arXiv subjects

Junhui Wang

Publications and source records attributed to Junhui Wang.

At least 37 records · Page 2Linked to original sources

arXiv2024

MACO: Exploring GEMM Acceleration on a Loosely-Coupled Multi-core Processor

General-purpose processor vendors have integrated customized accelerator in their products due to the widespread use of General Matrix-Matrix Multiplication (GEMM) kernels. However, it remains a challenge to further improve the flexibilityand scalability of these GEMM-enhanced processors to cater to the emerging large-scale GEMM workloads. In this paper we propose MACO, a novel loosely-coupled multi-core general-purpose architecture optimized for GEMM-related applications. To enhance the programmability and flexibility of MACO, the paper introduces a tile-based instruction set architecture. Additionally, the paper presents techniques such as hardware-assisted data prefetching and locking, and predictive address translation to further enhance the computational efficiency of MACO for GEMM workloads. The experimental results demonstrate that MACO exhibits good scalability, achieving an average computational efficiency of 90% across multiple cores. Furthermore, evaluations on state-of-the-art deep neural networks show that MACO can achieve up to 1.1 TFLOPS with 88% computational efficiency, indicating its adaptivity to deep learning workloads.

cs.AR↗

arXiv2024

Identifiability and Consistent Estimation for Gaussian Chain Graph Models

The chain graph model admits both undirected and directed edges in one graph, where symmetric conditional dependencies are encoded via undirected edges and asymmetric causal relations are encoded via directed edges. Though frequently encountered in practice, the chain graph model has been largely under investigated in literature, possibly due to the lack of identifiability conditions between undirected and directed edges. In this paper, we first establish a set of novel identifiability conditions for the Gaussian chain graph model, exploiting a low rank plus sparse decomposition of the precision matrix. Further, an efficient learning algorithm is built upon the identifiability conditions to fully recover the chain graph structure. Theoretical analysis on the proposed method is conducted, assuring its asymptotic consistency in recovering the exact chain graph structure. The advantage of the proposed method is also supported by numerical experiments on both simulated examples and a real application on the Standard & Poor 500 index data.

stat.ME↗

arXiv2023

Signed Network Embedding with Application to Simultaneous Detection of Communities and Anomalies

Signed networks are frequently observed in real life with additional sign information associated with each edge, yet such information has been largely ignored in existing network models. This paper develops a unified embedding model for signed networks to disentangle the intertwined balance structure and anomaly effect, which can greatly facilitate the downstream analysis, including community detection, anomaly detection, and network inference. The proposed model captures both balance structure and anomaly effect through a low rank plus sparse matrix decomposition, which are jointly estimated via a regularized formulation. Its theoretical guarantees are established in terms of asymptotic consistency and finite-sample probability bounds for network embedding, community detection and anomaly detection. The advantage of the proposed embedding model is also demonstrated through extensive numerical experiments on both synthetic networks and an international relation network.

cs.SI↗

arXiv2023

Structural transfer learning of non-Gaussian DAG

Directed acyclic graph (DAG) has been widely employed to represent directional relationships among a set of collected nodes. Yet, the available data in one single study is often limited for accurate DAG reconstruction, whereas heterogeneous data may be collected from multiple relevant studies. It remains an open question how to pool the heterogeneous data together for better DAG structure reconstruction in the target study. In this paper, we first introduce a novel set of structural similarity measures for DAG and then present a transfer DAG learning framework by effectively leveraging information from auxiliary DAGs of different levels of similarities. Our theoretical analysis shows substantial improvement in terms of DAG reconstruction in the target study, even when no auxiliary DAG is overall similar to the target DAG, which is in sharp contrast to most existing transfer learning methods. The advantage of the proposed transfer DAG learning is also supported by extensive numerical experiments on both synthetic data and multi-site brain functional connectivity network data.

