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Danilo Mandic

Publications and source records attributed to Danilo Mandic.

At least 55 records · Page 3Linked to original sources

On the dynamics of multi agent nonlinear filtering and learning

Multiagent systems aim to accomplish highly complex learning tasks through decentralised consensus seeking dynamics and their use has garnered a great deal of attention in the signal processing and computational intelligence societies. This article examines the behaviour of multiagent networked systems with nonlinear filtering/learning dynamics. To this end, a general formulation for the actions of an agent in multiagent networked systems is presented and conditions for achieving a cohesive learning behaviour is given. Importantly, application of the so derived framework in distributed and federated learning scenarios are presented.

stat.ML↗

AudioLDM: Text-to-Audio Generation with Latent Diffusion Models

Text-to-audio (TTA) system has recently gained attention for its ability to synthesize general audio based on text descriptions. However, previous studies in TTA have limited generation quality with high computational costs. In this study, we propose AudioLDM, a TTA system that is built on a latent space to learn the continuous audio representations from contrastive language-audio pretraining (CLAP) latents. The pretrained CLAP models enable us to train LDMs with audio embedding while providing text embedding as a condition during sampling. By learning the latent representations of audio signals and their compositions without modeling the cross-modal relationship, AudioLDM is advantageous in both generation quality and computational efficiency. Trained on AudioCaps with a single GPU, AudioLDM achieves state-of-the-art TTA performance measured by both objective and subjective metrics (e.g., frechet distance). Moreover, AudioLDM is the first TTA system that enables various text-guided audio manipulations (e.g., style transfer) in a zero-shot fashion. Our implementation and demos are available at https://audioldm.github.io.

cs.SD↗

Relating EEG recordings to speech using envelope tracking and the speech-FFR

During speech perception, a listener's electroencephalogram (EEG) reflects acoustic-level processing as well as higher-level cognitive factors such as speech comprehension and attention. However, decoding speech from EEG recordings is challenging due to the low signal-to-noise ratios of EEG signals. We report on an approach developed for the ICASSP 2023 'Auditory EEG Decoding' Signal Processing Grand Challenge. A simple ensembling method is shown to considerably improve upon the baseline decoder performance. Even higher classification rates are achieved by jointly decoding the speech-evoked frequency-following response and responses to the temporal envelope of speech, as well as by fine-tuning the decoders to individual subjects. Our results could have applications in the diagnosis of hearing disorders or in cognitively steered hearing aids.

eess.AS↗

Generalizing Impermanent Loss on Decentralized Exchanges with Constant Function Market Makers

Liquidity providers are essential for the function of decentralized exchanges to ensure liquidity takers can be guaranteed a counterparty for their trades. However, liquidity providers investing in liquidity pools face many risks, the most prominent of which is impermanent loss. Currently, analysis of this metric is difficult to conduct due to different market maker algorithms, fee structures and concentrated liquidity dynamics across the various exchanges. To this end, we provide a framework to generalize impermanent loss for multiple asset pools obeying any constant function market maker with optional concentrated liquidity. We also discuss how pool fees fit into the framework, and identify the condition for which liquidity provisioning becomes profitable when earnings from trading fees exceed impermanent loss. Finally, we demonstrate the utility and generalizability of this framework with simulations in BalancerV2 and UniswapV3.

q-fin.TR↗

Fair and skill-diverse student group formation via constrained k-way graph partitioning

Forming the right combination of students in a group promises to enable a powerful and effective environment for learning and collaboration. However, defining a group of students is a complex task which has to satisfy multiple constraints. This work introduces an unsupervised algorithm for fair and skill-diverse student group formation. This is achieved by taking account of student course marks and sensitive attributes provided by the education office. The skill sets of students are determined using unsupervised dimensionality reduction of course mark data via the Laplacian eigenmap. The problem is formulated as a constrained graph partitioning problem, whereby the diversity of skill sets in each group are maximised, group sizes are upper and lower bounded according to available resources, and `balance' of a sensitive attribute is lower bounded to enforce fairness in group formation. This optimisation problem is solved using integer programming and its effectiveness is demonstrated on a dataset of student course marks from Imperial College London.

