dimensional embeddings and vast number of primitives lead to substantial storage requirements. In this paper, we introduce a \textbf{Light}weight \textbf{4}D\textbf{GS} framework, called Light4GS, that employs significance pruning with a deep context model to provide a lightweight storage-efficient dynamic 3DGS representation. The proposed Light4GS is based on 4DGS that is a typical representation of deformable 3DGS. Specifically, our framework is built upon two core components: (1) a spatio-temporal significance pruning strategy that eliminates over 64\% of the deformable primitives, followed by an entropy-constrained spherical harmonics compression applied to the remainder; and (2) a deep context model that integrates intra- and inter-prediction with hyperprior into a coarse-to-fine context structure to enable efficient multiscale latent embedding compression. Our approach achieves over 120x compression and increases rendering FPS up to 20\% compared to the baseline 4DGS, and also superior to frame-wise state-of-the-art 3DGS compression methods, revealing the effectiveness of our Light4GS in terms of both intra- and inter-prediction methods without sacrificing rendering quality.
AIOct 18, 2024
Utilizing Large Language Models for Event Deconstruction to Enhance Multimodal Aspect-Based Sentiment AnalysisXiaoyong Huang, Heli Sun, Qunshu Gao et al.
With the rapid development of the internet, the richness of User-Generated Contentcontinues to increase, making Multimodal Aspect-Based Sentiment Analysis (MABSA) a research hotspot. Existing studies have achieved certain results in MABSA, but they have not effectively addressed the analytical challenges in scenarios where multiple entities and sentiments coexist. This paper innovatively introduces Large Language Models (LLMs) for event decomposition and proposes a reinforcement learning framework for Multimodal Aspect-based Sentiment Analysis (MABSA-RL) framework. This framework decomposes the original text into a set of events using LLMs, reducing the complexity of analysis, introducing reinforcement learning to optimize model parameters. Experimental results show that MABSA-RL outperforms existing advanced methods on two benchmark datasets. This paper provides a new research perspective and method for multimodal aspect-level sentiment analysis.
AINov 22, 2025
Neural Graph Navigation for Intelligent Subgraph MatchingYuchen Ying, Yiyang Dai, Wenda Li et al.
Subgraph matching, a cornerstone of relational pattern detection in domains ranging from biochemical systems to social network analysis, faces significant computational challenges due to the dramatically growing search space. Existing methods address this problem within a filtering-ordering-enumeration framework, in which the enumeration stage recursively matches the query graph against the candidate subgraphs of the data graph. However, the lack of awareness of subgraph structural patterns leads to a costly brute-force enumeration, thereby critically motivating the need for intelligent navigation in subgraph matching. To address this challenge, we propose Neural Graph Navigation (NeuGN), a neuro-heuristic framework that transforms brute-force enumeration into neural-guided search by integrating neural navigation mechanisms into the core enumeration process. By preserving heuristic-based completeness guarantees while incorporating neural intelligence, NeuGN significantly reduces the \textit{First Match Steps} by up to 98.2\% compared to state-of-the-art methods across six real-world datasets.
CLOct 2, 2025
REPAIR: Robust Editing via Progressive Adaptive Intervention and ReintegrationYisu Wang, Ming Wang, Haoyuan Song et al.
Post-training for large language models (LLMs) is constrained by the high cost of acquiring new knowledge or correcting errors and by the unintended side effects that frequently arise from retraining. To address these issues, we introduce REPAIR (Robust Editing via Progressive Adaptive Intervention and Reintegration), a lifelong editing framework designed to support precise and low-cost model updates while preserving non-target knowledge. REPAIR mitigates the instability and conflicts of large-scale sequential edits through a closed-loop feedback mechanism coupled with dynamic memory management. Furthermore, by incorporating frequent knowledge fusion and enforcing strong locality guards, REPAIR effectively addresses the shortcomings of traditional distribution-agnostic approaches that often overlook unintended ripple effects. Our experiments demonstrate that REPAIR boosts editing accuracy by 10%-30% across multiple model families and significantly reduces knowledge forgetting. This work introduces a robust framework for developing reliable, scalable, and continually evolving LLMs.
