Yukun Chen

Yukun Chen, Tianrui Wang, Zhaoxi Mu et al.

High-quality singing annotations are fundamental to modern Singing Voice Synthesis (SVS) systems. However, obtaining these annotations at scale through manual labeling is unrealistic due to the substantial labor and musical expertise required, making automatic annotation highly necessary. Despite their utility, current automatic transcription systems face significant challenges: they often rely on complex multi-stage pipelines, struggle to recover text-note alignments, and exhibit poor generalization to out-of-distribution (OOD) singing data. To alleviate these issues, we present VocalParse, a unified singing voice transcription (SVT) model built upon a Large Audio Language Model (LALM). Specifically, our novel contribution is to introduce an interleaved prompting formulation that jointly models lyrics, melody, and word-note correspondence, yielding a generated sequence that directly maps to a structured musical score. Furthermore, we propose a Chain-of-Thought (CoT) style prompting strategy, which decodes lyrics first as a semantic scaffold, significantly mitigating the context disruption problem while preserving the structural benefits of interleaved generation. Experiments demonstrate that VocalParse achieves state-of-the-art SVT performance on multiple singing datasets. The source code and checkpoint are available at https://github.com/pymaster17/VocalParse.

Yukun Chen, Xinyu Zhang, Jialong Tang et al.

While large language models (LLMs) have become pivotal to content safety, current evaluation paradigms primarily focus on detecting explicit harms (e.g., violence or hate speech), neglecting the subtler value dimensions conveyed in digital content. To bridge this gap, we introduce X-Value, a novel Cross-lingual Values Assessment Benchmark designed to evaluate LLMs' ability to assess deep-level values of content from a global perspective. X-Value consists of more than 5,000 QA pairs across 18 languages, systematically organized into 7 core domains grounded in Schwartz's Theory of Basic Human Values and categorized into easy and hard levels for discriminative evaluation. We further propose a unique two-stage annotation framework that first identifies whether an issue falls under global consensus (e.g., human rights) or pluralism (e.g., religion), and subsequently conducts a multi-party evaluation of the latent values embedded within the content. Systematic evaluations on X-Value reveal that current SOTA LLMs exhibit deficiencies in cross-lingual values assessment ($Acc < 77\%$), with significant performance disparities across different languages ($ΔAcc > 20\%$). This work highlights the urgent need to improve the nuanced, values-aware content assessment capability of LLMs. Our X-Value is available at: https://huggingface.co/datasets/Whitolf/X-Value.

Haifeng Wang, Hua Wu, Tian Wu et al.

In this report, we introduce ERNIE 5.0, a natively autoregressive foundation model desinged for unified multimodal understanding and generation across text, image, video, and audio. All modalities are trained from scratch under a unified next-group-of-tokens prediction objective, based on an ultra-sparse mixture-of-experts (MoE) architecture with modality-agnostic expert routing. To address practical challenges in large-scale deployment under diverse resource constraints, ERNIE 5.0 adopts a novel elastic training paradigm. Within a single pre-training run, the model learns a family of sub-models with varying depths, expert capacities, and routing sparsity, enabling flexible trade-offs among performance, model size, and inference latency in memory- or time-constrained scenarios. Moreover, we systematically address the challenges of scaling reinforcement learning to unified foundation models, thereby guaranteeing efficient and stable post-training under ultra-sparse MoE architectures and diverse multimodal settings. Extensive experiments demonstrate that ERNIE 5.0 achieves strong and balanced performance across multiple modalities. To the best of our knowledge, among publicly disclosed models, ERNIE 5.0 represents the first production-scale realization of a trillion-parameter unified autoregressive model that supports both multimodal understanding and generation. To facilitate further research, we present detailed visualizations of modality-agnostic expert routing in the unified model, alongside comprehensive empirical analysis of elastic training, aiming to offer profound insights to the community.

Yinmin Zhong, Zili Zhang, Bingyang Wu et al.

