arXiv subjects

Xi Chen

Publications and source records attributed to Xi Chen.

At least 883 records · Page 49Linked to original sources

arXiv2021

Implementation of a Hybrid Classical-Quantum Annealing Algorithm for Logistic Network Design

The logistic network design is an abstract optimization problem that, under the assumption of minimal cost, seeks the optimal configuration of the supply chain's infrastructures and facilities based on customer demand. Key economic decisions are taken about the location, number, and size of manufacturing facilities and warehouses based on the optimal solution. Therefore, improvements in the methods to address this question, which is known to be in the NP-hard complexity class, would have relevant financial consequences. Here, we implement in the D-Wave quantum annealer a hybrid classical-quantum annealing algorithm. The cost function with constraints is translated to a spin Hamiltonian, whose ground state encodes the searched result. As a benchmark, we measure the accuracy of results for a set of paradigmatic problems against the optimal published solutions (the error is on average below $1\%$), and the performance is compared against the classical algorithm, showing a remarkable reduction in the number of iterations. This work shows that state-of-the-art quantum annealers may codify and solve relevant supply-chain problems even still far from useful quantum supremacy.

quant-ph↗

arXiv2021

DoubleEnsemble: A New Ensemble Method Based on Sample Reweighting and Feature Selection for Financial Data Analysis

Modern machine learning models (such as deep neural networks and boosting decision tree models) have become increasingly popular in financial market prediction, due to their superior capacity to extract complex non-linear patterns. However, since financial datasets have very low signal-to-noise ratio and are non-stationary, complex models are often very prone to overfitting and suffer from instability issues. Moreover, as various machine learning and data mining tools become more widely used in quantitative trading, many trading firms have been producing an increasing number of features (aka factors). Therefore, how to automatically select effective features becomes an imminent problem. To address these issues, we propose DoubleEnsemble, an ensemble framework leveraging learning trajectory based sample reweighting and shuffling based feature selection. Specifically, we identify the key samples based on the training dynamics on each sample and elicit key features based on the ablation impact of each feature via shuffling. Our model is applicable to a wide range of base models, capable of extracting complex patterns, while mitigating the overfitting and instability issues for financial market prediction. We conduct extensive experiments, including price prediction for cryptocurrencies and stock trading, using both DNN and gradient boosting decision tree as base models. Our experiment results demonstrate that DoubleEnsemble achieves a superior performance compared with several baseline methods.

cs.LG↗

arXiv2021

Monitoring SEIRD model parameters using MEWMA for the COVID-19 pandemic with application to the State of Qatar

During the current COVID-19 pandemic, decision makers are tasked with implementing and evaluating strategies for both treatment and disease prevention. In order to make effective decisions, they need to simultaneously monitor various attributes of the pandemic such as transmission rate and infection rate for disease prevention, recovery rate which indicates treatment effectiveness as well as the mortality rate and others. This work presents a technique for monitoring the pandemic by employing an Susceptible, Exposed, Infected, Recovered Death model regularly estimated by an augmented particle Markov chain Monte Carlo scheme in which the posterior distribution samples are monitored via Multivariate Exponentially Weighted Average process monitoring. This is illustrated on the COVID-19 data for the State of Qatar.

stat.ME↗

arXiv2021

How does an external electric field trigger the Cassie-Baxter-Wenzel wetting transition on a textured surface?

Understanding the critical condition and mechanism of the droplet wetting transition between Cassie-Baxter state and Wenzel state triggered by an external electric field is of considerable importance because of its numerous applications in industry and engineering. However, such a wetting transition on a patterned surface is still not fully understood, e.g., the effects of electro-wetting number, geometry of the patterned surfaces, and droplet volume on the transition have not been systematically investigated. In this paper, we propose a theoretical model for the Cassie-Baxter- Wenzel wetting transition triggered by applying an external voltage on a droplet placed on a mircopillared surface or a porous substrate. It is found that the transition is realized by lowering the energy barrier created by the intermediate composite state considerably, which enables the droplet to cross the energy barrier and complete the transition process. Our calculations also indicate that for fixed droplet volume, the critical electrowetting number (voltage) will increase (decrease) along with the surface roughness for a micro-pillar patterned (porous) surface, and if the surface roughness is fixed, a small droplet tends to ease the critical electrowetting condition for the transition. Besides, three dimensional phase diagrams in terms of electrowetting number, surface roughness, and droplet volume are constructed to illustrate the Cassie-Baxter-Wenzel wetting transition. Our theoretical model can be used to explain the previous experimental results about the Cassie-Baxter-Wenzel wetting transition reported in the literature.

cond-mat.soft↗

arXiv2021

Enquire One's Parent and Child Before Decision: Fully Exploit Hierarchical Structure for Self-Supervised Taxonomy Expansion

