arXiv subjects

Jie Chen

Publications and source records attributed to Jie Chen.

At least 451 records · Page 25Linked to original sources

arXiv2022

Distributed Optimization with Projection-free Dynamics

We consider continuous-time dynamics for distributed optimization with set constraints in the paper. To handle the computational complexity of projection-based dynamics due to solving a general quadratic optimization subproblem with projection, we propose a distributed projection-free dynamics by employing the Frank-Wolfe method, also known as the conditional gradient algorithm. The process searches a feasible descent direction by solving an alternative linear optimization instead of a quadratic one. To make the approach applicable over weight-balanced digraphs, we design a dynamics for the consensus of local decision variables and another dynamics of auxiliary variables to track the global gradient. Then we prove the convergence of the dynamical systems to the optimal solution, and provide detailed numerical comparisons with both projection-based dynamics and other distributed projection-free algorithms. Also, we derive the distributed discrete-time scheme following the instructive ideas of the proposed dynamics and provide its accordingly convergence rate.

math.OC↗

arXiv2022

Complex valued semi-linear heat equations in super-critical spaces $E^s_σ$

We consider the Cauchy problem for the complex valued semi-linear heat equation $$ \partial_t u - Δu - u^m =0, \ \ u (0,x) = u_0(x), $$ where $m\geq 2$ is an integer and the initial data belong to super-critical spaces $E^s_σ$ for which the norms are defined by $$ \|f\|_{E^s_σ} = \|\langle ξ\rangle^σ2^{s|ξ|}\hat{f}(ξ)\|_{L^2}, \ \ σ\in \mathbb{R}, \ s<0. $$ If $s<0$, then any Sobolev space $H^{r}$ is a subspace of $E^s_σ$, i.e., $\cup_{r \in \mathbb{R}} H^r \subset E^s_σ$. We obtain the global existence and uniqueness of the solutions if the initial data belong to $E^s_σ$ ($s<0, \ σ\geq d/2-2/(m-1)$) and their Fourier transforms are supported in the first octant, the smallness conditions on the initial data in $E^s_σ$ are not required for the global solutions. Moreover, we show that the error between the solution $u$ and the iteration solution $u^{(j)}$ is $C^j/(j\,!)^2$. Similar results also hold if the nonlinearity $u^m$ is replaced by an exponential function $e^u-1$.

math.AP↗

arXiv2022

Universal Deep GNNs: Rethinking Residual Connection in GNNs from a Path Decomposition Perspective for Preventing the Over-smoothing

The performance of GNNs degrades as they become deeper due to the over-smoothing. Among all the attempts to prevent over-smoothing, residual connection is one of the promising methods due to its simplicity. However, recent studies have shown that GNNs with residual connections only slightly slow down the degeneration. The reason why residual connections fail in GNNs is still unknown. In this paper, we investigate the forward and backward behavior of GNNs with residual connections from a novel path decomposition perspective. We find that the recursive aggregation of the median length paths from the binomial distribution of residual connection paths dominates output representation, resulting in over-smoothing as GNNs go deeper. Entangled propagation and weight matrices cause gradient smoothing and prevent GNNs with residual connections from optimizing to the identity mapping. Based on these findings, we present a Universal Deep GNNs (UDGNN) framework with cold-start adaptive residual connections (DRIVE) and feedforward modules. Extensive experiments demonstrate the effectiveness of our method, which achieves state-of-the-art results over non-smooth heterophily datasets by simply stacking standard GNNs.

cs.LG↗

arXiv2022

Interpretable Feature Engineering for Time Series Predictors using Attention Networks

Regression problems with time-series predictors are common in banking and many other areas of application. In this paper, we use multi-head attention networks to develop interpretable features and use them to achieve good predictive performance. The customized attention layer explicitly uses multiplicative interactions and builds feature-engineering heads that capture temporal dynamics in a parsimonious manner. Convolutional layers are used to combine multivariate time series. We also discuss methods for handling static covariates in the modeling process. Visualization and explanation tools are used to interpret the results and explain the relationship between the inputs and the extracted features. Both simulation and real dataset are used to illustrate the usefulness of the methodology. Keyword: Attention heads, Deep neural networks, Interpretable feature engineering

cs.LG↗

arXiv2022

Distributed coordination for seeking the optimal Nash equilibrium of aggregative games