We present RLHFuse, an efficient training system with stage fusion for Reinforcement Learning from Human Feedback (RLHF). Due to the intrinsic nature of RLHF training, i.e., the data skewness in the generation stage and the pipeline bubbles in the training stage, existing RLHF systems suffer from low GPU utilization. RLHFuse breaks the traditional view of RLHF workflow as a composition of individual tasks, splitting each task into finer-grained subtasks, and performing stage fusion to improve GPU utilization. RLHFuse contains two key ideas. First, for generation and inference tasks, RLHFuse splits them into sample-level subtasks, enabling efficient inter-stage fusion to overlap the execution of generation and inference stages, thus mitigating the original generation bottleneck dominated by long-tailed samples. Second, for training tasks, RLHFuse breaks them into subtasks of micro-batches and performs intra-stage fusion to concurrently execute these subtasks in the training stage with a fused pipeline schedule, effectively mitigating the pipeline bubbles. The experiments show that RLHFuse increases the training throughput by up to $3.7\times$, compared to existing systems.

Xuewei Wang, Qiang Jin, Shengyu Huang et al.

Dividing ads ranking system into retrieval, early, and final stages is a common practice in large scale ads recommendation to balance the efficiency and accuracy. The early stage ranking often uses efficient models to generate candidates out of a set of retrieved ads. The candidates are then fed into a more computationally intensive but accurate final stage ranking system to produce the final ads recommendation. As the early and final stage ranking use different features and model architectures because of system constraints, a serious ranking consistency issue arises where the early stage has a low ads recall, i.e., top ads in the final stage are ranked low in the early stage. In order to pass better ads from the early to the final stage ranking, we propose a multi-task learning framework for early stage ranking to capture multiple final stage ranking components (i.e. ads clicks and ads quality events) and their task relations. With our multi-task learning framework, we can not only achieve serving cost saving from the model consolidation, but also improve the ads recall and ranking consistency. In the online A/B testing, our framework achieves significantly higher click-through rate (CTR), conversion rate (CVR), total value and better ads-quality (e.g. reduced ads cross-out rate) in a large scale industrial ads ranking system.

Shuo Shao, Yiming Li, Mengren Zheng et al.

The widespread application of Deep Learning across diverse domains hinges critically on the quality and composition of training datasets. However, the common lack of disclosure regarding their usage raises significant privacy and copyright concerns. Dataset auditing techniques, which aim to determine if a specific dataset was used to train a given suspicious model, provide promising solutions to addressing these transparency gaps. While prior work has developed various auditing methods, their resilience against dedicated adversarial attacks remains largely unexplored. To bridge the gap, this paper initiates a comprehensive study evaluating dataset auditing from an adversarial perspective. We start with introducing a novel taxonomy, classifying existing methods based on their reliance on internal features (IF) (inherent to the data) versus external features (EF) (artificially introduced for auditing). Subsequently, we formulate two primary attack types: evasion attacks, designed to conceal the use of a dataset, and forgery attacks, intending to falsely implicate an unused dataset. Building on the understanding of existing methods and attack objectives, we further propose systematic attack strategies: decoupling, removal, and detection for evasion; adversarial example-based methods for forgery. These formulations and strategies lead to our new benchmark, DATABench, comprising 17 evasion attacks, 5 forgery attacks, and 9 representative auditing methods. Extensive evaluations using DATABench reveal that none of the evaluated auditing methods are sufficiently robust or distinctive under adversarial settings. These findings underscore the urgent need for developing a more secure and reliable dataset auditing method capable of withstanding sophisticated adversarial manipulation. Code is available at https://github.com/shaoshuo-ss/DATABench.

Yukun Chen, Jiaming Li, Longze Chen et al.

