arXiv subjects

Xiangyu Yang

Publications and source records attributed to Xiangyu Yang.

13 recordsLinked to original sources

arXiv2026

Nonparametric Learning and Earning with One-Point Feedback under Nonstationarity

Firms increasingly rely on dynamic pricing to respond to evolving customer demand, yet in many applications they observe only the revenue generated by a single posted price in each period. At the same time, market conditions may shift gradually or abruptly due to changes in customer preferences, competition, or external shocks. These features create two intertwined challenges: learning the revenue--demand relationship from limited feedback and adapting pricing decisions to a changing environment. We study how a seller can learn and earn effectively under these constraints, without assuming a specific parametric form for demand. We develop a learning framework that updates prices using revenue-based gradient approximations constructed from one observation per period. To address environmental changes, we incorporate a restarting mechanism that periodically refreshes the learning process so that outdated information is discounted. When the degree of nonstationarity is unknown, we further introduce a meta-learning layer to adaptively hedge across multiple restarting schedules. We provide performance guarantees for our approach, showing how cumulative revenue loss relative to a fully informed benchmark depends on both the time horizon and the magnitude of market variation. Simulation experiments using synthetic and real-world data illustrate the effectiveness of the proposed procedures.

cs.LG↗

arXiv2026

Quantum Pontus--Mpemba Effect in Dissipative Quasiperiodic Chains

We investigate how quasiperiodic spatial structure enables protocol-induced acceleration in open quantum systems by analyzing the Pontus-Mpemba effect in one-dimensional chains subject to Markovian dephasing. The dynamics are governed by a Lindblad superoperator that drives all initial states toward a maximally mixed infinite-temperature steady state, isolating dynamical mechanisms from static equilibrium properties. Considering two representative quasiperiodic models, namely a tight-binding chain with a mosaic potential and its extension with power-law long-range hopping, we show that a properly engineered two-step protocol, in which the system is first steered to a finite temperature intermediate state, yields a strictly shorter overall relaxation time than direct evolution from the same initial configuration. This protocol-induced acceleration persists for both initially localized and extended eigenstates and remains robust in the presence of long-range hopping. A Liouvillian spectral analysis reveals that the mechanism originates from a redistribution of spectral weight that suppresses overlap with the slowest decay modes, rather than from any modification of the decay spectrum itself. Our results establish quasiperiodic chains as a controlled setting for engineering relaxation pathways through Liouvillian spectral structure.

cond-mat.dis-nn↗

arXiv2025

COLA-GEC: A Bidirectional Framework for Enhancing Grammatical Acceptability and Error Correction

Grammatical Error Correction (GEC) and grammatical acceptability judgment (COLA) are core tasks in natural language processing, sharing foundational grammatical knowledge yet typically evolving independently. This paper introduces COLA-GEC, a novel bidirectional framework that enhances both tasks through mutual knowledge transfer. First, we augment grammatical acceptability models using GEC datasets, significantly improving their performance across multiple languages. Second, we integrate grammatical acceptability signals into GEC model training via a dynamic loss function, effectively guiding corrections toward grammatically acceptable outputs. Our approach achieves state-of-the-art results on several multilingual benchmarks. Comprehensive error analysis highlights remaining challenges, particularly in punctuation error correction, providing insights for future improvements in grammatical modeling.

cs.CL↗

arXiv2024

Method of Moments Estimation for Affine Stochastic Volatility Models

We develop moment estimators for the parameters of affine stochastic volatility models. We first address the challenge of calculating moments for the models by introducing a recursive equation for deriving closed-form expressions for moments of any order. Consequently, we propose our moment estimators. We then establish a central limit theorem for our estimators and derive the explicit formulas for the asymptotic covariance matrix. Finally, we provide numerical results to validate our method.

q-fin.ST↗

arXiv2024

Alternating Iteratively Reweighted $\ell_1$ and Subspace Newton Algorithms for Nonconvex Sparse Optimization

