arXiv subjects

Lu Bai

Publications and source records attributed to Lu Bai.

71 records · Page 4Linked to original sources

arXiv2022

WASP-35 and HAT-P-30/WASP-51: re-analysis using TESS and ground-based transit photometry

High-precision transit observations provide excellent opportunities for characterizing the physical properties of exoplanetary systems. These physical properties supply many pieces of information for unvealing the internal structure, external atmosphere, and dynamical history of the planets. We present revised properties of transiting systems WASP-35 and HAT-P-30/WASP-51 through analyzing newly available TESS photometry and ground-based observations obtained at 1m telescope of Yunnan Observatories as well as from the literature. The improved system parameters are consistent with the previous results. Furthermore, we find that HAT-P-30b/WASP-51b's transits show significant timing variation which cannot be explained by decaying orbit due to tidal dissipation and the Rømer effect, while both apsidal precession and an additional perturbing body could reproduce this signal through our comprehensive dynamical simulations. Because both of them are valuable targets which are suitable for transmission spectroscopy, we make some predictions for atmospheric properties of WASP-35b and HAT-P-30b/WASP-51b based on newly derived system parameters.

astro-ph.EP↗

arXiv2022

Writing Style Aware Document-level Event Extraction

Event extraction, the technology that aims to automatically get the structural information from documents, has attracted more and more attention in many fields. Most existing works discuss this issue with the token-level multi-label classification framework by distinguishing the tokens as different roles while ignoring the writing styles of documents. The writing style is a special way of content organizing for documents and it is relative fixed in documents with a special field (e.g. financial, medical documents, etc.). We argue that the writing style contains important clues for judging the roles for tokens and the ignorance of such patterns might lead to the performance degradation for the existing works. To this end, we model the writing style in documents as a distribution of argument roles, i.e., Role-Rank Distribution, and propose an event extraction model with the Role-Rank Distribution based Supervision Mechanism to capture this pattern through the supervised training process of an event extraction task. We compare our model with state-of-the-art methods on several real-world datasets. The empirical results show that our approach outperforms other alternatives with the captured patterns. This verifies the writing style contains valuable information that could improve the performance of the event extraction task.

cs.CL↗

arXiv2021

Learning Conjoint Attentions for Graph Neural Nets

In this paper, we present Conjoint Attentions (CAs), a class of novel learning-to-attend strategies for graph neural networks (GNNs). Besides considering the layer-wise node features propagated within the GNN, CAs can additionally incorporate various structural interventions, such as node cluster embedding, and higher-order structural correlations that can be learned outside of GNN, when computing attention scores. The node features that are regarded as significant by the conjoint criteria are therefore more likely to be propagated in the GNN. Given the novel Conjoint Attention strategies, we then propose Graph conjoint attention networks (CATs) that can learn representations embedded with significant latent features deemed by the Conjoint Attentions. Besides, we theoretically validate the discriminative capacity of CATs. CATs utilizing the proposed Conjoint Attention strategies have been extensively tested in well-established benchmarking datasets and comprehensively compared with state-of-the-art baselines. The obtained notable performance demonstrates the effectiveness of the proposed Conjoint Attentions.

cs.LG↗

arXiv2020

Cross-Supervised Joint-Event-Extraction with Heterogeneous Information Networks

Joint-event-extraction, which extracts structural information (i.e., entities or triggers of events) from unstructured real-world corpora, has attracted more and more research attention in natural language processing. Most existing works do not fully address the sparse co-occurrence relationships between entities and triggers, which loses this important information and thus deteriorates the extraction performance. To mitigate this issue, we first define the joint-event-extraction as a sequence-to-sequence labeling task with a tag set composed of tags of triggers and entities. Then, to incorporate the missing information in the aforementioned co-occurrence relationships, we propose a Cross-Supervised Mechanism (CSM) to alternately supervise the extraction of either triggers or entities based on the type distribution of each other. Moreover, since the connected entities and triggers naturally form a heterogeneous information network (HIN), we leverage the latent pattern along meta-paths for a given corpus to further improve the performance of our proposed method. To verify the effectiveness of our proposed method, we conduct extensive experiments on four real-world datasets as well as compare our method with state-of-the-art methods. Empirical results and analysis show that our approach outperforms the state-of-the-art methods in both entity and trigger extraction.

cs.CL↗

arXiv2020

Generative Temporal Link Prediction via Self-tokenized Sequence Modeling

We formalize networks with evolving structures as temporal networks and propose a generative link prediction model, Generative Link Sequence Modeling (GLSM), to predict future links for temporal networks. GLSM captures the temporal link formation patterns from the observed links with a sequence modeling framework and has the ability to generate the emerging links by inferring from the probability distribution on the potential future links. To avoid overfitting caused by treating each link as a unique token, we propose a self-tokenization mechanism to transform each raw link in the network to an abstract aggregation token automatically. The self-tokenization is seamlessly integrated into the sequence modeling framework, which allows the proposed GLSM model to have the generalization capability to discover link formation patterns beyond raw link sequences. We compare GLSM with the existing state-of-art methods on five real-world datasets. The experimental results demonstrate that GLSM obtains future positive links effectively in a generative fashion while achieving the best performance (2-10\% improvements on AUC) among other alternatives.

