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Yufei Zhang

Publications and source records attributed to Yufei Zhang.

At least 127 records · Page 7Linked to original sources
arXiv2023

UniDCP: Unifying Multiple Medical Vision-language Tasks via Dynamic Cross-modal Learnable Prompts

Medical vision-language pre-training (Med-VLP) models have recently accelerated the fast-growing medical diagnostics application. However, most Med-VLP models learn task-specific representations independently from scratch, thereby leading to great inflexibility when they work across multiple fine-tuning tasks. In this work, we propose UniDCP, a Unified medical vision-language model with Dynamic Cross-modal learnable Prompts, which can be plastically applied to multiple medical vision-language tasks. Specifically, we explicitly construct a unified framework to harmonize diverse inputs from multiple pretraining tasks by leveraging cross-modal prompts for unification, which accordingly can accommodate heterogeneous medical fine-tuning tasks. Furthermore, we conceive a dynamic cross-modal prompt optimizing strategy that optimizes the prompts within the shareable space for implicitly processing the shareable clinic knowledge. UniDCP is the first Med-VLP model capable of performing all 8 medical uni-modal and cross-modal tasks over 14 corresponding datasets, consistently yielding superior results over diverse state-of-the-art methods.

cs.CV↗
arXiv2023

Hundred-Femtosecond-Level Concise Optical Time Delay Measurement System Based on Linear Optical Sampling

Fiber-delay measurement is one of the key fundamental technologies in numerous fields. Here we propose and experimentally demonstrate a high-precision and concise optical time delay measurement system based on the technique of linear optical sampling, reaching the precision better than 100 fs under averaging. The use of only two optical frequency combs without locking the carrier-envelope-offset frequency greatly simplifies the structure of the time-delay measurement system. We also experimentally investigate the current limitations on the precision of the system. The timing jitter noises of two sources are mainly non-common mode, and are both restricted to the frequency sources. Our results indicate that the proposed device can measure fiber length fluctuations below 10 $μ{\rm{m}}$, paving the way for further analyses of the external disturbances on the fiber link.

physics.optics↗
arXiv2023

Time-interval Measurement with Linear Optical Sampling at the Femtosecond Level

High-precision time-interval measurement is a fundamental technique in many advanced applications, including time and distance metrology, particle physics, and ultra-precision machining. However, many of these applications are confined by the imprecise time-interval measurement of electrical signals, restricting the performance of the ultimate system to a few picoseconds, which limits ultra-high-precision applications. Here, we demonstrate an optical means of the time-interval measurement of electrical signals that can successfully achieve femtosecond (fs)-level precision. The setup is established using the optical-frequency-comb (OFC)-based linear optical sampling technique to realize timescale-stretched measurement. We achieve the measurement precision of 82 fs for a single LOS scan measurement and 3.05 fs for the 100-times average with post-processing, which is three orders of magnitude higher than the results of older electrical methods. The high-precision time interval measurement of electrical signals can substantially improve precision measurement technologies.

physics.optics↗
arXiv2023

Aiming for Tops of ALPs with a Muon Collider

Future muon colliders with center-of-mass energy of $\mathcal{O}(1-10)$ TeV can provide a clean high-energy environment with advantages in searches for TeV-scale axion-like particles (ALPs), pseudo-Nambu-Goldstone bosons associated with spontaneously broken global symmetries, which are widely predicted in physics beyond the Standard Model (SM). We exploit ALP couplings to SM fermions, and guided by unitarity constraints, build a search strategy focusing on the ALP decay to top quark pairs at muon colliders. It is found that a large parameter space of TeV-scale ALPs with TeV-scale decay constants can be probed by utilizing the ALP-top quark coupling.

hep-ph↗
arXiv2023

Optimal scheduling of entropy regulariser for continuous-time linear-quadratic reinforcement learning

This work uses the entropy-regularised relaxed stochastic control perspective as a principled framework for designing reinforcement learning (RL) algorithms. Herein agent interacts with the environment by generating noisy controls distributed according to the optimal relaxed policy. The noisy policies on the one hand, explore the space and hence facilitate learning but, on the other hand, introduce bias by assigning a positive probability to non-optimal actions. This exploration-exploitation trade-off is determined by the strength of entropy regularisation. We study algorithms resulting from two entropy regularisation formulations: the exploratory control approach, where entropy is added to the cost objective, and the proximal policy update approach, where entropy penalises policy divergence between consecutive episodes. We focus on the finite horizon continuous-time linear-quadratic (LQ) RL problem, where a linear dynamics with unknown drift coefficients is controlled subject to quadratic costs. In this setting, both algorithms yield a Gaussian relaxed policy. We quantify the precise difference between the value functions of a Gaussian policy and its noisy evaluation and show that the execution noise must be independent across time. By tuning the frequency of sampling from relaxed policies and the parameter governing the strength of entropy regularisation, we prove that the regret, for both learning algorithms, is of the order $\mathcal{O}(\sqrt{N}) $ (up to a logarithmic factor) over $N$ episodes, matching the best known result from the literature.

