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Wei Lin

Publications and source records attributed to Wei Lin.

At least 307 records · Page 17Linked to original sources

C^3 Framework: An Open-source PyTorch Code for Crowd Counting

This technical report attempts to provide efficient and solid kits addressed on the field of crowd counting, which is denoted as Crowd Counting Code Framework (C$^3$F). The contributions of C$^3$F are in three folds: 1) Some solid baseline networks are presented, which have achieved the state-of-the-arts. 2) Some flexible parameter setting strategies are provided to further promote the performance. 3) A powerful log system is developed to record the experiment process, which can enhance the reproducibility of each experiment. Our code is made publicly available at \url{https://github.com/gjy3035/C-3-Framework}. Furthermore, we also post a Chinese blog\footnote{\url{https://zhuanlan.zhihu.com/p/65650998}} to describe the details and insights of crowd counting.

cs.CV↗

Learning from Synthetic Data for Crowd Counting in the Wild

Recently, counting the number of people for crowd scenes is a hot topic because of its widespread applications (e.g. video surveillance, public security). It is a difficult task in the wild: changeable environment, large-range number of people cause the current methods can not work well. In addition, due to the scarce data, many methods suffer from over-fitting to a different extent. To remedy the above two problems, firstly, we develop a data collector and labeler, which can generate the synthetic crowd scenes and simultaneously annotate them without any manpower. Based on it, we build a large-scale, diverse synthetic dataset. Secondly, we propose two schemes that exploit the synthetic data to boost the performance of crowd counting in the wild: 1) pretrain a crowd counter on the synthetic data, then finetune it using the real data, which significantly prompts the model's performance on real data; 2) propose a crowd counting method via domain adaptation, which can free humans from heavy data annotations. Extensive experiments show that the first method achieves the state-of-the-art performance on four real datasets, and the second outperforms our baselines. The dataset and source code are available at https://gjy3035.github.io/GCC-CL/.

cs.CV↗

AliGraph: A Comprehensive Graph Neural Network Platform

An increasing number of machine learning tasks require dealing with large graph datasets, which capture rich and complex relationship among potentially billions of elements. Graph Neural Network (GNN) becomes an effective way to address the graph learning problem by converting the graph data into a low dimensional space while keeping both the structural and property information to the maximum extent and constructing a neural network for training and referencing. However, it is challenging to provide an efficient graph storage and computation capabilities to facilitate GNN training and enable development of new GNN algorithms. In this paper, we present a comprehensive graph neural network system, namely AliGraph, which consists of distributed graph storage, optimized sampling operators and runtime to efficiently support not only existing popular GNNs but also a series of in-house developed ones for different scenarios. The system is currently deployed at Alibaba to support a variety of business scenarios, including product recommendation and personalized search at Alibaba's E-Commerce platform. By conducting extensive experiments on a real-world dataset with 492.90 million vertices, 6.82 billion edges and rich attributes, AliGraph performs an order of magnitude faster in terms of graph building (5 minutes vs hours reported from the state-of-the-art PowerGraph platform). At training, AliGraph runs 40%-50% faster with the novel caching strategy and demonstrates around 12 times speed up with the improved runtime. In addition, our in-house developed GNN models all showcase their statistically significant superiorities in terms of both effectiveness and efficiency (e.g., 4.12%-17.19% lift by F1 scores).

cs.DC↗

Supercontinuum generation without residual pump peak through multiple coherent pump seeds

Residual pump peak in fiber-based supercontinuum, as a general phenomenon, limits its practical application. We report a novel supercontinuum generation (SCG) in a conventional highly nonlinear fiber (HNLF) through multiple coherent pump technique, which eliminates the residual pump peak existed in conventional SCG. The multiple coherent pump technique is realized by double bound-state solitons achieved from a homemade modelocked fiber laser. We further compare the SCGs pumped by conventional bound-state soliton and single soliton. It confirms that the effective elimination of the residual pump peak in supercontinuum owes to higher transferring efficiency of the pump energy to new generated frequencies in the multiple coherent pump scheme. The use of multiple coherent pump scheme, i.e., double bound-state solitons, provides a new, simple and promising method to obtain flat supercontinuum source.

