arXiv subjects

Yan Yan

Publications and source records attributed to Yan Yan.

At least 217 records · Page 12Linked to original sources

arXiv2020

How does stock market reflect the change in economic demand? A study on the industry-specific volatility spillover networks of China's stock market during the outbreak of COVID-19

Using the carefully selected industry classification standard, we divide 102 industry securities indices in China's stock market into four demand-oriented sector groups and identify demand-oriented industry-specific volatility spillover networks. The "deman-oriented" is a new idea of reconstructing the structure of the networks considering the relationship between industry sectors and the economic demand their outputs meeting. Networks with the new structure help us improve the understanding of the economic demand change, especially when the macroeconomic is dramatically influenced by exogenous shocks like the outbreak of COVID-19. At the beginning of the outbreak of COVID-19, in China's stock market, spillover effects from industry indices of sectors meeting the investment demand to those meeting the consumption demands rose significantly. However, these spillover effects fell after the outbreak containment in China appeared to be effective. Besides, some services sectors including utility, transportation and information services have played increasingly important roles in the networks of industry-specific volatility spillovers as of the COVID-19 out broke. By implication, firstly, being led by Chinese government, the COVID-19 is successfully contained and the work resumption is organized with a high efficiency in China. The risk of the investment demand therefore was controlled and eliminated relatively fast. Secondly, the intensive using of non-pharmaceutical interventions (NPIs) led to supply restriction in services in China. It will still be a potential threat for the Chinese economic recovery in the next stage.

q-fin.GN↗

arXiv2020

Correlation filter tracking with adaptive proposal selection for accurate scale estimation

Recently, some correlation filter based trackers with detection proposals have achieved state-of-the-art tracking results. However, a large number of redundant proposals given by the proposal generator may degrade the performance and speed of these trackers. In this paper, we propose an adaptive proposal selection algorithm which can generate a small number of high-quality proposals to handle the problem of scale variations for visual object tracking. Specifically, we firstly utilize the color histograms in the HSV color space to represent the instances (i.e., the initial target in the first frame and the predicted target in the previous frame) and proposals. Then, an adaptive strategy based on the color similarity is formulated to select high-quality proposals. We further integrate the proposed adaptive proposal selection algorithm with coarse-to-fine deep features to validate the generalization and efficiency of the proposed tracker. Experiments on two benchmark datasets demonstrate that the proposed algorithm performs favorably against several state-of-the-art trackers.

cs.CV↗

arXiv2020

Stochastic Optimization for Non-convex Inf-Projection Problems

In this paper, we study a family of non-convex and possibly non-smooth inf-projection minimization problems, where the target objective function is equal to minimization of a joint function over another variable. This problem include difference of convex (DC) functions and a family of bi-convex functions as special cases. We develop stochastic algorithms and establish their first-order convergence for finding a (nearly) stationary solution of the target non-convex function under different conditions of the component functions. To the best of our knowledge, this is the first work that comprehensively studies stochastic optimization of non-convex inf-projection minimization problems with provable convergence guarantee. Our algorithms enable efficient stochastic optimization of a family of non-decomposable DC functions and a family of bi-convex functions. To demonstrate the power of the proposed algorithms we consider an important application in variance-based regularization. Experiments verify the effectiveness of our inf-projection based formulation and the proposed stochastic algorithm in comparison with previous stochastic algorithms based on the min-max formulation for achieving the same effect.

cs.LG↗

arXiv2020

A Simple and Effective Framework for Pairwise Deep Metric Learning

Deep metric learning (DML) has received much attention in deep learning due to its wide applications in computer vision. Previous studies have focused on designing complicated losses and hard example mining methods, which are mostly heuristic and lack of theoretical understanding. In this paper, we cast DML as a simple pairwise binary classification problem that classifies a pair of examples as similar or dissimilar. It identifies the most critical issue in this problem--imbalanced data pairs. To tackle this issue, we propose a simple and effective framework to sample pairs in a batch of data for updating the model. The key to this framework is to define a robust loss for all pairs over a mini-batch of data, which is formulated by distributionally robust optimization. The flexibility in constructing the uncertainty decision set of the dual variable allows us to recover state-of-the-art complicated losses and also to induce novel variants. Empirical studies on several benchmark data sets demonstrate that our simple and effective method outperforms the state-of-the-art results. Codes are available at: https://github.com/qiqi-helloworld/A-Simple-and-Effective-Framework-for-Pairewise-Distance-Metric-Learning

cs.LG↗

arXiv2020

Optimal Epoch Stochastic Gradient Descent Ascent Methods for Min-Max Optimization