CVJul 21, 2025
LINR-PCGC: Lossless Implicit Neural Representations for Point Cloud Geometry CompressionWenjie Huang, Qi Yang, Shuting Xia et al.
Existing AI-based point cloud compression methods struggle with dependence on specific training data distributions, which limits their real-world deployment. Implicit Neural Representation (INR) methods solve the above problem by encoding overfitted network parameters to the bitstream, resulting in more distribution-agnostic results. However, due to the limitation of encoding time and decoder size, current INR based methods only consider lossy geometry compression. In this paper, we propose the first INR based lossless point cloud geometry compression method called Lossless Implicit Neural Representations for Point Cloud Geometry Compression (LINR-PCGC). To accelerate encoding speed, we design a group of point clouds level coding framework with an effective network initialization strategy, which can reduce around 60% encoding time. A lightweight coding network based on multiscale SparseConv, consisting of scale context extraction, child node prediction, and model compression modules, is proposed to realize fast inference and compact decoder size. Experimental results show that our method consistently outperforms traditional and AI-based methods: for example, with the convergence time in the MVUB dataset, our method reduces the bitstream by approximately 21.21% compared to G-PCC TMC13v23 and 21.95% compared to SparsePCGC. Our project can be seen on https://huangwenjie2023.github.io/LINR-PCGC/.
CVJun 28, 2025
Point Cloud Compression and Objective Quality Assessment: A SurveyYiling Xu, Yujie Zhang, Shuting Xia et al.
The rapid growth of 3D point cloud data, driven by applications in autonomous driving, robotics, and immersive environments, has led to criticals demand for efficient compression and quality assessment techniques. Unlike traditional 2D media, point clouds present unique challenges due to their irregular structure, high data volume, and complex attributes. This paper provides a comprehensive survey of recent advances in point cloud compression (PCC) and point cloud quality assessment (PCQA), emphasizing their significance for real-time and perceptually relevant applications. We analyze a wide range of handcrafted and learning-based PCC algorithms, along with objective PCQA metrics. By benchmarking representative methods on emerging datasets, we offer detailed comparisons and practical insights into their strengths and limitations. Despite notable progress, challenges such as enhancing visual fidelity, reducing latency, and supporting multimodal data remain. This survey outlines future directions, including hybrid compression frameworks and advanced feature extraction strategies, to enable more efficient, immersive, and intelligent 3D applications.
LGJun 14, 2025
Generalizable Trajectory Prediction via Inverse Reinforcement Learning with Mamba-Graph ArchitectureWenyun Li, Wenjie Huang, Zejian Deng et al.
Accurate driving behavior modeling is fundamental to safe and efficient trajectory prediction, yet remains challenging in complex traffic scenarios. This paper presents a novel Inverse Reinforcement Learning (IRL) framework that captures human-like decision-making by inferring diverse reward functions, enabling robust cross-scenario adaptability. The learned reward function is utilized to maximize the likelihood of output by the encoder-decoder architecture that combines Mamba blocks for efficient long-sequence dependency modeling with graph attention networks to encode spatial interactions among traffic agents. Comprehensive evaluations on urban intersections and roundabouts demonstrate that the proposed method not only outperforms various popular approaches in prediction accuracy but also achieves 2 times higher generalization performance to unseen scenarios compared to other IRL-based method.
DCApr 18, 2025
High-Throughput LLM inference on Heterogeneous ClustersYi Xiong, Jinqi Huang, Wenjie Huang et al.
