arXiv subjects

Ying Zhang

Publications and source records attributed to Ying Zhang.

At least 451 records · Page 25Linked to original sources

arXiv2020

A fully data-driven approach to minimizing CVaR for portfolio of assets via SGLD with discontinuous updating

A new approach in stochastic optimization via the use of stochastic gradient Langevin dynamics (SGLD) algorithms, which is a variant of stochastic gradient decent (SGD) methods, allows us to efficiently approximate global minimizers of possibly complicated, high-dimensional landscapes. With this in mind, we extend here the non-asymptotic analysis of SGLD to the case of discontinuous stochastic gradients. We are thus able to provide theoretical guarantees for the algorithm's convergence in (standard) Wasserstein distances for both convex and non-convex objective functions. We also provide explicit upper estimates of the expected excess risk associated with the approximation of global minimizers of these objective functions. All these findings allow us to devise and present a fully data-driven approach for the optimal allocation of weights for the minimization of CVaR of portfolio of assets with complete theoretical guarantees for its performance. Numerical results illustrate our main findings.

q-fin.PM↗

arXiv2020

AOT: Pushing the Efficiency Boundary of Main-memory Triangle Listing

Triangle listing is an important topic significant in many practical applications. Efficient algorithms exist for the task of triangle listing. Recent algorithms leverage an orientation framework, which can be thought of as mapping an undirected graph to a directed acylic graph, namely oriented graph, with respect to any global vertex order. In this paper, we propose an adaptive orientation technique that satisfies the orientation technique but refines it by traversing carefully based on the out-degree of the vertices in the oriented graph during the computation of triangles. Based on this adaptive orientation technique, we design a new algorithm, namely aot, to enhance the edge-iterator listing paradigm. We also make improvements to the performance of aot by exploiting the local order within the adjacent list of the vertices. We show that aot is the first work which can achieve best performance in terms of both practical performance and theoretical time complexity. Our comprehensive experiments over $16$ real-life large graphs show a superior performance of our \aot algorithm when compared against the state-of-the-art, especially for massive graphs with billions of edges. Theoretically, we show that our proposed algorithm has a time complexity of $Θ(\sum_{ \langle u,v \rangle \in \vec{E} } \min\{ deg^{+}(u),deg^{+}(v)\}))$, where $\vec{E}$ and $deg^{+}(x)$ denote the set of directed edges in an oriented graph and the out-degree of vertex $x$ respectively. As to our best knowledge, this is the best time complexity among in-memory triangle listing algorithms.

cs.DB↗

arXiv2020

Efficient Matrix Factorization on Heterogeneous CPU-GPU Systems

Matrix Factorization (MF) has been widely applied in machine learning and data mining. A large number of algorithms have been studied to factorize matrices. Among them, stochastic gradient descent (SGD) is a commonly used method. Heterogeneous systems with multi-core CPUs and GPUs have become more and more promising recently due to the prevalence of GPUs in general-purpose data-parallel applications. Due to the large computational cost of MF, we aim to improve the efficiency of SGD-based MF computation by utilizing the massive parallel processing power of heterogeneous multiprocessors. The main challenge in parallel SGD algorithms on heterogeneous CPU-GPU systems lies in the granularity of the matrix division and the strategy to assign tasks. We design a novel strategy to divide the matrix into a set of blocks by considering two aspects. First, we observe that the matrix should be divided nonuniformly, and relatively large blocks should be assigned to GPUs to saturate the computing power of GPUs. In addition to exploiting the characteristics of hardware, the workloads assigned to two types of hardware should be balanced. Aiming at the final division strategy, we design a cost model tailored for our problem to accurately estimate the performance of hardware on different data sizes. A dynamic scheduling policy is also used to further balance workloads in practice. Extensive experiments show that our proposed algorithm achieves high efficiency with a high quality of training quality.

cs.DC↗

arXiv2020

Understanding and adjusting the selection bias from a proof-of-concept study to a more confirmatory study