physics.optics↗

EENMF: An End-to-End Neural Matching Framework for E-Commerce Sponsored Search

E-commerce sponsored search contributes an important part of revenue for the e-commerce company. In consideration of effectiveness and efficiency, a large-scale sponsored search system commonly adopts a multi-stage architecture. We name these stages as ad retrieval, ad pre-ranking and ad ranking. Ad retrieval and ad pre-ranking are collectively referred to as ad matching in this paper. We propose an end-to-end neural matching framework (EENMF) to model two tasks---vector-based ad retrieval and neural networks based ad pre-ranking. Under the deep matching framework, vector-based ad retrieval harnesses user recent behavior sequence to retrieve relevant ad candidates without the constraint of keyword bidding. Simultaneously, the deep model is employed to perform the global pre-ranking of ad candidates from multiple retrieval paths effectively and efficiently. Besides, the proposed model tries to optimize the pointwise cross-entropy loss which is consistent with the objective of predict models in the ranking stage. We conduct extensive evaluation to validate the performance of the proposed framework. In the real traffic of a large-scale e-commerce sponsored search, the proposed approach significantly outperforms the baseline.

cs.IR↗

Graph-Adaptive Pruning for Efficient Inference of Convolutional Neural Networks

In this work, we propose a graph-adaptive pruning (GAP) method for efficient inference of convolutional neural networks (CNNs). In this method, the network is viewed as a computational graph, in which the vertices denote the computation nodes and edges represent the information flow. Through topology analysis, GAP is capable of adapting to different network structures, especially the widely used cross connections and multi-path data flow in recent novel convolutional models. The models can be adaptively pruned at vertex-level as well as edge-level without any post-processing, thus GAP can directly get practical model compression and inference speed-up. Moreover, it does not need any customized computation library or hardware support. Finetuning is conducted after pruning to restore the model performance. In the finetuning step, we adopt a self-taught knowledge distillation (KD) strategy by utilizing information from the original model, through which, the performance of the optimized model can be sufficiently improved, without introduction of any other teacher model. Experimental results show the proposed GAP can achieve promising result to make inference more efficient, e.g., for ResNeXt-29 on CIFAR10, it can get 13X model compression and 4.3X practical speed-up with marginal loss of accuracy.

cs.CV↗

FusionStitching: Deep Fusion and Code Generation for Tensorflow Computations on GPUs

In recent years, there is a surge on machine learning applications in industry. Many of them are based on popular AI frameworks like Tensorflow, Torch, Caffe, or MxNet, etc, and are enpowered by accelerator platforms such as GPUs. One important challenge of running Tensorflow computations on GPUs is the fine granularity problem, namely, FLOPS of individual ops are far from enough to fully exploit the computing power of underlying accelerators. The XLA framework provides a solid foundation to explore this problem further. In this paper, we propose FusionStitching, a novel, comprehensive Op fusion and code generation system to stitch computations into large GPU kernels. Experimental results on four public models and two of our large inhouse applications show another 55% (geometric mean) reduction of GPU kernel launches, compared to the XLA fusion baseline. This increases the E2E performance of both of our latency critical inhouse applications up to 20%.

cs.DC↗

Transfer Learning for Context-Aware Question Matching in Information-seeking Conversations in E-commerce

Building multi-turn information-seeking conversation systems is an important and challenging research topic. Although several advanced neural text matching models have been proposed for this task, they are generally not efficient for industrial applications. Furthermore, they rely on a large amount of labeled data, which may not be available in real-world applications. To alleviate these problems, we study transfer learning for multi-turn information seeking conversations in this paper. We first propose an efficient and effective multi-turn conversation model based on convolutional neural networks. After that, we extend our model to adapt the knowledge learned from a resource-rich domain to enhance the performance. Finally, we deployed our model in an industrial chatbot called AliMe Assist (https://consumerservice.taobao.com/online-help) and observed a significant improvement over the existing online model.

cs.CL↗

IncepText: A New Inception-Text Module with Deformable PSROI Pooling for Multi-Oriented Scene Text Detection

Incidental scene text detection, especially for multi-oriented text regions, is one of the most challenging tasks in many computer vision applications. Different from the common object detection task, scene text often suffers from a large variance of aspect ratio, scale, and orientation. To solve this problem, we propose a novel end-to-end scene text detector IncepText from an instance-aware segmentation perspective. We design a novel Inception-Text module and introduce deformable PSROI pooling to deal with multi-oriented text detection. Extensive experiments on ICDAR2015, RCTW-17, and MSRA-TD500 datasets demonstrate our method's superiority in terms of both effectiveness and efficiency. Our proposed method achieves 1st place result on ICDAR2015 challenge and the state-of-the-art performance on other datasets. Moreover, we have released our implementation as an OCR product which is available for public access.

cs.CV↗

Beyond Keywords and Relevance: A Personalized Ad Retrieval Framework in E-Commerce Sponsored Search