cs.LG↗
arXiv2023

An Offline Learning Approach to Propagator Models

We consider an offline learning problem for an agent who first estimates an unknown price impact kernel from a static dataset, and then designs strategies to liquidate a risky asset while creating transient price impact. We propose a novel approach for a nonparametric estimation of the propagator from a dataset containing correlated price trajectories, trading signals and metaorders. We quantify the accuracy of the estimated propagator using a metric which depends explicitly on the dataset. We show that a trader who tries to minimise her execution costs by using a greedy strategy purely based on the estimated propagator will encounter suboptimality due to so-called spurious correlation between the trading strategy and the estimator and due to intrinsic uncertainty resulting from a biased cost functional. By adopting an offline reinforcement learning approach, we introduce a pessimistic loss functional taking the uncertainty of the estimated propagator into account, with an optimiser which eliminates the spurious correlation, and derive an asymptotically optimal bound on the execution costs even without precise information on the true propagator. Numerical experiments are included to demonstrate the effectiveness of the proposed propagator estimator and the pessimistic trading strategy.

math.OC↗
arXiv2023

Insurance pricing on price comparison websites via reinforcement learning

The emergence of price comparison websites (PCWs) has presented insurers with unique challenges in formulating effective pricing strategies. Operating on PCWs requires insurers to strike a delicate balance between competitive premiums and profitability, amidst obstacles such as low historical conversion rates, limited visibility of competitors' actions, and a dynamic market environment. In addition to this, the capital intensive nature of the business means pricing below the risk levels of customers can result in solvency issues for the insurer. To address these challenges, this paper introduces reinforcement learning (RL) framework that learns the optimal pricing policy by integrating model-based and model-free methods. The model-based component is used to train agents in an offline setting, avoiding cold-start issues, while model-free algorithms are then employed in a contextual bandit (CB) manner to dynamically update the pricing policy to maximise the expected revenue. This facilitates quick adaptation to evolving market dynamics and enhances algorithm efficiency and decision interpretability. The paper also highlights the importance of evaluating pricing policies using an offline dataset in a consistent fashion and demonstrates the superiority of the proposed methodology over existing off-the-shelf RL/CB approaches. We validate our methodology using synthetic data, generated to reflect private commercially available data within real-world insurers, and compare against 6 other benchmark approaches. Our hybrid agent outperforms these benchmarks in terms of sample efficiency and cumulative reward with the exception of an agent that has access to perfect market information which would not be available in a real-world set-up.

q-fin.PR↗
arXiv2023

Body Knowledge and Uncertainty Modeling for Monocular 3D Human Body Reconstruction

While 3D body reconstruction methods have made remarkable progress recently, it remains difficult to acquire the sufficiently accurate and numerous 3D supervisions required for training. In this paper, we propose \textbf{KNOWN}, a framework that effectively utilizes body \textbf{KNOW}ledge and u\textbf{N}certainty modeling to compensate for insufficient 3D supervisions. KNOWN exploits a comprehensive set of generic body constraints derived from well-established body knowledge. These generic constraints precisely and explicitly characterize the reconstruction plausibility and enable 3D reconstruction models to be trained without any 3D data. Moreover, existing methods typically use images from multiple datasets during training, which can result in data noise (\textit{e.g.}, inconsistent joint annotation) and data imbalance (\textit{e.g.}, minority images representing unusual poses or captured from challenging camera views). KNOWN solves these problems through a novel probabilistic framework that models both aleatoric and epistemic uncertainty. Aleatoric uncertainty is encoded in a robust Negative Log-Likelihood (NLL) training loss, while epistemic uncertainty is used to guide model refinement. Experiments demonstrate that KNOWN's body reconstruction outperforms prior weakly-supervised approaches, particularly on the challenging minority images.

cs.CV↗
arXiv2023

Enhancing the SST Turbulence Model with Symbolic Regression: A Generalizable and Interpretable Data-Driven Approach

