arXiv subjects

Xiaoqian Wang

Publications and source records attributed to Xiaoqian Wang.

At least 37 records · Page 2Linked to original sources

arXiv2024

Another look at forecast trimming for combinations: robustness, accuracy and diversity

Forecast combination is widely recognized as a preferred strategy over forecast selection due to its ability to mitigate the uncertainty associated with identifying a single "best" forecast. Nonetheless, sophisticated combinations are often empirically dominated by simple averaging, which is commonly attributed to the weight estimation error. The issue becomes more problematic when dealing with a forecast pool containing a large number of individual forecasts. In this paper, we propose a new forecast trimming algorithm to identify an optimal subset from the original forecast pool for forecast combination tasks. In contrast to existing approaches, our proposed algorithm simultaneously takes into account the robustness, accuracy and diversity issues of the forecast pool, rather than isolating each one of these issues. We also develop five forecast trimming algorithms as benchmarks, including one trimming-free algorithm and several trimming algorithms that isolate each one of the three key issues. Experimental results show that our algorithm achieves superior forecasting performance in general in terms of both point forecasts and prediction intervals. Nevertheless, we argue that diversity does not always have to be addressed in forecast trimming. Based on the results, we offer some practical guidelines on the selection of forecast trimming algorithms for a target series.

stat.ME↗

arXiv2024

Comparison of Ion-Proton Differential Speed between ICMEs and Solar Wind near 1 au

The elemental abundance of ICMEs and solar wind near 1 au is often adopted to represent the abundance in the corresponding coronal sources. However, the absolute abundance of heavy ions (relative to hydrogen) near 1 au might be different from the coronal abundance due to the ion-proton differential speed ($V_{ip}$). To illustrate the $V_{ip}$ characteristics and explore whether it influences the absolute abundance analysis for ICMEs and solar wind, we perform a statistical study on the $V_{ip}$ for He$^{2+}$, C$^{5+}$, O$^{6+}$, and Fe$^{10+}$ in both ICMEs and solar wind based on measurements of Advanced Composition Explorer. The results show that the $V_{ip}$ is negligible within ICMEs and slow solar wind ($<$ 400 km s$^{-1}$), while obvious in the intermediate (400 -- 600 km s$^{-1}$) and fast wind ($>$ 600 km s$^{-1}$). Previous studies showed that the $V_{ip}$ in ICMEs keeps negligible during propagation from 0.3 to 5 au, but in solar wind it increases with the decreasing heliocentric distance. Therefore, it might be questionable to infer the absolute abundance of coronal sources through in-situ abundance near 1 au for solar wind. Fortunately, the ion-oxygen (O$^{6+}$) differential speed ($V_{io}$) is negligible for He$^{2+}$, C$^{5+}$, and Fe$^{10+}$ within both ICMEs and solar wind, and previous studies suggested that the $V_{io}$ does not vary significantly with the heliocentric distance. This indicates that various heavy ions always flow at the same bulk speed and their relative abundance (relative to oxygen) near 1 au can represent the coronal abundance for both ICMEs and solar wind.

astro-ph.SR↗

arXiv2024

Distributed ARIMA Models for Ultra-long Time Series

Providing forecasts for ultra-long time series plays a vital role in various activities, such as investment decisions, industrial production arrangements, and farm management. This paper develops a novel distributed forecasting framework to tackle challenges associated with forecasting ultra-long time series by using the industry-standard MapReduce framework. The proposed model combination approach facilitates distributed time series forecasting by combining the local estimators of time series models delivered from worker nodes and minimizing a global loss function. In this way, instead of unrealistically assuming the data generating process (DGP) of an ultra-long time series stays invariant, we make assumptions only on the DGP of subseries spanning shorter time periods. We investigate the performance of the proposed approach with AutoRegressive Integrated Moving Average (ARIMA) models using the real data application as well as numerical simulations. Compared to directly fitting the whole data with ARIMA models, our approach results in improved forecasting accuracy and computational efficiency both in point forecasts and prediction intervals, especially for longer forecast horizons. Moreover, we explore some potential factors that may affect the forecasting performance of our approach.

stat.AP↗

arXiv2024

Evaluating the Factuality of Large Language Models using Large-Scale Knowledge Graphs

The advent of Large Language Models (LLMs) has significantly transformed the AI landscape, enhancing machine learning and AI capabilities. Factuality issue is a critical concern for LLMs, as they may generate factually incorrect responses. In this paper, we propose GraphEval to evaluate an LLM's performance using a substantially large test dataset. Specifically, the test dataset is retrieved from a large knowledge graph with more than 10 million facts without expensive human efforts. Unlike conventional methods that evaluate LLMs based on generated responses, GraphEval streamlines the evaluation process by creating a judge model to estimate the correctness of the answers given by the LLM. Our experiments demonstrate that the judge model's factuality assessment aligns closely with the correctness of the LLM's generated outputs, while also substantially reducing evaluation costs. Besides, our findings offer valuable insights into LLM performance across different metrics and highlight the potential for future improvements in ensuring the factual integrity of LLM outputs. The code is publicly available at https://github.com/xz-liu/GraphEval.

