Several applications in time series forecasting require predicting multiple steps ahead. Despite the vast amount of literature in the topic, both classical and recent deep learning based approaches have mostly focused on minimising performance averaged over the predicted window. We observe that this can lead to disparate distributions of errors across forecasting steps, especially for recent transformer architectures trained on popular forecasting benchmarks. That is, optimising performance on average can lead to undesirably large errors at specific time-steps. In this work, we present a Constrained Learning approach for long-term time series forecasting that aims to find the best model in terms of average performance that respects a user-defined upper bound on the loss at each time-step. We call our approach loss shaping constraints because it imposes constraints on the loss at each time step, and leverage recent duality results to show that despite its non-convexity, the resulting problem has a bounded duality gap. We propose a practical Primal-Dual algorithm to tackle it, and demonstrate that the proposed approach exhibits competitive average performance in time series forecasting benchmarks, while shaping the distribution of errors across the predicted window.
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Detecting objects in low-light scenarios presents a persistent challenge, as detectors trained on well-lit data exhibit significant performance degradation on low-light data due to low visibility. Previous methods mitigate this issue by exploring image enhancement or object detection techniques with real low-light image datasets. However, the progress is impeded by the inherent difficulties about collecting and annotating low-light images. To address this challenge, we propose to boost low-light object detection with zero-shot day-night domain adaptation, which aims to generalize a detector from well-lit scenarios to low-light ones without requiring real low-light data. Revisiting Retinex theory in the low-level vision, we first design a reflectance representation learning module to learn Retinex-based illumination invariance in images with a carefully designed illumination invariance reinforcement strategy. Next, an interchange-redecomposition-coherence procedure is introduced to improve over the vanilla Retinex image decomposition process by performing two sequential image decompositions and introducing a redecomposition cohering loss. Extensive experiments on ExDark, DARK FACE, and CODaN datasets show strong low-light generalizability of our method. Our code is available at //github.com/ZPDu/DAI-Net.
In the context of emerging stacked intelligent metasurface (SIM)-based holographic MIMO (HMIMO) systems, a fundamental problem is to study the mutual information (MI) between transmitted and received signals to establish their capacity. However, direct optimization or analytical evaluation of the MI, particularly for discrete signaling, is often intractable. To address this challenge, we adopt the channel cutoff rate (CR) as an alternative optimization metric for the MI maximization. In this regard, we propose an alternating projected gradient method (APGM), which optimizes the CR of a SIM-based HMIMO system by adjusting signal precoding and the phase shifts across the transmit and receive SIMs in a layer-by-layer basis. Simulation results indicate that the proposed algorithm significantly enhances the CR, achieving substantial gains proportional to those observed for the corresponding MI. This justifies the effectiveness of using the channel CR for the MI optimization. Moreover, we demonstrate that the integration of digital precoding, even on a modest scale, has a significant impact on the ultimate performance of SIM-aided systems.
We present a method for reconstructing 3D shape of arbitrary Lambertian objects based on measurements by miniature, energy-efficient, low-cost single-photon cameras. These cameras, operating as time resolved image sensors, illuminate the scene with a very fast pulse of diffuse light and record the shape of that pulse as it returns back from the scene at a high temporal resolution. We propose to model this image formation process, account for its non-idealities, and adapt neural rendering to reconstruct 3D geometry from a set of spatially distributed sensors with known poses. We show that our approach can successfully recover complex 3D shapes from simulated data. We further demonstrate 3D object reconstruction from real-world captures, utilizing measurements from a commodity proximity sensor. Our work draws a connection between image-based modeling and active range scanning and is a step towards 3D vision with single-photon cameras.
Click-through prediction (CTR) models transform features into latent vectors and enumerate possible feature interactions to improve performance based on the input feature set. Therefore, when selecting an optimal feature set, we should consider the influence of both feature and its interaction. However, most previous works focus on either feature field selection or only select feature interaction based on the fixed feature set to produce the feature set. The former restricts search space to the feature field, which is too coarse to determine subtle features. They also do not filter useless feature interactions, leading to higher computation costs and degraded model performance. The latter identifies useful feature interaction from all available features, resulting in many redundant features in the feature set. In this paper, we propose a novel method named OptFS to address these problems. To unify the selection of feature and its interaction, we decompose the selection of each feature interaction into the selection of two correlated features. Such a decomposition makes the model end-to-end trainable given various feature interaction operations. By adopting feature-level search space, we set a learnable gate to determine whether each feature should be within the feature set. Because of the large-scale search space, we develop a learning-by-continuation training scheme to learn such gates. Hence, OptFS generates the feature set only containing features which improve the final prediction results. Experimentally, we evaluate OptFS on three public datasets, demonstrating OptFS can optimize feature sets which enhance the model performance and further reduce both the storage and computational cost.
This paper introduces a novel hierarchical Bayesian model specifically designed to address challenges in Inverse Uncertainty Quantification (IUQ) for time-dependent problems in nuclear Thermal Hydraulics (TH) systems. The unique characteristics of time-dependent data, such as high dimensionality and correlation in model outputs requires special attention in the IUQ process. By integrating Gaussian Processes (GP) with Principal Component Analysis (PCA), we efficiently construct surrogate models that effectively handle the complexity of dynamic TH systems. Additionally, we incorporate Neural Network (NN) models for time series regression, enhancing the computational accuracy and facilitating derivative calculations for efficient posterior sampling using the Hamiltonian Monte Carlo Method - No U-Turn Sampler (NUTS). We demonstrate the effectiveness of this hierarchical Bayesian approach using the transient experiments in the PSBT benchmark. Our results show improved estimates of Physical Model Parameters' posterior distributions and a reduced tendency for over-fitting, compared to conventional single-level Bayesian models. This approach offers a promising framework for extending IUQ to more complex, time-dependent problems.