cs.LG↗

ResGrad: Residual Denoising Diffusion Probabilistic Models for Text to Speech

Denoising Diffusion Probabilistic Models (DDPMs) are emerging in text-to-speech (TTS) synthesis because of their strong capability of generating high-fidelity samples. However, their iterative refinement process in high-dimensional data space results in slow inference speed, which restricts their application in real-time systems. Previous works have explored speeding up by minimizing the number of inference steps but at the cost of sample quality. In this work, to improve the inference speed for DDPM-based TTS model while achieving high sample quality, we propose ResGrad, a lightweight diffusion model which learns to refine the output spectrogram of an existing TTS model (e.g., FastSpeech 2) by predicting the residual between the model output and the corresponding ground-truth speech. ResGrad has several advantages: 1) Compare with other acceleration methods for DDPM which need to synthesize speech from scratch, ResGrad reduces the complexity of task by changing the generation target from ground-truth mel-spectrogram to the residual, resulting into a more lightweight model and thus a smaller real-time factor. 2) ResGrad is employed in the inference process of the existing TTS model in a plug-and-play way, without re-training this model. We verify ResGrad on the single-speaker dataset LJSpeech and two more challenging datasets with multiple speakers (LibriTTS) and high sampling rate (VCTK). Experimental results show that in comparison with other speed-up methods of DDPMs: 1) ResGrad achieves better sample quality with the same inference speed measured by real-time factor; 2) with similar speech quality, ResGrad synthesizes speech faster than baseline methods by more than 10 times. Audio samples are available at https://resgrad1.github.io/.

eess.AS↗

BinauralGrad: A Two-Stage Conditional Diffusion Probabilistic Model for Binaural Audio Synthesis

Binaural audio plays a significant role in constructing immersive augmented and virtual realities. As it is expensive to record binaural audio from the real world, synthesizing them from mono audio has attracted increasing attention. This synthesis process involves not only the basic physical warping of the mono audio, but also room reverberations and head/ear related filtrations, which, however, are difficult to accurately simulate in traditional digital signal processing. In this paper, we formulate the synthesis process from a different perspective by decomposing the binaural audio into a common part that shared by the left and right channels as well as a specific part that differs in each channel. Accordingly, we propose BinauralGrad, a novel two-stage framework equipped with diffusion models to synthesize them respectively. Specifically, in the first stage, the common information of the binaural audio is generated with a single-channel diffusion model conditioned on the mono audio, based on which the binaural audio is generated by a two-channel diffusion model in the second stage. Combining this novel perspective of two-stage synthesis with advanced generative models (i.e., the diffusion models),the proposed BinauralGrad is able to generate accurate and high-fidelity binaural audio samples. Experiment results show that on a benchmark dataset, BinauralGrad outperforms the existing baselines by a large margin in terms of both object and subject evaluation metrics (Wave L2: 0.128 vs. 0.157, MOS: 3.80 vs. 3.61). The generated audio samples (https://speechresearch.github.io/binauralgrad) and code (https://github.com/microsoft/NeuralSpeech/tree/master/BinauralGrad) are available online.

eess.AS↗

Hyper-GST: Predict Metro Passenger Flow Incorporating GraphSAGE, Hypergraph, Social-meaningful Edge Weights and Temporal Exploitation

Predicting metro passenger flow precisely is of great importance for dynamic traffic planning. Deep learning algorithms have been widely applied due to their robust performance in modelling non-linear systems. However, traditional deep learning algorithms completely discard the inherent graph structure within the metro system. Graph-based deep learning algorithms could utilise the graph structure but raise a few challenges, such as how to determine the weights of the edges and the shallow receptive field caused by the over-smoothing issue. To further improve these challenges, this study proposes a model based on GraphSAGE with an edge weights learner applied. The edge weights learner utilises socially meaningful features to generate edge weights. Hypergraph and temporal exploitation modules are also constructed as add-ons for better performance. A comparison study is conducted on the proposed algorithm and other state-of-art graph neural networks, where the proposed algorithm could improve the performance.

cs.LG↗

Demystifying CNNs for Images by Matched Filters

The success of convolution neural networks (CNN) has been revolutionising the way we approach and use intelligent machines in the Big Data era. Despite success, CNNs have been consistently put under scrutiny owing to their \textit{black-box} nature, an \textit{ad hoc} manner of their construction, together with the lack of theoretical support and physical meanings of their operation. This has been prohibitive to both the quantitative and qualitative understanding of CNNs, and their application in more sensitive areas such as AI for health. We set out to address these issues, and in this way demystify the operation of CNNs, by employing the perspective of matched filtering. We first illuminate that the convolution operation, the very core of CNNs, represents a matched filter which aims to identify the presence of features in input data. This then serves as a vehicle to interpret the convolution-activation-pooling chain in CNNs under the theoretical umbrella of matched filtering, a common operation in signal processing. We further provide extensive examples and experiments to illustrate this connection, whereby the learning in CNNs is shown to also perform matched filtering, which further sheds light onto physical meaning of learnt parameters and layers. It is our hope that this material will provide new insights into the understanding, constructing and analysing of CNNs, as well as paving the way for developing new methods and architectures of CNNs.