Reinforcement Learning with Verifiable Rewards (RLVR) has emerged as a prevailing paradigm for enhancing reasoning in Multimodal Large Language Models (MLLMs). However, relying solely on outcome supervision risks reward hacking, where models learn spurious reasoning patterns to satisfy final answer checks. While recent rubric-based approaches offer fine-grained supervision signals, they suffer from high computational costs of instance-level generation and inefficient training dynamics caused by treating all rubrics as equally learnable. In this paper, we propose Stratified Rubric-based Curriculum Learning (RuCL), a novel framework that reformulates curriculum learning by shifting the focus from data selection to reward design. RuCL generates generalized rubrics for broad applicability and stratifies them based on the model's competence. By dynamically adjusting rubric weights during training, RuCL guides the model from mastering foundational perception to tackling advanced logical reasoning. Extensive experiments on various visual reasoning benchmarks show that RuCL yields a remarkable +7.83% average improvement over the Qwen2.5-VL-7B model, achieving a state-of-the-art accuracy of 60.06%.

Qinhong Lin, Ruitao Feng, Yinglun Feng et al.

We study alpha factor mining, the automated discovery of predictive signals from noisy, non-stationary market data-under a practical requirement that mined factors be directly executable and auditable, and that the discovery process remain computationally tractable at scale. Existing symbolic approaches are limited by bounded expressiveness, while neural forecasters often trade interpretability for performance and remain vulnerable to regime shifts and overfitting. We introduce FactorEngine (FE), a program-level factor discovery framework that casts factors as Turing-complete code and improves both effectiveness and efficiency via three separations: (i) logic revision vs. parameter optimization, (ii) LLM-guided directional search vs. Bayesian hyperparameter search, and (iii) LLM usage vs. local computation. FE further incorporates a knowledge-infused bootstrapping module that transforms unstructured financial reports into executable factor programs through a closed-loop multi-agent extraction-verification-code-generation pipeline, and an experience knowledge base that supports trajectory-aware refinement (including learning from failures). Across extensive backtests on real-world OHLCV data, FE produces factors with substantially stronger predictive stability and portfolio impact-for example, higher IC/ICIR (and Rank IC/ICIR) and improved AR/Sharpe, than baseline methods, achieving state-of-the-art predictive and portfolio performance.

Yukun Chen, Boheng Li, Yu Yuan et al.

Knowledge distillation (KD) is a vital technique for deploying deep neural networks (DNNs) on resource-constrained devices by transferring knowledge from large teacher models to lightweight student models. While teacher models from third-party platforms may undergo security verification (\eg, backdoor detection), we uncover a novel and critical threat: distillation-conditional backdoor attacks (DCBAs). DCBA injects dormant and undetectable backdoors into teacher models, which become activated in student models via the KD process, even with clean distillation datasets. While the direct extension of existing methods is ineffective for DCBA, we implement this attack by formulating it as a bilevel optimization problem and proposing a simple yet effective method (\ie, SCAR). Specifically, the inner optimization simulates the KD process by optimizing a surrogate student model, while the outer optimization leverages outputs from this surrogate to optimize the teacher model for implanting the conditional backdoor. Our SCAR addresses this complex optimization utilizing an implicit differentiation algorithm with a pre-optimized trigger injection function. Extensive experiments across diverse datasets, model architectures, and KD techniques validate the effectiveness of our SCAR and its resistance against existing backdoor detection, highlighting a significant yet previously overlooked vulnerability in the KD process. Our code is available at https://github.com/WhitolfChen/SCAR.

Yukun Chen, Zhaoxi Mu, Andong Li et al.

Despite the remarkable progress in the synthesis speed and fidelity of neural vocoders, their high energy consumption remains a critical barrier to practical deployment on computationally restricted edge devices. Spiking Neural Networks (SNNs), widely recognized for their high energy efficiency due to their event-driven nature, offer a promising solution for low-resource scenarios. In this paper, we propose Spiking Vocos, a novel spiking neural vocoder with ultra-low energy consumption, built upon the efficient Vocos framework. To mitigate the inherent information bottleneck in SNNs, we design a Spiking ConvNeXt module to reduce Multiply-Accumulate (MAC) operations and incorporate an amplitude shortcut path to preserve crucial signal dynamics. Furthermore, to bridge the performance gap with its Artificial Neural Network (ANN) counterpart, we introduce a self-architectural distillation strategy to effectively transfer knowledge. A lightweight Temporal Shift Module is also integrated to enhance the model's ability to fuse information across the temporal dimension with negligible computational overhead. Experiments demonstrate that our model achieves performance comparable to its ANN counterpart, with UTMOS and PESQ scores of 3.74 and 3.45 respectively, while consuming only 14.7% of the energy. The source code is available at https://github.com/pymaster17/Spiking-Vocos.

