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Peng Luo

Publications and source records attributed to Peng Luo.

At least 37 records · Page 2Linked to original sources

Extended mean field games with terminal constraint via decoupling fields

We consider a class of extended mean field games with common noises, where there exists a strictly terminal constraint. We solve the problem by reducing it to an unconstrained control problem by adding a penalized term in the cost functional and then taking a limit. Using the stochastic maximum principle, we characterize the solution of the unconstrained control problem in terms of a conditional mean field forward-backward stochastic differential equation (FBSDE). We obtain the wellposedness results of the FBSDE and the monotonicity property of its decoupling field. Based on that, we solve the original constrained problem and characterize its solution in terms of a system of coupled conditional mean field FBSDE with a free backward part. In particular, we obtain the solvability of a new type of coupled conditional mean field FBSDEs.

math.OC↗

CoCo-Bench: A Comprehensive Code Benchmark For Multi-task Large Language Model Evaluation

Large language models (LLMs) play a crucial role in software engineering, excelling in tasks like code generation and maintenance. However, existing benchmarks are often narrow in scope, focusing on a specific task and lack a comprehensive evaluation framework that reflects real-world applications. To address these gaps, we introduce CoCo-Bench (Comprehensive Code Benchmark), designed to evaluate LLMs across four critical dimensions: code understanding, code generation, code modification, and code review. These dimensions capture essential developer needs, ensuring a more systematic and representative evaluation. CoCo-Bench includes multiple programming languages and varying task difficulties, with rigorous manual review to ensure data quality and accuracy. Empirical results show that CoCo-Bench aligns with existing benchmarks while uncovering significant variations in model performance, effectively highlighting strengths and weaknesses. By offering a holistic and objective evaluation, CoCo-Bench provides valuable insights to guide future research and technological advancements in code-oriented LLMs, establishing a reliable benchmark for the field.

cs.SE↗

GeoConformal prediction: a model-agnostic framework of measuring the uncertainty of spatial prediction

Spatial prediction is a fundamental task in geography. In recent years, with advances in geospatial artificial intelligence (GeoAI), numerous models have been developed to improve the accuracy of geographic variable predictions. Beyond achieving higher accuracy, it is equally important to obtain predictions with uncertainty measures to enhance model credibility and support responsible spatial prediction. Although geostatistic methods like Kriging offer some level of uncertainty assessment, such as Kriging variance, these measurements are not always accurate and lack general applicability to other spatial models. To address this issue, we propose a model-agnostic uncertainty assessment method called GeoConformal Prediction, which incorporates geographical weighting into conformal prediction. We applied it to two classic spatial prediction cases, spatial regression and spatial interpolation, to evaluate its reliability. First, in the spatial regression case, we used XGBoost to predict housing prices, followed by GeoConformal to calculate uncertainty. Our results show that GeoConformal achieved a coverage rate of 93.67%, while Bootstrap methods only reached a maximum coverage of 81.00% after 2000 runs. Next, we applied GeoConformal to spatial interpolation models. We found that the uncertainty obtained from GeoConformal aligned closely with the variance in Kriging. Finally, using GeoConformal, we analyzed the sources of uncertainty in spatial prediction. We found that explicitly including local features in AI models can significantly reduce prediction uncertainty, especially in areas with strong local dependence. Our findings suggest that GeoConformal holds potential not only for geographic knowledge discovery but also for guiding the design of future GeoAI models, paving the way for more reliable and interpretable spatial prediction frameworks.

stat.ML↗

APSQ: Additive Partial Sum Quantization with Algorithm-Hardware Co-Design

DNN accelerators, significantly advanced by model compression and specialized dataflow techniques, have marked considerable progress. However, the frequent access of high-precision partial sums (PSUMs) leads to excessive memory demands in architectures utilizing input/weight stationary dataflows. Traditional compression strategies have typically overlooked PSUM quantization, which may account for 69% of power consumption. This study introduces a novel Additive Partial Sum Quantization (APSQ) method, seamlessly integrating PSUM accumulation into the quantization framework. A grouping strategy that combines APSQ with PSUM quantization enhanced by a reconfigurable architecture is further proposed. The APSQ performs nearly lossless on NLP and CV tasks across BERT, Segformer, and EfficientViT models while compressing PSUMs to INT8. This leads to a notable reduction in energy costs by 28-87%. Extended experiments on LLaMA2-7B demonstrate the potential of APSQ for large language models. Code is available at https://github.com/Yonghao-Tan/APSQ.