cs.CV↗

Comprehensive Graph Gradual Pruning for Sparse Training in Graph Neural Networks

Graph Neural Networks (GNNs) tend to suffer from high computation costs due to the exponentially increasing scale of graph data and the number of model parameters, which restricts their utility in practical applications. To this end, some recent works focus on sparsifying GNNs with the lottery ticket hypothesis (LTH) to reduce inference costs while maintaining performance levels. However, the LTH-based methods suffer from two major drawbacks: 1) they require exhaustive and iterative training of dense models, resulting in an extremely large training computation cost, and 2) they only trim graph structures and model parameters but ignore the node feature dimension, where significant redundancy exists. To overcome the above limitations, we propose a comprehensive graph gradual pruning framework termed CGP. This is achieved by designing a during-training graph pruning paradigm to dynamically prune GNNs within one training process. Unlike LTH-based methods, the proposed CGP approach requires no re-training, which significantly reduces the computation costs. Furthermore, we design a co-sparsifying strategy to comprehensively trim all three core elements of GNNs: graph structures, node features, and model parameters. Meanwhile, aiming at refining the pruning operation, we introduce a regrowth process into our CGP framework, in order to re-establish the pruned but important connections. The proposed CGP is evaluated by using a node classification task across 6 GNN architectures, including shallow models (GCN and GAT), shallow-but-deep-propagation models (SGC and APPNP), and deep models (GCNII and ResGCN), on a total of 14 real-world graph datasets, including large-scale graph datasets from the challenging Open Graph Benchmark. Experiments reveal that our proposed strategy greatly improves both training and inference efficiency while matching or even exceeding the accuracy of existing methods.

cs.LG↗

Ear-EEG Sensitivity Modelling for Neural and Artifact Sources

The ear-EEG has emerged as a promising candidate for wearable brain monitoring in real-world scenarios. While experimental studies have validated ear-EEG in multiple scenarios, the source-sensor relationship for a variety of neural sources has not been established. In addition, a detailed theoretical analysis of the ear-EEG sensitivity to sources of artifacts is still missing. Within the present study, the sensitivity of various configurations of ear-EEG is established in the presence of neural sources from a range of brain surface locations, in addition to ocular sources for the blink, vertical saccade, and horizontal saccade eye movements which produce artifacts in the EEG signal. Results conclusively support the introduction of ear-EEG into conventional EEG paradigms for monitoring neural activity that originates from within the temporal lobes, while also revealing the extent to which ear-EEG can be used for sources further away from these regions. The use of ear-EEG for sources that are located further away from the ears is supported through the analysis of the prominence of ocular artifacts in ear-EEG. The results from this study can be used to support both existing and prospective experimental ear-EEG studies and applications in the context of both neural and ocular artifact sensitivity.

physics.med-ph↗

Last-iterate convergence analysis of stochastic momentum methods for neural networks

The stochastic momentum method is a commonly used acceleration technique for solving large-scale stochastic optimization problems in artificial neural networks. Current convergence results of stochastic momentum methods under non-convex stochastic settings mostly discuss convergence in terms of the random output and minimum output. To this end, we address the convergence of the last iterate output (called last-iterate convergence) of the stochastic momentum methods for non-convex stochastic optimization problems, in a way conformal with traditional optimization theory. We prove the last-iterate convergence of the stochastic momentum methods under a unified framework, covering both stochastic heavy ball momentum and stochastic Nesterov accelerated gradient momentum. The momentum factors can be fixed to be constant, rather than time-varying coefficients in existing analyses. Finally, the last-iterate convergence of the stochastic momentum methods is verified on the benchmark MNIST and CIFAR-10 datasets.

math.OC↗

Convolutional Neural Networks Demystified: A Matched Filtering Perspective Based Tutorial

Deep Neural Networks (DNN) and especially Convolutional Neural Networks (CNN) are a de-facto standard for the analysis of large volumes of signals and images. Yet, their development and underlying principles have been largely performed in an ad-hoc and black box fashion. To help demystify CNNs, we revisit their operation from first principles and a matched filtering perspective. We establish that the convolution operation within CNNs, their very backbone, represents a matched filter which examines the input signal/image for the presence of pre-defined features. This perspective is shown to be physically meaningful, and serves as a basis for a step-by-step tutorial on the operation of CNNs, including pooling, zero padding, various ways of dimensionality reduction. Starting from first principles, both the feed-forward pass and the learning stage (via back-propagation) are illuminated in detail, both through a worked-out numerical example and the corresponding visualizations. It is our hope that this tutorial will help shed new light and physical intuition into the understanding and further development of deep neural networks.

