arXiv subjects

Yu Zheng

Publications and source records attributed to Yu Zheng.

At least 235 records · Page 13Linked to original sources

arXiv2020

Urban Anomaly Analytics: Description, Detection, and Prediction

Urban anomalies may result in loss of life or property if not handled properly. Automatically alerting anomalies in their early stage or even predicting anomalies before happening are of great value for populations. Recently, data-driven urban anomaly analysis frameworks have been forming, which utilize urban big data and machine learning algorithms to detect and predict urban anomalies automatically. In this survey, we make a comprehensive review of the state-of-the-art research on urban anomaly analytics. We first give an overview of four main types of urban anomalies, traffic anomaly, unexpected crowds, environment anomaly, and individual anomaly. Next, we summarize various types of urban datasets obtained from diverse devices, i.e., trajectory, trip records, CDRs, urban sensors, event records, environment data, social media and surveillance cameras. Subsequently, a comprehensive survey of issues on detecting and predicting techniques for urban anomalies is presented. Finally, research challenges and open problems as discussed.

cs.SI↗

arXiv2020

Efficient Suspected Infected Crowds Detection Based on Spatio-Temporal Trajectories

Virus transmission from person to person is an emergency event facing the global public. Early detection and isolation of potentially susceptible crowds can effectively control the epidemic of its disease. Existing metrics can not correctly address the infected rate on trajectories. To solve this problem, we propose a novel spatio-temporal infected rate (IR) measure based on human moving trajectories that can adequately describe the risk of being infected by a given query trajectory of a patient. Then, we manage source data through an efficient spatio-temporal index to make our system more scalable, and can quickly query susceptible crowds from massive trajectories. Besides, we design several pruning strategies that can effectively reduce calculations. Further, we design a spatial first time (SFT) index, which enables us to quickly query multiple trajectories without much I/O consumption and data redundancy. The performance of the solutions is demonstrated in experiments based on real and synthetic trajectory datasets that have shown the effectiveness and efficiency of our solutions.

cs.DB↗

arXiv2020

Adaptive Fractional Dilated Convolution Network for Image Aesthetics Assessment

To leverage deep learning for image aesthetics assessment, one critical but unsolved issue is how to seamlessly incorporate the information of image aspect ratios to learn more robust models. In this paper, an adaptive fractional dilated convolution (AFDC), which is aspect-ratio-embedded, composition-preserving and parameter-free, is developed to tackle this issue natively in convolutional kernel level. Specifically, the fractional dilated kernel is adaptively constructed according to the image aspect ratios, where the interpolation of nearest two integers dilated kernels is used to cope with the misalignment of fractional sampling. Moreover, we provide a concise formulation for mini-batch training and utilize a grouping strategy to reduce computational overhead. As a result, it can be easily implemented by common deep learning libraries and plugged into popular CNN architectures in a computation-efficient manner. Our experimental results demonstrate that our proposed method achieves state-of-the-art performance on image aesthetics assessment over the AVA dataset.

cs.CV↗

arXiv2020

Modeling Multi-Cellular Dynamics Regulated by ECM-Mediated Mechanical Communication via Active Particles with Polarized Effective Attraction

Collective cell migration is crucial to many physiological and pathological processes. Recent experimental studies have indicated that the active traction forces generated by migrating cells in fibrous extracellular matrix (ECM) can mechanically remodel the ECM, enabling long-range propagation of cellular forces and leading to correlated migration dynamics regulated by the mechanical communication among the cells. Motivated by these experimental discoveries, we develop an active-particle model with polarized effective attractions (APPA) for modeling emergent multi-cellular migration dynamics regulated by ECM-mediated mechanical communications. Active particles with polarized pairwise attractions exhibit enhanced aggregation behaviors compared to classic active Brownian particles, especially at lower particle densities and larger rotational diffusivities. Importantly, in contrast to the classic ABP system, the high-density phase of APPA system exhibits strong dynamic correlation, which is characterized by the slowly decaying velocity correlation functions with a correlation length comparable to the linear size of high-density phase domain (i.e., cluster of the particles). The strongly correlated multi-cellular dynamics predicted by the APPA model are subsequently verified in {\it in vitro} experiments using MCF-10A cells. Our studies also indicate the importance of incorporating ECM-mediated mechanical coupling among the migrating cells for appropriately modeling emergent multi-cellular dynamics in complex micro-environments.