cs.LG↗

arXiv2020

A Big Data Enabled Channel Model for 5G Wireless Communication Systems

The standardization process of the fifth generation (5G) wireless communications has recently been accelerated and the first commercial 5G services would be provided as early as in 2018. The increasing of enormous smartphones, new complex scenarios, large frequency bands, massive antenna elements, and dense small cells will generate big datasets and bring 5G communications to the era of big data. This paper investigates various applications of big data analytics, especially machine learning algorithms in wireless communications and channel modeling. We propose a big data and machine learning enabled wireless channel model framework. The proposed channel model is based on artificial neural networks (ANNs), including feed-forward neural network (FNN) and radial basis function neural network (RBF-NN). The input parameters are transmitter (Tx) and receiver (Rx) coordinates, Tx-Rx distance, and carrier frequency, while the output parameters are channel statistical properties, including the received power, root mean square (RMS) delay spread (DS), and RMS angle spreads (ASs). Datasets used to train and test the ANNs are collected from both real channel measurements and a geometry based stochastic model (GBSM). Simulation results show good performance and indicate that machine learning algorithms can be powerful analytical tools for future measurement-based wireless channel modeling.

eess.SP↗

arXiv2020

A Hierarchical Transitive-Aligned Graph Kernel for Un-attributed Graphs

In this paper, we develop a new graph kernel, namely the Hierarchical Transitive-Aligned kernel, by transitively aligning the vertices between graphs through a family of hierarchical prototype graphs. Comparing to most existing state-of-the-art graph kernels, the proposed kernel has three theoretical advantages. First, it incorporates the locational correspondence information between graphs into the kernel computation, and thus overcomes the shortcoming of ignoring structural correspondences arising in most R-convolution kernels. Second, it guarantees the transitivity between the correspondence information that is not available for most existing matching kernels. Third, it incorporates the information of all graphs under comparisons into the kernel computation process, and thus encapsulates richer characteristics. By transductively training the C-SVM classifier, experimental evaluations demonstrate the effectiveness of the new transitive-aligned kernel. The proposed kernel can outperform state-of-the-art graph kernels on standard graph-based datasets in terms of the classification accuracy.

cs.SI↗

arXiv2020

Relational Thematic Clustering with Mutually Preferred Neighbors

Automatically learning thematic clusters in network data has long been a challenging task in machine learning community. A number of approaches have been proposed to accomplish it, utilizing edges, vertex features, or both aforementioned. However, few of them consider how the quantification of dichotomous inclination w.r.t. network topology and vertex features may influence vertex-cluster preferences, which deters previous methods from uncovering more interpretable latent groups in network data. To fill this void, we propose a novel probabilistic model, dubbed Relational Thematic Clustering with Mutually Preferred Neighbors (RTCMPN). Different from prevalent approaches which predetermine the learning significance of edge structure and vertex features, RTCMPN can further learn the latent preferences indicating which neighboring vertices are more possible to be in the same cluster, and the dichotomous inclinations describing how relative significance w.r.t. edge structure and vertex features may impact the association between pairwise vertices. Therefore, cluster structure implanted with edge structure, vertex features, neighboring preferences, and vertex-vertex dichotomous inclinations can be learned by RTCMPN. We additionally derive an effective Expectation-Maximization algorithm for RTCMPN to infer the optimal model parameters. RTCMPN has been compared with several strong baselines on various network data. The remarkable results validate the effectiveness of RTCMPN.

cs.SI↗

arXiv2019

A Multi-Task Gradient Descent Method for Multi-Label Learning

Multi-label learning studies the problem where an instance is associated with a set of labels. By treating single-label learning problem as one task, the multi-label learning problem can be casted as solving multiple related tasks simultaneously. In this paper, we propose a novel Multi-task Gradient Descent (MGD) algorithm to solve a group of related tasks simultaneously. In the proposed algorithm, each task minimizes its individual cost function using reformative gradient descent, where the relations among the tasks are facilitated through effectively transferring model parameter values across multiple tasks. Theoretical analysis shows that the proposed algorithm is convergent with a proper transfer mechanism. Compared with the existing approaches, MGD is easy to implement, has less requirement on the training model, can achieve seamless asymmetric transformation such that negative transfer is mitigated, and can benefit from parallel computing when the number of tasks is large. The competitive experimental results on multi-label learning datasets validate the effectiveness of the proposed algorithm.