stat.ML↗

arXiv2023

Change point detection in dynamic heterogeneous networks via subspace tracking

Dynamic networks consist of a sequence of time-varying networks, and it is of great importance to detect the network change points. Most existing methods focus on detecting abrupt change points, necessitating the assumption that the underlying network probability matrix remains constant between adjacent change points. This paper introduces a new model that allows the network probability matrix to undergo continuous shifting, while the latent network structure, represented via the embedding subspace, only changes at certain time points. Two novel statistics are proposed to jointly detect these network subspace change points, followed by a carefully refined detection procedure. Theoretically, we show that the proposed method is asymptotically consistent in terms of change point detection, and also establish the impossibility region for detecting these network subspace change points. The advantage of the proposed method is also supported by extensive numerical experiments on both synthetic networks and a UK politician social network.

stat.ME↗

arXiv2023

Efficient estimation and inference for the signed $β$-model in directed signed networks

This paper proposes a novel signed $β$-model for directed signed network, which is frequently encountered in application domains but largely neglected in literature. The proposed signed $β$-model decomposes a directed signed network as the difference of two unsigned networks and embeds each node with two latent factors for in-status and out-status. The presence of negative edges leads to a non-concave log-likelihood, and a one-step estimation algorithm is developed to facilitate parameter estimation, which is efficient both theoretically and computationally. We also develop an inferential procedure for pairwise and multiple node comparisons under the signed $β$-model, which fills the void of lacking uncertainty quantification for node ranking. Theoretical results are established for the coverage probability of confidence interval, as well as the false discovery rate (FDR) control for multiple node comparison. The finite sample performance of the signed $β$-model is also examined through extensive numerical experiments on both synthetic and real-life networks.

stat.ME↗

arXiv2023

Non-Asymptotic Bounds for Adversarial Excess Risk under Misspecified Models

We propose a general approach to evaluating the performance of robust estimators based on adversarial losses under misspecified models. We first show that adversarial risk is equivalent to the risk induced by a distributional adversarial attack under certain smoothness conditions. This ensures that the adversarial training procedure is well-defined. To evaluate the generalization performance of the adversarial estimator, we study the adversarial excess risk. Our proposed analysis method includes investigations on both generalization error and approximation error. We then establish non-asymptotic upper bounds for the adversarial excess risk associated with Lipschitz loss functions. In addition, we apply our general results to adversarial training for classification and regression problems. For the quadratic loss in nonparametric regression, we show that the adversarial excess risk bound can be improved over those for a general loss.

stat.ML↗

arXiv2023

Multiple change point detection in tensors

This paper proposes a criterion for detecting change structures in tensor data. To accommodate tensor structure with structural mode that is not suitable to be equally treated and summarized in a distance to measure the difference between any two adjacent tensors, we define a mode-based signal-screening Frobenius distance for the moving sums of slices of tensor data to handle both dense and sparse model structures of the tensors. As a general distance, it can also deal with the case without structural mode. Based on the distance, we then construct signal statistics using the ratios with adaptive-to-change ridge functions. The number of changes and their locations can then be consistently estimated in certain senses, and the confidence intervals of the locations of change points are constructed. The results hold when the size of the tensor and the number of change points diverge at certain rates, respectively. Numerical studies are conducted to examine the finite sample performances of the proposed method. We also analyze two real data examples for illustration.

stat.ME↗

arXiv2023

Crowdsourcing Utilizing Subgroup Structure of Latent Factor Modeling

Crowdsourcing has emerged as an alternative solution for collecting large scale labels. However, the majority of recruited workers are not domain experts, so their contributed labels could be noisy. In this paper, we propose a two-stage model to predict the true labels for multicategory classification tasks in crowdsourcing. In the first stage, we fit the observed labels with a latent factor model and incorporate subgroup structures for both tasks and workers through a multi-centroid grouping penalty. Group-specific rotations are introduced to align workers with different task categories to solve multicategory crowdsourcing tasks. In the second stage, we propose a concordance-based approach to identify high-quality worker subgroups who are relied upon to assign labels to tasks. In theory, we show the estimation consistency of the latent factors and the prediction consistency of the proposed method. The simulation studies show that the proposed method outperforms the existing competitive methods, assuming the subgroup structures within tasks and workers. We also demonstrate the application of the proposed method to real world problems and show its superiority.

