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Jingyu He

Publications and source records attributed to Jingyu He.

18 recordsLinked to original sources

DIRC-RAG: Accelerating Edge RAG with Robust High-Density and High-Loading-Bandwidth Digital In-ReRAM Computation

Retrieval-Augmented Generation (RAG) enhances large language models (LLMs) by integrating external knowledge retrieval but faces challenges on edge devices due to high storage, energy, and latency demands. Computing-in-Memory (CIM) offers a promising solution by storing document embeddings in CIM macros and enabling in-situ parallel retrievals but is constrained by either low memory density or limited computational accuracy. To address these challenges, we present DIRCRAG, a novel edge RAG acceleration architecture leveraging Digital In-ReRAM Computation (DIRC). DIRC integrates a high-density multi-level ReRAM subarray with an SRAM cell, utilizing SRAM and differential sensing for robust ReRAM readout and digital multiply-accumulate (MAC) operations. By storing all document embeddings within the CIM macro, DIRC achieves ultra-low-power, single-cycle data loading, substantially reducing both energy consumption and latency compared to offchip DRAM. A query-stationary (QS) dataflow is supported for RAG tasks, minimizing on-chip data movement and reducing SRAM buffer requirements. We introduce error optimization for the DIRC ReRAM-SRAM cell by extracting the bit-wise spatial error distribution of the ReRAM subarray and applying targeted bit-wise data remapping. An error detection circuit is also implemented to enhance readout resilience against deviceand circuit-level variations. Simulation results demonstrate that DIRC-RAG under TSMC40nm process achieves an on-chip non-volatile memory density of 5.18Mb/mm2 and a throughput of 131 TOPS. It delivers a 4MB retrieval latency of 5.6{\mu}s/query and an energy consumption of 0.956{\mu}J/query, while maintaining the retrieval precision.

cs.AR

AFCL: Analytic Federated Continual Learning for Spatio-Temporal Invariance of Non-IID Data

Federated Continual Learning (FCL) enables distributed clients to collaboratively train a global model from online task streams in dynamic real-world scenarios. However, existing FCL methods face challenges of both spatial data heterogeneity among distributed clients and temporal data heterogeneity across online tasks. Such data heterogeneity significantly degrades the model performance with severe spatial-temporal catastrophic forgetting of local and past knowledge. In this paper, we identify that the root cause of this issue lies in the inherent vulnerability and sensitivity of gradients to non-IID data. To fundamentally address this issue, we propose a gradient-free method, named Analytic Federated Continual Learning (AFCL), by deriving analytical (i.e., closed-form) solutions from frozen extracted features. In local training, our AFCL enables single-epoch learning with only a lightweight forward-propagation process for each client. In global aggregation, the server can recursively and efficiently update the global model with single-round aggregation. Theoretical analyses validate that our AFCL achieves spatio-temporal invariance of non-IID data. This ideal property implies that, regardless of how heterogeneous the data are distributed across local clients and online tasks, the aggregated model of our AFCL remains invariant and identical to that of centralized joint learning. Extensive experiments show the consistent superiority of our AFCL over state-of-the-art baselines across various benchmark datasets and settings.

cs.LG

Growing the Efficient Frontier on Panel Trees

We introduce a new class of tree-based models, P-Trees, for analyzing (unbalanced) panel of individual asset returns, generalizing high-dimensional sorting with economic guidance and interpretability. Under the mean-variance efficient framework, P-Trees construct test assets that significantly advance the efficient frontier compared to commonly used test assets, with alphas unexplained by benchmark pricing models. P-Tree tangency portfolios also constitute traded factors, recovering the pricing kernel and outperforming popular observable and latent factor models for investments and cross-sectional pricing. Finally, P-Trees capture the complexity of asset returns with sparsity, achieving out-of-sample Sharpe ratios close to those attained only by over-parameterized large models.

cs.LG

SynDCIM: A Performance-Aware Digital Computing-in-Memory Compiler with Multi-Spec-Oriented Subcircuit Synthesis