Taxonomy is a hierarchically structured knowledge graph that plays a crucial role in machine intelligence. The taxonomy expansion task aims to find a position for a new term in an existing taxonomy to capture the emerging knowledge in the world and keep the taxonomy dynamically updated. Previous taxonomy expansion solutions neglect valuable information brought by the hierarchical structure and evaluate the correctness of merely an added edge, which downgrade the problem to node-pair scoring or mini-path classification. In this paper, we propose the Hierarchy Expansion Framework (HEF), which fully exploits the hierarchical structure's properties to maximize the coherence of expanded taxonomy. HEF makes use of taxonomy's hierarchical structure in multiple aspects: i) HEF utilizes subtrees containing most relevant nodes as self-supervision data for a complete comparison of parental and sibling relations; ii) HEF adopts a coherence modeling module to evaluate the coherence of a taxonomy's subtree by integrating hypernymy relation detection and several tree-exclusive features; iii) HEF introduces the Fitting Score for position selection, which explicitly evaluates both path and level selections and takes full advantage of parental relations to interchange information for disambiguation and self-correction. Extensive experiments show that by better exploiting the hierarchical structure and optimizing taxonomy's coherence, HEF vastly surpasses the prior state-of-the-art on three benchmark datasets by an average improvement of 46.7% in accuracy and 32.3% in mean reciprocal rank.

cs.CL↗

arXiv2021

Tight Regret Bounds for Infinite-armed Linear Contextual Bandits

Linear contextual bandit is an important class of sequential decision making problems with a wide range of applications to recommender systems, online advertising, healthcare, and many other machine learning related tasks. While there is a lot of prior research, tight regret bounds of linear contextual bandit with infinite action sets remain open. In this paper, we address this open problem by considering the linear contextual bandit with (changing) infinite action sets. We prove a regret upper bound on the order of $O(\sqrt{d^2T\log T})\times \text{poly}(\log\log T)$ where $d$ is the domain dimension and $T$ is the time horizon. Our upper bound matches the previous lower bound of $Ω(\sqrt{d^2 T\log T})$ in [Li et al., 2019] up to iterated logarithmic terms.

stat.ML↗

arXiv2021

Experimentally Realizing Efficient Quantum Control with Reinforcement Learning

Robust and high-precision quantum control is crucial but challenging for scalable quantum computation and quantum information processing. Traditional adiabatic control suffers severe limitations on gate performance imposed by environmentally induced noise because of a quantum system's limited coherence time. In this work, we experimentally demonstrate an alternative approach {to quantum control} based on deep reinforcement learning (DRL) on a trapped $^{171}\mathrm{Yb}^{+}$ ion. In particular, we find that DRL leads to fast and robust {digital quantum operations with running time bounded by shortcuts to adiabaticity} (STA). Besides, we demonstrate that DRL's robustness against both Rabi and detuning errors can be achieved simultaneously without any input from STA. Our experiments reveal a general framework of digital quantum control, leading to a promising enhancement in quantum information processing.

quant-ph↗

arXiv2021

Hybrid quantum-classical approach to enhanced quantum metrology

Quantum metrology plays a fundamental role in many scientific areas. However, the complexity of engineering entangled probes and the external noise raise technological barriers for realizing the expected precision of the to-be-estimated parameter with given resources. Here, we address this problem by introducing adjustable controls into the encoding process and then utilizing a hybrid quantum-classical approach to automatically optimize the controls online. Our scheme does not require any complex or intractable off-line design, and it can inherently correct certain unitary errors during the learning procedure. We also report the first experimental demonstration of this promising scheme for the task of finding optimal probes for frequency estimation on a nuclear magnetic resonance (NMR) processor. The proposed scheme paves the way to experimentally auto-search optimal protocol for improving the metrology precision.

quant-ph↗

arXiv2021

Connection between inverse engineering and optimal control in shortcuts to adiabaticity

We consider fast high-fidelity quantum control by using a shortcut to adiabaticity (STA) technique and optimal control theory (OCT). Three specific examples, including expansion of cold atoms from the harmonic trap, atomic transport by moving harmonic trap, and spin dynamics in the presence of dissipation, are explicitly detailed. Using OCT as a qualitative guide, we demonstrate how STA protocols designed from inverse engineering method, can approach with very high precision optimal solutions built about physical constraints, by a proper choice of the interpolation function and with a very reduced number of adjustable parameters.