This paper aims to design a distributed coordination algorithm for solving a multi-agent decision problem with a hierarchical structure. The primary goal is to search the Nash equilibrium of a noncooperative game such that each player has no incentive to deviate from the equilibrium under its private objective. Meanwhile, the agents can coordinate to optimize the social cost within the set of Nash equilibria of the underlying game. Such an optimal Nash equilibrium problem can be modeled as a distributed optimization problem with variational inequality constraints. We consider the scenario where the objective functions of both the underlying game and social cost optimization problem have a special aggregation structure. Since each player only has access to its local objectives while cannot know all players' decisions, a distributed algorithm is highly desirable. By utilizing the Tikhonov regularization and dynamical averaging tracking technique, we propose a distributed coordination algorithm by introducing an incentive term in addition to the gradient-based Nash equilibrium seeking, so as to intervene players' decisions to improve the system efficiency. We prove its convergence to the optimal Nash equilibrium of a monotone aggregative game with simulation studies.

math.OC↗

arXiv2022

An Optimal Distributed Algorithm with Operator Extrapolation for Stochastic Aggregative Games

This work studies Nash equilibrium seeking for a class of stochastic aggregative games, where each player has an expectation-valued objective function depending on its local strategy and the aggregate of all players' strategies. We propose a distributed algorithm with operator extrapolation, in which each player maintains an estimate of this aggregate by exchanging this information with its neighbors over a time-varying network, and updates its decision through the mirror descent method. An operator extrapolation at the search direction is applied such that the two step historical gradient samples are utilized to accelerate the convergence. Under the strongly monotone assumption on the pseudo-gradient mapping, we prove that the proposed algorithm can achieve the optimal convergence rate of $\mathcal{O}(1/k)$ for Nash equilibrium seeking of stochastic games. Finally, the algorithm performance is demonstrated via numerical simulations.

math.OC↗

arXiv2022

Joint learning of object graph and relation graph for visual question answering

Modeling visual question answering(VQA) through scene graphs can significantly improve the reasoning accuracy and interpretability. However, existing models answer poorly for complex reasoning questions with attributes or relations, which causes false attribute selection or missing relation in Figure 1(a). It is because these models cannot balance all kinds of information in scene graphs, neglecting relation and attribute information. In this paper, we introduce a novel Dual Message-passing enhanced Graph Neural Network (DM-GNN), which can obtain a balanced representation by properly encoding multi-scale scene graph information. Specifically, we (i)transform the scene graph into two graphs with diversified focuses on objects and relations; Then we design a dual structure to encode them, which increases the weights from relations (ii)fuse the encoder output with attribute features, which increases the weights from attributes; (iii)propose a message-passing mechanism to enhance the information transfer between objects, relations and attributes. We conduct extensive experiments on datasets including GQA, VG, motif-VG and achieve new state of the art.

cs.CV↗

arXiv2022

Graph-Augmented Normalizing Flows for Anomaly Detection of Multiple Time Series

Anomaly detection is a widely studied task for a broad variety of data types; among them, multiple time series appear frequently in applications, including for example, power grids and traffic networks. Detecting anomalies for multiple time series, however, is a challenging subject, owing to the intricate interdependencies among the constituent series. We hypothesize that anomalies occur in low density regions of a distribution and explore the use of normalizing flows for unsupervised anomaly detection, because of their superior quality in density estimation. Moreover, we propose a novel flow model by imposing a Bayesian network among constituent series. A Bayesian network is a directed acyclic graph (DAG) that models causal relationships; it factorizes the joint probability of the series into the product of easy-to-evaluate conditional probabilities. We call such a graph-augmented normalizing flow approach GANF and propose joint estimation of the DAG with flow parameters. We conduct extensive experiments on real-world datasets and demonstrate the effectiveness of GANF for density estimation, anomaly detection, and identification of time series distribution drift.