Digital Computing-in-Memory (DCIM) is an innovative technology that integrates multiply-accumulation (MAC) logic directly into memory arrays to enhance the performance of modern AI computing. However, the need for customized memory cells and logic components currently necessitates significant manual effort in DCIM design. Existing tools for facilitating DCIM macro designs struggle to optimize subcircuit synthesis to meet user-defined performance criteria, thereby limiting the potential system-level acceleration that DCIM can offer. To address these challenges and enable agile design of DCIM macros with optimal architectures, we present SynDCIM, a performance-aware DCIM compiler that employs multi-spec-oriented subcircuit synthesis. SynDCIM features an automated performance-to-layout generation process that aligns with user-defined performance expectations. This is supported by a scalable subcircuit library and a multi-spec-oriented searching algorithm for effective subcircuit synthesis. The effectiveness of SynDCIM is demonstrated through extensive experiments and validated with a test chip fabricated in a 40nm CMOS process. Testing results reveal that designs generated by SynDCIM exhibit competitive performance when compared to state-of-the-art manually designed DCIM macros.

cs.AR

Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching

We explore tree-based macroeconomic regime-switching in the context of the dynamic Nelson-Siegel (DNS) yield-curve model. In particular, we customize the tree-growing algorithm to partition macroeconomic variables based on the DNS model's marginal likelihood, thereby identifying regime-shifting patterns in the yield curve. Compared to traditional Markov-switching models, our model offers clear economic interpretation via macroeconomic linkages and ensures computational simplicity. In an empirical application to U.S. Treasury yields, we find (1) important yield-curve regime switching, and (2) evidence that macroeconomic variables have predictive power for the yield curve when the federal funds rate is high, but not in other regimes, thereby refining the notion of yield curve ''macro-spanning''.

econ.EM

Emergent Topological Superconductor by Charge Density Wave Transition

Many-body instabilities and topological physics are two attractive topics in condensed matter physics. It is intriguing to explore the interplay between these phenomena in a single quantum material. Here, using the prototypical charge density wave (CDW) material monolayer 1H-NbSe$_2$ as an example, we show how momentum-dependent electron-phonon coupling drives the CDW transition from $3\times3$ to $2\times2$ phase under electron doping. More interestingly, we find the coexistence of superconductivity and nontrivial topology in one of the two $2\times2$ CDW phases, the latter of which is identified by the nonzero Z$_2$ invariant with ideal Dirac cone edge states near the Fermi level. A similar CDW transition-induced topological superconductor has also been confirmed in monolayer 1H-TaSe$_2$. Our findings not only reveal a unique and general method to introduce nontrivial topology by CDW transition, but also provide an ideal platform to modulate different quantum orders by electron doping, thus stimulating experimental interest.

cond-mat.supr-con

Stochastic Tree Ensembles for Estimating Heterogeneous Effects

Determining subgroups that respond especially well (or poorly) to specific interventions (medical or policy) requires new supervised learning methods tailored specifically for causal inference. Bayesian Causal Forest (BCF) is a recent method that has been documented to perform well on data generating processes with strong confounding of the sort that is plausible in many applications. This paper develops a novel algorithm for fitting the BCF model, which is more efficient than the previously available Gibbs sampler. The new algorithm can be used to initialize independent chains of the existing Gibbs sampler leading to better posterior exploration and coverage of the associated interval estimates in simulation studies. The new algorithm is compared to related approaches via simulation studies as well as an empirical analysis.

stat.ML

Local Gaussian process extrapolation for BART models with applications to causal inference

Bayesian additive regression trees (BART) is a semi-parametric regression model offering state-of-the-art performance on out-of-sample prediction. Despite this success, standard implementations of BART typically provide inaccurate prediction and overly narrow prediction intervals at points outside the range of the training data. This paper proposes a novel extrapolation strategy that grafts Gaussian processes to the leaf nodes in BART for predicting points outside the range of the observed data. The new method is compared to standard BART implementations and recent frequentist resampling-based methods for predictive inference. We apply the new approach to a challenging problem from causal inference, wherein for some regions of predictor space, only treated or untreated units are observed (but not both). In simulation studies, the new approach boasts superior performance compared to popular alternatives, such as Jackknife+.