cs.AR↗

Hiding Functions within Functions: Steganography by Implicit Neural Representations

Deep steganography utilizes the powerful capabilities of deep neural networks to embed and extract messages, but its reliance on an additional message extractor limits its practical use due to the added suspicion it can raise from steganalyzers. To address this problem, we propose StegaINR, which utilizes Implicit Neural Representation (INR) to implement steganography. StegaINR embeds a secret function into a stego function, which serves as both the message extractor and the stego media for secure transmission on a public channel. Recipients need only use a shared key to recover the secret function from the stego function, allowing them to obtain the secret message. Our approach makes use of continuous functions, enabling it to handle various types of messages. To our knowledge, this is the first work to introduce INR into steganography. We performed evaluations on image and climate data to test our method in different deployment contexts.

cs.CR↗

Interpreting core forms of urban morphology linked to urban functions with explainable graph neural network

Understanding the high-order relationship between urban form and function is essential for modeling the underlying mechanisms of sustainable urban systems. Nevertheless, it is challenging to establish an accurate data representation for complex urban forms that are readily explicable in human terms. This study proposed the concept of core urban morphology representation and developed an explainable deep learning framework for explicably symbolizing complex urban forms into the novel representation, which we call CoMo. By interpretating the well-trained deep learning model with a stable weighted F1-score of 89.14%, CoMo presents a promising approach for revealing links between urban function and urban form in terms of core urban morphology representation. Using Boston as a study area, we analyzed the core urban forms at the individual-building, block, and neighborhood level that are important to corresponding urban functions. The residential core forms follow a gradual morphological pattern along the urban spine, which is consistent with a center-urban-suburban transition. Furthermore, we prove that urban morphology directly affects land use efficiency, which has a significantly strong correlation with the location (R2=0.721, p<0.001). Overall, CoMo can explicably symbolize urban forms, provide evidence for the classic urban location theory, and offer mechanistic insights for digital twins.

cs.CE↗

Modeling shared micromobility as a label propagation process for detecting the overlapping communities

Shared micro-mobility such as e-scooters has gained significant popularity in many cities. However, existing methods for detecting community structures in mobility networks often overlook potential overlaps between communities. In this study, we conceptualize shared micro-mobility in urban spaces as a process of information exchange, where locations are connected through e-scooters, facilitating the interaction and propagation of community affiliations. As a result, similar locations are assigned the same label. Based on this concept, we developed a Geospatial Interaction Propagation model (GIP) by designing a Speaker-Listener Label Propagation Algorithm (SLPA) that accounts for geographic distance decay, incorporating anomaly detection to ensure the derived community structures reflect meaningful spatial patterns. We applied this model to detect overlapping communities within the e-scooter system in Washington, D.C. The results demonstrate that our algorithm outperforms existing model of overlapping community detection in both efficiency and modularity. However, existing methods for detecting community structures in mobility networks often overlook potential overlaps between communities. In this study, we conceptualize shared micro-mobility in urban spaces as a process of information exchange, where locations are connected through e-scooters, facilitating the interaction and propagation of community affiliations. As a result, similar locations are assigned the same label. Based on this concept, we developed a Geospatial Interaction Propagation model (GIP) by designing a Speaker-Listener Label Propagation Algorithm (SLPA) that accounts for geographic distance decay, incorporating anomaly detection to ensure the derived community structures reflect meaningful spatial patterns.

cs.SI↗

Toward Ethical Spatial Analysis: Addressing Endogenous Bias Through Visual Analytics

Spatial analysis can generate both exogenous and endogenous biases, which will lead to ethics issues. Exogenous biases arise from external factors or environments and are unrelated to internal operating mechanisms, while endogenous biases stem from internal processes or technologies. Although much attention has been given to exogenous biases, endogenous biases in spatial analysis have been largely overlooked, and a comprehensive methodology for addressing them is yet to be developed. To tackle this challenge, we propose that visual analytics can play a key role in understanding geographic data and improving the interpretation of analytical results. In this study, we conducted a preliminary investigation using various visualization techniques to explore endogenous biases. Our findings demonstrate the potentials of visual analytics to uncover hidden biases and identify associated issues. Additionally, we synthesized these visualization strategies into a framework that approximates a method for detecting endogenous biases. Through this work, we advocate for the integration of visualization at three critical stages of spatial analysis in order to minimize errors, address ethical concerns, and reduce misinterpretations associated with endogenous biases.

