arXiv subjects

Chang Xu

Publications and source records attributed to Chang Xu.

At least 235 records · Page 13Linked to original sources

arXiv2023

Microstructure-Empowered Stock Factor Extraction and Utilization

High-frequency quantitative investment is a crucial aspect of stock investment. Notably, order flow data plays a critical role as it provides the most detailed level of information among high-frequency trading data, including comprehensive data from the order book and transaction records at the tick level. The order flow data is extremely valuable for market analysis as it equips traders with essential insights for making informed decisions. However, extracting and effectively utilizing order flow data present challenges due to the large volume of data involved and the limitations of traditional factor mining techniques, which are primarily designed for coarser-level stock data. To address these challenges, we propose a novel framework that aims to effectively extract essential factors from order flow data for diverse downstream tasks across different granularities and scenarios. Our method consists of a Context Encoder and an Factor Extractor. The Context Encoder learns an embedding for the current order flow data segment's context by considering both the expected and actual market state. In addition, the Factor Extractor uses unsupervised learning methods to select such important signals that are most distinct from the majority within the given context. The extracted factors are then utilized for downstream tasks. In empirical studies, our proposed framework efficiently handles an entire year of stock order flow data across diverse scenarios, offering a broader range of applications compared to existing tick-level approaches that are limited to only a few days of stock data. We demonstrate that our method extracts superior factors from order flow data, enabling significant improvement for stock trend prediction and order execution tasks at the second and minute level.

q-fin.ST↗

arXiv2023

SimMatchV2: Semi-Supervised Learning with Graph Consistency

Semi-Supervised image classification is one of the most fundamental problem in computer vision, which significantly reduces the need for human labor. In this paper, we introduce a new semi-supervised learning algorithm - SimMatchV2, which formulates various consistency regularizations between labeled and unlabeled data from the graph perspective. In SimMatchV2, we regard the augmented view of a sample as a node, which consists of a label and its corresponding representation. Different nodes are connected with the edges, which are measured by the similarity of the node representations. Inspired by the message passing and node classification in graph theory, we propose four types of consistencies, namely 1) node-node consistency, 2) node-edge consistency, 3) edge-edge consistency, and 4) edge-node consistency. We also uncover that a simple feature normalization can reduce the gaps of the feature norm between different augmented views, significantly improving the performance of SimMatchV2. Our SimMatchV2 has been validated on multiple semi-supervised learning benchmarks. Notably, with ResNet-50 as our backbone and 300 epochs of training, SimMatchV2 achieves 71.9\% and 76.2\% Top-1 Accuracy with 1\% and 10\% labeled examples on ImageNet, which significantly outperforms the previous methods and achieves state-of-the-art performance. Code and pre-trained models are available at \href{https://github.com/mingkai-zheng/SimMatchV2}{https://github.com/mingkai-zheng/SimMatchV2}.

cs.CV↗

arXiv2023

Diffusion Action Segmentation

Temporal action segmentation is crucial for understanding long-form videos. Previous works on this task commonly adopt an iterative refinement paradigm by using multi-stage models. We propose a novel framework via denoising diffusion models, which nonetheless shares the same inherent spirit of such iterative refinement. In this framework, action predictions are iteratively generated from random noise with input video features as conditions. To enhance the modeling of three striking characteristics of human actions, including the position prior, the boundary ambiguity, and the relational dependency, we devise a unified masking strategy for the conditioning inputs in our framework. Extensive experiments on three benchmark datasets, i.e., GTEA, 50Salads, and Breakfast, are performed and the proposed method achieves superior or comparable results to state-of-the-art methods, showing the effectiveness of a generative approach for action segmentation.