Jiaming Li, Longze Chen, Ze Gong et al.

Recent advances in Reinforcement Learning with Verifiable Rewards (RLVR) have empowered large language models (LLMs) to tackle challenging reasoning tasks such as mathematics and programming. RLVR leverages verifiable outcome rewards to guide policy optimization, enabling LLMs to progressively improve output quality in a grounded and reliable manner. Despite its promise, the RLVR paradigm poses significant challenges, as existing methods often suffer from sparse reward signals and unstable policy gradient updates, particularly in RL-based approaches. To address the challenges, we propose $\textbf{PACS}$, a novel RLVR framework that achieves im$\textbf{P}$licit $\textbf{A}$ctor $\textbf{C}$ritic coupling via a $\textbf{S}$upervised learning framework. By treating the outcome reward as a predictable label, we reformulate the RLVR problem into a supervised learning task over a score function parameterized by the policy model and optimized using cross-entropy loss. A detailed gradient analysis shows that this supervised formulation inherently recovers the classical policy gradient update while implicitly coupling actor and critic roles, yielding more stable and efficient training. Benchmarking on challenging mathematical reasoning tasks, PACS outperforms strong RLVR baselines, such as PPO and GRPO, achieving superior reasoning performance. For instance, PACS achieves 59.78\% at pass@256 on AIME 2025, representing improvements of 13.32 and 14.36 points over PPO and GRPO. This simple yet powerful framework offers a promising avenue for LLMs post-training with verifiable rewards. Our code and data are available as open source at https://github.com/ritzz-ai/PACS.

Jiaming Li, Haoran Ye, Yukun Chen et al.

As large language models (LLMs) grow in scale and capability, understanding their internal mechanisms becomes increasingly critical. Sparse autoencoders (SAEs) have emerged as a key tool in mechanistic interpretability, enabling the extraction of human-interpretable features from LLMs. However, existing SAE training methods are primarily designed for base models, resulting in reduced reconstruction quality and interpretability when applied to instruct models. To bridge this gap, we propose $\underline{\textbf{F}}$inetuning-$\underline{\textbf{a}}$ligned $\underline{\textbf{S}}$equential $\underline{\textbf{T}}$raining ($\textit{FAST}$), a novel training method specifically tailored for instruct models. $\textit{FAST}$ aligns the training process with the data distribution and activation patterns characteristic of instruct models, resulting in substantial improvements in both reconstruction and feature interpretability. On Qwen2.5-7B-Instruct, $\textit{FAST}$ achieves a mean squared error of 0.6468 in token reconstruction, significantly outperforming baseline methods with errors of 5.1985 and 1.5096. In feature interpretability, $\textit{FAST}$ yields a higher proportion of high-quality features, for Llama3.2-3B-Instruct, $21.1\%$ scored in the top range, compared to $7.0\%$ and $10.2\%$ for $\textit{BT(P)}$ and $\textit{BT(F)}$. Surprisingly, we discover that intervening on the activations of special tokens via the SAEs leads to improvements in output quality, suggesting new opportunities for fine-grained control of model behavior. Code, data, and 240 trained SAEs are available at https://github.com/Geaming2002/FAST.

Yinmin Zhong, Zili Zhang, Xiaoniu Song et al.