cs.CL↗

arXiv2024

Auto-Train-Once: Controller Network Guided Automatic Network Pruning from Scratch

Current techniques for deep neural network (DNN) pruning often involve intricate multi-step processes that require domain-specific expertise, making their widespread adoption challenging. To address the limitation, the Only-Train-Once (OTO) and OTOv2 are proposed to eliminate the need for additional fine-tuning steps by directly training and compressing a general DNN from scratch. Nevertheless, the static design of optimizers (in OTO) can lead to convergence issues of local optima. In this paper, we proposed the Auto-Train-Once (ATO), an innovative network pruning algorithm designed to automatically reduce the computational and storage costs of DNNs. During the model training phase, our approach not only trains the target model but also leverages a controller network as an architecture generator to guide the learning of target model weights. Furthermore, we developed a novel stochastic gradient algorithm that enhances the coordination between model training and controller network training, thereby improving pruning performance. We provide a comprehensive convergence analysis as well as extensive experiments, and the results show that our approach achieves state-of-the-art performance across various model architectures (including ResNet18, ResNet34, ResNet50, ResNet56, and MobileNetv2) on standard benchmark datasets (CIFAR-10, CIFAR-100, and ImageNet).

cs.CV↗

arXiv2023

Towards Trustworthy Artificial Intelligence for Equitable Global Health

Artificial intelligence (AI) can potentially transform global health, but algorithmic bias can exacerbate social inequities and disparity. Trustworthy AI entails the intentional design to ensure equity and mitigate potential biases. To advance trustworthy AI in global health, we convened a workshop on Fairness in Machine Intelligence for Global Health (FairMI4GH). The event brought together a global mix of experts from various disciplines, community health practitioners, policymakers, and more. Topics covered included managing AI bias in socio-technical systems, AI's potential impacts on global health, and balancing data privacy with transparency. Panel discussions examined the cultural, political, and ethical dimensions of AI in global health. FairMI4GH aimed to stimulate dialogue, facilitate knowledge transfer, and spark innovative solutions. Drawing from NIST's AI Risk Management Framework, it provided suggestions for handling AI risks and biases. The need to mitigate data biases from the research design stage, adopt a human-centered approach, and advocate for AI transparency was recognized. Challenges such as updating legal frameworks, managing cross-border data sharing, and motivating developers to reduce bias were acknowledged. The event emphasized the necessity of diverse viewpoints and multi-dimensional dialogue for creating a fair and ethical AI framework for equitable global health.

cs.CY↗

arXiv2023

To be Robust and to be Fair: Aligning Fairness with Robustness

Adversarial training has been shown to be reliable in improving robustness against adversarial samples. However, the problem of adversarial training in terms of fairness has not yet been properly studied, and the relationship between fairness and accuracy attack still remains unclear. Can we simultaneously improve robustness w.r.t. both fairness and accuracy? To tackle this topic, in this paper, we study the problem of adversarial training and adversarial attack w.r.t. both metrics. We propose a unified structure for fairness attack which brings together common notions in group fairness, and we theoretically prove the equivalence of fairness attack against different notions. Moreover, we show the alignment of fairness and accuracy attack, and theoretically demonstrate that robustness w.r.t. one metric benefits from robustness w.r.t. the other metric. Our study suggests a novel way to unify adversarial training and attack w.r.t. fairness and accuracy, and experimental results show that our proposed method achieves better performance in terms of robustness w.r.t. both metrics.

cs.LG↗

arXiv2023

SimFair: A Unified Framework for Fairness-Aware Multi-Label Classification

Recent years have witnessed increasing concerns towards unfair decisions made by machine learning algorithms. To improve fairness in model decisions, various fairness notions have been proposed and many fairness-aware methods are developed. However, most of existing definitions and methods focus only on single-label classification. Fairness for multi-label classification, where each instance is associated with more than one labels, is still yet to establish. To fill this gap, we study fairness-aware multi-label classification in this paper. We start by extending Demographic Parity (DP) and Equalized Opportunity (EOp), two popular fairness notions, to multi-label classification scenarios. Through a systematic study, we show that on multi-label data, because of unevenly distributed labels, EOp usually fails to construct a reliable estimate on labels with few instances. We then propose a new framework named Similarity $s$-induced Fairness ($s_γ$-SimFair). This new framework utilizes data that have similar labels when estimating fairness on a particular label group for better stability, and can unify DP and EOp. Theoretical analysis and experimental results on real-world datasets together demonstrate the advantage of over existing methods $s_γ$-SimFair on multi-label classification tasks.