On most sponsored search platforms, advertisers bid on some keywords for their advertisements (ads). Given a search request, ad retrieval module rewrites the query into bidding keywords, and uses these keywords as keys to select Top N ads through inverted indexes. In this way, an ad will not be retrieved even if queries are related when the advertiser does not bid on corresponding keywords. Moreover, most ad retrieval approaches regard rewriting and ad-selecting as two separated tasks, and focus on boosting relevance between search queries and ads. Recently, in e-commerce sponsored search more and more personalized information has been introduced, such as user profiles, long-time and real-time clicks. Personalized information makes ad retrieval able to employ more elements (e.g. real-time clicks) as search signals and retrieval keys, however it makes ad retrieval more difficult to measure ads retrieved through different signals. To address these problems, we propose a novel ad retrieval framework beyond keywords and relevance in e-commerce sponsored search. Firstly, we employ historical ad click data to initialize a hierarchical network representing signals, keys and ads, in which personalized information is introduced. Then we train a model on top of the hierarchical network by learning the weights of edges. Finally we select the best edges according to the model, boosting RPM/CTR. Experimental results on our e-commerce platform demonstrate that our ad retrieval framework achieves good performance.

cs.IR↗

Fast two-snapshot structured illumination for temporal focusing microscopy with enhanced axial resolution

We present a new two-snapshot structured light illumination (SLI) reconstruction algorithm for fast image acquisition. The new algorithm, which only requires two mutually π phase-shifted raw structured images, is implemented on a custom-built temporal focusing fluorescence microscope (TFFM) to enhance its axial resolution via a digital micromirror device (DMD). First, the orientation of the modulated sinusoidal fringe patterns is automatically identified via spatial frequency vector detection. Subsequently, the modulated in-focal-plane images are obtained via rotation and subtraction. Lastly, a parallel amplitude demodulation method, derived based on Hilbert transform, is applied to complete the decoding processes. To demonstrate the new SLI algorithm, a TFFM is custom-constructed, where a DMD replaces the generic blazed grating in the system and simultaneously functions as a diffraction grating and a programmable binary mask, generating arbitrary fringe patterns. The experimental results show promising depth-discrimination capability with an axial resolution enhancement factor of 1.25, which matches well with the theoretical estimation, i.e, 1.27. Imaging experiments on pollen grain samples have been performed. The results indicate that the two-snapshot algorithm presents comparable contrast reconstruction and optical cross-sectioning capability with those adopting the conventional root-mean-square (RMS) reconstruction method. The two-snapshot method can be readily applied to any sinusoidally modulated illumination systems to realize high-speed 3D imaging as less frames are required for each in-focal-plane image restoration, i.e., the image acquisition speed is improved by 2.5 times for any two-photon systems.

physics.optics↗

Nonsparse learning with latent variables

As a popular tool for producing meaningful and interpretable models, large-scale sparse learning works efficiently when the underlying structures are indeed or close to sparse. However, naively applying the existing regularization methods can result in misleading outcomes due to model misspecification. In particular, the direct sparsity assumption on coefficient vectors has been questioned in real applications. Therefore, we consider nonsparse learning with the conditional sparsity structure that the coefficient vector becomes sparse after taking out the impacts of certain unobservable latent variables. A new methodology of nonsparse learning with latent variables (NSL) is proposed to simultaneously recover the significant observable predictors and latent factors as well as their effects. We explore a common latent family incorporating population principal components and derive the convergence rates of both sample principal components and their score vectors that hold for a wide class of distributions. With the properly estimated latent variables, properties including model selection consistency and oracle inequalities under various prediction and estimation losses are established for the proposed methodology. Our new methodology and results are evidenced by simulation and real data examples.

stat.ME↗

Isochronous Dynamics in Pulse Coupled Oscillator Networks with Delay

We consider a network of identical pulse-coupled oscillators with delay and all-to-all coupling. We demonstrate that the discontinuous nature of the dynamics induces the appearance of isochronous regions---subsets of the phase space filled with periodic orbits having the same period. For fixed values of the network parameters each such isochronous region corresponds to a subset of initial states on an appropriate surface of section with non-zero dimension such that all periodic orbits in this set have qualitatively similar dynamical behaviour. We analytically and numerically study in detail such an isochronous region, give a proof of its existence, and describe its properties. We further describe other isochronous regions that appear in the system.