Reinforcement learning (RL) has become the core post-training technique for large language models (LLMs). RL for LLMs involves two stages: generation and training. The LLM first generates samples online, which are then used to derive rewards for training. The conventional view holds that the colocated architecture, where the two stages share resources via temporal multiplexing, outperforms the disaggregated architecture, in which dedicated resources are assigned to each stage. However, in real-world deployments, we observe that the colocated architecture suffers from resource coupling, where the two stages are constrained to use the same resources. This coupling compromises the scalability and cost-efficiency of colocated RL in large-scale training. In contrast, the disaggregated architecture allows for flexible resource allocation, supports heterogeneous training setups, and facilitates cross-datacenter deployment. StreamRL is designed with disaggregation from first principles and fully unlocks its potential by addressing two types of performance bottlenecks in existing disaggregated RL frameworks: pipeline bubbles, caused by stage dependencies, and skewness bubbles, resulting from long-tail output length distributions. To address pipeline bubbles, StreamRL breaks the traditional stage boundary in synchronous RL algorithms through stream generation and achieves full overlapping in asynchronous RL. To address skewness bubbles, StreamRL employs an output-length ranker model to identify long-tail samples and reduces generation time via skewness-aware dispatching and scheduling. Experiments show that StreamRL improves throughput by up to 2.66x compared to existing state-of-the-art systems, and improves cost-effectiveness by up to 1.33x in a heterogeneous, cross-datacenter setting.

Yukun Chen, Shuo Shao, Enhao Huang et al.

Backdoor attacks on deep neural networks (DNNs) have emerged as a significant security threat, allowing adversaries to implant hidden malicious behaviors during the model training phase. Pre-processing-based defense, which is one of the most important defense paradigms, typically focuses on input transformations or backdoor trigger inversion (BTI) to deactivate or eliminate embedded backdoor triggers during the inference process. However, these methods suffer from inherent limitations: transformation-based defenses often fail to balance model utility and defense performance, while BTI-based defenses struggle to accurately reconstruct trigger patterns without prior knowledge. In this paper, we propose REFINE, an inversion-free backdoor defense method based on model reprogramming. REFINE consists of two key components: \textbf{(1)} an input transformation module that disrupts both benign and backdoor patterns, generating new benign features; and \textbf{(2)} an output remapping module that redefines the model's output domain to guide the input transformations effectively. By further integrating supervised contrastive loss, REFINE enhances the defense capabilities while maintaining model utility. Extensive experiments on various benchmark datasets demonstrate the effectiveness of our REFINE and its resistance to potential adaptive attacks.

StepFun, Bin Wang, Bojun Wang et al.

Large language models (LLMs) face low hardware efficiency during decoding, especially for long-context reasoning tasks. This paper introduces Step-3, a 321B-parameter VLM with hardware-aware model-system co-design optimized for minimizing decoding costs. Step-3 innovates in two key dimensions: (1) A novel Multi-Matrix Factorization Attention (MFA) mechanism that significantly reduces both KV cache size and computation while maintaining high attention expressiveness, and (2) Attention-FFN Disaggregation (AFD), a distributed inference system that decouples attention and Feed-Forward Network (FFN) layers into specialized subsystems. This co-design achieves unprecedented cost efficiency: Step-3 significantly reduces theoretical decoding costs compared with models like DeepSeek-V3 and Qwen3 MoE 235B, with the gains widening at longer context. Step-3 achieves low cost while activating 38B parameters per token (more than DeepSeek-V3 and Qwen3 MoE 235B), demonstrating that hardware-aligned attention arithmetic intensity, MoE sparsity, and AFD are critical to cost-effectiveness. We perform a head-to-head comparison with DeepSeek-V3 in its favorable scenarios. Our implementation on Hopper GPUs achieves a decoding throughput of up to 4,039 tokens per second per GPU under 50ms TPOT SLA (4K context, FP8, no MTP). It is higher than DeepSeek-V3's 2,324 in the same setup and sets a new Pareto frontier for LLM decoding.

Jiaming Li, Yukun Chen, Ziqiang Liu et al.