cs.LG↗

arXiv2022

Forecast combinations: an over 50-year review

Forecast combinations have flourished remarkably in the forecasting community and, in recent years, have become part of the mainstream of forecasting research and activities. Combining multiple forecasts produced from single (target) series is now widely used to improve accuracy through the integration of information gleaned from different sources, thereby mitigating the risk of identifying a single "best" forecast. Combination schemes have evolved from simple combination methods without estimation, to sophisticated methods involving time-varying weights, nonlinear combinations, correlations among components, and cross-learning. They include combining point forecasts and combining probabilistic forecasts. This paper provides an up-to-date review of the extensive literature on forecast combinations, together with reference to available open-source software implementations. We discuss the potential and limitations of various methods and highlight how these ideas have developed over time. Some important issues concerning the utility of forecast combinations are also surveyed. Finally, we conclude with current research gaps and potential insights for future research.

stat.ME↗

arXiv2022

A Unified Study of Machine Learning Explanation Evaluation Metrics

The growing need for trustworthy machine learning has led to the blossom of interpretability research. Numerous explanation methods have been developed to serve this purpose. However, these methods are deficiently and inappropriately evaluated. Many existing metrics for explanations are introduced by researchers as by-products of their proposed explanation techniques to demonstrate the advantages of their methods. Although widely used, they are more or less accused of problems. We claim that the lack of acknowledged and justified metrics results in chaos in benchmarking these explanation methods -- Do we really have good/bad explanation when a metric gives a high/low score? We split existing metrics into two categories and demonstrate that they are insufficient to properly evaluate explanations for multiple reasons. We propose guidelines in dealing with the problems in evaluating machine learning explanation and encourage researchers to carefully deal with these problems when developing explanation techniques and metrics.

cs.LG↗

arXiv2022

Forecasting: theory and practice

Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organisations seeking to minimise risks and maximise utilities. The large number of forecasting applications calls for a diverse set of forecasting methods to tackle real-life challenges. This article provides a non-systematic review of the theory and the practice of forecasting. We provide an overview of a wide range of theoretical, state-of-the-art models, methods, principles, and approaches to prepare, produce, organise, and evaluate forecasts. We then demonstrate how such theoretical concepts are applied in a variety of real-life contexts. We do not claim that this review is an exhaustive list of methods and applications. However, we wish that our encyclopedic presentation will offer a point of reference for the rich work that has been undertaken over the last decades, with some key insights for the future of forecasting theory and practice. Given its encyclopedic nature, the intended mode of reading is non-linear. We offer cross-references to allow the readers to navigate through the various topics. We complement the theoretical concepts and applications covered by large lists of free or open-source software implementations and publicly-available databases.

stat.AP↗

arXiv2021

Self-Interpretable Model with TransformationEquivariant Interpretation

In this paper, we propose a self-interpretable model SITE with transformation-equivariant interpretations. We focus on the robustness and self-consistency of the interpretations of geometric transformations. Apart from the transformation equivariance, as a self-interpretable model, SITE has comparable expressive power as the benchmark black-box classifiers, while being able to present faithful and robust interpretations with high quality. It is worth noticing that although applied in most of the CNN visualization methods, the bilinear upsampling approximation is a rough approximation, which can only provide interpretations in the form of heatmaps (instead of pixel-wise). It remains an open question whether such interpretations can be direct to the input space (as shown in the MNIST experiments). Besides, we consider the translation and rotation transformations in our model. In future work, we will explore the robust interpretations under more complex transformations such as scaling and distortion. Moreover, we clarify that SITE is not limited to geometric transformation (that we used in the computer vision domain), and will explore SITEin other domains in future work.

cs.CV↗

arXiv2021

Group-Aware Threshold Adaptation for Fair Classification

The fairness in machine learning is getting increasing attention, as its applications in different fields continue to expand and diversify. To mitigate the discriminated model behaviors between different demographic groups, we introduce a novel post-processing method to optimize over multiple fairness constraints through group-aware threshold adaptation. We propose to learn adaptive classification thresholds for each demographic group by optimizing the confusion matrix estimated from the probability distribution of a classification model output. As we only need an estimated probability distribution of model output instead of the classification model structure, our post-processing model can be applied to a wide range of classification models and improve fairness in a model-agnostic manner and ensure privacy. This even allows us to post-process existing fairness methods to further improve the trade-off between accuracy and fairness. Moreover, our model has low computational cost. We provide rigorous theoretical analysis on the convergence of our optimization algorithm and the trade-off between accuracy and fairness of our method. Our method theoretically enables a better upper bound in near optimality than existing method under same condition. Experimental results demonstrate that our method outperforms state-of-the-art methods and obtains the result that is closest to the theoretical accuracy-fairness trade-off boundary.