Nowadays, many companies possess various types of AI accelerators, forming heterogeneous clusters. Efficiently leveraging these clusters for high-throughput large language model (LLM) inference services can significantly reduce costs and expedite task processing. However, LLM inference on heterogeneous clusters presents two main challenges. Firstly, different deployment configurations can result in vastly different performance. The number of possible configurations is large, and evaluating the effectiveness of a specific setup is complex. Thus, finding an optimal configuration is not an easy task. Secondly, LLM inference instances within a heterogeneous cluster possess varying processing capacities, leading to different processing speeds for handling inference requests. Evaluating these capacities and designing a request scheduling algorithm that fully maximizes the potential of each instance is challenging. In this paper, we propose a high-throughput inference service system on heterogeneous clusters. First, the deployment configuration is optimized by modeling the resource amount and expected throughput and using the exhaustive search method. Second, a novel mechanism is proposed to schedule requests among instances, which fully considers the different processing capabilities of various instances. Extensive experiments show that the proposed scheduler improves throughput by 122.5% and 33.6% on two heterogeneous clusters, respectively.
LGJan 31, 2025
Shaping Sparse Rewards in Reinforcement Learning: A Semi-supervised ApproachWenyun Li, Wenjie Huang, Chen Sun
In many real-world scenarios, reward signal for agents are exceedingly sparse, making it challenging to learn an effective reward function for reward shaping. To address this issue, the proposed approach in this paper performs reward shaping not only by utilizing non-zero-reward transitions but also by employing the \emph{Semi-Supervised Learning} (SSL) technique combined with a novel data augmentation to learn trajectory space representations from the majority of transitions, {i.e}., zero-reward transitions, thereby improving the efficacy of reward shaping. Experimental results in Atari and robotic manipulation demonstrate that our method outperforms supervised-based approaches in reward inference, leading to higher agent scores. Notably, in more sparse-reward environments, our method achieves up to twice the peak scores compared to supervised baselines. The proposed double entropy data augmentation enhances performance, showcasing a 15.8\% increase in best score over other augmentation methods
LGJan 14, 2025
Data-driven inventory management for new products: An adjusted Dyna-$Q$ approach with transfer learningXinye Qu, Longxiao Liu, Wenjie Huang
In this paper, we propose a novel reinforcement learning algorithm for inventory management of newly launched products with no historical demand information. The algorithm follows the classic Dyna-$Q$ structure, balancing the model-free and model-based approaches, while accelerating the training process of Dyna-$Q$ and mitigating the model discrepancy generated by the model-based feedback. Based on the idea of transfer learning, warm-start information from the demand data of existing similar products can be incorporated into the algorithm to further stabilize the early-stage training and reduce the variance of the estimated optimal policy. Our approach is validated through a case study of bakery inventory management with real data. The adjusted Dyna-$Q$ shows up to a 23.7\% reduction in average daily cost compared with $Q$-learning, and up to a 77.5\% reduction in training time within the same horizon compared with classic Dyna-$Q$. By using transfer learning, it can be found that the adjusted Dyna-$Q$ has the lowest total cost, lowest variance in total cost, and relatively low shortage percentages among all the benchmarking algorithms under a 30-day testing.
LGMay 22, 2020
Online non-convex learning for river pollution source identificationWenjie Huang, Jing Jiang, Xiao Liu
In this paper, novel gradient-based online learning algorithms are developed to investigate an important environmental application: real-time river pollution source identification, which aims at estimating the released mass, location, and time of a river pollution source based on downstream sensor data monitoring the pollution concentration. The pollution is assumed to be instantaneously released once. The problem can be formulated as a non-convex loss minimization problem in statistical learning, and our online algorithms have vectorized and adaptive step sizes to ensure high estimation accuracy in three dimensions which have different magnitudes. In order to keep the algorithm from stucking to the saddle points of non-convex loss, the escaping from saddle points module and multi-start setting are derived to further improve the estimation accuracy by searching for the global minimizer of the loss functions. This can be shown theoretically and experimentally as the $O(N)$ local regret of the algorithms and the high probability cumulative regret bound $O(N)$ under a particular error bound condition in loss functions. A real-life river pollution source identification example shows the superior performance of our algorithms compared to existing methods in terms of estimation accuracy. Managerial insights for the decision maker to use the algorithms are also provided.
