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Lifeng Shen

Publications and source records attributed to Lifeng Shen.

12 recordsLinked to original sources
arXiv2026

QGB-W$k$NN: Quantum Granular-Ball Learning for Robust Classification

Nearest-neighbor classification is widely used in machine learning, yet existing methods often suffer from low computational efficiency and limited robustness in noisy environments. To jointly address these challenges, this paper proposes an efficient and reliable weighted $K$-nearest neighbor classification framework based on quantum granular balls, termed QGB-W$k$NN. The proposed framework improves computational efficiency by integrating quantum-enhanced granular-ball representation with hierarchical nearest-neighbor search, while enhancing classification reliability through a purity-aware weighted decision mechanism. Specifically, quantum-kernel granular balls are constructed to reduce retrieval redundancy and strengthen nonlinear feature representation under limited quantum resources. A granular-ball purity-guided HNSW optimization strategy is developed to exploit structural reliability for hierarchical graph construction during neighbor retrieval, alleviating the local optimality issue caused by conventional random layering. Finally, a weighted voting mechanism jointly incorporating granular-ball similarity and purity is introduced to produce more reliable classification decisions in noisy environments. Extensive experiments on benchmark datasets demonstrate that QGB-W$k$NN achieves competitive classification accuracy while exhibiting favorable Pareto trade-offs between classification performance and computational cost. Moreover, the proposed framework consistently improves robustness under various noisy conditions, suggesting that reliability-aware quantum granular-ball learning provides a promising paradigm for efficient and robust nearest-neighbor classification.

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arXiv2026

Granular-Ball Quantum Clustering for Resource-Efficient and Robust Learning

Quantum clustering aims to exploit quantum feature representations to uncover complex data structures beyond conventional Euclidean geometry. Yet this sample-level kernel construction requires O(n^2) quantum circuit executions for n data points, creating a major bottleneck under near-term quantum resource constraints. Prior solutions fail to resolve this efficiency-accuracy dilemma: classical granular-ball clustering reduces sample complexity but relies on Euclidean metrics that cannot capture quantum correlations, while existing quantum compression schemes prioritize efficiency over structural preservation, degrading performance on non-convex or noisy data. Here we propose Granular-Ball Quantum Clustering (GBQC), a framework that tightly couples granular-ball structural abstraction with quantum feature learning. GBQC first compresses raw data into compact, representative granular balls via a PCA-guided splitting strategy, reducing kernel evaluations by 80% compared to full-sample methods. A quantum cohesion mechanism then filters noisy granules in Hilbert space to improve clustering robustness. Extensive experiments on synthetic, noisy, overlapping, and real-world datasets demonstrate that GBQC consistently achieves superior clustering accuracy and robustness compared with representative classical and quantum clustering methods. Meanwhile, the proposed granular-ball compression significantly reduces quantum kernel evaluations and computational overhead, enabling quantum clustering experiments on larger datasets within parameterized quantum learning frameworks. These results suggest that granular-ball representations serve not only as a compression mechanism to reduce quantum computational costs but also as an effective structural abstraction mechanism that improves clustering quality by eliminating redundant and structurally ambiguous learning units.

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arXiv2026

Adaptive $k$ Nearest Neighbors Classifier via Granular Ball Computing

The $k$-Nearest Neighbor~(KNN) algorithm is widely used across various tasks. The selection of the $k$ value is a key issue because it significantly impacts performance. In this paper, an adaptive and efficient KNN approach via granular-ball computing is proposed. The method consists of two stages. \textcolor{black}{In the training stage, the dataset is first coarsely partitioned to reduce the complexity of data distributions within a granular ball, and then the Fisher criterion is introduced to control ball splitting and stopping, yielding a multi-granularity granular ball representation. In the prediction stage, the nearest granular ball is first located through a weighted distance mechanism, and an adaptive neighborhood is then constructed around the test sample. The effective $k$ value is dynamically determined by the actual number of samples contained in this neighborhood. The neighborhood induced by the nearest granular ball provides more stable local group information, thereby improving robustness against noise and local perturbations.} Experimental results demonstrate that the proposed method outperforms existing KNN variants across multiple datasets in terms of both accuracy and efficiency. The code has been open-sourced for reproducibility: https://github.com/lianxiaoyu724/Adaptive-GBKNN.