Turbulence modeling within the RANS equations' framework is essential in engineering due to its high efficiency. Field inversion and machine learning (FIML) techniques have improved RANS models' predictive capabilities for separated flows. However, FIML-generated models often lack interpretability, limiting physical understanding and manual improvements based on prior knowledge. Additionally, these models may struggle with generalization in flow fields distinct from the training set. This study addresses these issues by employing symbolic regression (SR) to derive an analytical relationship between the correction factor of the baseline turbulence model and local flow variables, enhancing the baseline model's ability to predict separated flow across diverse test cases. The shear-stress-transport (SST) model undergoes field inversion on a curved backward-facing step (CBFS) case to obtain the corrective factor field beta, and SR is used to derive a symbolic map between local flow features and beata. The SR-derived analytical function is integrated into the original SST model, resulting in the SST-SR model. The SST-SR model's generalization capabilities are demonstrated by its successful predictions of separated flow on various test cases, including 2D-bump cases with varying heights, periodic hill case where separation is dominated by geometric features, and the three-dimensional Ahmed-body case. In these tests, the model accurately predicts flow fields, showing its effectiveness in cases completely different from the training set. The Ahmed-body case, in particular, highlights the model's ability to predict the three-dimensional massively separated flows. When applied to a turbulent boundary layer with Re_L=1.0E7, the SST-SR model predicts wall friction coefficient and log layer comparably to the original SST model, maintaining the attached boundary layer prediction performance.

physics.flu-dyn↗
arXiv2023

A Neural RDE approach for continuous-time non-Markovian stochastic control problems

We propose a novel framework for solving continuous-time non-Markovian stochastic control problems by means of neural rough differential equations (Neural RDEs) introduced in Morrill et al. (2021). Non-Markovianity naturally arises in control problems due to the time delay effects in the system coefficients or the driving noises, which leads to optimal control strategies depending explicitly on the historical trajectories of the system state. By modelling the control process as the solution of a Neural RDE driven by the state process, we show that the control-state joint dynamics are governed by an uncontrolled, augmented Neural RDE, allowing for fast Monte-Carlo estimation of the value function via trajectories simulation and memory-efficient backpropagation. We provide theoretical underpinnings for the proposed algorithmic framework by demonstrating that Neural RDEs serve as universal approximators for functions of random rough paths. Exhaustive numerical experiments on non-Markovian stochastic control problems are presented, which reveal that the proposed framework is time-resolution-invariant and achieves higher accuracy and better stability in irregular sampling compared to existing RNN-based approaches.

cs.LG↗
arXiv2023

Totally non-negativity of a family of change-of-basis matrices

Let ${\bf a}=(a_1, a_2, \ldots, a_n)$ and ${\bf e}=(e_1, e_2, \ldots, e_n)$ be real sequences. Denote by $M_{{\bf e}\rightarrow {\bf a}}$ the $(n+1)\times(n+1)$ matrix whose $(m,k)$ entry ($m, k \in \{0,\ldots, n\}$) is the coefficient of the polynomial $(x-a_1)\cdots(x-a_k)$ in the expansion of $(x-e_1)\cdots(x-e_m)$ as a linear combination of the polynomials $1, x-a_1, \ldots, (x-a_1)\cdots(x-a_m)$. By appropriate choice of ${\bf a}$ and ${\bf e}$ the matrix $M_{{\bf e}\rightarrow {\bf a}}$ can encode many familiar doubly-indexed combinatorial sequences, such as binomial coefficients, Stirling numbers of both kinds, Lah numbers and central factorial numbers. In all four of these examples, $M_{{\bf e}\rightarrow {\bf a}}$ enjoys the property of total non-negativity -- the determinants of all its square submatrices are non-negative. This leads to a natural question: when, in general, is $M_{{\bf e}\rightarrow {\bf a}}$ totally non-negative? Galvin and Pacurar found a simple condition on ${\bf e}$ that characterizes total non-negativity of $M_{{\bf e}\rightarrow {\bf a}}$ when ${\bf a}$ is non-decreasing. Here we fully extend this result. For arbitrary real sequences ${\bf a}$ and ${\bf e}$, we give a condition that can be checked in $O(n^2)$ time that determines whether $M_{{\bf e}\rightarrow {\bf a}}$ is totally non-negative. When $M_{{\bf e}\rightarrow {\bf a}}$ is totally non-negative, we witness this with a planar network whose weights are non-negative and whose path matrix is $M_{{\bf e}\rightarrow {\bf a}}$. When it is not, we witness this with an explicit negative minor.