cs.CV↗

arXiv2023

Alpha-Clustering in Nuclei and Its Impact on Nuclear Symmetry Energy

Nuclear symmetry energy is a fundamental quantity currently under intense investigation in both nuclear physics and astrophysics. The {\it softness} or {\it stiffness} of symmetry energy is still under debate and the extraction of symmetry energy from neutron skin thickness $R_{\rm skin}$ remains a challenge. Parity-violating measurements PREX and CREX provide important opportunities for constraining $R_{\rm skin}$ in $^{208}$Pb and $^{48}$Ca. We investigate the occurrence of $α$-cluster at the surface of nuclei and its impact on the extraction of symmetry energy from $R_{\rm skin}$. Our result indicates that the $α$-clustering probability in $^{208}$Pb is small and the extracted density slope of symmetry energy $L$ is almost unaffected. In contrast, the $α$-clustering probability in $^{48}$Ca is sizeable and the corresponding correction to $L$ should be taken into account. This correction progressively increases with the $α$-clustering probability, leading to a modification of the $L$-$R_{\rm skin}$ correlation, a fact may have important implications in constraining nuclear symmetry energy.

nucl-th↗

arXiv2023

Doubly heavy tetraquarks including one-pion exchange potential

Spectrum of the doubly heavy tetraquarks is studied in a constituent quark model including one-pion exchange (OPE) potential. Central and tensor forces induced by OPE between two light quarks are considered. Our results show that $I(J^P)=0(1^+)$ compact bound states are shifted up because of the repulsive central force between $\bar{q}\bar{q}$. This effect possibly leads to the small binding energy in $T_{cc}$. In addition, a $I(J^P)=1(1^+)$ resonant state is reported with $ E=10641 \ \rm{MeV},Γ=15 \ \rm{MeV}$ and $ E=10640 \ \rm{MeV},Γ=15 \ \rm{MeV}$, without and with including OPE potential, respectively. The repulsive central force and attractive tensor force almost cancel with each other and leave a small energy difference when OPE potential is included.

nucl-th↗

arXiv2023

Can GPT-4 Perform Neural Architecture Search?

We investigate the potential of GPT-4~\cite{gpt4} to perform Neural Architecture Search (NAS) -- the task of designing effective neural architectures. Our proposed approach, \textbf{G}PT-4 \textbf{E}nhanced \textbf{N}eural arch\textbf{I}tect\textbf{U}re \textbf{S}earch (GENIUS), leverages the generative capabilities of GPT-4 as a black-box optimiser to quickly navigate the architecture search space, pinpoint promising candidates, and iteratively refine these candidates to improve performance. We assess GENIUS across several benchmarks, comparing it with existing state-of-the-art NAS techniques to illustrate its effectiveness. Rather than targeting state-of-the-art performance, our objective is to highlight GPT-4's potential to assist research on a challenging technical problem through a simple prompting scheme that requires relatively limited domain expertise\footnote{Code available at \href{https://github.com/mingkai-zheng/GENIUS}{https://github.com/mingkai-zheng/GENIUS}.}. More broadly, we believe our preliminary results point to future research that harnesses general purpose language models for diverse optimisation tasks. We also highlight important limitations to our study, and note implications for AI safety.

cs.LG↗

arXiv2023

Three-Dimensional Approach Applied to Quasi-stationary States of Deformed $α$-Emitters

We apply a three-dimensional (3D) approach to investigate the quasi-stationary states of well-deformed $α$-emitters. With a splitting of the anisotropic 3D potential into internal and external parts at a separation surface, the 3D $α$-cluster decay width is determined by the initial wave function of a true bound state of an anisotropic harmonic oscillator potential and a non-resonance scattering wave function of Coulomb potential. Substantial difference between the 1D and 3D decay width is found for typical $α$-emitters with large quadrupole and hexadecapole deformations.