It has long been noticed that the efficacy observed in small early phase studies is generally better than that observed in later larger studies. Historically, the inflation of the efficacy results from early proof-of-concept studies is either ignored, or adjusted empirically using a frequentist or Bayesian approach. In this article, we systematically explained the underlying reason for the inflation of efficacy results in small early phase studies from the perspectives of measurement error models and selection bias. A systematic method was built to adjust the early phase study results from both frequentist and Bayesian perspectives. A hierarchical model was proposed to estimate the distribution of the efficacy for a portfolio of compounds, which can serve as the prior distribution for the Bayesian approach. We showed through theory that the systematic adjustment provides an unbiased estimator for the true mean efficacy for a portfolio of compounds. The adjustment was applied to paired data for the efficacy in early small and later larger studies for a set of compounds in diabetes and immunology. After the adjustment, the bias in the early phase small studies seems to be diminished.

stat.ME↗

arXiv2020

Properties of neutron star described by a relativistic $ab~ initio$ model

Properties of neutron star are investigated by an available relativistic $ab~ initio$ method, i.e., the relativistic Brueckner-Hartree-Fock (RBHF) model, with the latest high-precision relativistic charge-dependent potentials, pvCD-Bonn A, B, C. The neutron star matter is solved within the beta equilibrium and charge neutrality conditions in the framework of RBHF model. Comparing to the conventional treatment, where the chemical potential of lepton was approximately represented by the symmetry energy of nuclear matter, the equation of state (EOS) of neutron star matter in the present self-consistent calculation with pvCD-Bonn B has striking difference above the baryon number density $n_b=0.55$ fm$^{-3}$. However, these differences influence the global properties of neutron star only about $1\%\sim2\%$. Then, three two-body potentials pvCD-Bonn A, B, C, with different tensor components, are systematically applied in RBHF model to calculate the properties of neutron star. It is found that the maximum masses of neutron star are around $2.21\sim2.30M_\odot$ and the corresponding radii are $R =11.18\sim11.72$ km. The radii of $1.4M_\odot$ neutron star are predicated as $R_{1.4} = 12.34\sim12.91$ km and their dimensionless tidal deformabilities are $Λ_{1.4} = 485\sim 626$. Furthermore, the direct URCA process in neutron star cooling will happen from $n_b=0.414\sim0.530$ fm$^{-3}$ with the proton fractions, $Y_p=0.136\sim0.138$. All of the results obtained from RBHF model only with two-body pvCD-Bonn potentials completely satisfy various constraints from recent astronomical observations of massive neutron stars, gravitational wave detection (GW 170817), and mass-radius simultaneous measurement (NICER).

nucl-th↗

arXiv2020

GoGNN: Graph of Graphs Neural Network for Predicting Structured Entity Interactions

Entity interaction prediction is essential in many important applications such as chemistry, biology, material science, and medical science. The problem becomes quite challenging when each entity is represented by a complex structure, namely structured entity, because two types of graphs are involved: local graphs for structured entities and a global graph to capture the interactions between structured entities. We observe that existing works on structured entity interaction prediction cannot properly exploit the unique graph of graphs model. In this paper, we propose a Graph of Graphs Neural Network, namely GoGNN, which extracts the features in both structured entity graphs and the entity interaction graph in a hierarchical way. We also propose the dual-attention mechanism that enables the model to preserve the neighbor importance in both levels of graphs. Extensive experiments on real-world datasets show that GoGNN outperforms the state-of-the-art methods on two representative structured entity interaction prediction tasks: chemical-chemical interaction prediction and drug-drug interaction prediction. Our code is available at Github.