cs.IT↗

InferGrad: Improving Diffusion Models for Vocoder by Considering Inference in Training

Denoising diffusion probabilistic models (diffusion models for short) require a large number of iterations in inference to achieve the generation quality that matches or surpasses the state-of-the-art generative models, which invariably results in slow inference speed. Previous approaches aim to optimize the choice of inference schedule over a few iterations to speed up inference. However, this results in reduced generation quality, mainly because the inference process is optimized separately, without jointly optimizing with the training process. In this paper, we propose InferGrad, a diffusion model for vocoder that incorporates inference process into training, to reduce the inference iterations while maintaining high generation quality. More specifically, during training, we generate data from random noise through a reverse process under inference schedules with a few iterations, and impose a loss to minimize the gap between the generated and ground-truth data samples. Then, unlike existing approaches, the training of InferGrad considers the inference process. The advantages of InferGrad are demonstrated through experiments on the LJSpeech dataset showing that InferGrad achieves better voice quality than the baseline WaveGrad under same conditions while maintaining the same voice quality as the baseline but with $3$x speedup ($2$ iterations for InferGrad vs $6$ iterations for WaveGrad).

eess.AS↗

Learning to Classify and Imitate Trading Agents in Continuous Double Auction Markets

Continuous double auctions such as the limit order book employed by exchanges are widely used in practice to match buyers and sellers of a variety of financial instruments. In this work, we develop an agent-based model for trading in a limit order book and show (1) how opponent modelling techniques can be applied to classify trading agent archetypes and (2) how behavioural cloning can be used to imitate these agents in a simulated setting. We experimentally compare a number of techniques for both tasks and evaluate their applicability and use in real-world scenarios.

q-fin.CP↗

Bayesian autoregressive spectral estimation

Autoregressive (AR) time series models are widely used in parametric spectral estimation (SE), where the power spectral density (PSD) of the time series is approximated by that of the \emph{best-fit} AR model, which is available in closed form. Since AR parameters are usually found via maximum-likelihood, least squares or the method of moments, AR-based SE fails to account for the uncertainty of the approximate PSD, and thus only yields point estimates. We propose to handle the uncertainty related to the AR approximation by finding the full posterior distribution of the AR parameters to then propagate this uncertainty to the PSD approximation by \emph{integrating out the AR parameters}; we implement this concept by assuming two different priors over the model noise. Through practical experiments, we show that the proposed Bayesian autoregressive spectral estimation (BASE) provides point estimates that follow closely those of standard autoregressive spectral estimation (ASE), while also providing error bars. BASE is validated against ASE and the Periodogram on both synthetic and real-world signals.

eess.SP↗

Understanding the Basis of Graph Convolutional Neural Networks via an Intuitive Matched Filtering Approach

Graph Convolutional Neural Networks (GCNN) are becoming a preferred model for data processing on irregular domains, yet their analysis and principles of operation are rarely examined due to the black box nature of NNs. To this end, we revisit the operation of GCNNs and show that their convolution layers effectively perform matched filtering of input data with the chosen patterns (features). This allows us to provide a unifying account of GCNNs through a matched filter perspective, whereby the nonlinear ReLU and max-pooling layers are also discussed within the matched filtering framework. This is followed by a step-by-step guide on information propagation and learning in GCNNs. It is also shown that standard CNNs and fully connected NNs can be obtained as a special case of GCNNs. A carefully chosen numerical example guides the reader through the various steps of GCNN operation and learning both visually and numerically.

cs.LG↗

Von Mises-Fisher Elliptical Distribution

A large class of modern probabilistic learning systems assumes symmetric distributions, however, real-world data tend to obey skewed distributions and are thus not always adequately modelled through symmetric distributions. To address this issue, elliptical distributions are increasingly used to generalise symmetric distributions, and further improvements to skewed elliptical distributions have recently attracted much attention. However, existing approaches are either hard to estimate or have complicated and abstract representations. To this end, we propose to employ the von-Mises-Fisher (vMF) distribution to obtain an explicit and simple probability representation of the skewed elliptical distribution. This is shown not only to allow us to deal with non-symmetric learning systems, but also to provide a physically meaningful way of generalising skewed distributions. For rigour, our extension is proved to share important and desirable properties with its symmetric counterpart. We also demonstrate that the proposed vMF distribution is both easy to generate and stable to estimate, both theoretically and through examples.

stat.ML↗