cond-mat.soft↗

arXiv2020

Gated Neural Networks for Option Pricing: Rationality by Design

We propose a neural network approach to price EU call options that significantly outperforms some existing pricing models and comes with guarantees that its predictions are economically reasonable. To achieve this, we introduce a class of gated neural networks that automatically learn to divide-and-conquer the problem space for robust and accurate pricing. We then derive instantiations of these networks that are 'rational by design' in terms of naturally encoding a valid call option surface that enforces no arbitrage principles. This integration of human insight within data-driven learning provides significantly better generalisation in pricing performance due to the encoded inductive bias in the learning, guarantees sanity in the model's predictions, and provides econometrically useful byproduct such as risk neutral density.

q-fin.CP↗

arXiv2020

Price-aware Recommendation with Graph Convolutional Networks

In recent years, much research effort on recommendation has been devoted to mining user behaviors, i.e., collaborative filtering, along with the general information which describes users or items, e.g., textual attributes, categorical demographics, product images, and so on. Price, an important factor in marketing --- which determines whether a user will make the final purchase decision on an item --- surprisingly, has received relatively little scrutiny. In this work, we aim at developing an effective method to predict user purchase intention with the focus on the price factor in recommender systems. The main difficulties are two-fold: 1) the preference and sensitivity of a user on item price are unknown, which are only implicitly reflected in the items that the user has purchased, and 2) how the item price affects a user's intention depends largely on the product category, that is, the perception and affordability of a user on item price could vary significantly across categories. Towards the first difficulty, we propose to model the transitive relationship between user-to-item and item-to-price, taking the inspiration from the recently developed Graph Convolution Networks (GCN). The key idea is to propagate the influence of price on users with items as the bridge, so as to make the learned user representations be price-aware. For the second difficulty, we further integrate item categories into the propagation progress and model the possible pairwise interactions for predicting user-item interactions. We conduct extensive experiments on two real-world datasets, demonstrating the effectiveness of our GCN-based method in learning the price-aware preference of users. Further analysis reveals that modeling the price awareness is particularly useful for predicting user preference on items of unexplored categories.

cs.IR↗

arXiv2020

Federated Extra-Trees with Privacy Preserving

It is commonly observed that the data are scattered everywhere and difficult to be centralized. The data privacy and security also become a sensitive topic. The laws and regulations such as the European Union's General Data Protection Regulation (GDPR) are designed to protect the public's data privacy. However, machine learning requires a large amount of data for better performance, and the current circumstances put deploying real-life AI applications in an extremely difficult situation. To tackle these challenges, in this paper we propose a novel privacy-preserving federated machine learning model, named Federated Extra-Trees, which applies local differential privacy in the federated trees model. A secure multi-institutional machine learning system was developed to provide superior performance by processing the modeling jointly on different clients without exchanging any raw data. We have validated the accuracy of our work by conducting extensive experiments on public datasets and the efficiency and robustness were also verified by simulating the real-world scenarios. Overall, we presented an extensible, scalable and practical solution to handle the data island problem.

cs.LG↗

arXiv2020

Robust optical-levitation-based metrology of nanoparticle's position and mass

Light has shown up an incredibe capability in precision measurement based on opto-mechanic interaction in high vacuum by isolating environment noises. However, there are still obstructions, such as displacement and mass estimation error, highly hampering the improvement of absolute accuracy at the nanoscale. Here, we present a nonlinearity based metrology to precisely measure the position and mass of a nanoparticle with optical levitation under $10^{-5}$ mbar, 6-order of magnitude lower than the electrostatic-force and stochastic-force-based counterparts. By precisely controlling the amplitude of the levitated nanoparticle at the nonlinear regime, we realized a feasible sub-picometer-level position measurement with an uncertainty of $1.0\%$ without the prior information of mass, which can be further applied to weigh the femtogram-level mass with an uncertainty of $2.2\%$. It will also pave the way to construct a well-calibrated opto-mechanic platform in high vacuum for high sensitivity and accuracy measurement in force and acceleration at the nanoscale and the study in quantum superposition at the mesoscopic scale.

physics.optics↗

arXiv2020

Fine-Grained Urban Flow Inference

The ubiquitous deployment of monitoring devices in urban flow monitoring systems induces a significant cost for maintenance and operation. A technique is required to reduce the number of deployed devices, while preventing the degeneration of data accuracy and granularity. In this paper, we present an approach for inferring the real-time and fine-grained crowd flows throughout a city based on coarse-grained observations. This task exhibits two challenges: the spatial correlations between coarse- and fine-grained urban flows, and the complexities of external impacts. To tackle these issues, we develop a model entitled UrbanFM which consists of two major parts: 1) an inference network to generate fine-grained flow distributions from coarse-grained inputs that uses a feature extraction module and a novel distributional upsampling module; 2) a general fusion subnet to further boost the performance by considering the influence of different external factors. This structure provides outstanding effectiveness and efficiency for small scale upsampling. However, the single-pass upsampling used by UrbanFM is insufficient at higher upscaling rates. Therefore, we further present UrbanPy, a cascading model for progressive inference of fine-grained urban flows by decomposing the original tasks into multiple subtasks. Compared to UrbanFM, such an enhanced structure demonstrates favorable performance for larger-scale inference tasks.