cs.LG↗

arXiv2022

Performance and Interpretability Comparisons of Supervised Machine Learning Algorithms: An Empirical Study

This paper compares the performances of three supervised machine learning algorithms in terms of predictive ability and model interpretation on structured or tabular data. The algorithms considered were scikit-learn implementations of extreme gradient boosting machines (XGB) and random forests (RFs), and feedforward neural networks (FFNNs) from TensorFlow. The paper is organized in a findings-based manner, with each section providing general conclusions supported by empirical results from simulation studies that cover a wide range of model complexity and correlation structures among predictors. We considered both continuous and binary responses of different sample sizes. Overall, XGB and FFNNs were competitive, with FFNNs showing better performance in smooth models and tree-based boosting algorithms performing better in non-smooth models. This conclusion held generally for predictive performance, identification of important variables, and determining correct input-output relationships as measured by partial dependence plots (PDPs). FFNNs generally had less over-fitting, as measured by the difference in performance between training and testing datasets. However, the difference with XGB was often small. RFs did not perform well in general, confirming the findings in the literature. All models exhibited different degrees of bias seen in PDPs, but the bias was especially problematic for RFs. The extent of the biases varied with correlation among predictors, response type, and data set sample size. In general, tree-based models tended to over-regularize the fitted model in the tails of predictor distributions. Finally, as to be expected, performances were better for continuous responses compared to binary data and with larger samples.

stat.ML↗

arXiv2022

Explaining Adverse Actions in Credit Decisions Using Shapley Decomposition

When a financial institution declines an application for credit, an adverse action (AA) is said to occur. The applicant is then entitled to an explanation for the negative decision. This paper focuses on credit decisions based on a predictive model for probability of default and proposes a methodology for AA explanation. The problem involves identifying the important predictors responsible for the negative decision and is straightforward when the underlying model is additive. However, it becomes non-trivial even for linear models with interactions. We consider models with low-order interactions and develop a simple and intuitive approach based on first principles. We then show how the methodology generalizes to the well-known Shapely decomposition and the recently proposed concept of Baseline Shapley (B-Shap). Unlike other Shapley techniques in the literature for local interpretability of machine learning results, B-Shap is computationally tractable since it involves just function evaluations. An illustrative case study is used to demonstrate the usefulness of the method. The paper also discusses situations with highly correlated predictors and desirable properties of fitted models in the credit-lending context, such as monotonicity and continuity.

stat.ML↗

arXiv2022

Distributed stochastic projection-free solver for constrained optimization

This paper proposes a distributed stochastic projection-free algorithm for large-scale constrained finite-sum optimization whose constraint set is complicated such that the projection onto the constraint set can be expensive. The global cost function is allocated to multiple agents, each of which computes its local stochastic gradients and communicates with its neighbors to solve the global problem. Stochastic gradient methods enable low computational cost, while they are hard and slow to converge due to the variance caused by random sampling. To construct a convergent distributed stochastic projection-free algorithm, this paper incorporates a variance reduction technique and gradient tracking technique in the Frank-Wolfe update. We develop a sampling rule for the variance reduction technique to reduce the variance introduced by stochastic gradients. Complete and rigorous proofs show that the proposed distributed projection-free algorithm converges with a sublinear convergence rate and enjoys superior complexity guarantees for both convex and non-convex objective functions. By comparative simulations, we demonstrate the convergence and computational efficiency of the proposed algorithm.

math.OC↗

arXiv2022

Decentralized Nash Equilibria Learning for Online Game with Bandit Feedback

This paper studies distributed online bandit learning of generalized Nash equilibria for online game, where cost functions of all players and coupled constraints are time-varying. The values rather than full information of cost and local constraint functions are revealed to local players gradually. The goal of each player is to selfishly minimize its own cost function with no future information subject to a strategy set constraint and time-varying coupled inequality constraints. To this end, a distributed online algorithm based on mirror descent and one-point bandit feedback is designed for seeking generalized Nash equilibria of the online game. It is shown that the devised online algorithm achieves sublinear expected regrets and accumulated constraint violation if the path variation of the generalized Nash equilibrium sequence is sublinear. Furthermore, the proposed algorithm is extended to the scenario of delayed bandit feedback, that is, the values of cost and constraint functions are disclosed to local players with time delays. It is also demonstrated that the online algorithm with delayed bandit feedback still has sublinear expected regrets and accumulated constraint violation under some conditions on the path variation and delay. Simulations are presented to illustrate the efficiency of theoretical results.