stat.ME↗

arXiv2022

Transfer learning for tensor Gaussian graphical models

Tensor Gaussian graphical models (GGMs), interpreting conditional independence structures within tensor data, have important applications in numerous areas. Yet, the available tensor data in one single study is often limited due to high acquisition costs. Although relevant studies can provide additional data, it remains an open question how to pool such heterogeneous data. In this paper, we propose a transfer learning framework for tensor GGMs, which takes full advantage of informative auxiliary domains even when non-informative auxiliary domains are present, benefiting from the carefully designed data-adaptive weights. Our theoretical analysis shows substantial improvement of estimation errors and variable selection consistency on the target domain under much relaxed conditions, by leveraging information from auxiliary domains. Extensive numerical experiments are conducted on both synthetic tensor graphs and a brain functional connectivity network data, which demonstrates the satisfactory performance of the proposed method.

stat.ML↗

arXiv2022

High-Frequency-Based Volatility Model with Network Structure

This paper introduces one new multivariate volatility model that can accommodate an appropriately defined network structure based on low-frequency and high-frequency data. The model reduces the number of unknown parameters and the computational complexity substantially. The model parameterization and iterative multistep-ahead forecasts are discussed and the targeting reparameterization is also presented. Quasi-likelihood functions for parameter estimation are proposed and their asymptotic properties are established. A series of simulation experiments are carried out to assess the performance of the estimation in finite samples. An empirical example is demonstrated that the proposed model outperforms the network GARCH model, with the gains being particularly significant at short forecast horizons.

q-fin.ST↗

arXiv2021

Learning linear non-Gaussian directed acyclic graph with diverging number of nodes

Acyclic model, often depicted as a directed acyclic graph (DAG), has been widely employed to represent directional causal relations among collected nodes. In this article, we propose an efficient method to learn linear non-Gaussian DAG in high dimensional cases, where the noises can be of any continuous non-Gaussian distribution. This is in sharp contrast to most existing DAG learning methods assuming Gaussian noise with additional variance assumptions to attain exact DAG recovery. The proposed method leverages a novel concept of topological layer to facilitate the DAG learning. Particularly, we show that the topological layers can be exactly reconstructed in a bottom-up fashion, and the parent-child relations among nodes in each layer can also be consistently established. More importantly, the proposed method does not require the faithfulness or parental faithfulness assumption which has been widely assumed in the literature of DAG learning. Its advantage is also supported by the numerical comparison against some popular competitors in various simulated examples as well as a real application on the global spread of COVID-19.

stat.ML↗

arXiv2021

Efficient Learning of Quadratic Variance Function Directed Acyclic Graphs via Topological Layers

Directed acyclic graph (DAG) models are widely used to represent causal relationships among random variables in many application domains. This paper studies a special class of non-Gaussian DAG models, where the conditional variance of each node given its parents is a quadratic function of its conditional mean. Such a class of non-Gaussian DAG models are fairly flexible and admit many popular distributions as special cases, including Poisson, Binomial, Geometric, Exponential, and Gamma. To facilitate learning, we introduce a novel concept of topological layers, and develop an efficient DAG learning algorithm. It first reconstructs the topological layers in a hierarchical fashion and then recoveries the directed edges between nodes in different layers, which requires much less computational cost than most existing algorithms in literature. Its advantage is also demonstrated in a number of simulated examples, as well as its applications to two real-life datasets, including an NBA player statistics data and a cosmetic sales data collected by Alibaba.

stat.ML↗

arXiv2021

Kernel-based estimation for partially functional linear model: Minimax rates and randomized sketches

This paper considers the partially functional linear model (PFLM) where all predictive features consist of a functional covariate and a high dimensional scalar vector. Over an infinite dimensional reproducing kernel Hilbert space, the proposed estimation for PFLM is a least square approach with two mixed regularizations of a function-norm and an $\ell_1$-norm. Our main task in this paper is to establish the minimax rates for PFLM under high dimensional setting, and the optimal minimax rates of estimation is established by using various techniques in empirical process theory for analyzing kernel classes. In addition, we propose an efficient numerical algorithm based on randomized sketches of the kernel matrix. Several numerical experiments are implemented to support our method and optimization strategy.