Epoch gradient descent method (a.k.a. Epoch-GD) proposed by Hazan and Kale (2011) was deemed a breakthrough for stochastic strongly convex minimization, which achieves the optimal convergence rate of $O(1/T)$ with $T$ iterative updates for the {\it objective gap}. However, its extension to solving stochastic min-max problems with strong convexity and strong concavity still remains open, and it is still unclear whether a fast rate of $O(1/T)$ for the {\it duality gap} is achievable for stochastic min-max optimization under strong convexity and strong concavity. Although some recent studies have proposed stochastic algorithms with fast convergence rates for min-max problems, they require additional assumptions about the problem, e.g., smoothness, bi-linear structure, etc. In this paper, we bridge this gap by providing a sharp analysis of epoch-wise stochastic gradient descent ascent method (referred to as Epoch-GDA) for solving strongly convex strongly concave (SCSC) min-max problems, without imposing any additional assumption about smoothness or the function's structure. To the best of our knowledge, our result is the first one that shows Epoch-GDA can achieve the optimal rate of $O(1/T)$ for the duality gap of general SCSC min-max problems. We emphasize that such generalization of Epoch-GD for strongly convex minimization problems to Epoch-GDA for SCSC min-max problems is non-trivial and requires novel technical analysis. Moreover, we notice that the key lemma can also be used for proving the convergence of Epoch-GDA for weakly-convex strongly-concave min-max problems, leading to a nearly optimal complexity without resorting to smoothness or other structural conditions.

math.OC↗

arXiv2020

Nearly Optimal Robust Method for Convex Compositional Problems with Heavy-Tailed Noise

In this paper, we propose robust stochastic algorithms for solving convex compositional problems of the form $f(\E_ξg(\cdot; ξ)) + r(\cdot)$ by establishing {\bf sub-Gaussian confidence bounds} under weak assumptions about the tails of noise distribution, i.e., {\bf heavy-tailed noise} with bounded second-order moments. One can achieve this goal by using an existing boosting strategy that boosts a low probability convergence result into a high probability result. However, piecing together existing results for solving compositional problems suffers from several drawbacks: (i) the boosting technique requires strong convexity of the objective; (ii) it requires a separate algorithm to handle non-smooth $r$; (iii) it also suffers from an additional polylogarithmic factor of the condition number. To address these issues, we directly develop a single-trial stochastic algorithm for minimizing optimal strongly convex compositional objectives, which has a nearly optimal high probability convergence result matching the lower bound of stochastic strongly convex optimization up to a logarithmic factor. To the best of our knowledge, this is the first work that establishes nearly optimal sub-Gaussian confidence bounds for compositional problems under heavy-tailed assumptions.

cs.LG↗

arXiv2020

Adversarial Partial Multi-Label Learning

Partial multi-label learning (PML), which tackles the problem of learning multi-label prediction models from instances with overcomplete noisy annotations, has recently started gaining attention from the research community. In this paper, we propose a novel adversarial learning model, PML-GAN, under a generalized encoder-decoder framework for partial multi-label learning. The PML-GAN model uses a disambiguation network to identify noisy labels and uses a multi-label prediction network to map the training instances to the disambiguated label vectors, while deploying a generative adversarial network as an inverse mapping from label vectors to data samples in the input feature space. The learning of the overall model corresponds to a minimax adversarial game, which enhances the correspondence of input features with the output labels in a bi-directional mapping. Extensive experiments are conducted on multiple datasets, while the proposed model demonstrates the state-of-the-art performance for partial multi-label learning.