nucl-th↗

arXiv2023

Short-range correlations and momentum distributions in mirror nuclei 3H and 3He

Motivated by recent high-energy electron and $\rm ^3H$ and $\rm ^3He$ nuclei scattering experiment in Jefferson Lab (Nature 609, 41 (2022)), the short-range correlations (SRCs) between nucleon pairs for 3-nucleon systems are microscopically studied using realistic $NN$ 2-body interaction and two-Gaussian type $NNN$ 3-body interaction. The wave functions of both $\rm ^3H$ and $\rm ^3He$ are obtained by solving 3-body Schrödinger equations using Gaussian expansion method (GEM). The differences of one-nucleon and nucleon-nucleon momentum distributions between $\rm ^3H$ and $\rm ^3He$ are analyzed in detail. The results show that the percentages of $pn$-SRC pairs are significantly enhanced as compared with those of $nn(pp)$-SRC ones in $\rm ^3H$ and $\rm ^3He$ nuclei, which is consistent with the experimental findings.

nucl-th↗

arXiv2023

Programming by Example Made Easy

Programming by example (PBE) is an emerging programming paradigm that automatically synthesizes programs specified by user-provided input-output examples. Despite the convenience for end-users, implementing PBE tools often requires strong expertise in programming language and synthesis algorithms. Such a level of knowledge is uncommon among software developers. It greatly limits the broad adoption of PBE by the industry. To facilitate the adoption of PBE techniques, we propose a PBE framework called Bee, which leverages an "entity-action" model based on relational tables to ease PBE development for a wide but restrained range of domains. Implementing PBE tools with Bee only requires adapting domain-specific data entities and user actions to tables, with no need to design a domain-specific language or an efficient synthesis algorithm. The synthesis algorithm of Bee exploits bidirectional searching and constraint-solving techniques to address the challenge of value computation nested in table transformation. We evaluated Bee's effectiveness on 64 PBE tasks from three different domains and usability with a human study of 12 participants. Evaluation results show that Bee is easier to learn and use than the state-of-the-art PBE framework, and the bidirectional algorithm achieves comparable performance to domain-specifically optimized synthesizers.

cs.SE↗

arXiv2023

Probing high-momentum component in nucleon momentum distribution by neutron-proton bremsstrahlung γ-rays in heavy ion reactions

The high momentum tail (HMT) of nucleons, as a signature of the short-range correlations in nuclei, has been investigated by the high-energy bremsstrahlung $γ$ rays produced in $^{86}$Kr + $^{124}$Sn at 25 MeV/u. The energetic photons are measured by a CsI(Tl) hodoscope mounted on the spectrometer CSHINE. The energy spectrum above 30 MeV can be reproduced by the IBUU model calculations incorporating the photon production channel from $np$ process in which the HMTs of nucleons is considered. A non-zero HMT ratio of about $15\%$ is favored by the data. The effect of the capture channel $np \to dγ$ is demonstrated.

nucl-ex↗

arXiv2023

Learning Structure-Guided Diffusion Model for 2D Human Pose Estimation

One of the mainstream schemes for 2D human pose estimation (HPE) is learning keypoints heatmaps by a neural network. Existing methods typically improve the quality of heatmaps by customized architectures, such as high-resolution representation and vision Transformers. In this paper, we propose \textbf{DiffusionPose}, a new scheme that formulates 2D HPE as a keypoints heatmaps generation problem from noised heatmaps. During training, the keypoints are diffused to random distribution by adding noises and the diffusion model learns to recover ground-truth heatmaps from noised heatmaps with respect to conditions constructed by image feature. During inference, the diffusion model generates heatmaps from initialized heatmaps in a progressive denoising way. Moreover, we further explore improving the performance of DiffusionPose with conditions from human structural information. Extensive experiments show the prowess of our DiffusionPose, with improvements of 1.6, 1.2, and 1.2 mAP on widely-used COCO, CrowdPose, and AI Challenge datasets, respectively.

