The formulation of Mean Field Games (MFG) typically requires continuous differentiability of the Hamiltonian in order to determine the advective term in the Kolmogorov--Fokker--Planck equation for the density of players. However, in many cases of practical interest, the underlying optimal control problem may exhibit bang-bang controls, which typically lead to nondifferentiable Hamiltonians. We develop the analysis and numerical analysis of stationary MFG for the general case of convex, Lipschitz, but possibly nondifferentiable Hamiltonians. In particular, we propose a generalization of the MFG system as a Partial Differential Inclusion (PDI) based on interpreting the derivative of the Hamiltonian in terms of subdifferentials of convex functions. We establish existence of a weak solution to the MFG PDI system, and we further prove uniqueness under a similar monotonicity condition to the one considered by Lasry and Lions. We then propose a monotone finite element discretization of the problem, and we prove strong $H^1$-norm convergence of the approximations to the value function and strong $L^q$-norm convergence of the approximations of the density function. We illustrate the performance of the numerical method in numerical experiments featuring nonsmooth solutions.
Among the many tasks that Large Language Models (LLMs) have revolutionized is text classification. However, existing approaches for applying pretrained LLMs to text classification predominantly rely on using single token outputs from only the last layer of hidden states. As a result, they suffer from limitations in efficiency, task-specificity, and interpretability. In our work, we contribute an approach that uses all internal representations by employing multiple pooling strategies on all activation and hidden states. Our novel lightweight strategy, Sparsify-then-Classify (STC) first sparsifies task-specific features layer-by-layer, then aggregates across layers for text classification. STC can be applied as a seamless plug-and-play module on top of existing LLMs. Our experiments on a comprehensive set of models and datasets demonstrate that STC not only consistently improves the classification performance of pretrained and fine-tuned models, but is also more efficient for both training and inference, and is more intrinsically interpretable.
Vision-Language Models (VLMs) like CLIP have demonstrated remarkable applicability across a variety of downstream tasks, including zero-shot image classification. Recently, the use of prompts or adapters for efficient transfer learning has gained significant attention for effectively adapting to downstream tasks. However, the roles of vision and text prompts, as well as adapters in terms of generalization and transfer difficulty, have been overlooked, limiting performance on unseen tasks. In this paper, we empirically analyze how VLMs behave when using vision and text prompts, adapters, and a combination of these components, marking a novel exploration by our study. Our observations find that utilizing vision prompts for class separability and text adapters for task adaptation is crucial for adaptability and generalizability. Moreover, to improve generalization across every domain, we propose an adaptive ensemble method that effectively combines the general knowledge of VLMs with task-specific knowledge according to transfer difficulty. Upon experimenting with extensive benchmarks, our method consistently outperforms all baselines, particularly on unseen tasks, demonstrating the effectiveness of our proposed approach.
Current methods based on Neural Radiance Fields (NeRF) significantly lack the capacity to quantify uncertainty in their predictions, particularly on the unseen space including the occluded and outside scene content. This limitation hinders their extensive applications in robotics, where the reliability of model predictions has to be considered for tasks such as robotic exploration and planning in unknown environments. To address this, we propose a novel approach to estimate a 3D Uncertainty Field based on the learned incomplete scene geometry, which explicitly identifies these unseen regions. By considering the accumulated transmittance along each camera ray, our Uncertainty Field infers 2D pixel-wise uncertainty, exhibiting high values for rays directly casting towards occluded or outside the scene content. To quantify the uncertainty on the learned surface, we model a stochastic radiance field. Our experiments demonstrate that our approach is the only one that can explicitly reason about high uncertainty both on 3D unseen regions and its involved 2D rendered pixels, compared with recent methods. Furthermore, we illustrate that our designed uncertainty field is ideally suited for real-world robotics tasks, such as next-best-view selection.
We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on $n$ independent replicates $\left\{X_i(t)\::\: t\in [0,1]\right\}_{1 \leq i \leq n}$, observed sparsely and irregularly on the unit interval, and subject to additive noise corruption. By sparse we intend to mean that the number of measurements per path can be arbitrary (as small as two), and remain constant with respect to $n$. We focus on time-inhomogeneous SDE of the form $dX_t = \mu(t)X_t^{\alpha}dt + \sigma(t)X_t^{\beta}dW_t$, where $\alpha \in \{0,1\}$ and $\beta \in \{0,1/2,1\}$, which includes prominent examples such as Brownian motion, Ornstein-Uhlenbeck process, geometric Brownian motion, and Brownian bridge. Our estimators are constructed by relating the local (drift/diffusion) parameters of the diffusion to their global parameters (mean/covariance, and their derivatives) by means of an apparently novel Partial Differential Equation (PDE). This allows us to use methods inspired by functional data analysis, and pool information across the sparsely measured paths. The methodology we develop is fully non-parametric and avoids any functional form specification on the time-dependency of either the drift function or the diffusion function. We establish almost sure uniform asymptotic convergence rates of the proposed estimators as the number of observed curves $n$ grows to infinity. Our rates are non-asymptotic in the number of measurements per path, explicitly reflecting how different sampling frequency might affect the speed of convergence. Our framework suggests possible further fruitful interactions between FDA and SDE methods in problems with replication.