cs.LG↗

arXiv2019

Entropic Dynamic Time Warping Kernels for Co-evolving Financial Time Series Analysis

In this work, we develop a novel framework to measure the similarity between dynamic financial networks, i.e., time-varying financial networks. Particularly, we explore whether the proposed similarity measure can be employed to understand the structural evolution of the financial networks with time. For a set of time-varying financial networks with each vertex representing the individual time series of a different stock and each edge between a pair of time series representing the absolute value of their Pearson correlation, our start point is to compute the commute time matrix associated with the weighted adjacency matrix of the network structures, where each element of the matrix can be seen as the enhanced correlation value between pairwise stocks. For each network, we show how the commute time matrix allows us to identify a reliable set of dominant correlated time series as well as an associated dominant probability distribution of the stock belonging to this set. Furthermore, we represent each original network as a discrete dominant Shannon entropy time series computed from the dominant probability distribution. With the dominant entropy time series for each pair of financial networks to hand, we develop a similarity measure based on the classical dynamic time warping framework, for analyzing the financial time-varying networks. We show that the proposed similarity measure is positive definite and thus corresponds to a kernel measure on graphs. The proposed kernel bridges the gap between graph kernels and the classical dynamic time warping framework for multiple financial time series analysis. Experiments on time-varying networks extracted through New York Stock Exchange (NYSE) database demonstrate the effectiveness of the proposed approach.

q-fin.ST↗

arXiv2019

Competitive Multi-Agent Deep Reinforcement Learning with Counterfactual Thinking

Counterfactual thinking describes a psychological phenomenon that people re-infer the possible results with different solutions about things that have already happened. It helps people to gain more experience from mistakes and thus to perform better in similar future tasks. This paper investigates the counterfactual thinking for agents to find optimal decision-making strategies in multi-agent reinforcement learning environments. In particular, we propose a multi-agent deep reinforcement learning model with a structure which mimics the human-psychological counterfactual thinking process to improve the competitive abilities for agents. To this end, our model generates several possible actions (intent actions) with a parallel policy structure and estimates the rewards and regrets for these intent actions based on its current understanding of the environment. Our model incorporates a scenario-based framework to link the estimated regrets with its inner policies. During the iterations, our model updates the parallel policies and the corresponding scenario-based regrets for agents simultaneously. To verify the effectiveness of our proposed model, we conduct extensive experiments on two different environments with real-world applications. Experimental results show that counterfactual thinking can actually benefit the agents to obtain more accumulative rewards from the environments with fair information by comparing to their opponents while keeping high performing efficiency.

cs.LG↗

arXiv2019

Fused Lasso for Feature Selection using Structural Information

Feature selection has been proven a powerful preprocessing step for high-dimensional data analysis. However, most state-of-the-art methods tend to overlook the structural correlation information between pairwise samples, which may encapsulate useful information for refining the performance of feature selection. Moreover, they usually consider candidate feature relevancy equivalent to selected feature relevancy, and some less relevant features may be misinterpreted as salient features. To overcome these issues, we propose a new feature selection method using structural correlation between pairwise samples. Our idea is based on converting the original vectorial features into structure-based feature graph representations to incorporate structural relationship between samples, and defining a new evaluation measure to compute the joint significance of pairwise feature combinations in relation to the target feature graph. Furthermore, we formulate the corresponding feature subset selection problem into a least square regression model associated with a fused lasso regularizer to simultaneously maximize the joint relevancy and minimize the redundancy of the selected features. To effectively solve the optimization problem, an iterative algorithm is developed to identify the most discriminative features. Experiments demonstrate the effectiveness of the proposed approach.

cs.LG↗

arXiv2019

A Quantum-inspired Similarity Measure for the Analysis of Complete Weighted Graphs

We develop a novel method for measuring the similarity between complete weighted graphs, which are probed by means of discrete-time quantum walks. Directly probing complete graphs using discrete-time quantum walks is intractable due to the cost of simulating the quantum walk. We overcome this problem by extracting a commute-time minimum spanning tree from the complete weighted graph. The spanning tree is probed by a discrete time quantum walk which is initialised using a weighted version of the Perron-Frobenius operator. This naturally encapsulates the edge weight information for the spanning tree extracted from the original graph. For each pair of complete weighted graphs to be compared, we simulate a discrete-time quantum walk on each of the corresponding commute time minimum spanning trees, and then compute the associated density matrices for the quantum walks. The probability of the walk visiting each edge of the spanning tree is given by the diagonal elements of the density matrices. The similarity between each pair of graphs is then computed using either a) the inner product or b) the negative exponential of the Jensen-Shannon divergence between the probability distributions. We show that in both cases the resulting similarity measure is positive definite and therefore corresponds to a kernel on the graphs. We perform a series of experiments on publicly available graph datasets from a variety of different domains, together with time-varying financial networks extracted from data for the New York Stock Exchange. Our experiments demonstrate the effectiveness of the proposed similarity measures.