math.CO↗
arXiv2023

A posteriori error estimates for fully coupled McKean-Vlasov forward-backward SDEs

Fully coupled McKean-Vlasov forward-backward stochastic differential equations (MV-FBSDEs) arise naturally from large population optimization problems. Judging the quality of given numerical solutions for MV-FBSDEs, which usually require Picard iterations and approximations of nested conditional expectations, is typically difficult. This paper proposes an a posteriori error estimator to quantify the $L^2$-approximation error of an arbitrarily generated approximation on a time grid. We establish that the error estimator is equivalent to the global approximation error between the given numerical solution and the solution of a forward Euler discretized MV-FBSDE. A crucial and challenging step in the analysis is the proof of stability of this Euler approximation to the MV-FBSDE, which is of independent interest. We further demonstrate that, for sufficiently fine time grids, the accuracy of numerical solutions for solving the continuous MV-FBSDE can also be measured by the error estimator. The error estimates justify the use of residual-based algorithms for solving MV-FBSDEs. Numerical experiments for MV-FBSDEs arising from mean field control and games confirm the effectiveness and practical applicability of the error estimator.

math.NA↗
arXiv2023

SigRec: Automatic Recovery of Function Signatures in Smart Contracts

Millions of smart contracts have been deployed onto Ethereum for providing various services, whose functions can be invoked. For this purpose, the caller needs to know the function signature of a callee, which includes its function id and parameter types. Such signatures are critical to many applications focusing on smart contracts, e.g., reverse engineering, fuzzing, attack detection, and profiling. Unfortunately, it is challenging to recover the function signatures from contract bytecode, since neither debug information nor type information is present in the bytecode. To address this issue, prior approaches rely on source code, or a collection of known signatures from incomplete databases or incomplete heuristic rules, which, however, are far from adequate and cannot cope with the rapid growth of new contracts. In this paper, we propose a novel solution that leverages how functions are handled by Ethereum virtual machine (EVM) to automatically recover function signatures. In particular, we exploit how smart contracts determine the functions to be invoked to locate and extract function ids, and propose a new approach named type-aware symbolic execution (TASE) that utilizes the semantics of EVM operations on parameters to identify the number and the types of parameters. Moreover, we develop SigRec, a new tool for recovering function signatures from contract bytecode without the need of source code and function signature databases. The extensive experimental results show that SigRec outperforms all existing tools, achieving an unprecedented 98.7 percent accuracy within 0.074 seconds. We further demonstrate that the recovered function signatures are useful in attack detection, fuzzing and reverse engineering of EVM bytecode.

cs.CR↗
arXiv2023

Reconstruction and fast prediction of a 3D flow field based on a variational autoencoder

Reconstruction and fast prediction of flow fields are important for the improvement of data center operations and energy savings. In this study, an artificial neural network (ANN) and variational autoencoder (VAE) composite model is proposed for the reconstruction and prediction of 3D flowfields with high accuracy and efficiency. The VAE model is trained to extract features of the problem and to realize 3D physical field reconstruction. The ANN is employed to achieve the constructability of the extracted features. A dataset of steady temperature/velocity fields is acquired by computational fluid dynamics and heat transfer (CFD/HT) and fed to train the deep learning model. The proposed ANN-VAE model is experimentally proven to achieve promising field prediction accuracy with a significantly reduced computational cost. Compared to the CFD/HT method, the ANN-VAE method speeds up the physical field prediction by approximately 380,000 times, with mean accuracies of 97.3% for temperature field prediction and 97.9% for velocity field prediction, making it feasible for real-time physical field acquisition.