Stories are central to human culture, serving to share ideas, preserve traditions, and foster connections. Automatic story generation, a key advancement in artificial intelligence (AI), offers new possibilities for creating personalized content, exploring creative ideas, and enhancing interactive experiences. However, existing methods struggle to maintain narrative coherence and logical consistency. This disconnect compromises the overall storytelling experience, underscoring the need for substantial improvements. Inspired by human cognitive processes, we introduce Storyteller, a novel approach that systemically improves the coherence and consistency of automatically generated stories. Storyteller introduces a plot node structure based on linguistically grounded subject verb object (SVO) triplets, which capture essential story events and ensure a consistent logical flow. Unlike previous methods, Storyteller integrates two dynamic modules, the STORYLINE and narrative entity knowledge graph (NEKG),that continuously interact with the story generation process. This integration produces structurally sound, cohesive and immersive narratives. Extensive experiments demonstrate that Storyteller significantly outperforms existing approaches, achieving an 84.33% average win rate through human preference evaluation. At the same time, it is also far ahead in other aspects including creativity, coherence, engagement, and relevance.

Yukun Chen, Zihuan Qiu, Fanman Meng et al.

Unlike traditional Multimodal Class-Incremental Learning (MCIL) methods that focus only on vision and text, this paper explores MCIL across vision, audio and text modalities, addressing challenges in integrating complementary information and mitigating catastrophic forgetting. To tackle these issues, we propose an MCIL method based on multimodal pre-trained models. Firstly, a Multimodal Incremental Feature Extractor (MIFE) based on Mixture-of-Experts (MoE) structure is introduced to achieve effective incremental fine-tuning for AudioCLIP. Secondly, to enhance feature discriminability and generalization, we propose an Adaptive Audio-Visual Fusion Module (AAVFM) that includes a masking threshold mechanism and a dynamic feature fusion mechanism, along with a strategy to enhance text diversity. Thirdly, a novel multimodal class-incremental contrastive training loss is proposed to optimize cross-modal alignment in MCIL. Finally, two MCIL-specific evaluation metrics are introduced for comprehensive assessment. Extensive experiments on three multimodal datasets validate the effectiveness of our method.

Yukun Chen, Andrea Dittadi, Frederik Träuble et al.

Disentanglement is hypothesized to be beneficial towards a number of downstream tasks. However, a common assumption in learning disentangled representations is that the data generative factors are statistically independent. As current methods are almost solely evaluated on toy datasets where this ideal assumption holds, we investigate their performance in hierarchical settings, a relevant feature of real-world data. In this work, we introduce Boxhead, a dataset with hierarchically structured ground-truth generative factors. We use this novel dataset to evaluate the performance of state-of-the-art autoencoder-based disentanglement models and observe that hierarchical models generally outperform single-layer VAEs in terms of disentanglement of hierarchically arranged factors.

Chenyan Wu, Yukun Chen, Jiajia Luo et al.

Body orientation estimation provides crucial visual cues in many applications, including robotics and autonomous driving. It is particularly desirable when 3-D pose estimation is difficult to infer due to poor image resolution, occlusion or indistinguishable body parts. We present COCO-MEBOW (Monocular Estimation of Body Orientation in the Wild), a new large-scale dataset for orientation estimation from a single in-the-wild image. The body-orientation labels for around 130K human bodies within 55K images from the COCO dataset have been collected using an efficient and high-precision annotation pipeline. We also validated the benefits of the dataset. First, we show that our dataset can substantially improve the performance and the robustness of a human body orientation estimation model, the development of which was previously limited by the scale and diversity of the available training data. Additionally, we present a novel triple-source solution for 3-D human pose estimation, where 3-D pose labels, 2-D pose labels, and our body-orientation labels are all used in joint training. Our model significantly outperforms state-of-the-art dual-source solutions for monocular 3-D human pose estimation, where training only uses 3-D pose labels and 2-D pose labels. This substantiates an important advantage of MEBOW for 3-D human pose estimation, which is particularly appealing because the per-instance labeling cost for body orientations is far less than that for 3-D poses. The work demonstrates high potential of MEBOW in addressing real-world challenges involving understanding human behaviors. Further information of this work is available at https://chenyanwu.github.io/MEBOW/.

