arXiv subjects

Xuan Wu

Publications and source records attributed to Xuan Wu.

At least 37 records · Page 2Linked to original sources

arXiv2025

Meta-Learning Neural Process for Implied Volatility Surfaces with SABR-induced Priors

We treat implied volatility surface (IVS) reconstruction as a learning problem guided by two principles. First, we adopt a meta-learning view that trains across trading days to learn a procedure that maps sparse option quotes to a full IVS via conditional prediction, avoiding per-day calibration at test time. Second, we impose a structural prior via transfer learning: pre-train on SABR-generated dataset to encode geometric prior, then fine-tune on historical market dataset to align with empirical patterns. We implement both principles in a single attention-based Neural Process (Volatility Neural Process, VolNP) that produces a complete IVS from a sparse context set in one forward pass. On SPX options, the VolNP outperforms SABR, SSVI, and Gaussian process. Relative to an ablation trained only on market data, the SABR-induced prior reduces RMSE by about 40% and suppresses large errors, with pronounced gains at long maturities where quotes are sparse. The resulting model is fast (single pass), stable (no daily recalibration), and practical for deployment at scale.

q-fin.CP↗

arXiv2025

FlightKooba: A Fast Interpretable FTP Model

Flight trajectory prediction (FTP) and similar time series tasks typically require capturing smooth latent dynamics hidden within noisy signals. However, existing deep learning models face significant challenges of high computational cost and insufficient interpretability due to their complex black-box nature. This paper introduces FlightKooba, a novel modeling approach designed to extract such underlying dynamics analytically. Our framework uniquely integrates HiPPO theory, Koopman operator theory, and control theory. By leveraging Legendre polynomial bases, it constructs Koopman operators analytically, thereby avoiding large-scale parameter training. The method's core strengths lie in its exceptional computational efficiency and inherent interpretability. Experiments on multiple public datasets validate our design philosophy: for signals exhibiting strong periodicity or clear physical laws (e.g., in aviation, meteorology, and traffic flow), FlightKooba delivers competitive prediction accuracy while reducing trainable parameters by several orders of magnitude and achieving the fastest training speed. Furthermore, we analyze the model's theoretical boundaries, clarifying its inherent low-pass filtering characteristics that render it unsuitable for sequences dominated by high-frequency noise. In summary, FlightKooba offers a powerful, efficient, and interpretable new alternative for time series analysis, particularly in resource-constrained environments.

cs.LG↗

arXiv2025

Quantifying Grid Resilience Against Extreme Weather Using Large-Scale Customer Power Outage Data

In recent decades, the weather around the world has become more irregular and extreme, often causing large-scale extended power outages. Resilience -- the capability of withstanding, adapting to, and recovering from a large-scale disruption -- has become a top priority for the power sector. However, the understanding of power grid resilience still stays on the conceptual level mostly or focuses on particular components, yielding no actionable results or revealing few insights on the system level. This study provides a quantitatively measurable definition of power grid resilience, using a statistical model inspired by patterns observed from data and domain knowledge. We analyze a large-scale quarter-hourly historical electricity customer outage data and the corresponding weather records, and draw connections between the model and industry resilience practice. We showcase the resilience analysis using three major service territories on the east coast of the United States. Our analysis suggests that cumulative weather effects play a key role in causing immediate, sustained outages, and these outages can propagate and cause secondary outages in neighboring areas. The proposed model also provides some interesting insights into grid resilience enhancement planning. For example, our simulation results indicate that enhancing the power infrastructure in a small number of critical locations can reduce nearly half of the number of customer power outages in Massachusetts. In addition, we have shown that our model achieves promising accuracy in predicting the progress of customer power outages throughout extreme weather events, which can be very valuable for system operators and federal agencies to prepare disaster response.

stat.AP↗

arXiv2025

Towards Efficient Few-shot Graph Neural Architecture Search via Partitioning Gradient Contribution