stat.ME

Bayesian Inference for Gamma Models

We use the theory of normal variance-mean mixtures to derive a data augmentation scheme for models that include gamma functions. Our methodology applies to many situations in statistics and machine learning, including Multinomial-Dirichlet distributions, Negative binomial regression, Poisson-Gamma hierarchical models, Extreme value models, to name but a few. All of those models include a gamma function which does not admit a natural conjugate prior distribution providing a significant challenge to inference and prediction. To provide a data augmentation strategy, we construct and develop the theory of the class of Exponential Reciprocal Gamma distributions. This allows scalable EM and MCMC algorithms to be developed. We illustrate our methodology on a number of examples, including gamma shape inference, negative binomial regression and Dirichlet allocation. Finally, we conclude with directions for future research.

stat.ME

Stochastic tree ensembles for regularized nonlinear regression

This paper develops a novel stochastic tree ensemble method for nonlinear regression, which we refer to as XBART, short for Accelerated Bayesian Additive Regression Trees. By combining regularization and stochastic search strategies from Bayesian modeling with computationally efficient techniques from recursive partitioning approaches, the new method attains state-of-the-art performance: in many settings it is both faster and more accurate than the widely-used XGBoost algorithm. Via careful simulation studies, we demonstrate that our new approach provides accurate point-wise estimates of the mean function and does so faster than popular alternatives, such as BART, XGBoost and neural networks (using Keras). We also prove a number of basic theoretical results about the new algorithm, including consistency of the single tree version of the model and stationarity of the Markov chain produced by the ensemble version. Furthermore, we demonstrate that initializing standard Bayesian additive regression trees Markov chain Monte Carlo (MCMC) at XBART-fitted trees considerably improves credible interval coverage and reduces total run-time.

stat.ML

Factor Investing: A Bayesian Hierarchical Approach

This paper investigates asset allocation problems when returns are predictable. We introduce a market-timing Bayesian hierarchical (BH) approach that adopts heterogeneous time-varying coefficients driven by lagged fundamental characteristics. Our approach includes a joint estimation of conditional expected returns and covariance matrix and considers estimation risk for portfolio analysis. The hierarchical prior allows modeling different assets separately while sharing information across assets. We demonstrate the performance of the U.S. equity market. Though the Bayesian forecast is slightly biased, our BH approach outperforms most alternative methods in point and interval prediction. Our BH approach in sector investment for the recent twenty years delivers a 0.92\% average monthly returns and a 0.32\% significant Jensen`s alpha. We also find technology, energy, and manufacturing are important sectors in the past decade, and size, investment, and short-term reversal factors are heavily weighted. Finally, the stochastic discount factor constructed by our BH approach explains most anomalies.

econ.EM

Design Methodology for Energy Efficient Unmanned Aerial Vehicles

In this paper, we present a load-balancing approach to analyze and partition the UAV perception and navigation intelligence (PNI) code for parallel execution, as well as assigning each parallel computational task to a processing element in an Network-on-chip (NoC) architecture such that the total communication energy is minimized and congestion is reduced. First, we construct a data dependency graph (DDG) by converting the PNI high level program into Low Level Virtual Machine (LLVM) Intermediate Representation (IR). Second, we propose a scheduling algorithm to partition the PNI application into clusters such that (1) inter-cluster communication is minimized, (2) NoC energy is reduced and (3) the workloads of different cores are balanced for maximum parallel execution. Finally, an energy-aware mapping scheme is adopted to assign clusters onto tile-based NoCs. We validate this approach with a drone self-navigation application and the experimental results show that our optimal 32-core design achieves an average 82% energy savings and 4.7x performance speedup against the state-of-art flight controller.