cs.LG↗

arXiv2020

A Unified Approach to Scalable Spectral Sparsification of Directed Graphs

Recent spectral graph sparsification research allows constructing nearly-linear-sized subgraphs that can well preserve the spectral (structural) properties of the original graph, such as the first few eigenvalues and eigenvectors of the graph Laplacian, leading to the development of a variety of nearly-linear time numerical and graph algorithms. However, there is not a unified approach that allows for truly-scalable spectral sparsification of both directed and undirected graphs. In this work, we prove the existence of linear-sized spectral sparsifiers for general directed graphs and introduce a practically-efficient and unified spectral graph sparsification approach that allows sparsifying real-world, large-scale directed and undirected graphs with guaranteed preservation of the original graph spectra. By exploiting a highly-scalable (nearly-linear complexity) spectral matrix perturbation analysis framework for constructing nearly-linear sized (directed) subgraphs, it enables us to well preserve the key eigenvalues and eigenvectors of the original (directed) graph Laplacians. The proposed method has been validated using various kinds of directed graphs obtained from public domain sparse matrix collections, showing promising results for solving directed graph Laplacians, spectral embedding, and partitioning of general directed graphs, as well as approximately computing (personalized) PageRank vectors.

cs.DS↗

arXiv2020

Transmission electron microscopy of organic-inorganic hybrid perovskites: myths and truths

Organic-inorganic hybrid perovskites (OIHPs) have attracted extensive research interest as a promising candidate for efficient and inexpensive solar cells. Transmission electron microscopy characterizations that can benefit the fundamental understanding and the degradation mechanism are widely used for these materials. However, their sensitivity to the electron beam illumination and hence structural instabilities usually prevent us from obtaining the intrinsic information or even lead to significant artifacts. Here, we systematacially investigate the structural degradation behaviors under different experimental factors to reveal the optimized conditions for TEM characterizations of OIHPs by using low-dose electron diffraction and imaging techniques. We find that a low temperature does not slow down the beam damage but instead induces a rapid amorphization for OIHPs. Moreover, a less severe damage is observed at a higher accelerating voltage. The beam-sensitivity is found to be facet-dependent that a (100) exposed MAPbI3 surface is more stable than (001) surface. With these guidance, we successfully acquire the atomic structure of pristine MAPbI3 and identify the characterization window that is very narrow. These findings are helpful to guide future electron microscopy characterization of these beam-sensitive materials, which are also useful for finding strategies to improve the stability and the performance of the perovskite solar cells.

physics.app-ph↗

arXiv2020

Deep Reinforcement Learning Based Volt-VAR Optimization in Smart Distribution Systems

This paper develops a model-free volt-VAR optimization (VVO) algorithm via multi-agent deep reinforcement learning (MADRL) in unbalanced distribution systems. This method is novel since we cast the VVO problem in unbalanced distribution networks to an intelligent deep Q-network (DQN) framework, which avoids solving a specific optimization model directly when facing time-varying operating conditions of the systems. We consider statuses/ratios of switchable capacitors, voltage regulators, and smart inverters installed at distributed generators as the action variables of the DQN agents. A delicately designed reward function guides these agents to interact with the distribution system, in the direction of reinforcing voltage regulation and power loss reduction simultaneously. The forward-backward sweep method for radial three-phase distribution systems provides accurate power flow results within a few iterations to the DQN environment. Finally, the proposed multi-objective MADRL method realizes the dual goals for VVO. We test this algorithm on the unbalanced IEEE 13-bus and 123-bus systems. Numerical simulations validate the excellent performance of this method in voltage regulation and power loss reduction.

eess.SY↗

arXiv2020

Binarized Graph Neural Network

Recently, there have been some breakthroughs in graph analysis by applying the graph neural networks (GNNs) following a neighborhood aggregation scheme, which demonstrate outstanding performance in many tasks. However, we observe that the parameters of the network and the embedding of nodes are represented in real-valued matrices in existing GNN-based graph embedding approaches which may limit the efficiency and scalability of these models. It is well-known that binary vector is usually much more space and time efficient than the real-valued vector. This motivates us to develop a binarized graph neural network to learn the binary representations of the nodes with binary network parameters following the GNN-based paradigm. Our proposed method can be seamlessly integrated into the existing GNN-based embedding approaches to binarize the model parameters and learn the compact embedding. Extensive experiments indicate that the proposed binarized graph neural network, namely BGN, is orders of magnitude more efficient in terms of both time and space while matching the state-of-the-art performance.