To address the weight coupling problem, certain studies introduced few-shot Neural Architecture Search (NAS) methods, which partition the supernet into multiple sub-supernets. However, these methods often suffer from computational inefficiency and tend to provide suboptimal partitioning schemes. To address this problem more effectively, we analyze the weight coupling problem from a novel perspective, which primarily stems from distinct modules in succeeding layers imposing conflicting gradient directions on the preceding layer modules. Based on this perspective, we propose the Gradient Contribution (GC) method that efficiently computes the cosine similarity of gradient directions among modules by decomposing the Vector-Jacobian Product during supernet backpropagation. Subsequently, the modules with conflicting gradient directions are allocated to distinct sub-supernets while similar ones are grouped together. To assess the advantages of GC and address the limitations of existing Graph Neural Architecture Search methods, which are limited to searching a single type of Graph Neural Networks (Message Passing Neural Networks (MPNNs) or Graph Transformers (GTs)), we propose the Unified Graph Neural Architecture Search (UGAS) framework, which explores optimal combinations of MPNNs and GTs. The experimental results demonstrate that GC achieves state-of-the-art (SOTA) performance in supernet partitioning quality and time efficiency. In addition, the architectures searched by UGAS+GC outperform both the manually designed GNNs and those obtained by existing NAS methods. Finally, ablation studies further demonstrate the effectiveness of all proposed methods.

cs.LG↗

arXiv2025

Efficient Heuristics Generation for Solving Combinatorial Optimization Problems Using Large Language Models

Recent studies exploited Large Language Models (LLMs) to autonomously generate heuristics for solving Combinatorial Optimization Problems (COPs), by prompting LLMs to first provide search directions and then derive heuristics accordingly. However, the absence of task-specific knowledge in prompts often leads LLMs to provide unspecific search directions, obstructing the derivation of well-performing heuristics. Moreover, evaluating the derived heuristics remains resource-intensive, especially for those semantically equivalent ones, often requiring omissible resource expenditure. To enable LLMs to provide specific search directions, we propose the Hercules algorithm, which leverages our designed Core Abstraction Prompting (CAP) method to abstract the core components from elite heuristics and incorporate them as prior knowledge in prompts. We theoretically prove the effectiveness of CAP in reducing unspecificity and provide empirical results in this work. To reduce computing resources required for evaluating the derived heuristics, we propose few-shot Performance Prediction Prompting (PPP), a first-of-its-kind method for the Heuristic Generation (HG) task. PPP leverages LLMs to predict the fitness values of newly derived heuristics by analyzing their semantic similarity to previously evaluated ones. We further develop two tailored mechanisms for PPP to enhance predictive accuracy and determine unreliable predictions, respectively. The use of PPP makes Hercules more resource-efficient and we name this variant Hercules-P. Extensive experiments across four HG tasks, five COPs, and eight LLMs demonstrate that Hercules outperforms the state-of-the-art LLM-based HG algorithms, while Hercules-P excels at minimizing required computing resources. In addition, we illustrate the effectiveness of CAP, PPP, and the other proposed mechanisms by conducting relevant ablation studies.

cs.NE↗

arXiv2025

GELD: A Unified Neural Model for Efficiently Solving Traveling Salesman Problems Across Different Scales

The Traveling Salesman Problem (TSP) is a well-known combinatorial optimization problem with broad real-world applications. Recent advancements in neural network-based TSP solvers have shown promising results. Nonetheless, these models often struggle to efficiently solve both small- and large-scale TSPs using the same set of pre-trained model parameters, limiting their practical utility. To address this issue, we introduce a novel neural TSP solver named GELD, built upon our proposed broad global assessment and refined local selection framework. Specifically, GELD integrates a lightweight Global-view Encoder (GE) with a heavyweight Local-view Decoder (LD) to enrich embedding representation while accelerating the decision-making process. Moreover, GE incorporates a novel low-complexity attention mechanism, allowing GELD to achieve low inference latency and scalability to larger-scale TSPs. Additionally, we propose a two-stage training strategy that utilizes training instances of different sizes to bolster GELD's generalization ability. Extensive experiments conducted on both synthetic and real-world datasets demonstrate that GELD outperforms seven state-of-the-art models considering both solution quality and inference speed. Furthermore, GELD can be employed as a post-processing method to significantly elevate the quality of the solutions derived by existing neural TSP solvers via spending affordable additional computing time. Notably, GELD is shown as capable of solving TSPs with up to 744,710 nodes, first-of-its-kind to solve this large size TSP without relying on divide-and-conquer strategies to the best of our knowledge.

cs.AI↗

arXiv2025

Applications of optimal transport to Dyson Brownian Motions and beyond

We develop a new method based on Caffarelli's contraction theorem in optimal transport to obtain sharp and uniform modulus of continuity estimates for $β$-Dyson Brownian motions with $β\geq 2$. Our method extends to a large class of random curve collections, which can be viewed as log-concave perturbations of Brownian motions, including the $β$-Dyson Brownian motion, the Air$\text{y}_β$ line ensemble, the KPZ line ensemble, and the O'Connell-Yor line ensemble.

