arXiv subjects

Qizheng Wang

Publications and source records attributed to Qizheng Wang.

2 recordsLinked to original sources

arXiv2026

Close Shortcut Wins Long: Seeking Diverse and Stable Generators for Data-Free Knowledge Distillation

Data-Free Knowledge Distillation (DFKD) preserves privacy by transferring knowledge without real data access. However, existing generator-based DFKD methods suffer from over-reliance on teacher preferences and pattern collapse, exhibiting "generative shortcut learning" in the frequency domain: dependent on specific frequency components and frequency positions, resulting in inconsistent synthetic image quality and class diversity. In this paper, we propose a CSWL framework aimed at introducing insights from the frequency domain perspective to improve generator diversity and training stability to Close the phenomenon of Shortcut learning to Win in the Longer term. To address the issue of generative shortcut learning, we introduce frequency-domain augmentation at the feature level, encouraging the generator to attend to the full frequency spectrum and thereby suppress shortcut learning behavior. To tackle training instability, we propose a Cross-Stage Frequency Reconstruction (CSFR) auxiliary task, which implicitly constructs an Exponential Moving Average (EMA) mechanism to promote long-term optimization and stability. Extensive experiments, including downstream tasks and various image recognition datasets at multiple resolutions, validate the effectiveness of CSWL in improving both diversity and stability from the frequency view.

cs.CV↗

arXiv2026

The Forecast After the Forecast: A Post-Processing Shift in Time Series

Time series forecasting has long been dominated by advances in model architecture, with recent progress driven by deep learning and hybrid statistical techniques. However, as forecasting models approach diminishing returns in accuracy, a critical yet underexplored opportunity emerges: the strategic use of post-processing. In this paper, we address the last-mile gap in time-series forecasting, which is to improve accuracy and uncertainty without retraining or modifying a deployed backbone. We propose $δ$-Adapter, a lightweight, architecture-agnostic way to boost deployed time series forecasters without retraining. $δ$-Adapter learns tiny, bounded modules at two interfaces: input nudging (soft edits to covariates) and output residual correction. We provide local descent guarantees, $O(δ)$ drift bounds, and compositional stability for combined adapters. Meanwhile, it can act as a feature selector by learning a sparse, horizon-aware mask over inputs to select important features, thereby improving interpretability. In addition, it can also be used as a distribution calibrator to measure uncertainty. Thus, we introduce a Quantile Calibrator and a Conformal Corrector that together deliver calibrated, personalized intervals with finite-sample coverage. Our experiments across diverse backbones and datasets show that $δ$-Adapter improves accuracy and calibration with negligible compute and no interface changes.

cs.LG↗