math.OC↗

arXiv2022

Active Learning for Point Cloud Semantic Segmentation via Spatial-Structural Diversity Reasoning

The expensive annotation cost is notoriously known as the main constraint for the development of the point cloud semantic segmentation technique. Active learning methods endeavor to reduce such cost by selecting and labeling only a subset of the point clouds, yet previous attempts ignore the spatial-structural diversity of the selected samples, inducing the model to select clustered candidates with similar shapes in a local area while missing other representative ones in the global environment. In this paper, we propose a new 3D region-based active learning method to tackle this problem. Dubbed SSDR-AL, our method groups the original point clouds into superpoints and incrementally selects the most informative and representative ones for label acquisition. We achieve the selection mechanism via a graph reasoning network that considers both the spatial and structural diversities of superpoints. To deploy SSDR-AL in a more practical scenario, we design a noise-aware iterative labeling strategy to confront the "noisy annotation" problem introduced by the previous "dominant labeling" strategy in superpoints. Extensive experiments on two point cloud benchmarks demonstrate the effectiveness of SSDR-AL in the semantic segmentation task. Particularly, SSDR-AL significantly outperforms the baseline method and reduces the annotation cost by up to 63.0% and 24.0% when achieving 90% performance of fully supervised learning, respectively.

cs.CV↗

arXiv2022

Parallel and distributed asynchronous adaptive stochastic gradient methods

Stochastic gradient methods (SGMs) are the predominant approaches to train deep learning models. The adaptive versions (e.g., Adam and AMSGrad) have been extensively used in practice, partly because they achieve faster convergence than the non-adaptive versions while incurring little overhead. On the other hand, asynchronous (async) parallel computing has exhibited significantly higher speed-up over its synchronous (sync) counterpart. Async-parallel non-adaptive SGMs have been well studied in the literature from the perspectives of both theory and practical performance. Adaptive SGMs can also be implemented without much difficulty in an async-parallel way. However, to the best of our knowledge, no theoretical result of async-parallel adaptive SGMs has been established. The difficulty for analyzing adaptive SGMs with async updates originates from the second moment term. In this paper, we propose an async-parallel adaptive SGM based on AMSGrad. We show that the proposed method inherits the convergence guarantee of AMSGrad for both convex and non-convex problems, if the staleness (also called delay) caused by asynchrony is bounded. Our convergence rate results indicate a nearly linear parallelization speed-up if $τ=o(K^{\frac{1}{4}})$, where $τ$ is the staleness and $K$ is the number of iterations. The proposed method is tested on both convex and non-convex machine learning problems, and the numerical results demonstrate its clear advantages over the sync counterpart and the async-parallel nonadaptive SGM.

math.OC↗

arXiv2022

Distributed Variable Sample-size Stochastic Optimization with Fixed Step-sizes

The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient observations, distributedness of local functions, and randomness of communication topologies, distributed algorithms with a convergence guarantee under fixed step-sizes have not been achieved yet. This work incorporates variance reduction scheme into the distributed stochastic gradient tracking algorithm, where local gradients are estimated by averaging across a variable number of sampled gradients. With an identically and independently distributed (i.i.d.) random network, we show that all agents' iterates converge almost surely to the same optimal solution under fixed step-sizes. When the global cost function is strongly convex and the sample size increases at a geometric rate, we prove that the iterates geometrically converge to the unique optimal solution, and establish the iteration, oracle, and communication complexity. The algorithm performance including rate and complexity analysis are further investigated with constant step-sizes and a polynomially increasing sample size. Finally, the empirical algorithm performance are illustrated with numerical examples.