physics.flu-dyn↗
arXiv2023

Constraints on dark energy from the CSST galaxy clusters

We study the potential of the galaxy cluster sample expected from the China Space Station Telescope (CSST) survey to constrain dark energy properties. By modelling the distribution of observed cluster mass for a given true mass to be log-normal and adopting a selection threshold in the observed mass $M_{200m} \geq 0.836 \times 10^{14} h^{-1}M_{\odot}$, we find about $4.1 \times 10^{5}$ clusters in the redshift range $0 \leq z \leq 1.5$ can be detected by the CSST. We construct the Fisher matrix for the cluster number counts from CSST, and forecast constraints on dark energy parameters for models with constant ($w_0$CDM) and time dependent ($w_0w_a$CDM) equation of state. In the self-calibration scheme, the dark energy equation of state parameter $w_0$ of $w_0$CDM model can be constrained to $Δw_0 = 0.036$. If $w_a$ is added as a free parameter, we obtain $Δw_0 = 0.077$ and $Δw_a = 0.39$ for the $w_0w_a$CDM model, with a Figure of Merit for ($w_0,w_a$) to be 68.99. Should we had perfect knowledge of the observable-mass scaling relation (``known SR" scheme), we would obtain $Δw_0 = 0.012$ for $w_0$CDM model, $Δw_0 = 0.062$ and $Δw_a = 0.24$ for $w_0w_a$CDM model. The dark energy Figure of Merit of ($w_0,w_a$) increases to 343.25. By extending the maximum redshift of the clusters from $z_{max} \sim 1.5$ to $z_{max} \sim 2$, the dark energy Figure of Merit for ($w_0,w_a$) increases to 89.72 (self-calibration scheme) and 610.97 (``known SR" scheme), improved by a factor of $\sim 1.30$ and $\sim 1.78$, respectively. We find that the impact of clusters' redshift uncertainty on the dark energy constraints is negligible as long as the redshift error of clusters is smaller than 0.01, achievable by CSST. We also find that the bias in logarithm mass must be calibrated to be $0.30$ or better to avoid significant dark energy parameter bias.

astro-ph.CO↗
arXiv2022

Linear convergence of a policy gradient method for some finite horizon continuous time control problems

Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient algorithms for feedback controls of finite-time horizon stochastic control problems. The state dynamics are nonlinear diffusions with control-affine drift, and the cost functions are nonconvex in the state and nonsmooth in the control. The system noise can degenerate, which allows for deterministic control problems as special cases. We prove under suitable conditions that the algorithm converges linearly to a stationary point of the control problem, and is stable with respect to policy updates by approximate gradient steps. The convergence result justifies the recent reinforcement learning heuristics that adding entropy regularization or a fictitious discount factor to the optimization objective accelerates the convergence of policy gradient methods. The proof exploits careful regularity estimates of backward stochastic differential equations.

math.OC↗
arXiv2022

Decomposing User-APP Graph into Subgraphs for Effective APP and User Embedding Learning

APP-installation information is helpful to describe the user's characteristics. The users with similar APPs installed might share several common interests and behave similarly in some scenarios. In this work, we learn a user embedding vector based on each user's APP-installation information. Since the user APP-installation embedding is learnable without dependency on the historical intra-APP behavioral data of the user, it complements the intra-APP embedding learned within each specific APP. Thus, they considerably help improve the effectiveness of the personalized advertising in each APP, and they are particularly beneficial for the cold start of the new users in the APP. In this paper, we formulate the APP-installation user embedding learning into a bipartite graph embedding problem. The main challenge in learning an effective APP-installation user embedding is the imbalanced data distribution. In this case, graph learning tends to be dominated by the popular APPs, which billions of users have installed. In other words, some niche/specialized APPs might have a marginal influence on graph learning. To effectively exploit the valuable information from the niche APPs, we decompose the APP-installation graph into a set of subgraphs. Each subgraph contains only one APP node and the users who install the APP. For each mini-batch, we only sample the users from the same subgraph in the training process. Thus, each APP can be involved in the training process in a more balanced manner. After integrating the learned APP-installation user embedding into our online personal advertising platform, we obtained a considerable boost in CTR, CVR, and revenue.

cs.IR↗
arXiv2022

An iterative data-driven turbulence modeling framework based on Reynolds stress representation

Data-driven turbulence modeling studies have reached such a stage that the fundamental framework is basically settled, but several essential issues remain that strongly affect the performance, including accuracy, smoothness, and generalization capacity. Two problems are studied in the current research: (1) the processing of the Reynolds stress tensor and (2) the coupling method between the machine learning turbulence model and flow solver. The first determines the form of predicting targets and the resulting physical completeness and interpretability. The second determines the training process and intrinsic relevance between the mean flow features and Reynolds stress. For the Reynolds stress processing issue, we perform the theoretical derivation to extend the relevant tensor arguments of Reynolds stress in addition to the strain rate and rotation rate. Then, the tensor representation theorem is employed to give the complete irreducible invariants and integrity basis. In addition, an adaptive regularization term is employed to enhance the representation performance. For the coupling issue, an iterative coupling data-driven turbulence modeling framework with consistent convergence is proposed. The training data preparation, predicting target selection, and computation platform are illustrated. The framework is then applied to a canonical separated flow for verification. The mean flow results obtained by coupling computation of the trained machine learning model and flow solver have high consistency with the direct numerical simulation true values, which proves the validity of the current approach.

physics.flu-dyn↗