math.PR↗

arXiv2025

Explicit Motion Handling and Interactive Prompting for Video Camouflaged Object Detection

Camouflage poses challenges in distinguishing a static target, whereas any movement of the target can break this disguise. Existing video camouflaged object detection (VCOD) approaches take noisy motion estimation as input or model motion implicitly, restricting detection performance in complex dynamic scenes. In this paper, we propose a novel Explicit Motion handling and Interactive Prompting framework for VCOD, dubbed EMIP, which handles motion cues explicitly using a frozen pre-trained optical flow fundamental model. EMIP is characterized by a two-stream architecture for simultaneously conducting camouflaged segmentation and optical flow estimation. Interactions across the dual streams are realized in an interactive prompting way that is inspired by emerging visual prompt learning. Two learnable modules, i.e., the camouflaged feeder and motion collector, are designed to incorporate segmentation-to-motion and motion-to-segmentation prompts, respectively, and enhance outputs of the both streams. The prompt fed to the motion stream is learned by supervising optical flow in a self-supervised manner. Furthermore, we show that long-term historical information can also be incorporated as a prompt into EMIP and achieve more robust results with temporal consistency. Experimental results demonstrate that our EMIP achieves new state-of-the-art records on popular VCOD benchmarks. Our code is made publicly available at https://github.com/zhangxin06/EMIP.

cs.CV↗

arXiv2025

The KPZ equation and the directed landscape

This paper proves the convergence of the narrow wedge solutions of the KPZ equation to the Airy sheet and the directed landscape in the locally uniform topology. This is the first convergence result to the Airy sheet and the directed landscape established for a positive temperature model. We also give an independent proof for the convergence of the KPZ equation to the KPZ fixed point for general initial conditions in the locally uniform topology. Together with the directed landscape convergence, we show the joint convergence to the KPZ fixed point for multiple initial conditions.

math.PR↗

arXiv2025

Neural Combinatorial Optimization Algorithms for Solving Vehicle Routing Problems: A Comprehensive Survey with Perspectives

Although several surveys on Neural Combinatorial Optimization (NCO) solvers specifically designed to solve Vehicle Routing Problems (VRPs) have been conducted, they did not cover the state-of-the-art (SOTA) NCO solvers emerged recently. More importantly, to establish a comprehensive and up-to-date taxonomy of NCO solvers, we systematically review relevant publications and preprints, categorizing them into four distinct types, namely Learning to Construct, Learning to Improve, Learning to Predict-Once, and Learning to Predict-Multiplicity solvers. Subsequently, we present the inadequacies of the SOTA solvers, including poor generalization, incapability to solve large-scale VRPs, inability to address most types of VRP variants simultaneously, and difficulty in comparing these NCO solvers with the conventional Operations Research algorithms. Simultaneously, we discuss on-going efforts, identify open inadequacies, as well as propose promising and viable directions to overcome these inadequacies. Notably, existing efforts focus on only one or two of these inadequacies, with none attempting to address all of them concurrently. In addition, we compare the performance of representative NCO solvers from the Reinforcement, Supervised, and Unsupervised Learning paradigms across VRPs of varying scales. Finally, following the proposed taxonomy, we provide an accompanying web page as a live repository for NCO solvers. Through this survey and the live repository, we aim to foster further advancements in the NCO community.

cs.AI↗

arXiv2025

Improving Generalization of Neural Vehicle Routing Problem Solvers Through the Lens of Model Architecture

Neural models produce promising results when solving Vehicle Routing Problems (VRPs), but often fall short in generalization. Recent attempts to enhance model generalization often incur unnecessarily large training cost or cannot be directly applied to other models solving different VRP variants. To address these issues, we take a novel perspective on model architecture in this study. Specifically, we propose a plug-and-play Entropy-based Scaling Factor (ESF) and a Distribution-Specific (DS) decoder to enhance the size and distribution generalization, respectively. ESF adjusts the attention weight pattern of the model towards familiar ones discovered during training when solving VRPs of varying sizes. The DS decoder explicitly models VRPs of multiple training distribution patterns through multiple auxiliary light decoders, expanding the model representation space to encompass a broader range of distributional scenarios. We conduct extensive experiments on both synthetic and widely recognized real-world benchmarking datasets and compare the performance with seven baseline models. The results demonstrate the effectiveness of using ESF and DS decoder to obtain a more generalizable model and showcase their applicability to solve different VRP variants, i.e., travelling salesman problem and capacitated VRP. Notably, our proposed generic components require minimal computational resources, and can be effortlessly integrated into conventional generalization strategies to further elevate model generalization.