cs.CV↗

arXiv2020

Diversity and Sparsity: A New Perspective on Index Tracking

We address the problem of partial index tracking, replicating a benchmark index using a small number of assets. Accurate tracking with a sparse portfolio is extensively studied as a classic finance problem. However in practice, a tracking portfolio must also be diverse in order to minimise risk -- a requirement which has only been dealt with by ad-hoc methods before. We introduce the first index tracking method that explicitly optimises both diversity and sparsity in a single joint framework. Diversity is realised by a regulariser based on pairwise similarity of assets, and we demonstrate that learning similarity from data can outperform some existing heuristics. Finally, we show that the way we model diversity leads to an easy solution for sparsity, allowing both constraints to be optimised easily and efficiently. we run out-of-sample backtesting for a long interval of 15 years (2003 -- 2018), and the results demonstrate the superiority of the proposed algorithm.

q-fin.PM↗

arXiv2020

Locally Decodable Codes with Randomized Encoding

We initiate a study of locally decodable codes with randomized encoding. Standard locally decodable codes are error correcting codes with a deterministic encoding function and a randomized decoding function, such that any desired message bit can be recovered with good probability by querying only a small number of positions in the corrupted codeword. This allows one to recover any message bit very efficiently in sub-linear or even logarithmic time. Besides this straightforward application, locally decodable codes have also found many other applications such as private information retrieval, secure multiparty computation, and average-case complexity. However, despite extensive research, the tradeoff between the rate of the code and the number of queries is somewhat disappointing. For example, the best known constructions still need super-polynomially long codeword length even with a logarithmic number of queries, and need a polynomial number of queries to achieve a constant rate. In this paper, we show that by using a randomized encoding, in several models we can achieve significantly better rate-query tradeoff. In addition, our codes work for both the standard Hamming errors, and the more general and harder edit errors.

cs.IT↗

arXiv2019

Index Tracking with Cardinality Constraints: A Stochastic Neural Networks Approach

Partial (replication) index tracking is a popular passive investment strategy. It aims to replicate the performance of a given index by constructing a tracking portfolio which contains some constituents of the index. The tracking error optimisation is quadratic and NP-hard when taking the L0 constraint into account so it is usually solved by heuristic methods such as evolutionary algorithms. This paper introduces a simple, efficient and scalable connectionist model as an alternative. We propose a novel reparametrisation method and then solve the optimisation problem with stochastic neural networks. The proposed approach is examined with S&P 500 index data for more than 10 years and compared with widely used index tracking approaches such as forward and backward selection and the largest market capitalisation methods. The empirical results show our model achieves excellent performance. Compared with the benchmarked models, our model has the lowest tracking error, across a range of portfolio sizes. Meanwhile it offers comparable performance to the others on secondary criteria such as volatility, Sharpe ratio and maximum drawdown.

q-fin.PM↗

arXiv2019

Enhanced Electronic Transport in Disordered Hyperuniform Two-Dimensional Amorphous Silica

Disordered hyperuniformity (DHU) is a recently proposed new state of matter, which has been observed in a variety of classical and quantum many-body systems. DHU systems are characterized by vanishing infinite-wavelength density fluctuations and are endowed with unique novel physical properties. Here we report the first discovery of disordered hyperuniformity in atomic-scale 2D materials, i.e., amorphous silica composed of a single layer of atoms, based on spectral-density analysis of high-resolution transmission electron microscope images. Subsequent simulations suggest that the observed DHU is closely related to the strong topological and geometrical constraints induced by the local chemical order in the system. Moreover, we show via large-scale density functional theory calculations that DHU leads to almost complete closure of the electronic band gap compared to the crystalline counterpart, making the material effectively a metal. This is in contrast to the conventional wisdom that disorder generally diminishes electronic transport and is due to the unique electron wave localization induced by the topological defects in the DHU state.

cond-mat.dis-nn↗

arXiv2019

Monotonicity of functionals along conformal Ricci flow

The main purpose of this note is to construct two functionals of the positive solutions to the conjugate heat equation associated to the metrics evolving by the conformal Ricci flow on closed manifolds. We show that they are nondecreasing by calculating the explicit evolution formulas of these functionals. For the entropy functional we give another proof of the monotonicity by establishing a pointwise formula. Moreover, we show that the increase are strict unless the metrics are Einstein.