This paper presents a novel hybrid algorithm for minimizing the sum of a continuously differentiable loss function and a nonsmooth, possibly nonconvex, sparse regularization function. The proposed method alternates between solving a reweighted $\ell_1$-regularized subproblem and performing an inexact subspace Newton step. The reweighted $\ell_1$-subproblem allows for efficient closed-form solutions via the soft-thresholding operator, avoiding the computational overhead of proximity operator calculations. As the algorithm approaches an optimal solution, it maintains a stable support set, ensuring that nonzero components stay uniformly bounded away from zero. It then switches to a perturbed regularized Newton method, further accelerating the convergence. We prove global convergence to a critical point and, under suitable conditions, demonstrate that the algorithm exhibits local linear and quadratic convergence rates. Numerical experiments show that our algorithm outperforms existing methods in both efficiency and solution quality across various model prediction problems.

math.OC↗

arXiv2024

System Report for CCL24-Eval Task 7: Multi-Error Modeling and Fluency-Targeted Pre-training for Chinese Essay Evaluation

This system report presents our approaches and results for the Chinese Essay Fluency Evaluation (CEFE) task at CCL-2024. For Track 1, we optimized predictions for challenging fine-grained error types using binary classification models and trained coarse-grained models on the Chinese Learner 4W corpus. In Track 2, we enhanced performance by constructing a pseudo-dataset with multiple error types per sentence. For Track 3, where we achieved first place, we generated fluency-rated pseudo-data via back-translation for pre-training and used an NSP-based strategy with Symmetric Cross Entropy loss to capture context and mitigate long dependencies. Our methods effectively address key challenges in Chinese Essay Fluency Evaluation.

cs.CL↗

arXiv2024

Efficient Low-rank Identification via Accelerated Iteratively Reweighted Nuclear Norm Minimization

This paper considers the problem of minimizing the sum of a smooth function and the Schatten-$p$ norm of the matrix. Our contribution involves proposing accelerated iteratively reweighted nuclear norm methods designed for solving the nonconvex low-rank minimization problem. Two major novelties characterize our approach. Firstly, the proposed method possesses a rank identification property, enabling the provable identification of the "correct" rank of the stationary point within a finite number of iterations. Secondly, we introduce an adaptive updating strategy for smoothing parameters. This strategy automatically fixes parameters associated with zero singular values as constants upon detecting the "correct" rank while quickly driving the rest of the parameters to zero. This adaptive behavior transforms the algorithm into one that effectively solves smooth problems after a few iterations, setting our work apart from existing iteratively reweighted methods for low-rank optimization. We prove the global convergence of the proposed algorithm, guaranteeing that every limit point of the iterates is a critical point. Furthermore, a local convergence rate analysis is provided under the Kurdyka-{\L}ojasiewicz property. We conduct numerical experiments using both synthetic and real data to showcase our algorithm's efficiency and superiority over existing methods.

math.OC↗

arXiv2022

A Screening Strategy for Structured Optimization Involving Nonconvex $\ell_{q,p}$ Regularization

In this paper, we develop a simple yet effective screening rule strategy to improve the computational efficiency in solving structured optimization involving nonconvex $\ell_{q,p}$ regularization. Based on an iteratively reweighted $\ell_1$ (IRL1) framework, the proposed screening rule works like a preprocessing module that potentially removes the inactive groups before starting the subproblem solver, thereby reducing the computational time in total. This is mainly achieved by heuristically exploiting the dual subproblem information during each iteration.Moreover, we prove that our screening rule can remove all inactive variables in a finite number of iterations of the IRL1 method. Numerical experiments illustrate the efficiency of our screening rule strategy compared with several state-of-the-art algorithms.

cs.LG↗

arXiv2021

Traffic Event Detection as a Slot Filling Problem

In this paper, we introduce the new problem of extracting fine-grained traffic information from Twitter streams by also making publicly available the two (constructed) traffic-related datasets from Belgium and the Brussels capital region. In particular, we experiment with several models to identify (i) whether a tweet is traffic-related or not, and (ii) in the case that the tweet is traffic-related to identify more fine-grained information regarding the event (e.g., the type of the event, where the event happened). To do so, we frame (i) the problem of identifying whether a tweet is a traffic-related event or not as a text classification subtask, and (ii) the problem of identifying more fine-grained traffic-related information as a slot filling subtask, where fine-grained information (e.g., where an event has happened) is represented as a slot/entity of a particular type. We propose the use of several methods that process the two subtasks either separately or in a joint setting, and we evaluate the effectiveness of the proposed methods for solving the traffic event detection problem. Experimental results indicate that the proposed architectures achieve high performance scores (i.e., more than 95% in terms of F$_{1}$ score) on the constructed datasets for both of the subtasks (i.e., text classification and slot filling) even in a transfer learning scenario. In addition, by incorporating tweet-level information in each of the tokens comprising the tweet (for the BERT-based model) can lead to a performance improvement for the joint setting.