cs.LG↗

arXiv2020

Revisiting SGD with Increasingly Weighted Averaging: Optimization and Generalization Perspectives

Stochastic gradient descent (SGD) has been widely studied in the literature from different angles, and is commonly employed for solving many big data machine learning problems. However, the averaging technique, which combines all iterative solutions into a single solution, is still under-explored. While some increasingly weighted averaging schemes have been considered in the literature, existing works are mostly restricted to strongly convex objective functions and the convergence of optimization error. It remains unclear how these averaging schemes affect the convergence of {\it both optimization error and generalization error} (two equally important components of testing error) for {\bf non-strongly convex objectives, including non-convex problems}. In this paper, we {\it fill the gap} by comprehensively analyzing the increasingly weighted averaging on convex, strongly convex and non-convex objective functions in terms of both optimization error and generalization error. In particular, we analyze a family of increasingly weighted averaging, where the weight for the solution at iteration $t$ is proportional to $t^α$ ($α> 0$). We show how $α$ affects the optimization error and the generalization error, and exhibit the trade-off caused by $α$. Experiments have demonstrated this trade-off and the effectiveness of polynomially increased weighted averaging compared with other averaging schemes for a wide range of problems including deep learning.

cs.LG↗

arXiv2020

Multi-Level Generative Models for Partial Label Learning with Non-random Label Noise

Partial label (PL) learning tackles the problem where each training instance is associated with a set of candidate labels that include both the true label and irrelevant noise labels. In this paper, we propose a novel multi-level generative model for partial label learning (MGPLL), which tackles the problem by learning both a label level adversarial generator and a feature level adversarial generator under a bi-directional mapping framework between the label vectors and the data samples. Specifically, MGPLL uses a conditional noise label generation network to model the non-random noise labels and perform label denoising, and uses a multi-class predictor to map the training instances to the denoised label vectors, while a conditional data feature generator is used to form an inverse mapping from the denoised label vectors to data samples. Both the noise label generator and the data feature generator are learned in an adversarial manner to match the observed candidate labels and data features respectively. Extensive experiments are conducted on synthesized and real-world partial label datasets. The proposed approach demonstrates the state-of-the-art performance for partial label learning.

cs.LG↗

arXiv2020

Exploring hybrid equation of state with constraints from tidal deformability of GW170817

With a interpolation method on the P-$μ$ plane, a hybrid equation of state is explored. The quark phase is described by our newly developed self-consistent two-flavor Nambu$-$Jona-Lasinio model. It retains the contribution from the vector channel in the Fierz-transformed Lagrangian by introducing a weighting parameter $α$ [Chin. Phys. C \textbf{43}, 084102 (2019)]. In the hadron phase we use the relativistic mean-field theory. We study the dependence of hybrid EOS and mass-radius relation on $α$. It is found that increasing $α$ makes the hybrid EOS softer in the medium pressure. We can get stellar mass larger than $2M_\odot$. Further, we calculate the tidal deformability $\tildeΛ$ for binary stars and compare with recent analysis GW170817 [Phys. Rev. X \textbf{9}, 011001 (2019)].

hep-ph↗

arXiv2020

Cycle In Cycle Generative Adversarial Networks for Keypoint-Guided Image Generation

In this work, we propose a novel Cycle In Cycle Generative Adversarial Network (C$^2$GAN) for the task of keypoint-guided image generation. The proposed C$^2$GAN is a cross-modal framework exploring a joint exploitation of the keypoint and the image data in an interactive manner. C$^2$GAN contains two different types of generators, i.e., keypoint-oriented generator and image-oriented generator. Both of them are mutually connected in an end-to-end learnable fashion and explicitly form three cycled sub-networks, i.e., one image generation cycle and two keypoint generation cycles. Each cycle not only aims at reconstructing the input domain, and also produces useful output involving in the generation of another cycle. By so doing, the cycles constrain each other implicitly, which provides complementary information from the two different modalities and brings extra supervision across cycles, thus facilitating more robust optimization of the whole network. Extensive experimental results on two publicly available datasets, i.e., Radboud Faces and Market-1501, demonstrate that our approach is effective to generate more photo-realistic images compared with state-of-the-art models.