math.ST↗

arXiv2021

Community Detection in General Hypergraph via Graph Embedding

Conventional network data has largely focused on pairwise interactions between two entities, yet multi-way interactions among multiple entities have been frequently observed in real-life hypergraph networks. In this article, we propose a novel method for detecting community structure in general hypergraph networks, uniform or non-uniform. The proposed method introduces a null vertex to augment a non-uniform hypergraph into a uniform multi-hypergraph, and then embeds the multi-hypergraph in a low-dimensional vector space such that vertices within the same community are close to each other. The resultant optimization task can be efficiently tackled by an alternative updating scheme. The asymptotic consistencies of the proposed method are established in terms of both community detection and hypergraph estimation, which are also supported by numerical experiments on some synthetic and real-life hypergraph networks.

stat.ML↗

arXiv2021

Projected Robust PCA with Application to Smooth Image Recovery

Most high-dimensional matrix recovery problems are studied under the assumption that the target matrix has certain intrinsic structures. For image data related matrix recovery problems, approximate low-rankness and smoothness are the two most commonly imposed structures. For approximately low-rank matrix recovery, the robust principal component analysis (PCA) is well-studied and proved to be effective. For smooth matrix problem, 2d fused Lasso and other total variation based approaches have played a fundamental role. Although both low-rankness and smoothness are key assumptions for image data analysis, the two lines of research, however, have very limited interaction. Motivated by taking advantage of both features, we in this paper develop a framework named projected robust PCA (PRPCA), under which the low-rank matrices are projected onto a space of smooth matrices. Consequently, a large class of image matrices can be decomposed as a low-rank and smooth component plus a sparse component. A key advantage of this decomposition is that the dimension of the core low-rank component can be significantly reduced. Consequently, our framework is able to address a problematic bottleneck of many low-rank matrix problems: singular value decomposition (SVD) on large matrices. Theoretically, we provide explicit statistical recovery guarantees of PRPCA and include classical robust PCA as a special case.

stat.ML↗

arXiv2021

Efficient kernel-based variable selection with sparsistency

Variable selection is central to high-dimensional data analysis, and various algorithms have been developed. Ideally, a variable selection algorithm shall be flexible, scalable, and with theoretical guarantee, yet most existing algorithms cannot attain these properties at the same time. In this article, a three-step variable selection algorithm is developed, involving kernel-based estimation of the regression function and its gradient functions as well as a hard thresholding. Its key advantage is that it assumes no explicit model assumption, admits general predictor effects, allows for scalable computation, and attains desirable asymptotic sparsistency. The proposed algorithm can be adapted to any reproducing kernel Hilbert space (RKHS) with different kernel functions, and can be extended to interaction selection with slight modification. Its computational cost is only linear in the data dimension, and can be further improved through parallel computing. The sparsistency of the proposed algorithm is established for general RKHS under mild conditions, including linear and Gaussian kernels as special cases. Its effectiveness is also supported by a variety of simulated and real examples.

stat.ML↗

arXiv2018

A statistical normalization method and differential expression analysis for RNA-seq data between different species

Background: High-throughput techniques bring novel tools but also statistical challenges to genomic research. Identifying genes with differential expression between different species is an effective way to discover evolutionarily conserved transcriptional responses. To remove systematic variation between different species for a fair comparison, the normalization procedure serves as a crucial pre-processing step that adjusts for the varying sample sequencing depths and other confounding technical effects. Results: In this paper, we propose a scale based normalization (SCBN) method by taking into account the available knowledge of conserved orthologous genes and hypothesis testing framework. Considering the different gene lengths and unmapped genes between different species, we formulate the problem from the perspective of hypothesis testing and search for the optimal scaling factor that minimizes the deviation between the empirical and nominal type I errors. Conclusions: Simulation studies show that the proposed method performs significantly better than the existing competitor in a wide range of settings. An RNA-seq dataset of different species is also analyzed and it coincides with the conclusion that the proposed method outperforms the existing method. For practical applications, we have also developed an R package named "SCBN" and the software is available at http://www.bioconductor.org/packages/devel/bioc/html/SCBN.html.

stat.ME↗