cs.DS↗

arXiv2019

Learning Vertex Convolutional Networks for Graph Classification

In this paper, we develop a new aligned vertex convolutional network model to learn multi-scale local-level vertex features for graph classification. Our idea is to transform the graphs of arbitrary sizes into fixed-sized aligned vertex grid structures, and define a new vertex convolution operation by adopting a set of fixed-sized one-dimensional convolution filters on the grid structure. We show that the proposed model not only integrates the precise structural correspondence information between graphs but also minimises the loss of structural information residing on local-level vertices. Experiments on standard graph datasets demonstrate the effectiveness of the proposed model.

cs.LG↗

arXiv2019

Graph Convolutional Neural Networks based on Quantum Vertex Saliency

This paper proposes a new Quantum Spatial Graph Convolutional Neural Network (QSGCNN) model that can directly learn a classification function for graphs of arbitrary sizes. Unlike state-of-the-art Graph Convolutional Neural Network (GCNN) models, the proposed QSGCNN model incorporates the process of identifying transitive aligned vertices between graphs, and transforms arbitrary sized graphs into fixed-sized aligned vertex grid structures. In order to learn representative graph characteristics, a new quantum spatial graph convolution is proposed and employed to extract multi-scale vertex features, in terms of quantum information propagation between grid vertices of each graph. Since the quantum spatial convolution preserves the grid structures of the input vertices (i.e., the convolution layer does not change the original spatial sequence of vertices), the proposed QSGCNN model allows to directly employ the traditional convolutional neural network architecture to further learn from the global graph topology, providing an end-to-end deep learning architecture that integrates the graph representation and learning in the quantum spatial graph convolution layer and the traditional convolutional layer for graph classifications. We demonstrate the effectiveness of the proposed QSGCNN model in relation to existing state-of-the-art methods. The proposed QSGCNN model addresses the shortcomings of information loss and imprecise information representation arising in existing GCN models associated with the use of SortPooling or SumPooling layers. Experiments on benchmark graph classification datasets demonstrate the effectiveness of the proposed QSGCNN model.

cs.LG↗

arXiv2018

Deep Co-investment Network Learning for Financial Assets

Most recent works model the market structure of the stock market as a correlation network of the stocks. They apply pre-defined patterns to extract correlation information from the time series of stocks. Without considering the influences of the evolving market structure to the market index trends, these methods hardly obtain the market structure models which are compatible with the market principles. Advancements in deep learning have shown their incredible modeling capacity on various finance-related tasks. However, the learned inner parameters, which capture the essence of the finance time series, are not further exploited about their representation in the financial fields. In this work, we model the financial market structure as a deep co-investment network and propose a Deep Co-investment Network Learning (DeepCNL) method. DeepCNL automatically learns deep co-investment patterns between any pairwise stocks, where the rise-fall trends of the market index are used for distance supervision. The learned inner parameters of the trained DeepCNL, which encodes the temporal dynamics of deep co-investment patterns, are used to build the co-investment network between the stocks as the investment structure of the corresponding market. We verify the effectiveness of DeepCNL on the real-world stock data and compare it with the existing methods on several financial tasks. The experimental results show that DeepCNL not only has the ability to better reflect the stock market structure that is consistent with widely-acknowledged financial principles but also is more capable to approximate the investment activities which lead to the stock performance reported in the real news or research reports than other alternatives.

cs.CE↗

arXiv2018

Identifying The Most Informative Features Using A Structurally Interacting Elastic Net

Feature selection can efficiently identify the most informative features with respect to the target feature used in training. However, state-of-the-art vector-based methods are unable to encapsulate the relationships between feature samples into the feature selection process, thus leading to significant information loss. To address this problem, we propose a new graph-based structurally interacting elastic net method for feature selection. Specifically, we commence by constructing feature graphs that can incorporate pairwise relationship between samples. With the feature graphs to hand, we propose a new information theoretic criterion to measure the joint relevance of different pairwise feature combinations with respect to the target feature graph representation. This measure is used to obtain a structural interaction matrix where the elements represent the proposed information theoretic measure between feature pairs. We then formulate a new optimization model through the combination of the structural interaction matrix and an elastic net regression model for the feature subset selection problem. This allows us to a) preserve the information of the original vectorial space, b) remedy the information loss of the original feature space caused by using graph representation, and c) promote a sparse solution and also encourage correlated features to be selected. Because the proposed optimization problem is non-convex, we develop an efficient alternating direction multiplier method (ADMM) to locate the optimal solutions. Extensive experiments on various datasets demonstrate the effectiveness of the proposed methods.

cs.LG↗