Training a Graph Neural Network (GNN) model on large-scale graphs involves a high volume of data communication and compu- tations. While state-of-the-art CPUs and GPUs feature high computing power, the Standard GNN training protocol adopted in existing GNN frameworks cannot efficiently utilize the platform resources. To this end, we propose a novel Unified CPU-GPU protocol that can improve the resource utilization of GNN training on a CPU-GPU platform. The Unified CPU-GPU protocol instantiates multiple GNN training processes in parallel on both the CPU and the GPU. By allocating training processes on the CPU to perform GNN training collaboratively with the GPU, the proposed protocol improves the platform resource utilization and reduces the CPU-GPU data transfer overhead. Since the performance of a CPU and a GPU varies, we develop a novel load balancer that balances the workload dynamically between CPUs and GPUs during runtime. We evaluate our protocol using two representative GNN sampling algorithms, with two widely-used GNN models, on three datasets. Compared with the standard training protocol adopted in the state-of-the-art GNN frameworks, our protocol effectively improves resource utilization and overall training time. On a platform where the GPU moderately outperforms the CPU, our protocol speeds up GNN training by up to 1.41x. On a platform where the GPU significantly outperforms the CPU, our protocol speeds up GNN training by up to 1.26x. Our protocol is open-sourced and can be seamlessly integrated into state-of-the-art GNN frameworks and accelerate GNN training. Our protocol particularly benefits those with limited GPU access due to its high demand.
Efficient implementation of massive multiple-input-multiple-output (MIMO) transceivers is essential for the next-generation wireless networks. To reduce the high computational complexity of the massive MIMO transceiver, in this paper, we propose a new massive MIMO architecture using finite-precision arithmetic. First, we conduct the rounding error analysis and derive the lower bound of the achievable rate for single-input-multiple-output (SIMO) using maximal ratio combining (MRC) and multiple-input-single-output (MISO) systems using maximal ratio transmission (MRT) with finite-precision arithmetic. Then, considering the multi-user scenario, the rounding error analysis of zero-forcing (ZF) detection and precoding is derived by using the normal equations (NE) method. The corresponding lower bounds of the achievable sum rate are also derived and asymptotic analyses are presented. Built upon insights from these analyses and lower bounds, we propose a mixed-precision architecture for massive MIMO systems to offset performance gaps due to finite-precision arithmetic. The corresponding analysis of rounding errors and computational costs is obtained. Simulation results validate the derived bounds and underscore the superiority of the proposed mixed-precision architecture to the conventional structure.
We propose a data-driven control method for systems with aleatoric uncertainty, for example, robot fleets with variations between agents. Our method leverages shared trajectory data to increase the robustness of the designed controller and thus facilitate transfer to new variations without the need for prior parameter and uncertainty estimations. In contrast to existing work on experience transfer for performance, our approach focuses on robustness and uses data collected from multiple realizations to guarantee generalization to unseen ones. Our method is based on scenario optimization combined with recent formulations for direct data-driven control. We derive lower bounds on the amount of data required to achieve quadratic stability for probabilistic systems with aleatoric uncertainty and demonstrate the benefits of our data-driven method through a numerical example. We find that the learned controllers generalize well to high variations in the dynamics even when based on only a few short open-loop trajectories. Robust experience transfer enables the design of safe and robust controllers that work out of the box without any additional learning during deployment.
Recent contrastive representation learning methods rely on estimating mutual information (MI) between multiple views of an underlying context. E.g., we can derive multiple views of a given image by applying data augmentation, or we can split a sequence into views comprising the past and future of some step in the sequence. Contrastive lower bounds on MI are easy to optimize, but have a strong underestimation bias when estimating large amounts of MI. We propose decomposing the full MI estimation problem into a sum of smaller estimation problems by splitting one of the views into progressively more informed subviews and by applying the chain rule on MI between the decomposed views. This expression contains a sum of unconditional and conditional MI terms, each measuring modest chunks of the total MI, which facilitates approximation via contrastive bounds. To maximize the sum, we formulate a contrastive lower bound on the conditional MI which can be approximated efficiently. We refer to our general approach as Decomposed Estimation of Mutual Information (DEMI). We show that DEMI can capture a larger amount of MI than standard non-decomposed contrastive bounds in a synthetic setting, and learns better representations in a vision domain and for dialogue generation.
Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of modeling complex patterns or dependencies lying in real word data. To address such concerns, various deep learning models, mainly Recurrent Neural Network (RNN) based methods, are proposed. Nevertheless, capturing extremely long-term patterns while effectively incorporating information from other variables remains a challenge for time-series forecasting. Furthermore, lack-of-explainability remains one serious drawback for deep neural network models. Inspired by Memory Network proposed for solving the question-answering task, we propose a deep learning based model named Memory Time-series network (MTNet) for time series forecasting. MTNet consists of a large memory component, three separate encoders, and an autoregressive component to train jointly. Additionally, the attention mechanism designed enable MTNet to be highly interpretable. We can easily tell which part of the historic data is referenced the most.
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