cs.DC

Data Augementation with Polya Inverse Gamma

We use the theory of normal variance-mean mixtures to derive a data augmentation scheme for models that include gamma functions. Our methodology applies to many situations in statistics and machine learning, including Multinomial-Dirichlet distributions, Negative binomial regression, Poisson-Gamma hierarchical models, Extreme value models, to name but a few. All of those models include a gamma function which does not admit a natural conjugate prior distribution providing a significant challenge to inference and prediction. To provide a data augmentation strategy, we construct and develop the theory of the class of P\'olya Inverse Gamma distributions. This allows scalable EM and MCMC algorithms to be developed. We illustrate our methodology on a number of examples, including gamma shape inference, negative binomial regression and Dirichlet allocation. Finally, we conclude with directions for future research.

stat.ME

XBART: Accelerated Bayesian Additive Regression Trees

Bayesian additive regression trees (BART) (Chipman et. al., 2010) is a powerful predictive model that often outperforms alternative models at out-of-sample prediction. BART is especially well-suited to settings with unstructured predictor variables and substantial sources of unmeasured variation as is typical in the social, behavioral and health sciences. This paper develops a modified version of BART that is amenable to fast posterior estimation. We present a stochastic hill climbing algorithm that matches the remarkable predictive accuracy of previous BART implementations, but is many times faster and less memory intensive. Simulation studies show that the new method is comparable in computation time and more accurate at function estimation than both random forests and gradient boosting.

stat.ML

Efficient sampling for Gaussian linear regression with arbitrary priors

This paper develops a slice sampler for Bayesian linear regression models with arbitrary priors. The new sampler has two advantages over current approaches. One, it is faster than many custom implementations that rely on auxiliary latent variables, if the number of regressors is large. Two, it can be used with any prior with a density function that can be evaluated up to a normalizing constant, making it ideal for investigating the properties of new shrinkage priors without having to develop custom sampling algorithms. The new sampler takes advantage of the special structure of the linear regression likelihood, allowing it to produce better effective sample size per second than common alternative approaches.

stat.CO

Deep Learning in Characteristics-Sorted Factor Models

This paper presents an augmented deep factor model that generates latent factors for cross-sectional asset pricing. The conventional security sorting on firm characteristics for constructing long-short factor portfolio weights is nonlinear modeling, while factors are treated as inputs in linear models. We provide a structural deep learning framework to generalize the complete mechanism for fitting cross-sectional returns by firm characteristics through generating risk factors -- hidden layers. Our model has an economic-guided objective function that minimizes aggregated realized pricing errors. Empirical results on high-dimensional characteristics demonstrate robust asset pricing performance and strong investment improvements by identifying important raw characteristic sources.

stat.ME

Deep Learning for Predicting Asset Returns

Deep learning searches for nonlinear factors for predicting asset returns. Predictability is achieved via multiple layers of composite factors as opposed to additive ones. Viewed in this way, asset pricing studies can be revisited using multi-layer deep learners, such as rectified linear units (ReLU) or long-short-term-memory (LSTM) for time-series effects. State-of-the-art algorithms including stochastic gradient descent (SGD), TensorFlow and dropout design provide imple- mentation and efficient factor exploration. To illustrate our methodology, we revisit the equity market risk premium dataset of Welch and Goyal (2008). We find the existence of nonlinear factors which explain predictability of returns, in particular at the extremes of the characteristic space. Finally, we conclude with directions for future research.

stat.ML

Regularization and confounding in linear regression for treatment effect estimation

This paper investigates the use of regularization priors in the context of treatment effect estimation using observational data where the number of control variables is large relative to the number of observations. First, the phenomenon of regularization-induced confounding is introduced, which refers to the tendency of regularization priors to adversely bias treatment effect estimates by over-shrinking control variable regression coefficients. Then, a simultaneous regression model is presented which permits regularization priors to be specified in a way that avoids this unintentional re-confounding. The new model is illustrated on synthetic and empirical data.

stat.ME