math.DG↗

arXiv2019

HM-NAS: Efficient Neural Architecture Search via Hierarchical Masking

The use of automatic methods, often referred to as Neural Architecture Search (NAS), in designing neural network architectures has recently drawn considerable attention. In this work, we present an efficient NAS approach, named HM- NAS, that generalizes existing weight sharing based NAS approaches. Existing weight sharing based NAS approaches still adopt hand-designed heuristics to generate architecture candidates. As a consequence, the space of architecture candidates is constrained in a subset of all possible architectures, making the architecture search results sub-optimal. HM-NAS addresses this limitation via two innovations. First, HM-NAS incorporates a multi-level architecture encoding scheme to enable searching for more flexible network architectures. Second, it discards the hand-designed heuristics and incorporates a hierarchical masking scheme that automatically learns and determines the optimal architecture. Compared to state-of-the-art weight sharing based approaches, HM-NAS is able to achieve better architecture search performance and competitive model evaluation accuracy. Without the constraint imposed by the hand-designed heuristics, our searched networks contain more flexible and meaningful architectures that existing weight sharing based NAS approaches are not able to discover.

cs.LG↗

arXiv2019

Reward Advancement: Transforming Policy under Maximum Causal Entropy Principle

Many real-world human behaviors can be characterized as a sequential decision making processes, such as urban travelers choices of transport modes and routes (Wu et al. 2017). Differing from choices controlled by machines, which in general follows perfect rationality to adopt the policy with the highest reward, studies have revealed that human agents make sub-optimal decisions under bounded rationality (Tao, Rohde, and Corcoran 2014). Such behaviors can be modeled using maximum causal entropy (MCE) principle (Ziebart 2010). In this paper, we define and investigate a general reward trans-formation problem (namely, reward advancement): Recovering the range of additional reward functions that transform the agent's policy from original policy to a predefined target policy under MCE principle. We show that given an MDP and a target policy, there are infinite many additional reward functions that can achieve the desired policy transformation. Moreover, we propose an algorithm to further extract the additional rewards with minimum "cost" to implement the policy transformation.

cs.AI↗

arXiv2019

Federated Forest

Most real-world data are scattered across different companies or government organizations, and cannot be easily integrated under data privacy and related regulations such as the European Union's General Data Protection Regulation (GDPR) and China' Cyber Security Law. Such data islands situation and data privacy & security are two major challenges for applications of artificial intelligence. In this paper, we tackle these challenges and propose a privacy-preserving machine learning model, called Federated Forest, which is a lossless learning model of the traditional random forest method, i.e., achieving the same level of accuracy as the non-privacy-preserving approach. Based on it, we developed a secure cross-regional machine learning system that allows a learning process to be jointly trained over different regions' clients with the same user samples but different attribute sets, processing the data stored in each of them without exchanging their raw data. A novel prediction algorithm was also proposed which could largely reduce the communication overhead. Experiments on both real-world and UCI data sets demonstrate the performance of the Federated Forest is as accurate as the non-federated version. The efficiency and robustness of our proposed system had been verified. Overall, our model is practical, scalable and extensible for real-life tasks.

cs.LG↗

arXiv2019

Modeling cell migration regulated by cell-ECM micromechanical coupling

Cell migration in fibreous extracellular matrix (ECM) is crucial to many physiological and pathological processes such as tissue regeneration, immune response and cancer progression. During migration, individual cells can generate active pulling forces via actin filament contraction, which are transmitted to the ECM fibers through focal adhesion complexes, remodel the ECM, and eventually propagate to and can be sensed by other cells in the system. The microstructure and physical properties of the ECM can also significantly influence cell migration, e.g., via durotaxis and contact guidance. Here, we develop a computational model for cell migration regulated by cell-ECM micro-mechanical coupling. Our model explicitly takes into account a variety of cellular level processes including focal adhesion formation and disassembly, active traction force generation and cell locomotion due to actin filament contraction, transmission and propagation of tensile forces in the ECM, as well as the resulting ECM remodeling. We validate our model by accurately reproducing single-cell dynamics of MCF-10A breast cancer cells migrating on collagen gels and show that the durotaxis and contact guidance effects naturally arise as a consequence of the cell-ECM micro-mechanical interactions considered in the model. Moreover, our model predicts strongly correlated multi-cellular migration dynamics, which are resulted from the ECM-mediated mechanical coupling among the migrating cell and are subsequently verified in {\it in vitro} experiments using MCF-10A cells. Our computational model provides a robust tool to investigate emergent collective dynamics of multi-cellular systems in complex {\it in vivo} micro-environment and can be utilized to design {\it in vitro} micro-environments to guide collective behaviors and self-organization of cells.

q-bio.CB↗