cs.LG↗

arXiv2025

AeroGen: Enhancing Remote Sensing Object Detection with Diffusion-Driven Data Generation

Remote sensing image object detection (RSIOD) aims to identify and locate specific objects within satellite or aerial imagery. However, there is a scarcity of labeled data in current RSIOD datasets, which significantly limits the performance of current detection algorithms. Although existing techniques, e.g., data augmentation and semi-supervised learning, can mitigate this scarcity issue to some extent, they are heavily dependent on high-quality labeled data and perform worse in rare object classes. To address this issue, this paper proposes a layout-controllable diffusion generative model (i.e. AeroGen) tailored for RSIOD. To our knowledge, AeroGen is the first model to simultaneously support horizontal and rotated bounding box condition generation, thus enabling the generation of high-quality synthetic images that meet specific layout and object category requirements. Additionally, we propose an end-to-end data augmentation framework that integrates a diversity-conditioned generator and a filtering mechanism to enhance both the diversity and quality of generated data. Experimental results demonstrate that the synthetic data produced by our method are of high quality and diversity. Furthermore, the synthetic RSIOD data can significantly improve the detection performance of existing RSIOD models, i.e., the mAP metrics on DIOR, DIOR-R, and HRSC datasets are improved by 3.7%, 4.3%, and 2.43%, respectively. The code is available at https://github.com/Sonettoo/AeroGen.

cs.CV↗

arXiv2025

An Efficient Diffusion-based Non-Autoregressive Solver for Traveling Salesman Problem

Recent advances in neural models have shown considerable promise in solving Traveling Salesman Problems (TSPs) without relying on much hand-crafted engineering. However, while non-autoregressive (NAR) approaches benefit from faster inference through parallelism, they typically deliver solutions of inferior quality compared to autoregressive ones. To enhance the solution quality while maintaining fast inference, we propose DEITSP, a diffusion model with efficient iterations tailored for TSP that operates in a NAR manner. Firstly, we introduce a one-step diffusion model that integrates the controlled discrete noise addition process with self-consistency enhancement, enabling optimal solution prediction through simultaneous denoising of multiple solutions. Secondly, we design a dual-modality graph transformer to bolster the extraction and fusion of features from node and edge modalities, while further accelerating the inference with fewer layers. Thirdly, we develop an efficient iterative strategy that alternates between adding and removing noise to improve exploration compared to previous diffusion methods. Additionally, we devise a scheduling framework to progressively refine the solution space by adjusting noise levels, facilitating a smooth search for optimal solutions. Extensive experiments on real-world and large-scale TSP instances demonstrate that DEITSP performs favorably against existing neural approaches in terms of solution quality, inference latency, and generalization ability. Our code is available at $\href{https://github.com/DEITSP/DEITSP}{https://github.com/DEITSP/DEITSP}$.

cs.LG↗

arXiv2024

Error-controlled Progressive Retrieval of Scientific Data under Derivable Quantities of Interest

The unprecedented amount of scientific data has introduced heavy pressure on the current data storage and transmission systems. Progressive compression has been proposed to mitigate this problem, which offers data access with on-demand precision. However, existing approaches only consider precision control on primary data, leaving uncertainties on the quantities of interest (QoIs) derived from it. In this work, we present a progressive data retrieval framework with guaranteed error control on derivable QoIs. Our contributions are three-fold. (1) We carefully derive the theories to strictly control QoI errors during progressive retrieval. Our theory is generic and can be applied to any QoIs that can be composited by the basis of derivable QoIs proved in the paper. (2) We design and develop a generic progressive retrieval framework based on the proposed theories, and optimize it by exploring feasible progressive representations. (3) We evaluate our framework using five real-world datasets with a diverse set of QoIs. Experiments demonstrate that our framework can faithfully respect any user-specified QoI error bounds in the evaluated applications. This leads to over 2.02x performance gain in data transfer tasks compared to transferring the primary data while guaranteeing a QoI error that is less than 1E-5.

