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This paper introduces a novel It\^{o} diffusion process for both factor and idiosyncratic volatilities whose eigenvalues follow the vector auto-regressive (VAR) model. We call it the factor and idiosyncratic VAR-It\^{o} (FIVAR-It\^o) model. The FIVAR-It\^o model considers dynamics of the factor and idiosyncratic volatilities and involve many parameters. In addition, the empirical studies have shown that the financial returns often exhibit heavy tails. To address these two issues simultaneously, we propose a penalized optimization procedure with a truncation scheme for a parameter estimation. We apply the proposed parameter estimation procedure to predicting large volatility matrices and investigate its asymptotic properties. Using high-frequency trading data, the proposed method is applied to large volatility matrix prediction and minimum variance portfolio allocation.

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This paper deals with the Multi-robot Exploration (MRE) under communication constraints problem. We propose a novel intermittent rendezvous method that allows robots to explore an unknown environment while sharing maps at rendezvous locations through agreements. In our method, robots update the agreements to spread the rendezvous locations during the exploration and prioritize exploring unknown areas near them. To generate the agreements automatically, we reduced the MRE to instances of the Job Shop Scheduling Problem (JSSP) and ensured intermittent communication through a temporal connectivity graph. We evaluate our method in simulation in various virtual urban environments and a Gazebo simulation using the Robot Operating System (ROS). Our results suggest that our method can be better than using relays or maintaining intermittent communication with a base station since we can explore faster without additional hardware to create a relay network.

To plan the trajectories of a large and heterogeneous swarm, sequential or synchronous distributed methods usually become intractable, due to the lack of global connectivity and clock synchronization, Moreover, the existing asynchronously distributed schemes usually require recheck-like mechanisms instead of inherently considering the other' moving tendency. To this end, we propose a novel asynchronous protocol to allocate the agents' derivable space in a distributed way, by which each agent can replan trajectory depending on its own timetable. Properties such as collision avoidance and recursive feasibility are theoretically shown and a lower bound of protocol updating is provided. Comprehensive simulations and comparisons with five state-of-the-art methods validate the effectiveness of our method and illustrate the improvement in both the completion time and the moving distance. Finally, hardware experiments are carried out, where 8 heterogeneous unmanned ground vehicles with onboard computation navigate in cluttered scenarios at a high agility.

Control barrier functions (CBFs) provide a simple yet effective way for safe control synthesis. Recently, work has been done using differentiable optimization based methods to systematically construct CBFs for static obstacle avoidance tasks between geometric shapes. In this work, we extend the application of differentiable optimization based CBFs to perform dynamic obstacle avoidance tasks. We show that by using the time-varying CBF (TVCBF) formulation, we can perform obstacle avoidance for dynamic geometric obstacles. Additionally, we show how to alter the TVCBF constraint to consider measurement noise and actuation limits. To demonstrate the efficacy of our proposed approach, we first compare its performance with a model predictive control based method on a simulated dynamic obstacle avoidance task with non-ellipsoidal obstacles. Then, we demonstrate the performance of our proposed approach in experimental studies using a 7-degree-of-freedom Franka Research 3 robotic manipulator.

Detecting problematic content, such as hate speech, is a multifaceted and ever-changing task, influenced by social dynamics, user populations, diversity of sources, and evolving language. There has been significant efforts, both in academia and in industry, to develop annotated resources that capture various aspects of problematic content. Due to researchers' diverse objectives, the annotations are inconsistent and hence, reports of progress on detection of problematic content are fragmented. This pattern is expected to persist unless we consolidate resources considering the dynamic nature of the problem. We propose integrating the available resources, and leveraging their dynamic nature to break this pattern. In this paper, we introduce a continual learning benchmark and framework for problematic content detection comprising over 84 related tasks encompassing 15 annotation schemas from 8 sources. Our benchmark creates a novel measure of progress: prioritizing the adaptability of classifiers to evolving tasks over excelling in specific tasks. To ensure the continuous relevance of our framework, we designed it so that new tasks can easily be integrated into the benchmark. Our baseline results demonstrate the potential of continual learning in capturing the evolving content and adapting to novel manifestations of problematic content.

We propose a novel methodology for robotic follow-ahead applications that address the critical challenge of obstacle and occlusion avoidance. Our approach effectively navigates the robot while ensuring avoidance of collisions and occlusions caused by surrounding objects. To achieve this, we developed a high-level decision-making algorithm that generates short-term navigational goals for the mobile robot. Monte Carlo Tree Search is integrated with a Deep Reinforcement Learning method to enhance the performance of the decision-making process and generate more reliable navigational goals. Through extensive experimentation and analysis, we demonstrate the effectiveness and superiority of our proposed approach in comparison to the existing follow-ahead human-following robotic methods. Our code is available at //github.com/saharLeisiazar/follow-ahead-ros.