cs.LG↗

arXiv2020

Anti-Unwinding Sliding Mode Attitude Maneuver Control for Rigid Spacecraft

In this paper, anti-unwinding attitude maneuver control for rigid spacecraft is considered. First, in order to avoid the unwinding phenomenon when the system states are restricted to the switching surface, a novel switching function is constructed by hyperbolic sine functions such that the switching surface contains two equilibriums. Then, a sliding mode attitude maneuver controller is designed based on the constructed switching function to ensure the robustness of the closed-loop attitude maneuver control system to disturbance. Another important feature of the developed attitude control law is that a dynamic parameter is introduced to guarantee the anti-unwinding performance before the system states reach the switching surface. The simulation results demonstrate that the unwinding problem is settled during attitude maneuver for rigid spacecraft by adopting the newly constructed switching function and proposed attitude control scheme.

eess.SY↗

arXiv2020

Sliding Mode Attitude Maneuver Control for Rigid Spacecraft without Unwinding

In this paper, attitude maneuver control without unwinding phenomenon is investigated for rigid spacecraft. First, a novel switching function is constructed by a hyperbolic sine function. It is shown that the spacecraft system possesses the unwinding-free performance when the system states are on the sliding surface. Based on the designed switching function, a sliding mode controller is developed to ensure the robustness of the attitude maneuver control system. Another essential feature of the presented attitude control law is that a dynamic parameter is introduced to guarantee the unwinding-free performance when the system states are outside the sliding surface. The simulation results demonstrate that the unwinding phenomenon is avoided during the attitude maneuver of a rigid spacecraft by adopting the constructed switching function and the proposed attitude control scheme.

eess.SY↗

arXiv2020

The one-pion-exchange potential with contact terms from lattice QCD simulations

The pion-mass-dependent nucleon-nucleon ($NN$) potentials in term of one-pion exchange and contact terms are obtained from the latest lattice QCD simulations of two-nucleon system, which employ the forms of leading order (LO) $NN$ potential from the chiral effective field theory and thus are named as the LO chiral potential in this work. We extract the coefficients of contact terms and cut-off momenta in these potentials, for the first time, by fitting the phase shifts of $^1S_0$ and $^3S_1$ channels generated by the results of HALQCD collaboration with various pion masses from $468.6$ MeV to $1170.9$ MeV. The low-energy constants in the $^1S_0$ and $^3S_1$ channels become weaker and approach each other for larger pion masses. These LO chiral potentials are applied to symmetric nuclear and pure neutron matter within the Brueckner-Hartree-Fock method. At this moment, however, we do not have yet the information of the $P$-wave $NN$ interaction to be provided by the lattice QCD simulations for full description of nuclear matter. Our results will enhance the development of nuclear structure and nuclear matter by controlling the contribution of the pionic effect and illuminate the role of chiral symmetry of the strong interaction in complex system.

nucl-th↗

arXiv2020

Graph3S: A Simple, Speedy and Scalable Distributed Graph Processing System

Graph is a ubiquitous structure in many domains. The rapidly increasing data volume calls for efficient and scalable graph data processing. In recent years, designing distributed graph processing systems has been an increasingly important area to fulfil the demands of processing big graphs in a distributed environment. Though a variety of distributed graph processing systems have been developed, very little attention has been paid to achieving a good combinational system performance in terms of usage simplicity, efficiency and scalability. To contribute to the study of distributed graph processing system, this work tries to fill this gap by designing a simple, speedy and scalable system. Our observation is that enforcing the communication flexibility of a system leads to the gains of both system efficiency and scalability as well as simple usage. We realize our idea in a system Graph3S and conduct extensive experiments with diverse algorithms over big graphs from different domains to test its performance. The results show that, besides simple usage, our system has outstanding performance over various graph algorithms and can even reach up to two orders of magnitude speedup over existing in-memory systems when applying to some algorithms. Also, its scalability is competitive to disk-based systems and even better when less machines are used.

cs.DC↗

arXiv2020

Graph-based Faulted Line Identification Using Micro-PMU Data in Distribution Systems