quant-ph↗

arXiv2021

Connecting The Dots To Combat Collective Fraud

Modern fraudsters write malicious programs to coordinate a group of accounts to commit collective fraud for illegal profits in online platforms. These programs have access to a set of finite resources - a set of IPs, devices, and accounts etc. and sometime manipulate fake accounts to collaboratively attack the target system. Inspired by these observations, we share our experience in building two real-time risk control systems to detect collective fraud. We show that with TigerGraph, a powerful graph database, and its innovative query language - GSQL, data scientists and fraud experts can conveniently implement and deploy an end-to-end risk control system as a graph database application.

cs.CR↗

arXiv2021

Adversarial Combinatorial Bandits with General Non-linear Reward Functions

In this paper we study the adversarial combinatorial bandit with a known non-linear reward function, extending existing work on adversarial linear combinatorial bandit. {The adversarial combinatorial bandit with general non-linear reward is an important open problem in bandit literature, and it is still unclear whether there is a significant gap from the case of linear reward, stochastic bandit, or semi-bandit feedback.} We show that, with $N$ arms and subsets of $K$ arms being chosen at each of $T$ time periods, the minimax optimal regret is $\widetildeΘ_{d}(\sqrt{N^d T})$ if the reward function is a $d$-degree polynomial with $d< K$, and $Θ_K(\sqrt{N^K T})$ if the reward function is not a low-degree polynomial. {Both bounds are significantly different from the bound $O(\sqrt{\mathrm{poly}(N,K)T})$ for the linear case, which suggests that there is a fundamental gap between the linear and non-linear reward structures.} Our result also finds applications to adversarial assortment optimization problem in online recommendation. We show that in the worst-case of adversarial assortment problem, the optimal algorithm must treat each individual $\binom{N}{K}$ assortment as independent.

stat.ML↗

arXiv2021

Dimension Independent Generalization Error by Stochastic Gradient Descent

One classical canon of statistics is that large models are prone to overfitting, and model selection procedures are necessary for high dimensional data. However, many overparameterized models, such as neural networks, perform very well in practice, although they are often trained with simple online methods and regularization. The empirical success of overparameterized models, which is often known as benign overfitting, motivates us to have a new look at the statistical generalization theory for online optimization. In particular, we present a general theory on the generalization error of stochastic gradient descent (SGD) solutions for both convex and locally convex loss functions. We further discuss data and model conditions that lead to a ``low effective dimension". Under these conditions, we show that the generalization error either does not depend on the ambient dimension $p$ or depends on $p$ via a poly-logarithmic factor. We also demonstrate that in several widely used statistical models, the ``low effective dimension'' arises naturally in overparameterized settings. The studied statistical applications include both convex models such as linear regression and logistic regression and non-convex models such as $M$-estimator and two-layer neural networks.

stat.ML↗

arXiv2020

Screening and understanding Li adsorption on 2-dimensional metallic materials by learning physics

Two-dimensional (2D) materials have received considerable attention as possible electrodes in Li-ion batteries (LIBs), although a deeper understanding of the Li adsorption behavior as well as broad screening of the materials space is still needed. In this work, we build a high-throughput screening scheme that incorporates a learned interaction. First, density functional theory and graph convolution networks are utilized to calculate minimum Li adsorption energies for a small set of 2D metallic materials. The data is then used to find a dependence of the minimum Li adsorption energies on the sum of ionization potential, work function of the 2D metal, and coupling energy between Li+ and substrate. Our results show that variances of elemental properties and density are the most correlated features with coupling. To illustrate the applicability of this approach, the model is employed to show that some fluorides and chromium oxides are potential high-voltage materials with adsorption energies < -7 eV, and the found physics is used as the design principle to enhance the Li adsorption ability of graphene. This physics-driven approach shows higher accuracy and transferability compared with purely data-driven models.

cond-mat.mtrl-sci↗

arXiv2020

EdgeDRNN: Recurrent Neural Network Accelerator for Edge Inference

Low-latency, low-power portable recurrent neural network (RNN) accelerators offer powerful inference capabilities for real-time applications such as IoT, robotics, and human-machine interaction. We propose a lightweight Gated Recurrent Unit (GRU)-based RNN accelerator called EdgeDRNN that is optimized for low-latency edge RNN inference with batch size of 1. EdgeDRNN adopts the spiking neural network inspired delta network algorithm to exploit temporal sparsity in RNNs. Weights are stored in inexpensive DRAM which enables EdgeDRNN to compute large multi-layer RNNs on the most inexpensive FPGA. The sparse updates reduce DRAM weight memory access by a factor of up to 10x and the delta can be varied dynamically to trade-off between latency and accuracy. EdgeDRNN updates a 5 million parameter 2-layer GRU-RNN in about 0.5ms. It achieves latency comparable with a 92W Nvidia 1080 GPU. It outperforms NVIDIA Jetson Nano, Jetson TX2 and Intel Neural Compute Stick 2 in latency by 5X. For a batch size of 1, EdgeDRNN achieves a mean effective throughput of 20.2GOp/s and a wall plug power efficiency that is over 4X higher than the commercial edge AI platforms.