cs.CV↗

arXiv2023

Motion Robust High-Speed Light-Weighted Object Detection With Event Camera

In this work, we propose a motion robust and high-speed detection pipeline which better leverages the event data. First, we design an event stream representation called temporal active focus (TAF), which efficiently utilizes the spatial-temporal asynchronous event stream, constructing event tensors robust to object motions. Then, we propose a module called the bifurcated folding module (BFM), which encodes the rich temporal information in the TAF tensor at the input layer of the detector. Following this, we design a high-speed lightweight detector called agile event detector (AED) plus a simple but effective data augmentation method, to enhance the detection accuracy and reduce the model's parameter. Experiments on two typical real-scene event camera object detection datasets show that our method is competitive in terms of accuracy, efficiency, and the number of parameters. By classifying objects into multiple motion levels based on the optical flow density metric, we further illustrated the robustness of our method for objects with different velocities relative to the camera. The codes and trained models are available at https://github.com/HarmoniaLeo/FRLW-EvD .

cs.CV↗

arXiv2023

GPT Self-Supervision for a Better Data Annotator

The task of annotating data into concise summaries poses a significant challenge across various domains, frequently requiring the allocation of significant time and specialized knowledge by human experts. Despite existing efforts to use large language models for annotation tasks, significant problems such as limited applicability to unlabeled data, the absence of self-supervised methods, and the lack of focus on complex structured data still persist. In this work, we propose a GPT self-supervision annotation method, which embodies a generating-recovering paradigm that leverages the one-shot learning capabilities of the Generative Pretrained Transformer (GPT). The proposed approach comprises a one-shot tuning phase followed by a generation phase. In the one-shot tuning phase, we sample a data from the support set as part of the prompt for GPT to generate a textual summary, which is then used to recover the original data. The alignment score between the recovered and original data serves as a self-supervision navigator to refine the process. In the generation stage, the optimally selected one-shot sample serves as a template in the prompt and is applied to generating summaries from challenging datasets. The annotation performance is evaluated by tuning several human feedback reward networks and by calculating alignment scores between original and recovered data at both sentence and structure levels. Our self-supervised annotation method consistently achieves competitive scores, convincingly demonstrating its robust strength in various data-to-summary annotation tasks.

cs.CL↗

arXiv2023

Stable Diffusion is Unstable

Recently, text-to-image models have been thriving. Despite their powerful generative capacity, our research has uncovered a lack of robustness in this generation process. Specifically, the introduction of small perturbations to the text prompts can result in the blending of primary subjects with other categories or their complete disappearance in the generated images. In this paper, we propose Auto-attack on Text-to-image Models (ATM), a gradient-based approach, to effectively and efficiently generate such perturbations. By learning a Gumbel Softmax distribution, we can make the discrete process of word replacement or extension continuous, thus ensuring the differentiability of the perturbation generation. Once the distribution is learned, ATM can sample multiple attack samples simultaneously. These attack samples can prevent the generative model from generating the desired subjects without compromising image quality. ATM has achieved a 91.1% success rate in short-text attacks and an 81.2% success rate in long-text attacks. Further empirical analysis revealed four attack patterns based on: 1) the variability in generation speed, 2) the similarity of coarse-grained characteristics, 3) the polysemy of words, and 4) the positioning of words.

cs.CV↗

arXiv2023

VanillaKD: Revisit the Power of Vanilla Knowledge Distillation from Small Scale to Large Scale

The tremendous success of large models trained on extensive datasets demonstrates that scale is a key ingredient in achieving superior results. Therefore, the reflection on the rationality of designing knowledge distillation (KD) approaches for limited-capacity architectures solely based on small-scale datasets is now deemed imperative. In this paper, we identify the \emph{small data pitfall} that presents in previous KD methods, which results in the underestimation of the power of vanilla KD framework on large-scale datasets such as ImageNet-1K. Specifically, we show that employing stronger data augmentation techniques and using larger datasets can directly decrease the gap between vanilla KD and other meticulously designed KD variants. This highlights the necessity of designing and evaluating KD approaches in the context of practical scenarios, casting off the limitations of small-scale datasets. Our investigation of the vanilla KD and its variants in more complex schemes, including stronger training strategies and different model capacities, demonstrates that vanilla KD is elegantly simple but astonishingly effective in large-scale scenarios. Without bells and whistles, we obtain state-of-the-art ResNet-50, ViT-S, and ConvNeXtV2-T models for ImageNet, which achieve 83.1\%, 84.3\%, and 85.0\% top-1 accuracy, respectively. PyTorch code and checkpoints can be found at https://github.com/Hao840/vanillaKD.