math.DS↗

SOFAR: large-scale association network learning

Many modern big data applications feature large scale in both numbers of responses and predictors. Better statistical efficiency and scientific insights can be enabled by understanding the large-scale response-predictor association network structures via layers of sparse latent factors ranked by importance. Yet sparsity and orthogonality have been two largely incompatible goals. To accommodate both features, in this paper we suggest the method of sparse orthogonal factor regression (SOFAR) via the sparse singular value decomposition with orthogonality constrained optimization to learn the underlying association networks, with broad applications to both unsupervised and supervised learning tasks such as biclustering with sparse singular value decomposition, sparse principal component analysis, sparse factor analysis, and spare vector autoregression analysis. Exploiting the framework of convexity-assisted nonconvex optimization, we derive nonasymptotic error bounds for the suggested procedure characterizing the theoretical advantages. The statistical guarantees are powered by an efficient SOFAR algorithm with convergence property. Both computational and theoretical advantages of our procedure are demonstrated with several simulation and real data examples.

stat.ME↗

Pricing VIX Derivatives With Free Stochastic Volatility Model

In this paper, we relax the power parameter of instantaneous variance and develop a new stochastic volatility plus jumps model that generalize the Heston model and 3/2 model as special cases. This model has two distinctive features. First, we do not restrict the new parameter, letting the data speak as to its direction. The Generalized Methods of Moments suggests that the newly added parameter is to create varying volatility fluctuation in different period discovered in financial market. Moreover, upward and downward jumps are separately modeled to accommodate the market data. Our model is novel and highly tractable, which means that the quasi-closed-form solutions for future and option prices can be effectively derived. We have employed data on VIX future and corresponding option contracts to test this model to evaluate its ability of performing pricing and capturing features of the implied volatility. To sum up, the free stochastic volatility model with asymmetric jumps is able to adequately capture implied volatility dynamics and thus it can be seen as a superior model relative to the fixed volatility model in pricing VIX derivatives.

q-fin.MF↗

Neural Networks Models for Entity Discovery and Linking

This paper describes the USTC_NELSLIP systems submitted to the Trilingual Entity Detection and Linking (EDL) track in 2016 TAC Knowledge Base Population (KBP) contests. We have built two systems for entity discovery and mention detection (MD): one uses the conditional RNNLM and the other one uses the attention-based encoder-decoder framework. The entity linking (EL) system consists of two modules: a rule based candidate generation and a neural networks probability ranking model. Moreover, some simple string matching rules are used for NIL clustering. At the end, our best system has achieved an F1 score of 0.624 in the end-to-end typed mention ceaf plus metric.

cs.CL↗

Large Covariance Estimation for Compositional Data via Composition-Adjusted Thresholding

High-dimensional compositional data arise naturally in many applications such as metagenomic data analysis. The observed data lie in a high-dimensional simplex, and conventional statistical methods often fail to produce sensible results due to the unit-sum constraint. In this article, we address the problem of covariance estimation for high-dimensional compositional data, and introduce a composition-adjusted thresholding (COAT) method under the assumption that the basis covariance matrix is sparse. Our method is based on a decomposition relating the compositional covariance to the basis covariance, which is approximately identifiable as the dimensionality tends to infinity. The resulting procedure can be viewed as thresholding the sample centered log-ratio covariance matrix and hence is scalable for large covariance matrices. We rigorously characterize the identifiability of the covariance parameters, derive rates of convergence under the spectral norm, and provide theoretical guarantees on support recovery. Simulation studies demonstrate that the COAT estimator outperforms some naive thresholding estimators that ignore the unique features of compositional data. We apply the proposed method to the analysis of a microbiome dataset in order to understand the dependence structure among bacterial taxa in the human gut.

stat.ME↗

Consistent Pricing of VIX and Equity Derivatives with the 4/2 Stochastic Volatility Plus Jumps Model

In this paper, we develop a 4/2 stochastic volatility plus jumps model, namely, a new stochastic volatility model including the Heston model and 3/2 model as special cases. Our model is highly tractable by applying the Lie symmetries theory for PDEs, which means that the pricing procedure can be performed efficiently. In fact, we obtain a closed-form solution for the joint Fourier-Laplace transform so that equity and realized-variance derivatives can be priced. We also employ our model to consistently price equity and VIX derivatives. In this process, the quasi-closed-form solutions for future and option prices are derived. Furthermore, through adopting data on daily VIX future and option prices, we investigate our model along with the Heston model and 3/2 model and compare their different performance in practice. Our result illustrates that the 4/2 model with an instantaneous volatility of the form $(a\sqrt{V_t}+b/\sqrt{V_t})$ for some constants $a, b$ presents considerable advantages in pricing VIX derivatives.

q-fin.CP↗