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arXiv2026

Efficient Time Series Clustering from Multiscale Reservoir Dynamics with Granular-Ball Anchoring Graph Optimization

Time-series clustering remains challenging due to the inherent trade-off between clustering effectiveness and computational efficiency. Similarity-based methods often suffer from quadratic complexity caused by pairwise distance computations, while deep learning-based approaches typically rely on costly iterative training and a large number of trainable parameters. In this paper, we propose MSRGC-Net, an efficient time-series clustering framework that integrates multiscale reservoir computing, granular-ball-based anchoring graph construction, and consensus learning. MSRGC-Net adopts a training-free reservoir computing paradigm to extract multiscale temporal representations from raw time series without backpropagation, significantly reducing computational overhead. To capture the intrinsic structure of the resulting representations, granular-ball computing is employed to adaptively model data distributions via density-consistent regions, yielding compact and robust anchor graph representations. Furthermore, a consensus-based anchoring graph optimization strategy is introduced to effectively align multiscale reservoir representations and integrate complementary information across temporal scales. Extensive experiments on widely used univariate and multivariate benchmark datasets demonstrate that MSRGC-Net consistently outperforms state-of-the-art methods in clustering performance while maintaining superior computational efficiency.

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arXiv2026

Mastering the Minority: An Uncertainty-guided Multi-Expert Framework for Challenging-tailed Sequence Learning

Imbalanced data distribution remains a critical challenge in sequential learning, leading models to easily recognize frequent categories while failing to detect minority classes adequately. The Mixture-of-Experts model offers a scalable solution, yet its application is often hindered by parameter inefficiency, poor expert specialization, and difficulty in resolving prediction conflicts. To Master the Minority classes effectively, we propose the Uncertainty-based Multi-Expert fusion network (UME) framework. UME is designed with three core innovations: First, we employ Ensemble LoRA for parameter-efficient modeling, significantly reducing the trainable parameter count. Second, we introduce Sequential Specialization guided by Dempster-Shafer Theory (DST), which ensures effective specialization on the challenging-tailed classes. Finally, an Uncertainty-Guided Fusion mechanism uses DST's certainty measures to dynamically weigh expert opinions, resolving conflicts by prioritizing the most confident expert for reliable final predictions. Extensive experiments across four public hierarchical text classification datasets demonstrate that UME achieves state-of-the-art performance. We achieve a performance gain of up to 17.97\% over the best baseline on individual categories, while reducing trainable parameters by up to 10.32\%. The findings highlight that uncertainty-guided expert coordination is a principled strategy for addressing challenging-tailed sequence learning. Our code is available at https://github.com/CQUPTWZX/Multi-experts.

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arXiv2025

Finding Time Series Anomalies using Granular-ball Vector Data Description

Modeling normal behavior in dynamic, nonlinear time series data is challenging for effective anomaly detection. Traditional methods, such as nearest neighbor and clustering approaches, often depend on rigid assumptions, such as a predefined number of reliable neighbors or clusters, which frequently break down in complex temporal scenarios. To address these limitations, we introduce the Granular-ball One-Class Network (GBOC), a novel approach based on a data-adaptive representation called Granular-ball Vector Data Description (GVDD). GVDD partitions the latent space into compact, high-density regions represented by granular-balls, which are generated through a density-guided hierarchical splitting process and refined by removing noisy structures. Each granular-ball serves as a prototype for local normal behavior, naturally positioning itself between individual instances and clusters while preserving the local topological structure of the sample set. During training, GBOC improves the compactness of representations by aligning samples with their nearest granular-ball centers. During inference, anomaly scores are computed based on the distance to the nearest granular-ball. By focusing on dense, high-quality regions and significantly reducing the number of prototypes, GBOC delivers both robustness and efficiency in anomaly detection. Extensive experiments validate the effectiveness and superiority of the proposed method, highlighting its ability to handle the challenges of time series anomaly detection.

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arXiv2025

TSGDiff: Rethinking Synthetic Time Series Generation from a Pure Graph Perspective

Diffusion models have shown great promise in data generation, yet generating time series data remains challenging due to the need to capture complex temporal dependencies and structural patterns. In this paper, we present \textit{TSGDiff}, a novel framework that rethinks time series generation from a graph-based perspective. Specifically, we represent time series as dynamic graphs, where edges are constructed based on Fourier spectrum characteristics and temporal dependencies. A graph neural network-based encoder-decoder architecture is employed to construct a latent space, enabling the diffusion process to model the structural representation distribution of time series effectively. Furthermore, we propose the Topological Structure Fidelity (Topo-FID) score, a graph-aware metric for assessing the structural similarity of time series graph representations. Topo-FID integrates two sub-metrics: Graph Edit Similarity, which quantifies differences in adjacency matrices, and Structural Entropy Similarity, which evaluates the entropy of node degree distributions. This comprehensive metric provides a more accurate assessment of structural fidelity in generated time series. Experiments on real-world datasets demonstrate that \textit{TSGDiff} generates high-quality synthetic time series data generation, faithfully preserving temporal dependencies and structural integrity, thereby advancing the field of synthetic time series generation.