cs.CV↗

arXiv2023

Calibrating a Deep Neural Network with Its Predecessors

Confidence calibration - the process to calibrate the output probability distribution of neural networks - is essential for safety-critical applications of such networks. Recent works verify the link between mis-calibration and overfitting. However, early stopping, as a well-known technique to mitigate overfitting, fails to calibrate networks. In this work, we study the limitions of early stopping and comprehensively analyze the overfitting problem of a network considering each individual block. We then propose a novel regularization method, predecessor combination search (PCS), to improve calibration by searching a combination of best-fitting block predecessors, where block predecessors are the corresponding network blocks with weight parameters from earlier training stages. PCS achieves the state-of-the-art calibration performance on multiple datasets and architectures. In addition, PCS improves model robustness under dataset distribution shift.

cs.LG↗

arXiv2023

Dual Focal Loss for Calibration

The use of deep neural networks in real-world applications require well-calibrated networks with confidence scores that accurately reflect the actual probability. However, it has been found that these networks often provide over-confident predictions, which leads to poor calibration. Recent efforts have sought to address this issue by focal loss to reduce over-confidence, but this approach can also lead to under-confident predictions. While different variants of focal loss have been explored, it is difficult to find a balance between over-confidence and under-confidence. In our work, we propose a new loss function by focusing on dual logits. Our method not only considers the ground truth logit, but also take into account the highest logit ranked after the ground truth logit. By maximizing the gap between these two logits, our proposed dual focal loss can achieve a better balance between over-confidence and under-confidence. We provide theoretical evidence to support our approach and demonstrate its effectiveness through evaluations on multiple models and datasets, where it achieves state-of-the-art performance. Code is available at https://github.com/Linwei94/DualFocalLoss

cs.CV↗

arXiv2023

Context Sensitivity without Contexts: A Cut-Shortcut Approach to Fast and Precise Pointer Analysis

Over the past decades, context sensitivity has been considered as one of the most effective ideas for improving the precision of pointer analysis for Java. However, despite great precision benefits, as each method is equivalently cloned and analyzed under each context, context sensitivity brings heavy efficiency costs. In this work, we present a fundamentally different approach called Cut-Shortcut for fast and precise pointer analysis for Java. Its insight is simple: the main effect of cloning methods under different contexts is to filter spurious object flows that have been merged inside a callee method; from the view of a typical pointer flow graph (PFG), such effect can be simulated by cutting off (Cut) the edges that introduce precision loss to certain pointers and adding Shortcut edges directly from source pointers to the target ones circumventing the method on PFG. As a result, we can achieve the effect of context sensitivity without contexts. We identify three general program patterns and develop algorithms based on them to safely cut off and add shortcut edges on PFG, formalize them and formally prove the soundness. To comprehensively validate Cut-Shortcut's effectiveness, we implement two versions of Cut-Shortcut for two state-of-the-art pointer analysis frameworks for Java, one in Datalog for the declarative Doop and the other in Java for the imperative Tai-e, and we consider all the large and complex programs used in recent literatures that meet the experimental requirements. The evaluation results are extremely promising: Cut-Shortcut is even able to run faster than context insensitivity for most evaluated programs while obtaining high precision that is comparable to context sensitivity (if scalable) in both frameworks. This is for the first time that we have been able to achieve such a good efficiency and precision trade-off for those hard-to-analyze programs.

cs.PL↗