cs.HC↗

Pervasive impact of spatial dependence on predictability

Understanding the complex nature of spatial information is crucial for problem solving in social and environmental sciences. This study investigates how the underlying patterns of spatial data can significantly influence the outcomes of spatial predictions. Recognizing unique characteristics of spatial data, such as spatial dependence and spatial heterogeneity, we delve into the fundamental differences and similarities between spatial and non-geospatial prediction models. Through the analysis of six different datasets of environment and socio-economic variables, comparing geospatial models with non-geospatial models, our research highlights the pervasive nature of spatial dependence beyond geographical boundaries. This innovative approach not only recognizes spatial dependence in geographic spaces defined by latitude and longitude but also identifies its presence in non-geographic, attribute-based dimensions. Our findings reveal the pervasive influence of spatial dependence on prediction outcomes across various domains, and spatial dependence significantly influences prediction performance across all spaces. Our findings suggest that the strongest spatial dependence is typically found in geographic space for environment variables, a trend that does not uniformly apply to socio-economic variables. This investigation not only advances the theoretical framework for spatial data analysis, but also proposes new methodologies for accurately capturing and expressing spatial dependence under complex conditions. Our research extends spatial analysis to non-geographic dimensions such as social networks and gene expression patterns, emphasizing the role of spatial dependence in improving prediction accuracy, thereby supporting interdisciplinary applications across fields such as geographic information science, environmental science, economics, sociology, and bioinformatics.

physics.soc-ph↗

A robust stochastic control problem with applications to monotone mean-variance problems

This paper studies a robust stochastic control problem with a monotone mean-variance cost functional and random coefficients. The main technique is to find the saddle point through two backward stochastic differential equations (BSDEs) with unbounded coefficients. We further show that the robust stochastic control problem shares the same optimal control and optimal value with the stochastic control problem with a mean-variance cost functional. The results obtained are then applied to monotone mean-variance and mean-variance portfolio selection problems and monotone mean-variance and mean-variance investment-reinsurance problems.

math.OC↗

Non-homogeneous stochastic linear-quadratic optimal control problems with multi-dimensional state and regime switching

In this paper, we study non-homogeneous stochastic linear-quadratic (LQ) optimal control problems with multi-dimensional state and regime switching. We focus on the corresponding stochastic Riccati equation, which is the same as that one in homogeneous stochastic LQ optimal control problem, and the adjoint backward stochastic differential equation (BSDE), which arises from the non-homogeneous terms in the state equation and cost functional. Both stochastic Riccati equation and adjoint BSDE are solved by the contraction mapping method, and are used to represent the closed-loop optimal control and the optimal value of our problems.

math.OC↗

Genetic Quantization-Aware Approximation for Non-Linear Operations in Transformers

Non-linear functions are prevalent in Transformers and their lightweight variants, incurring substantial and frequently underestimated hardware costs. Previous state-of-the-art works optimize these operations by piece-wise linear approximation and store the parameters in look-up tables (LUT), but most of them require unfriendly high-precision arithmetics such as FP/INT 32 and lack consideration of integer-only INT quantization. This paper proposed a genetic LUT-Approximation algorithm namely GQA-LUT that can automatically determine the parameters with quantization awareness. The results demonstrate that GQA-LUT achieves negligible degradation on the challenging semantic segmentation task for both vanilla and linear Transformer models. Besides, proposed GQA-LUT enables the employment of INT8-based LUT-Approximation that achieves an area savings of 81.3~81.7% and a power reduction of 79.3~80.2% compared to the high-precision FP/INT 32 alternatives. Code is available at https:// github.com/PingchengDong/GQA-LUT.

cs.LG↗

Infinite horizon McKean-Vlasov FBSDEs and applications to mean field control problems

