arXiv subjects

Jingcheng Yu

Publications and source records attributed to Jingcheng Yu.

5 recordsLinked to original sources

arXiv2026

Submodular risk measures

We study submodularity for law-invariant functionals, with particular attention to convex risk measures. Expected losses are modular, and certainty equivalents are submodular exactly when the loss function is convex. Law-invariant coherent risk measures are submodular exactly when they are coherent distortion risk measures, including Expected Shortfall (ES), and several deviation measures are also submodular. Beyond positive homogeneity, submodularity is restrictive for convex risk measures. We give a complete characterization for shortfall risk measures via the Arrow--Pratt measure of risk aversion, show that optimized certainty equivalents are always submodular, and prove that adjusted Expected Shortfall (AES) is submodular only when it reduces to ES. An empirical illustration for daily US equity returns finds no ES submodularity violations, many Value-at-Risk (VaR) violations, and relatively few AES violations.

q-fin.RM↗

arXiv2026

FloydNet: A Learning Paradigm for Global Relational Reasoning

Learning algorithmic computation often requires explicit relational intermediate states, yet many graph processors maintain their primary states on individual entities. We introduce \fnet and \textbf{Pivotal Attention} (PA), which maintain ordered pair states and update a target relation $(i,k)$ by attending over candidates formed from $(i,j)$ and $(j,k)$ for every pivot $j$. Motivated by the pair-and-pivot structure of Floyd--Warshall, PA learns relation composition and pivot weighting in parallel rather than executing its ordered min-plus recurrence. The \kfnet{k} framework extends this operation to ordered $k$-tuples, with Self-Attention and PA as its $k=1$ and $k=2$ cases at the attention-operation level. Under atomic tuple initialization and invariant readout, we show that \kfnet{k} is no more graph-discriminative than k-FWL; on BREC, each evaluated variant matches the success set of its corresponding WL reference. \fnet further achieves 96.64\% mean accuracy under the reported CLRS-30 protocol and a 99.8\% optimality rate with 10 samples on held-out non-metric TSP instances.

cs.LG↗

arXiv2024

SGNet: Folding Symmetrical Protein Complex with Deep Learning

Deep learning has made significant progress in protein structure prediction, advancing the development of computational biology. However, despite the high accuracy achieved in predicting single-chain structures, a significant number of large homo-oligomeric assemblies exhibit internal symmetry, posing a major challenge in structure determination. The performances of existing deep learning methods are limited since the symmetrical protein assembly usually has a long sequence, making structural computation infeasible. In addition, multiple identical subunits in symmetrical protein complex cause the issue of supervision ambiguity in label assignment, requiring a consistent structure modeling for the training. To tackle these problems, we propose a protein folding framework called SGNet to model protein-protein interactions in symmetrical assemblies. SGNet conducts feature extraction on a single subunit and generates the whole assembly using our proposed symmetry module, which largely mitigates computational problems caused by sequence length. Thanks to the elaborate design of modeling symmetry consistently, we can model all global symmetry types in quaternary protein structure prediction. Extensive experimental results on a benchmark of symmetrical protein complexes further demonstrate the effectiveness of our method.

q-bio.BM↗

arXiv2017

CMU LiveMedQA at TREC 2017 LiveQA: A Consumer Health Question Answering System

In this paper, we present LiveMedQA, a question answering system that is optimized for consumer health question. On top of the general QA system pipeline, we introduce several new features that aim to exploit domain-specific knowledge and entity structures for better performance. This includes a question type/focus analyzer based on deep text classification model, a tree-based knowledge graph for answer generation and a complementary structure-aware searcher for answer retrieval. LiveMedQA system is evaluated in the TREC 2017 LiveQA medical subtask, where it received an average score of 0.356 on a 3 point scale. Evaluation results revealed 3 substantial drawbacks in current LiveMedQA system, based on which we provide a detailed discussion and propose a few solutions that constitute the main focus of our subsequent work.

cs.CL↗

arXiv2016

Asynchronous Stochastic Proximal Optimization Algorithms with Variance Reduction

Regularized empirical risk minimization (R-ERM) is an important branch of machine learning, since it constrains the capacity of the hypothesis space and guarantees the generalization ability of the learning algorithm. Two classic proximal optimization algorithms, i.e., proximal stochastic gradient descent (ProxSGD) and proximal stochastic coordinate descent (ProxSCD) have been widely used to solve the R-ERM problem. Recently, variance reduction technique was proposed to improve ProxSGD and ProxSCD, and the corresponding ProxSVRG and ProxSVRCD have better convergence rate. These proximal algorithms with variance reduction technique have also achieved great success in applications at small and moderate scales. However, in order to solve large-scale R-ERM problems and make more practical impacts, the parallel version of these algorithms are sorely needed. In this paper, we propose asynchronous ProxSVRG (Async-ProxSVRG) and asynchronous ProxSVRCD (Async-ProxSVRCD) algorithms, and prove that Async-ProxSVRG can achieve near linear speedup when the training data is sparse, while Async-ProxSVRCD can achieve near linear speedup regardless of the sparse condition, as long as the number of block partitions are appropriately set. We have conducted experiments on a regularized logistic regression task. The results verified our theoretical findings and demonstrated the practical efficiency of the asynchronous stochastic proximal algorithms with variance reduction.

cs.LG↗