cs.CV↗

arXiv2020

Real-Time High-Performance Semantic Image Segmentation of Urban Street Scenes

Deep Convolutional Neural Networks (DCNNs) have recently shown outstanding performance in semantic image segmentation. However, state-of-the-art DCNN-based semantic segmentation methods usually suffer from high computational complexity due to the use of complex network architectures. This greatly limits their applications in the real-world scenarios that require real-time processing. In this paper, we propose a real-time high-performance DCNN-based method for robust semantic segmentation of urban street scenes, which achieves a good trade-off between accuracy and speed. Specifically, a Lightweight Baseline Network with Atrous convolution and Attention (LBN-AA) is firstly used as our baseline network to efficiently obtain dense feature maps. Then, the Distinctive Atrous Spatial Pyramid Pooling (DASPP), which exploits the different sizes of pooling operations to encode the rich and distinctive semantic information, is developed to detect objects at multiple scales. Meanwhile, a Spatial detail-Preserving Network (SPN) with shallow convolutional layers is designed to generate high-resolution feature maps preserving the detailed spatial information. Finally, a simple but practical Feature Fusion Network (FFN) is used to effectively combine both shallow and deep features from the semantic branch (DASPP) and the spatial branch (SPN), respectively. Extensive experimental results show that the proposed method respectively achieves the accuracy of 73.6% and 68.0% mean Intersection over Union (mIoU) with the inference speed of 51.0 fps and 39.3 fps on the challenging Cityscapes and CamVid test datasets (by only using a single NVIDIA TITAN X card). This demonstrates that the proposed method offers excellent performance at the real-time speed for semantic segmentation of urban street scenes.

cs.CV↗

arXiv2020

Local Class-Specific and Global Image-Level Generative Adversarial Networks for Semantic-Guided Scene Generation

In this paper, we address the task of semantic-guided scene generation. One open challenge in scene generation is the difficulty of the generation of small objects and detailed local texture, which has been widely observed in global image-level generation methods. To tackle this issue, in this work we consider learning the scene generation in a local context, and correspondingly design a local class-specific generative network with semantic maps as a guidance, which separately constructs and learns sub-generators concentrating on the generation of different classes, and is able to provide more scene details. To learn more discriminative class-specific feature representations for the local generation, a novel classification module is also proposed. To combine the advantage of both the global image-level and the local class-specific generation, a joint generation network is designed with an attention fusion module and a dual-discriminator structure embedded. Extensive experiments on two scene image generation tasks show superior generation performance of the proposed model. The state-of-the-art results are established by large margins on both tasks and on challenging public benchmarks. The source code and trained models are available at https://github.com/Ha0Tang/LGGAN.

cs.CV↗

arXiv2020

Constraint Solving with Deep Learning for Symbolic Execution

Symbolic execution is a powerful systematic software analysis technique, but suffers from the high cost of constraint solving, which is the key supporting technology that affects the effectiveness of symbolic execution. Techniques like Green and GreenTrie reuse constraint solutions to speed up constraint solving for symbolic execution; however, these reuse techniques require syntactic/semantic equivalence or implication relationship between constraints. This paper introduces DeepSover, a novel approach to constraint solving with deep learning for symbolic execution. Our key insight is to utilize the collective knowledge of a set of constraint solutions to train a deep neural network, which is then used to classify path conditions for their satisfiability during symbolic execution. Experimental evaluation shows DeepSolver is highly accurate in classifying path conditions, is more efficient than state-of-the-art constraint solving and constraint solution reuse techniques, and can well support symbolic execution tasks.