In this paper, we study a class of infinite horizon fully coupled McKean-Vlasov forward-backward stochastic differential equations (FBSDEs). We propose a generalized monotonicity condition involving two flexible functions. Under this condition, we establish the well-posedness results for infinite horizon McKean-Vlasov FBSDEs by the method of continuation, including the unique solvability, an estimate of the solution, and the related continuous dependence property of the solution on the coefficients. Based on the solvability result, we study an infinite horizon mean field control problem. Moreover, by choosing appropriate form of the flexible functions, we can eliminate the different phenomenon between the linear-quadratic (LQ) problems on infinite horizon and finite horizon proposed in Wei and Yu (SIAM J. Control Optim. 59: 2594-2623, 2021).

math.OC↗

The perturbation method applied to a robust optimization problem with constraint

The present paper studies a kind of robust optimization problems with constraint. The problem is formulated through Backward Stochastic Differential Equations (BSDEs) with quadratic generators. A necessary condition is established for the optimal solution using a terminal perturbation method and properties of Bounded Mean Oscillation (BMO) martingales. The necessary condition is further proved to be sufficient for the existence of an optimal solution under an additional convexity assumption. Finally, the optimality condition is applied to discuss problems of partial hedging with ambiguity, fundraising under ambiguity and randomized testing problems for a quadratic $g$-expectation.

math.OC↗

Uncover the nature of overlapping community in cities

Urban spaces, though often perceived as discrete communities, are shared by various functional and social groups. Our study introduces a graph-based physics-aware deep learning framework, illuminating the intricate overlapping nature inherent in urban communities. Through analysis of individual mobile phone positioning data at Twin Cities metro area (TCMA) in Minnesota, USA, our findings reveal that 95.7 % of urban functional complexity stems from the overlapping structure of communities during weekdays. Significantly, our research not only quantifies these overlaps but also reveals their compelling correlations with income and racial indicators, unraveling the complex segregation patterns in U.S. cities. As the first to elucidate the overlapping nature of urban communities, this work offers a unique geospatial perspective on looking at urban structures, highlighting the nuanced interplay of socioeconomic dynamics within cities.

physics.soc-ph↗

STAGER checklist: Standardized Testing and Assessment Guidelines for Evaluating Generative AI Reliability

Generative Artificial Intelligence (AI) holds immense potential in medical applications. Numerous studies have explored the efficacy of various generative AI models within healthcare contexts, but there is a lack of a comprehensive and systematic evaluation framework. Given that some studies evaluating the ability of generative AI for medical applications have deficiencies in their methodological design, standardized guidelines for their evaluation are also currently lacking. In response, our objective is to devise standardized assessment guidelines tailored for evaluating the performance of generative AI systems in medical contexts. To this end, we conducted a thorough literature review using the PubMed and Google Scholar databases, focusing on research that tests generative AI capabilities in medicine. Our multidisciplinary team, comprising experts in life sciences, clinical medicine, medical engineering, and generative AI users, conducted several discussion sessions and developed a checklist of 23 items. The checklist is designed to encompass the critical evaluation aspects of generative AI in medical applications comprehensively. This checklist, and the broader assessment framework it anchors, address several key dimensions, including question collection, querying methodologies, and assessment techniques. We aim to provide a holistic evaluation of AI systems. The checklist delineates a clear pathway from question gathering to result assessment, offering researchers guidance through potential challenges and pitfalls. Our framework furnishes a standardized, systematic approach for research involving the testing of generative AI's applicability in medicine. It enhances the quality of research reporting and aids in the evolution of generative AI in medicine and life sciences.

cs.HC↗

Linear-quadratic extended mean field games with common noises

In this paper, we consider a class of linear quadratic extended mean field games (MFGs) with common noises where the state coefficients and the cost functional vary with the mean field term in a nonlinear way. Based on stochastic maximum principle, solving the mean field game is transformed into solving a conditional mean field forward-backward stochastic differential equation (FBSDE). We first establish solvability for a type of (more general) conditional mean field FBSDEs under monotonicity conditions. We further provide some regularity results which lead to classical solutions for the associated master equations. In particular, the linear quadratic extended mean field game is solved and classical solution for (extended mean field game) master equation is obtained.

math.OC↗

Turnpike properties for stochastic backward linear-quadratic optimal problems

This paper deals with the long time behavior of the optimal solution of stochastic backward linear-quadratic optimal control problem over the finite time horizon. Both weak and strong turnpike properties are established under appropriate conditions, including stabilizability condition. The key ingredients are to formulate the corresponding static optimization problem and determine the correction processes. However, our techniques are quite different from stochastic (forward) linear-quadratic case.

math.OC↗