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arXiv2025

Granular-Ball-Induced Multiple Kernel K-Means

Most existing multi-kernel clustering algorithms, such as multi-kernel K-means, often struggle with computational efficiency and robustness when faced with complex data distributions. These challenges stem from their dependence on point-to-point relationships for optimization, which can lead to difficulty in accurately capturing data sets' inherent structure and diversity. Additionally, the intricate interplay between multiple kernels in such algorithms can further exacerbate these issues, effectively impacting their ability to cluster data points in high-dimensional spaces. In this paper, we leverage granular-ball computing to improve the multi-kernel clustering framework. The core of granular-ball computing is to adaptively fit data distribution by balls from coarse to acceptable levels. Each ball can enclose data points based on a density consistency measurement. Such ball-based data description thus improves the computational efficiency and the robustness to unknown noises. Specifically, based on granular-ball representations, we introduce the granular-ball kernel (GBK) and its corresponding granular-ball multi-kernel K-means framework (GB-MKKM) for efficient clustering. Using granular-ball relationships in multiple kernel spaces, the proposed GB-MKKM framework shows its superiority in efficiency and clustering performance in the empirical evaluation of various clustering tasks.

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arXiv2024

LeMoLE: LLM-Enhanced Mixture of Linear Experts for Time Series Forecasting

Recent research has shown that large language models (LLMs) can be effectively used for real-world time series forecasting due to their strong natural language understanding capabilities. However, aligning time series into semantic spaces of LLMs comes with high computational costs and inference complexity, particularly for long-range time series generation. Building on recent advancements in using linear models for time series, this paper introduces an LLM-enhanced mixture of linear experts for precise and efficient time series forecasting. This approach involves developing a mixture of linear experts with multiple lookback lengths and a new multimodal fusion mechanism. The use of a mixture of linear experts is efficient due to its simplicity, while the multimodal fusion mechanism adaptively combines multiple linear experts based on the learned features of the text modality from pre-trained large language models. In experiments, we rethink the need to align time series to LLMs by existing time-series large language models and further discuss their efficiency and effectiveness in time series forecasting. Our experimental results show that the proposed LeMoLE model presents lower prediction errors and higher computational efficiency than existing LLM models.

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arXiv2024

Mixup Augmentation with Multiple Interpolations

Mixup and its variants form a popular class of data augmentation techniques.Using a random sample pair, it generates a new sample by linear interpolation of the inputs and labels. However, generating only one single interpolation may limit its augmentation ability. In this paper, we propose a simple yet effective extension called multi-mix, which generates multiple interpolations from a sample pair. With an ordered sequence of generated samples, multi-mix can better guide the training process than standard mixup. Moreover, theoretically, this can also reduce the stochastic gradient variance. Extensive experiments on a number of synthetic and large-scale data sets demonstrate that multi-mix outperforms various mixup variants and non-mixup-based baselines in terms of generalization, robustness, and calibration.

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arXiv2023

Non-autoregressive Conditional Diffusion Models for Time Series Prediction

Recently, denoising diffusion models have led to significant breakthroughs in the generation of images, audio and text. However, it is still an open question on how to adapt their strong modeling ability to model time series. In this paper, we propose TimeDiff, a non-autoregressive diffusion model that achieves high-quality time series prediction with the introduction of two novel conditioning mechanisms: future mixup and autoregressive initialization. Similar to teacher forcing, future mixup allows parts of the ground-truth future predictions for conditioning, while autoregressive initialization helps better initialize the model with basic time series patterns such as short-term trends. Extensive experiments are performed on nine real-world datasets. Results show that TimeDiff consistently outperforms existing time series diffusion models, and also achieves the best overall performance across a variety of the existing strong baselines (including transformers and FiLM).

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arXiv2017

Deep-ESN: A Multiple Projection-encoding Hierarchical Reservoir Computing Framework

As an efficient recurrent neural network (RNN) model, reservoir computing (RC) models, such as Echo State Networks, have attracted widespread attention in the last decade. However, while they have had great success with time series data [1], [2], many time series have a multiscale structure, which a single-hidden-layer RC model may have difficulty capturing. In this paper, we propose a novel hierarchical reservoir computing framework we call Deep Echo State Networks (Deep-ESNs). The most distinctive feature of a Deep-ESN is its ability to deal with time series through hierarchical projections. Specifically, when an input time series is projected into the high-dimensional echo-state space of a reservoir, a subsequent encoding layer (e.g., a PCA, autoencoder, or a random projection) can project the echo-state representations into a lower-dimensional space. These low-dimensional representations can then be processed by another ESN. By using projection layers and encoding layers alternately in the hierarchical framework, a Deep-ESN can not only attenuate the effects of the collinearity problem in ESNs, but also fully take advantage of the temporal kernel property of ESNs to explore multiscale dynamics of time series. To fuse the multiscale representations obtained by each reservoir, we add connections from each encoding layer to the last output layer. Theoretical analyses prove that stability of a Deep-ESN is guaranteed by the echo state property (ESP), and the time complexity is equivalent to a conventional ESN. Experimental results on some artificial and real world time series demonstrate that Deep-ESNs can capture multiscale dynamics, and outperform both standard ESNs and previous hierarchical ESN-based models.

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