This paper rigorously shows how over-parameterization changes the convergence behaviors of gradient descent (GD) for the matrix sensing problem, where the goal is to recover an unknown low-rank ground-truth matrix from near-isotropic linear measurements. First, we consider the symmetric setting with the symmetric parameterization where $M^* \in \mathbb{R}^{n \times n}$ is a positive semi-definite unknown matrix of rank $r \ll n$, and one uses a symmetric parameterization $XX^\top$ to learn $M^*$. Here $X \in \mathbb{R}^{n \times k}$ with $k > r$ is the factor matrix. We give a novel $\Omega (1/T^2)$ lower bound of randomly initialized GD for the over-parameterized case ($k >r$) where $T$ is the number of iterations. This is in stark contrast to the exact-parameterization scenario ($k=r$) where the convergence rate is $\exp (-\Omega (T))$. Next, we study asymmetric setting where $M^* \in \mathbb{R}^{n_1 \times n_2}$ is the unknown matrix of rank $r \ll \min\{n_1,n_2\}$, and one uses an asymmetric parameterization $FG^\top$ to learn $M^*$ where $F \in \mathbb{R}^{n_1 \times k}$ and $G \in \mathbb{R}^{n_2 \times k}$. Building on prior work, we give a global exact convergence result of randomly initialized GD for the exact-parameterization case ($k=r$) with an $\exp (-\Omega(T))$ rate. Furthermore, we give the first global exact convergence result for the over-parameterization case ($k>r$) with an $\exp(-\Omega(\alpha^2 T))$ rate where $\alpha$ is the initialization scale. This linear convergence result in the over-parameterization case is especially significant because one can apply the asymmetric parameterization to the symmetric setting to speed up from $\Omega (1/T^2)$ to linear convergence. On the other hand, we propose a novel method that only modifies one step of GD and obtains a convergence rate independent of $\alpha$, recovering the rate in the exact-parameterization case.
This study employs machine learning models to predict the failure of Peer-to-Peer (P2P) lending platforms, specifically in China. By employing the filter method and wrapper method with forward selection and backward elimination, we establish a rigorous and practical procedure that ensures the robustness and importance of variables in predicting platform failures. The research identifies a set of robust variables that consistently appear in the feature subsets across different selection methods and models, suggesting their reliability and relevance in predicting platform failures. The study highlights that reducing the number of variables in the feature subset leads to an increase in the false acceptance rate while the performance metrics remain stable, with an AUC value of approximately 0.96 and an F1 score of around 0.88. The findings of this research provide significant practical implications for regulatory authorities and investors operating in the Chinese P2P lending industry.
The emerging mission-critical Internet of Things (IoT) play a vital role in remote healthcare, haptic interaction, and industrial automation, where timely delivery of status updates is crucial. The Age of Information (AoI) is an effective metric to capture and evaluate information freshness at the destination. A system design based solely on the optimization of the average AoI might not be adequate to capture the requirements of mission-critical applications, since averaging eliminates the effects of extreme events. In this paper, we introduce a Deep Reinforcement Learning (DRL)-based algorithm to improve AoI in mission-critical IoT applications. The objective is to minimize an AoI-based metric consisting of the weighted sum of the average AoI and the probability of exceeding an AoI threshold. We utilize the actor-critic method to train the algorithm to achieve optimized scheduling policy to solve the formulated problem. The performance of our proposed method is evaluated in a simulated setup and the results show a significant improvement in terms of the average AoI and the AoI violation probability compared to the related-work.
Pre-trained Foundation Models (PFMs) have ushered in a paradigm-shift in Artificial Intelligence, due to their ability to learn general-purpose representations that can be readily employed in a wide range of downstream tasks. While PFMs have been successfully adopted in various fields such as Natural Language Processing and Computer Vision, their capacity in handling geospatial data and answering urban questions remains limited. This can be attributed to the intrinsic heterogeneity of geospatial data, which encompasses different data types, including points, segments and regions, as well as multiple information modalities, such as a spatial position, visual characteristics and textual annotations. The proliferation of Volunteered Geographic Information initiatives, and the ever-increasing availability of open geospatial data sources, like OpenStreetMap, which is freely accessible globally, unveil a promising opportunity to bridge this gap. In this paper, we present CityFM, a self-supervised framework to train a foundation model within a selected geographical area of interest, such as a city. CityFM relies solely on open data from OSM, and produces multimodal representations of entities of different types, incorporating spatial, visual, and textual information. We analyse the entity representations generated using our foundation models from a qualitative perspective, and conduct quantitative experiments on road, building, and region-level downstream tasks. We compare its results to algorithms tailored specifically for the respective applications. In all the experiments, CityFM achieves performance superior to, or on par with, the baselines.
The problem of Multiple Object Tracking (MOT) consists in following the trajectory of different objects in a sequence, usually a video. In recent years, with the rise of Deep Learning, the algorithms that provide a solution to this problem have benefited from the representational power of deep models. This paper provides a comprehensive survey on works that employ Deep Learning models to solve the task of MOT on single-camera videos. Four main steps in MOT algorithms are identified, and an in-depth review of how Deep Learning was employed in each one of these stages is presented. A complete experimental comparison of the presented works on the three MOTChallenge datasets is also provided, identifying a number of similarities among the top-performing methods and presenting some possible future research directions.
Multi-relation Question Answering is a challenging task, due to the requirement of elaborated analysis on questions and reasoning over multiple fact triples in knowledge base. In this paper, we present a novel model called Interpretable Reasoning Network that employs an interpretable, hop-by-hop reasoning process for question answering. The model dynamically decides which part of an input question should be analyzed at each hop; predicts a relation that corresponds to the current parsed results; utilizes the predicted relation to update the question representation and the state of the reasoning process; and then drives the next-hop reasoning. Experiments show that our model yields state-of-the-art results on two datasets. More interestingly, the model can offer traceable and observable intermediate predictions for reasoning analysis and failure diagnosis.