cs.DC↗

arXiv2024

Reinforcement Learning-based Non-Autoregressive Solver for Traveling Salesman Problems

The Traveling Salesman Problem (TSP) is a well-known combinatorial optimization problem with broad real-world applications. Recently, neural networks have gained popularity in this research area because as shown in the literature, they provide strong heuristic solutions to TSPs. Compared to autoregressive neural approaches, non-autoregressive (NAR) networks exploit the inference parallelism to elevate inference speed but suffer from comparatively low solution quality. In this paper, we propose a novel NAR model named NAR4TSP, which incorporates a specially designed architecture and an enhanced reinforcement learning strategy. To the best of our knowledge, NAR4TSP is the first TSP solver that successfully combines RL and NAR networks. The key lies in the incorporation of NAR network output decoding into the training process. NAR4TSP efficiently represents TSP encoded information as rewards and seamlessly integrates it into reinforcement learning strategies, while maintaining consistent TSP sequence constraints during both training and testing phases. Experimental results on both synthetic and real-world TSPs demonstrate that NAR4TSP outperforms five state-of-the-art models in terms of solution quality, inference speed, and generalization to unseen scenarios.

cs.AI↗

arXiv2024

Coresets for Constrained Clustering: General Assignment Constraints and Improved Size Bounds

Designing small-sized \emph{coresets}, which approximately preserve the costs of the solutions for large datasets, has been an important research direction for the past decade. We consider coreset construction for a variety of general constrained clustering problems. We introduce a general class of assignment constraints, including capacity constraints on cluster centers, and assignment structure constraints for data points (modeled by a convex body $\mathcal{B}$). We give coresets for clustering problems with such general assignment constraints that significantly generalize and improve known results. Notable implications include the first $\varepsilon$-coreset for capacitated and fair $k$-Median with $m$ outliers in Euclidean spaces whose size is $\tilde{O}(m + k^2 \varepsilon^{-4})$, generalizing and improving upon the prior bounds in [Braverman et al., FOCS' 22; Huang et al., ICLR' 23] (for capacitated $k$-Median, the coreset size bound obtained in [Braverman et al., FOCS' 22] is $\tilde{O}(k^3 \varepsilon^{-6})$, and for $k$-Median with $m$ outliers, the coreset size bound obtained in [Huang et al., ICLR' 23]} is $\tilde{O}(m + k^3 \varepsilon^{-5})$), and the first $ε$-coreset of size $\mathrm{poly}(k \varepsilon^{-1})$ for fault-tolerant clustering for various types of metric spaces.

cs.DS↗

arXiv2024

Textual Inversion and Self-supervised Refinement for Radiology Report Generation

Existing mainstream approaches follow the encoder-decoder paradigm for generating radiology reports. They focus on improving the network structure of encoders and decoders, which leads to two shortcomings: overlooking the modality gap and ignoring report content constraints. In this paper, we proposed Textual Inversion and Self-supervised Refinement (TISR) to address the above two issues. Specifically, textual inversion can project text and image into the same space by representing images as pseudo words to eliminate the cross-modeling gap. Subsequently, self-supervised refinement refines these pseudo words through contrastive loss computation between images and texts, enhancing the fidelity of generated reports to images. Notably, TISR is orthogonal to most existing methods, plug-and-play. We conduct experiments on two widely-used public datasets and achieve significant improvements on various baselines, which demonstrates the effectiveness and generalization of TISR. The code will be available soon.

cs.CV↗

arXiv2024

Uncertainty-aware sign language video retrieval with probability distribution modeling

Sign language video retrieval plays a key role in facilitating information access for the deaf community. Despite significant advances in video-text retrieval, the complexity and inherent uncertainty of sign language preclude the direct application of these techniques. Previous methods achieve the mapping between sign language video and text through fine-grained modal alignment. However, due to the scarcity of fine-grained annotation, the uncertainty inherent in sign language video is underestimated, limiting the further development of sign language retrieval tasks. To address this challenge, we propose a novel Uncertainty-aware Probability Distribution Retrieval (UPRet), that conceptualizes the mapping process of sign language video and text in terms of probability distributions, explores their potential interrelationships, and enables flexible mappings. Experiments on three benchmarks demonstrate the effectiveness of our method, which achieves state-of-the-art results on How2Sign (59.1%), PHOENIX-2014T (72.0%), and CSL-Daily (78.4%).

cs.CV↗