cs.SE↗

arXiv2020

Strange quark stars within proper time regularized (2+1)-flavor NJL model

In this work we use the equation of state (EOS) of (2+1)-flavor Nambu-Jona-Lasinio (NJL) model to study the structure of the strange quark star. With a new free parameter $α$, the Lagrangian is constructed by two parts, the original NJL Lagrangian and the Fierz transformation of it, as $\mathcal{L}=(1-α)\mathcal{L}_{NJL}+α\mathcal{L}_{Fierz}$. To determine the range of $α$, we compare the binding energies in the 2-flavor and (2+1)-flavor cases. We also consider the constraints of chemical equilibrium and electric charge neutrality in the strange quark star and choose six representative EOSs with different $α$ and $B$ (bag constant) to study their influence on the structure of the strange quark star. As a result, we find that a larger $α$ and a smaller $B$ corresponds to a heavier star with a stiffer EOS. Furthermore, the heaviest strange quark star is in agreement with not only the recent mass observation of PSR J0740+6620 and the X-ray observations on radius measurements, but also the constraint on tidal deformability of GW170817.

hep-ph↗

arXiv2020

Learning Object Scale With Click Supervision for Object Detection

Weakly-supervised object detection has recently attracted increasing attention since it only requires image-levelannotations. However, the performance obtained by existingmethods is still far from being satisfactory compared with fully-supervised object detection methods. To achieve a good trade-off between annotation cost and object detection performance,we propose a simple yet effective method which incorporatesCNN visualization with click supervision to generate the pseudoground-truths (i.e., bounding boxes). These pseudo ground-truthscan be used to train a fully-supervised detector. To estimatethe object scale, we firstly adopt a proposal selection algorithmto preserve high-quality proposals, and then generate ClassActivation Maps (CAMs) for these preserved proposals by theproposed CNN visualization algorithm called Spatial AttentionCAM. Finally, we fuse these CAMs together to generate pseudoground-truths and train a fully-supervised object detector withthese ground-truths. Experimental results on the PASCAL VOC2007 and VOC 2012 datasets show that the proposed methodcan obtain much higher accuracy for estimating the object scale,compared with the state-of-the-art image-level based methodsand the center-click based method

cs.CV↗

arXiv2020

Hypergraph Optimization for Multi-structural Geometric Model Fitting

Recently, some hypergraph-based methods have been proposed to deal with the problem of model fitting in computer vision, mainly due to the superior capability of hypergraph to represent the complex relationship between data points. However, a hypergraph becomes extremely complicated when the input data include a large number of data points (usually contaminated with noises and outliers), which will significantly increase the computational burden. In order to overcome the above problem, we propose a novel hypergraph optimization based model fitting (HOMF) method to construct a simple but effective hypergraph. Specifically, HOMF includes two main parts: an adaptive inlier estimation algorithm for vertex optimization and an iterative hyperedge optimization algorithm for hyperedge optimization. The proposed method is highly efficient, and it can obtain accurate model fitting results within a few iterations. Moreover, HOMF can then directly apply spectral clustering, to achieve good fitting performance. Extensive experimental results show that HOMF outperforms several state-of-the-art model fitting methods on both synthetic data and real images, especially in sampling efficiency and in handling data with severe outliers.

cs.CV↗

arXiv2020

Deep Multi-task Multi-label CNN for Effective Facial Attribute Classification

Facial Attribute Classification (FAC) has attracted increasing attention in computer vision and pattern recognition. However, state-of-the-art FAC methods perform face detection/alignment and FAC independently. The inherent dependencies between these tasks are not fully exploited. In addition, most methods predict all facial attributes using the same CNN network architecture, which ignores the different learning complexities of facial attributes. To address the above problems, we propose a novel deep multi-task multi-label CNN, termed DMM-CNN, for effective FAC. Specifically, DMM-CNN jointly optimizes two closely-related tasks (i.e., facial landmark detection and FAC) to improve the performance of FAC by taking advantage of multi-task learning. To deal with the diverse learning complexities of facial attributes, we divide the attributes into two groups: objective attributes and subjective attributes. Two different network architectures are respectively designed to extract features for two groups of attributes, and a novel dynamic weighting scheme is proposed to automatically assign the loss weight to each facial attribute during training. Furthermore, an adaptive thresholding strategy is developed to effectively alleviate the problem of class imbalance for multi-label learning. Experimental results on the challenging CelebA and LFWA datasets show the superiority of the proposed DMM-CNN method compared with several state-of-the-art FAC methods.

cs.CV↗