Motivated by increasing penetration of distributed generators (DGs) and fast development of micro-phasor measurement units (μPMUs), this paper proposes a novel graph-based faulted line identification algorithm using a limited number of μPMUs in distribution networks. The core of the proposed method is to apply advanced distribution system state estimation (DSSE) techniques integrating μPMU data to the fault location. We propose a distributed DSSE algorithm to efficiently restrict the searching region for the fault source in the feeder between two adjacent μPMUs. Based on the graph model of the feeder in the reduced searching region, we further perform the DSSE in a hierarchical structure and identify the location of the fault source. Also, the proposed approach captures the impact of DGs on distribution system operation and remains robust against high-level noises in measurements. Numerical simulations verify the accuracy and efficiency of the proposed method under various fault scenarios covering multiple fault types and fault impedances.

eess.SY↗

arXiv2020

Interval State Estimation with Uncertainty of Distributed Generation and Line Parameters in Unbalanced Distribution Systems

Distribution system state estimation (DSSE), which provides critical information for system monitoring and control, is being challenged by multiple sources of uncertainties such as random meter errors, stochastic power output of distributed generation (DG), and imprecise network parameters. This paper originally proposes a general interval state estimation (ISE) model to simultaneously formulate these uncertainties in unbalanced distribution systems by interval arithmetic. Moreover, this model can accommodate partially available measurements of DG outputs and inaccurate line parameters. Further, a modified Krawczyk-operator (MKO) algorithm is proposed to solve the general ISE model efficiently, and effectively provides the upper and lower bounds of state variables under coordinated impacts of these uncertainties. The proposed algorithm is tested on unbalanced IEEE 13-bus and 123-bus systems. Comparison with various methods including Monte Carlo simulation indicates that the proposed algorithm is many orders of magnitude faster and encloses tighter boundaries of state variables.

eess.SY↗

arXiv2020

Attack Identification and Correction for PMU GPS Spoofing in Unbalanced Distribution Systems

Due to the vulnerability of civilian global positioning system (GPS) signals, the accuracy of phasor measurement units (PMUs) can be greatly compromised by GPS spoofing attacks (GSAs), which introduce phase shifts into true phase angle measurements. Focusing on simultaneous GSAs for multiple PMU locations, this paper proposes a novel identification and correction algorithm in distribution systems. A sensitivity analysis of state estimation residuals on a single GSA phase angle is firstly implemented. An identification algorithm using a probing technique is proposed to determine the locations of spoofed PMUs and the ranges of GSA phase shifts. Based on the identification results, these GSA phase shifts are determined via an estimation algorithm that minimizes the mismatch between measurements and system states. Further, with the attacked PMU data corrected, the system states are recovered. Simulations in unbalanced IEEE 34-bus and 123-bus distribution systems demonstrates the efficiency and accuracy of the proposed method.

eess.SY↗

arXiv2020

Semiparametric regression and risk prediction with competing risks data under missing cause of failure

The cause of failure in cohort studies that involve competing risks is frequently incompletely observed. To address this, several methods have been proposed for the semiparametric proportional cause-specific hazards model under a missing at random assumption. However, these proposals provide inference for the regression coefficients only, and do not consider the infinite dimensional parameters, such as the covariate-specific cumulative incidence function. Nevertheless, the latter quantity is essential for risk prediction in modern medicine. In this paper we propose a unified framework for inference about both the regression coefficients of the proportional cause-specific hazards model and the covariate-specific cumulative incidence functions under missing at random cause of failure. Our approach is based on a novel computationally efficient maximum pseudo-partial-likelihood estimation method for the semiparametric proportional cause-specific hazards model. Using modern empirical process theory we derive the asymptotic properties of the proposed estimators for the regression coefficients and the covariate-specific cumulative incidence functions, and provide methodology for constructing simultaneous confidence bands for the latter. Simulation studies show that our estimators perform well even in the presence of a large fraction of missing cause of failures, and that the regression coefficient estimator can be substantially more efficient compared to the previously proposed augmented inverse probability weighting estimator. The method is applied using data from an HIV cohort study and a bladder cancer clinical trial.

stat.ME↗