cs.CL↗

arXiv2021

Minimization Over the Nonconvex Sparsity Constraint Using A Hybrid First-order method

We investigate a class of nonconvex optimization problems characterized by a feasible set consisting of level-bounded nonconvex regularizers, with a continuously differentiable objective. We propose a novel hybrid approach to tackle such structured problems within a first-order algorithmic framework by combining the Frank-Wolfe method and the gradient projection method. The Frank-Wolfe step is amenable to a closed-form solution, while the gradient projection step can be efficiently performed in a reduced subspace. A notable characteristic of our approach lies in its independence from introducing smoothing parameters, enabling efficient solutions to the original nonsmooth problems. We establish the global convergence of the proposed algorithm and show the $O(1/\sqrt{k})$ convergence rate in terms of the optimality error for nonconvex objectives under reasonable assumptions. Numerical experiments underscore the practicality and efficiency of our proposed algorithm compared to existing cutting-edge methods. Furthermore, we highlight how the proposed algorithm contributes to the advancement of nonconvex regularizer-constrained optimization.

math.OC↗

arXiv2021

An Iteratively Reweighted Method for Sparse Optimization on Nonconvex $\ell_{p}$ Ball

This paper is intended to solve the nonconvex $\ell_{p}$-ball constrained nonlinear optimization problems. An iteratively reweighted method is proposed, which solves a sequence of weighted $\ell_{1}$-ball projection subproblems. At each iteration, the next iterate is obtained by moving along the negative gradient with a stepsize and then projecting the resulted point onto the weighted $\ell_{1}$ ball to approximate the $\ell_{p}$ ball. Specifically, if the current iterate is in the interior of the feasible set, then the weighted $\ell_{1}$ ball is formed by linearizing the $\ell_{p}$ norm at the current iterate. If the current iterate is on the boundary of the feasible set, then the weighted $\ell_{1}$ ball is formed differently by keeping those zero components in the current iterate still zero. In our analysis, we prove that the generated iterates converge to a first-order stationary point. Numerical experiments demonstrate the effectiveness of the proposed method.

math.OC↗

arXiv2021

Towards An Efficient Approach for the Nonconvex $\ell_p$ Ball Projection: Algorithm and Analysis

This paper primarily focuses on computing the Euclidean projection of a vector onto the $\ell_{p}$ ball in which $p\in(0,1)$. Such a problem emerges as the core building block in statistical machine learning and signal processing tasks because of its ability to promote the sparsity of the desired solution. However, efficient numerical algorithms for finding the projections are still not available, particularly in large-scale optimization. To meet this challenge, we first derive the first-order necessary optimality conditions of this problem. Based on this characterization, we develop a novel numerical approach for computing the stationary point by solving a sequence of projections onto the reweighted $\ell_{1}$-balls. This method is practically simple to implement and computationally efficient. Moreover, the proposed algorithm is shown to converge uniquely under mild conditions and has a worst-case $O(1/\sqrt{k})$ convergence rate. Numerical experiments demonstrate the efficiency of our proposed algorithm.

math.OC↗

arXiv2020

Sparse Optimization for Green Edge AI Inference

With the rapid upsurge of deep learning tasks at the network edge, effective edge artificial intelligence (AI) inference becomes critical to provide low-latency intelligent services for mobile users via leveraging the edge computing capability. In such scenarios, energy efficiency becomes a primary concern. In this paper, we present a joint inference task selection and downlink beamforming strategy to achieve energy-efficient edge AI inference through minimizing the overall power consumption consisting of both computation and transmission power consumption, yielding a mixed combinatorial optimization problem. By exploiting the inherent connections between the set of task selection and group sparsity structural transmit beamforming vector, we reformulate the optimization as a group sparse beamforming problem. To solve this challenging problem, we propose a log-sum function based three-stage approach. By adopting the log-sum function to enhance the group sparsity, a proximal iteratively reweighted algorithm is developed. Furthermore, we establish the global convergence analysis and provide the ergodic worst-case convergence rate for this algorithm. Simulation results will demonstrate the effectiveness of the proposed approach for improving energy efficiency in edge AI inference systems.

cs.IT↗