Recently, graph neural networks (GNNs) have been widely used for document classification. However, most existing methods are based on static word co-occurrence graphs without sentence-level information, which poses three challenges:(1) word ambiguity, (2) word synonymity, and (3) dynamic contextual dependency. To address these challenges, we propose a novel GNN-based sparse structure learning model for inductive document classification. Specifically, a document-level graph is initially generated by a disjoint union of sentence-level word co-occurrence graphs. Our model collects a set of trainable edges connecting disjoint words between sentences and employs structure learning to sparsely select edges with dynamic contextual dependencies. Graphs with sparse structures can jointly exploit local and global contextual information in documents through GNNs. For inductive learning, the refined document graph is further fed into a general readout function for graph-level classification and optimization in an end-to-end manner. Extensive experiments on several real-world datasets demonstrate that the proposed model outperforms most state-of-the-art results, and reveal the necessity to learn sparse structures for each document.

In semi-supervised domain adaptation, a few labeled samples per class in the target domain guide features of the remaining target samples to aggregate around them. However, the trained model cannot produce a highly discriminative feature representation for the target domain because the training data is dominated by labeled samples from the source domain. This could lead to disconnection between the labeled and unlabeled target samples as well as misalignment between unlabeled target samples and the source domain. In this paper, we propose a novel approach called Cross-domain Adaptive Clustering to address this problem. To achieve both inter-domain and intra-domain adaptation, we first introduce an adversarial adaptive clustering loss to group features of unlabeled target data into clusters and perform cluster-wise feature alignment across the source and target domains. We further apply pseudo labeling to unlabeled samples in the target domain and retain pseudo-labels with high confidence. Pseudo labeling expands the number of ``labeled" samples in each class in the target domain, and thus produces a more robust and powerful cluster core for each class to facilitate adversarial learning. Extensive experiments on benchmark datasets, including DomainNet, Office-Home and Office, demonstrate that our proposed approach achieves the state-of-the-art performance in semi-supervised domain adaptation.

In this paper, we propose a novel Feature Decomposition and Reconstruction Learning (FDRL) method for effective facial expression recognition. We view the expression information as the combination of the shared information (expression similarities) across different expressions and the unique information (expression-specific variations) for each expression. More specifically, FDRL mainly consists of two crucial networks: a Feature Decomposition Network (FDN) and a Feature Reconstruction Network (FRN). In particular, FDN first decomposes the basic features extracted from a backbone network into a set of facial action-aware latent features to model expression similarities. Then, FRN captures the intra-feature and inter-feature relationships for latent features to characterize expression-specific variations, and reconstructs the expression feature. To this end, two modules including an intra-feature relation modeling module and an inter-feature relation modeling module are developed in FRN. Experimental results on both the in-the-lab databases (including CK+, MMI, and Oulu-CASIA) and the in-the-wild databases (including RAF-DB and SFEW) show that the proposed FDRL method consistently achieves higher recognition accuracy than several state-of-the-art methods. This clearly highlights the benefit of feature decomposition and reconstruction for classifying expressions.

Human doctors with well-structured medical knowledge can diagnose a disease merely via a few conversations with patients about symptoms. In contrast, existing knowledge-grounded dialogue systems often require a large number of dialogue instances to learn as they fail to capture the correlations between different diseases and neglect the diagnostic experience shared among them. To address this issue, we propose a more natural and practical paradigm, i.e., low-resource medical dialogue generation, which can transfer the diagnostic experience from source diseases to target ones with a handful of data for adaptation. It is capitalized on a commonsense knowledge graph to characterize the prior disease-symptom relations. Besides, we develop a Graph-Evolving Meta-Learning (GEML) framework that learns to evolve the commonsense graph for reasoning disease-symptom correlations in a new disease, which effectively alleviates the needs of a large number of dialogues. More importantly, by dynamically evolving disease-symptom graphs, GEML also well addresses the real-world challenges that the disease-symptom correlations of each disease may vary or evolve along with more diagnostic cases. Extensive experiment results on the CMDD dataset and our newly-collected Chunyu dataset testify the superiority of our approach over state-of-the-art approaches. Besides, our GEML can generate an enriched dialogue-sensitive knowledge graph in an online manner, which could benefit other tasks grounded on knowledge graph.

Knowledge graph embedding, which aims to represent entities and relations as low dimensional vectors (or matrices, tensors, etc.), has been shown to be a powerful technique for predicting missing links in knowledge graphs. Existing knowledge graph embedding models mainly focus on modeling relation patterns such as symmetry/antisymmetry, inversion, and composition. However, many existing approaches fail to model semantic hierarchies, which are common in real-world applications. To address this challenge, we propose a novel knowledge graph embedding model---namely, Hierarchy-Aware Knowledge Graph Embedding (HAKE)---which maps entities into the polar coordinate system. HAKE is inspired by the fact that concentric circles in the polar coordinate system can naturally reflect the hierarchy. Specifically, the radial coordinate aims to model entities at different levels of the hierarchy, and entities with smaller radii are expected to be at higher levels; the angular coordinate aims to distinguish entities at the same level of the hierarchy, and these entities are expected to have roughly the same radii but different angles. Experiments demonstrate that HAKE can effectively model the semantic hierarchies in knowledge graphs, and significantly outperforms existing state-of-the-art methods on benchmark datasets for the link prediction task.

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