cs.LG↗

arXiv2021

High-performance super-capacity using activated glassy carbon foam

An urgent demand for new sustainable and efficient energy conversion and storage devices required the development of novel electrode materials with increased specific capacitance. However, low mass loading, poor scalability, and low working voltage always limited further practical application of most reported high-performance supercapacitors electrode materials. In this work, we demonstrated the preparation of activated glassy carbon foam as high-performance electrode via oxidizing commercial glassy carbon foam in HNO3 solution.

physics.app-ph↗

arXiv2021

Shapley Explanation Networks

Shapley values have become one of the most popular feature attribution explanation methods. However, most prior work has focused on post-hoc Shapley explanations, which can be computationally demanding due to its exponential time complexity and preclude model regularization based on Shapley explanations during training. Thus, we propose to incorporate Shapley values themselves as latent representations in deep models thereby making Shapley explanations first-class citizens in the modeling paradigm. This intrinsic explanation approach enables layer-wise explanations, explanation regularization of the model during training, and fast explanation computation at test time. We define the Shapley transform that transforms the input into a Shapley representation given a specific function. We operationalize the Shapley transform as a neural network module and construct both shallow and deep networks, called ShapNets, by composing Shapley modules. We prove that our Shallow ShapNets compute the exact Shapley values and our Deep ShapNets maintain the missingness and accuracy properties of Shapley values. We demonstrate on synthetic and real-world datasets that our ShapNets enable layer-wise Shapley explanations, novel Shapley regularizations during training, and fast computation while maintaining reasonable performance. Code is available at https://github.com/inouye-lab/ShapleyExplanationNetworks.

cs.LG↗

arXiv2021

Parallel Extraction of Long-term Trends and Short-term Fluctuation Framework for Multivariate Time Series Forecasting

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time series, that is, long-term trend and short-term fluctuation. For example, stock prices will have a long-term upward trend with the market, but there may be a small decline in the short term. These two characteristics are often relatively independent of each other. However, the existing prediction methods often do not distinguish between them, which reduces the accuracy of the prediction model. In this paper, a MTS forecasting framework that can capture the long-term trends and short-term fluctuations of time series in parallel is proposed. This method uses the original time series and its first difference to characterize long-term trends and short-term fluctuations. Three prediction sub-networks are constructed to predict long-term trends, short-term fluctuations and the final value to be predicted. In the overall optimization goal, the idea of multi-task learning is used for reference, which is to make the prediction results of long-term trends and short-term fluctuations as close to the real values as possible while requiring to approximate the values to be predicted. In this way, the proposed method uses more supervision information and can more accurately capture the changing trend of the time series, thereby improving the forecasting performance.

cs.LG↗

arXiv2020

The uncertainty estimation of feature-based forecast combinations

Forecasting is an indispensable element of operational research (OR) and an important aid to planning. The accurate estimation of the forecast uncertainty facilitates several operations management activities, predominantly in supporting decisions in inventory and supply chain management and effectively setting safety stocks. In this paper, we introduce a feature-based framework, which links the relationship between time series features and the interval forecasting performance into providing reliable interval forecasts. We propose an optimal threshold ratio searching algorithm and a new weight determination mechanism for selecting an appropriate subset of models and assigning combination weights for each time series tailored to the observed features. We evaluate our approach using a large set of time series from the M4 competition. Our experiments show that our approach significantly outperforms a wide range of benchmark models, both in terms of point forecasts as well as prediction intervals.

stat.ME↗

arXiv2020

Unconventional photon blockade based on double second order nonlinear coupling system

In the recent publications [Phys. Rev. A 92,023838 (2015)], the unconventional photon blockade are studied in a two-mode-second-order-nonlinear system with nonlinear coupling between the low frequency and high frequency modes. In this paper, we study the unconventional photon blockade in a three-mode system with weakly coupled nonlinear cavities via $χ^{(2)}$ nonlinearity. By solving the master equation in the steady-state limit and calculating the zero-delay time second-order correlation function, we obtain the conditions of strong photon antibunching in the low frequency mode. The numerical result are compared with the analytical results, the results show that they are in complete agreement. By the analysis of numerical solutions, we find that this scheme is not sensitive to the change of decay rates and the reservoir temperature, and the three-mode drives make the system have more adjustable parameters, both of which increases the possibility of experimental implementation.

physics.optics↗