Xinye Zheng, Jianbo Ye, Yukun Chen et al.

Meteorologists use shapes and movements of clouds in satellite images as indicators of several major types of severe storms. Satellite imaginary data are in increasingly higher resolution, both spatially and temporally, making it impossible for humans to fully leverage the data in their forecast. Automatic satellite imagery analysis methods that can find storm-related cloud patterns as soon as they are detectable are in demand. We propose a machine learning and pattern recognition based approach to detect "comma-shaped" clouds in satellite images, which are specific cloud distribution patterns strongly associated with the cyclone formulation. In order to detect regions with the targeted movement patterns, our method is trained on manually annotated cloud examples represented by both shape and motion-sensitive features. Sliding windows in different scales are used to ensure that dense clouds will be captured, and we implement effective selection rules to shrink the region of interest among these sliding windows. Finally, we evaluate the method on a hold-out annotated comma-shaped cloud dataset and cross-match the results with recorded storm events in the severe weather database. The validated utility and accuracy of our method suggest a high potential for assisting meteorologists in weather forecasting.

Yukun Chen, Jianbo Ye, Jia Li

We propose a framework, named Aggregated Wasserstein, for computing a dissimilarity measure or distance between two Hidden Markov Models with state conditional distributions being Gaussian. For such HMMs, the marginal distribution at any time position follows a Gaussian mixture distribution, a fact exploited to softly match, aka register, the states in two HMMs. We refer to such HMMs as Gaussian mixture model-HMM (GMM-HMM). The registration of states is inspired by the intrinsic relationship of optimal transport and the Wasserstein metric between distributions. Specifically, the components of the marginal GMMs are matched by solving an optimal transport problem where the cost between components is the Wasserstein metric for Gaussian distributions. The solution of the optimization problem is a fast approximation to the Wasserstein metric between two GMMs. The new Aggregated Wasserstein distance is a semi-metric and can be computed without generating Monte Carlo samples. It is invariant to relabeling or permutation of states. The distance is defined meaningfully even for two HMMs that are estimated from data of different dimensionality, a situation that can arise due to missing variables. This distance quantifies the dissimilarity of GMM-HMMs by measuring both the difference between the two marginal GMMs and that between the two transition matrices. Our new distance is tested on tasks of retrieval, classification, and t-SNE visualization of time series. Experiments on both synthetic and real data have demonstrated its advantages in terms of accuracy as well as efficiency in comparison with existing distances based on the Kullback-Leibler divergence.

Yukun Chen, Jianbo Ye, Jia Li

We propose a framework, named Aggregated Wasserstein, for computing a dissimilarity measure or distance between two Hidden Markov Models with state conditional distributions being Gaussian. For such HMMs, the marginal distribution at any time spot follows a Gaussian mixture distribution, a fact exploited to softly match, aka register, the states in two HMMs. We refer to such HMMs as Gaussian mixture model-HMM (GMM-HMM). The registration of states is inspired by the intrinsic relationship of optimal transport and the Wasserstein metric between distributions. Specifically, the components of the marginal GMMs are matched by solving an optimal transport problem where the cost between components is the Wasserstein metric for Gaussian distributions. The solution of the optimization problem is a fast approximation to the Wasserstein metric between two GMMs. The new Aggregated Wasserstein distance is a semi-metric and can be computed without generating Monte Carlo samples. It is invariant to relabeling or permutation of the states. This distance quantifies the dissimilarity of GMM-HMMs by measuring both the difference between the two marginal GMMs and the difference between the two transition matrices. Our new distance is tested on the tasks of retrieval and classification of time series. Experiments on both synthetic data and real data have demonstrated its advantages in terms of accuracy as well as efficiency in comparison with existing distances based on the Kullback-Leibler divergence.