OCJul 1, 2018
Data-driven satisficing measure and rankingWenjie Huang
We propose an computational framework for real-time risk assessment and prioritizing for random outcomes without prior information on probability distributions. The basic model is built based on satisficing measure (SM) which yields a single index for risk comparison. Since SM is a dual representation for a family of risk measures, we consider problems constrained by general convex risk measures and specifically by Conditional value-at-risk. Starting from offline optimization, we apply sample average approximation technique and argue the convergence rate and validation of optimal solutions. In online stochastic optimization case, we develop primal-dual stochastic approximation algorithms respectively for general risk constrained problems, and derive their regret bounds. For both offline and online cases, we illustrate the relationship between risk ranking accuracy with sample size (or iterations).
RMMay 17, 2018
Preference Elicitation and Robust Optimization with Multi-Attribute Quasi-Concave Choice FunctionsWilliam B. Haskell, Wenjie Huang, Huifu Xu
Decision maker's preferences are often captured by some choice functions which are used to rank prospects. In this paper, we consider ambiguity in choice functions over a multi-attribute prospect space. Our main result is a robust preference model where the optimal decision is based on the worst-case choice function from an ambiguity set constructed through preference elicitation with pairwise comparisons of prospects. Differing from existing works in the area, our focus is on quasi-concave choice functions rather than concave functions and this enables us to cover a wide range of utility/risk preference problems including multi-attribute expected utility and $S$-shaped aspirational risk preferences. The robust choice function is increasing and quasi-concave but not necessarily translation invariant, a key property of monetary risk measures. We propose two approaches based respectively on the support functions and level functions of quasi-concave functions to develop tractable formulations of the maximin preference robust optimization model. The former gives rise to a mixed integer linear programming problem whereas the latter is equivalent to solving a sequence of convex risk minimization problems. To assess the effectiveness of the proposed robust preference optimization model and numerical schemes, we apply them to a security budget allocation problem and report some preliminary results from experiments.
OCMay 11, 2018
Stochastic Approximation for Risk-aware Markov Decision ProcessesWenjie Huang, William B. Haskell
We develop a stochastic approximation-type algorithm to solve finite state/action, infinite-horizon, risk-aware Markov decision processes. Our algorithm has two loops. The inner loop computes the risk by solving a stochastic saddle-point problem. The outer loop performs $Q$-learning to compute an optimal risk-aware policy. Several widely investigated risk measures (e.g. conditional value-at-risk, optimized certainty equivalent, and absolute semi-deviation) are covered by our algorithm. Almost sure convergence and the convergence rate of the algorithm are established. For an error tolerance $ε>0$ for the optimal $Q$-value estimation gap and learning rate $k\in(1/2,\,1]$, the overall convergence rate of our algorithm is $Ω((\ln(1/δε)/ε^{2})^{1/k}+(\ln(1/ε))^{1/(1-k)})$ with probability at least $1-δ$.
MLMay 11, 2018
Randomized Smoothing SVRG for Large-scale Nonsmooth Convex OptimizationWenjie Huang
In this paper, we consider the problem of minimizing the average of a large number of nonsmooth and convex functions. Such problems often arise in typical machine learning problems as empirical risk minimization, but are computationally very challenging. We develop and analyze a new algorithm that achieves robust linear convergence rate, and both its time complexity and gradient complexity are superior than state-of-art nonsmooth algorithms and subgradient-based schemes. Besides, our algorithm works without any extra error bound conditions on the objective function as well as the common strongly-convex condition. We show that our algorithm has wide applications in optimization and machine learning problems, and demonstrate experimentally that it performs well on a large-scale ranking problem.