Liu Ji

CV
h-index17
5papers
656citations
Novelty46%
AI Score42

5 Papers

19.4CVNov 5, 2024Code
MME-Finance: A Multimodal Finance Benchmark for Expert-level Understanding and Reasoning

Ziliang Gan, Yu Lu, Dong Zhang et al.

In recent years, multimodal benchmarks for general domains have guided the rapid development of multimodal models on general tasks. However, the financial field has its peculiarities. It features unique graphical images (e.g., candlestick charts, technical indicator charts) and possesses a wealth of specialized financial knowledge (e.g., futures, turnover rate). Therefore, benchmarks from general fields often fail to measure the performance of multimodal models in the financial domain, and thus cannot effectively guide the rapid development of large financial models. To promote the development of large financial multimodal models, we propose MME-Finance, an bilingual open-ended and practical usage-oriented Visual Question Answering (VQA) benchmark. The characteristics of our benchmark are finance and expertise, which include constructing charts that reflect the actual usage needs of users (e.g., computer screenshots and mobile photography), creating questions according to the preferences in financial domain inquiries, and annotating questions by experts with 10+ years of experience in the financial industry. Additionally, we have developed a custom-designed financial evaluation system in which visual information is first introduced in the multi-modal evaluation process. Extensive experimental evaluations of 19 mainstream MLLMs are conducted to test their perception, reasoning, and cognition capabilities. The results indicate that models performing well on general benchmarks cannot do well on MME-Finance; for instance, the top-performing open-source and closed-source models obtain 65.69 (Qwen2VL-72B) and 63.18 (GPT-4o), respectively. Their performance is particularly poor in categories most relevant to finance, such as candlestick charts and technical indicator charts. In addition, we propose a Chinese version, which helps compare performance of MLLMs under a Chinese context.

3.6CVNov 21, 2025
GPR-OdomNet: Difference and Similarity-Driven Odometry Estimation Network for Ground Penetrating Radar-Based Localization

Huaichao Wang, Xuanxin Fan, Ji Liu et al.

When performing robot/vehicle localization using ground penetrating radar (GPR) to handle adverse weather and environmental conditions, existing techniques often struggle to accurately estimate distances when processing B-scan images with minor distinctions. This study introduces a new neural network-based odometry method that leverages the similarity and difference features of GPR B-scan images for precise estimation of the Euclidean distances traveled between the B-scan images. The new custom neural network extracts multi-scale features from B-scan images taken at consecutive moments and then determines the Euclidean distance traveled by analyzing the similarities and differences between these features. To evaluate our method, an ablation study and comparison experiments have been conducted using the publicly available CMU-GPR dataset. The experimental results show that our method consistently outperforms state-of-the-art counterparts in all tests. Specifically, our method achieves a root mean square error (RMSE), and achieves an overall weighted RMSE of 0.449 m across all data sets, which is a 10.2\% reduction in RMSE when compared to the best state-of-the-art method.

5.5LGNov 12, 2021Code
Resilient Consensus-based Multi-agent Reinforcement Learning with Function Approximation

Martin Figura, Yixuan Lin, Ji Liu et al.

Adversarial attacks during training can strongly influence the performance of multi-agent reinforcement learning algorithms. It is, thus, highly desirable to augment existing algorithms such that the impact of adversarial attacks on cooperative networks is eliminated, or at least bounded. In this work, we consider a fully decentralized network, where each agent receives a local reward and observes the global state and action. We propose a resilient consensus-based actor-critic algorithm, whereby each agent estimates the team-average reward and value function, and communicates the associated parameter vectors to its immediate neighbors. We show that in the presence of Byzantine agents, whose estimation and communication strategies are completely arbitrary, the estimates of the cooperative agents converge to a bounded consensus value with probability one, provided that there are at most $H$ Byzantine agents in the neighborhood of each cooperative agent and the network is $(2H+1)$-robust. Furthermore, we prove that the policy of the cooperative agents converges with probability one to a bounded neighborhood around a local maximizer of their team-average objective function under the assumption that the policies of the adversarial agents asymptotically become stationary.

7.6OCNov 3, 2018
Stochastic Primal-Dual Method for Empirical Risk Minimization with $\mathcal{O}(1)$ Per-Iteration Complexity

Conghui Tan, Tong Zhang, Shiqian Ma et al.

Regularized empirical risk minimization problem with linear predictor appears frequently in machine learning. In this paper, we propose a new stochastic primal-dual method to solve this class of problems. Different from existing methods, our proposed methods only require O(1) operations in each iteration. We also develop a variance-reduction variant of the algorithm that converges linearly. Numerical experiments suggest that our methods are faster than existing ones such as proximal SGD, SVRG and SAGA on high-dimensional problems.

33.5LGOct 26, 2017
Gradient Sparsification for Communication-Efficient Distributed Optimization

Jianqiao Wangni, Jialei Wang, Ji Liu et al.

Modern large scale machine learning applications require stochastic optimization algorithms to be implemented on distributed computational architectures. A key bottleneck is the communication overhead for exchanging information such as stochastic gradients among different workers. In this paper, to reduce the communication cost we propose a convex optimization formulation to minimize the coding length of stochastic gradients. To solve the optimal sparsification efficiently, several simple and fast algorithms are proposed for approximate solution, with theoretical guaranteed for sparseness. Experiments on $\ell_2$ regularized logistic regression, support vector machines, and convolutional neural networks validate our sparsification approaches.