math.OC↗

arXiv2022

ViSTA: Vision and Scene Text Aggregation for Cross-Modal Retrieval

Visual appearance is considered to be the most important cue to understand images for cross-modal retrieval, while sometimes the scene text appearing in images can provide valuable information to understand the visual semantics. Most of existing cross-modal retrieval approaches ignore the usage of scene text information and directly adding this information may lead to performance degradation in scene text free scenarios. To address this issue, we propose a full transformer architecture to unify these cross-modal retrieval scenarios in a single $\textbf{Vi}$sion and $\textbf{S}$cene $\textbf{T}$ext $\textbf{A}$ggregation framework (ViSTA). Specifically, ViSTA utilizes transformer blocks to directly encode image patches and fuse scene text embedding to learn an aggregated visual representation for cross-modal retrieval. To tackle the modality missing problem of scene text, we propose a novel fusion token based transformer aggregation approach to exchange the necessary scene text information only through the fusion token and concentrate on the most important features in each modality. To further strengthen the visual modality, we develop dual contrastive learning losses to embed both image-text pairs and fusion-text pairs into a common cross-modal space. Compared to existing methods, ViSTA enables to aggregate relevant scene text semantics with visual appearance, and hence improve results under both scene text free and scene text aware scenarios. Experimental results show that ViSTA outperforms other methods by at least $\bf{8.4}\%$ at Recall@1 for scene text aware retrieval task. Compared with state-of-the-art scene text free retrieval methods, ViSTA can achieve better accuracy on Flicker30K and MSCOCO while running at least three times faster during the inference stage, which validates the effectiveness of the proposed framework.

cs.CV↗

arXiv2022

Length L-function for Network-Constrained Point Data

Network constrained points are referred to as points restricted to road networks, such as taxi pick up and drop off locations. A significant pattern of network constrained points is referred to as an aggregation; e.g., the aggregation of pick up points may indicate a high taxi demand in a particular area. Although the network K function using the shortest path network distance has been proposed to detect point aggregation, its statistical unit is still radius based. R neighborhood, in particular, has inconsistent network length owing to the complex configuration of road networks which cause unfair counts and identification errors in networks (e.g., the length of the r neighborhood located at an intersection is longer than that on straight roads, which may include more points). In this study, we derived the length L function for network constrained points to identify the aggregation by designing a novel neighborhood as the statistical unit; the total length of this is consistent throughout the network. Compared to the network K function, our method can detect a true to life aggregation scale, identify the aggregation with higher network density, as well as identify the aggregations that the network K function cannot. We validated our method using taxi trips pick up location data within Zhongguancun Area in Beijing, analyzing differences in maximal aggregation between workdays and weekends to understand taxi demand in the morning and evening peak.

stat.OT↗

arXiv2022

Training-free Transformer Architecture Search

Recently, Vision Transformer (ViT) has achieved remarkable success in several computer vision tasks. The progresses are highly relevant to the architecture design, then it is worthwhile to propose Transformer Architecture Search (TAS) to search for better ViTs automatically. However, current TAS methods are time-consuming and existing zero-cost proxies in CNN do not generalize well to the ViT search space according to our experimental observations. In this paper, for the first time, we investigate how to conduct TAS in a training-free manner and devise an effective training-free TAS (TF-TAS) scheme. Firstly, we observe that the properties of multi-head self-attention (MSA) and multi-layer perceptron (MLP) in ViTs are quite different and that the synaptic diversity of MSA affects the performance notably. Secondly, based on the observation, we devise a modular strategy in TF-TAS that evaluates and ranks ViT architectures from two theoretical perspectives: synaptic diversity and synaptic saliency, termed as DSS-indicator. With DSS-indicator, evaluation results are strongly correlated with the test accuracies of ViT models. Experimental results demonstrate that our TF-TAS achieves a competitive performance against the state-of-the-art manually or automatically design ViT architectures, and it promotes the searching efficiency in ViT search space greatly: from about $24$ GPU days to less than $0.5$ GPU days. Moreover, the proposed DSS-indicator outperforms the existing cutting-edge zero-cost approaches (e.g., TE-score and NASWOT).

cs.CV↗