cs.AR↗

arXiv2020

Smoothed Gaussian Mixture Models for Video Classification and Recommendation

Cluster-and-aggregate techniques such as Vector of Locally Aggregated Descriptors (VLAD), and their end-to-end discriminatively trained equivalents like NetVLAD have recently been popular for video classification and action recognition tasks. These techniques operate by assigning video frames to clusters and then representing the video by aggregating residuals of frames with respect to the mean of each cluster. Since some clusters may see very little video-specific data, these features can be noisy. In this paper, we propose a new cluster-and-aggregate method which we call smoothed Gaussian mixture model (SGMM), and its end-to-end discriminatively trained equivalent, which we call deep smoothed Gaussian mixture model (DSGMM). SGMM represents each video by the parameters of a Gaussian mixture model (GMM) trained for that video. Low-count clusters are addressed by smoothing the video-specific estimates with a universal background model (UBM) trained on a large number of videos. The primary benefit of SGMM over VLAD is smoothing which makes it less sensitive to small number of training samples. We show, through extensive experiments on the YouTube-8M classification task, that SGMM/DSGMM is consistently better than VLAD/NetVLAD by a small but statistically significant margin. We also show results using a dataset created at LinkedIn to predict if a member will watch an uploaded video.

cs.CV↗

arXiv2020

Spatial light interference microscopy (SLIM): principle and applications to biomedicine

In this paper, we review spatial light interference microscopy (SLIM), a common-path, phase-shifting interferometer, built onto a phase-contrast microscope, with white-light illumination. As one of the most sensitive quantitative phase imaging (QPI) methods, SLIM allows for speckle-free phase reconstruction with sub-nanometer path-length stability. We first review image formation in QPI, scattering, holography, and microcopy. Then, we outline SLIM imaging from theory to instrumentation. Zernike phase-contrast microscopy, phase retrieval in SLIM, and halo removal algorithms are discussed. Next, we discuss the requirements for operation, with a focus on software developed in-house for SLIM that high-throughput acquisition, whole slide scanning, mosaic tile registration, and imaging with a color camera. Lastly, we review the applications of SLIM in basic science and clinical studies. SLIM can study cell dynamics, cell growth and proliferation, cell migration, and mass transport, etc. In clinical settings, SLIM can assist with cancer studies, reproductive technology, and blood testing, etc. Finally, we review an emerging trend, where SLIM imaging in conjunction with artificial intelligence (AI) brings computational specificity and, in turn, offers new solutions to outstanding challenges in cell biology and pathology.

physics.optics↗

arXiv2020

Electrostatics in a crooked nanochannel in a newly developed curvilinear coordinate system

Both biological and artificial nanochannels in crooked shape exhibit unusual transportational characteristics, bringing about a challenge to the traditional theoretical analysis of nanofluidics, partly due to their complicated boundary description. In this paper, by developing a curvilinear coordinate system for crooked nanochannels, we successfully solve the electrostatic Poisson-Boltzmann equation analytically for a two-dimensional nanochannel, with its effectiveness confirmed through numerical calculation. The influences of the geometric profile of the nanochannel on the distribution of electric potential, ionic concentration, and surface charge on channel walls can be quantitatively evaluated in a facilitated way in terms of these curvilinear coordinates. Such a technique can be widely applied to many nanofluidic systems.

cond-mat.soft↗

arXiv2020

A Game-Theoretic Framework for Autonomous Vehicles Velocity Control: Bridging Microscopic Differential Games and Macroscopic Mean Field Games

This paper proposes an efficient computational framework for longitudinal velocity control of a large number of autonomous vehicles (AVs) and develops a traffic flow theory for AVs. Instead of hypothesizing explicitly how AVs drive, our goal is to design future AVs as rational, utility-optimizing agents that continuously select optimal velocity over a period of planning horizon. With a large number of interacting AVs, this design problem can become computationally intractable. This paper aims to tackle such a challenge by employing mean field approximation and deriving a mean field game (MFG) as the limiting differential game with an infinite number of agents. The proposed micro-macro model allows one to define individuals on a microscopic level as utility-optimizing agents while translating rich microscopic behaviors to macroscopic models. Different from existing studies on the application of MFG to traffic flow models, the present study offers a systematic framework to apply MFG to autonomous vehicle velocity control. The MFG-based AV controller is shown to mitigate traffic jam faster than the LWR-based controller. MFG also embodies classical traffic flow models with behavioral interpretation, thereby providing a new traffic flow theory for AVs.

math.OC↗