arXiv subjects

Yuanyuan Liu

Publications and source records attributed to Yuanyuan Liu.

At least 91 records · Page 5Linked to original sources

arXiv2020

A Single Frame and Multi-Frame Joint Network for 360-degree Panorama Video Super-Resolution

Spherical videos, also known as \ang{360} (panorama) videos, can be viewed with various virtual reality devices such as computers and head-mounted displays. They attract large amount of interest since awesome immersion can be experienced when watching spherical videos. However, capturing, storing and transmitting high-resolution spherical videos are extremely expensive. In this paper, we propose a novel single frame and multi-frame joint network (SMFN) for recovering high-resolution spherical videos from low-resolution inputs. To take advantage of pixel-level inter-frame consistency, deformable convolutions are used to eliminate the motion difference between feature maps of the target frame and its neighboring frames. A mixed attention mechanism is devised to enhance the feature representation capability. The dual learning strategy is exerted to constrain the space of solution so that a better solution can be found. A novel loss function based on the weighted mean square error is proposed to emphasize on the super-resolution of the equatorial regions. This is the first attempt to settle the super-resolution of spherical videos, and we collect a novel dataset from the Internet, MiG Panorama Video, which includes 204 videos. Experimental results on 4 representative video clips demonstrate the efficacy of the proposed method. The dataset and code are available at https://github.com/lovepiano/SMFN_For_360VSR.

cs.CV↗

arXiv2020

Observation of symmetry protected zero modes in topolectrical circuits

Higher-order topological insulators are a new class of topological phases of matter, originally conceived for electrons in solids. It has been suggested that $\mathbb{Z}_N$ Berry phase (Berry phase quantized into $2π/N$) is a useful tool to characterize the symmetry protected topological states, while the experimental evidence is still elusive. Recently, topolectrical circuits have emerged as a simple yet very powerful platform for studying topological physics that are challenging to realize in condensed matter systems. Here, we present the first experimental observation of second-order corner states characterized by $\mathbb{Z}_3$ Berry phase in topolectrical circuits. We demonstrate theoretically and experimentally that the localized second-order topological states are protected by a generalized chiral symmetry of tripartite lattices, and they are pinned to "zero energy". By introducing extra capacitors within sublattices in the circuit, we are able to examine the robustness of the zero modes against both chiral-symmetry conserving and breaking disturbances. Our work paves the way for testing exotic topological band theory by electrical-circuit experiments.

cond-mat.mes-hall↗

arXiv2019

Efficient Relaxed Gradient Support Pursuit for Sparsity Constrained Non-convex Optimization

Large-scale non-convex sparsity-constrained problems have recently gained extensive attention. Most existing deterministic optimization methods (e.g., GraSP) are not suitable for large-scale and high-dimensional problems, and thus stochastic optimization methods with hard thresholding (e.g., SVRGHT) become more attractive. Inspired by GraSP, this paper proposes a new general relaxed gradient support pursuit (RGraSP) framework, in which the sub-algorithm only requires to satisfy a slack descent condition. We also design two specific semi-stochastic gradient hard thresholding algorithms. In particular, our algorithms have much less hard thresholding operations than SVRGHT, and their average per-iteration cost is much lower (i.e., O(d) vs. O(d log(d)) for SVRGHT), which leads to faster convergence. Our experimental results on both synthetic and real-world datasets show that our algorithms are superior to the state-of-the-art gradient hard thresholding methods.

cs.LG↗

arXiv2019

Pose-adaptive Hierarchical Attention Network for Facial Expression Recognition

Multi-view facial expression recognition (FER) is a challenging task because the appearance of an expression varies in poses. To alleviate the influences of poses, recent methods either perform pose normalization or learn separate FER classifiers for each pose. However, these methods usually have two stages and rely on good performance of pose estimators. Different from existing methods, we propose a pose-adaptive hierarchical attention network (PhaNet) that can jointly recognize the facial expressions and poses in unconstrained environment. Specifically, PhaNet discovers the most relevant regions to the facial expression by an attention mechanism in hierarchical scales, and the most informative scales are then selected to learn the pose-invariant and expression-discriminative representations. PhaNet is end-to-end trainable by minimizing the hierarchical attention losses, the FER loss and pose loss with dynamically learned loss weights. We validate the effectiveness of the proposed PhaNet on three multi-view datasets (BU-3DFE, Multi-pie, and KDEF) and two in-the-wild FER datasets (AffectNet and SFEW). Extensive experiments demonstrate that our framework outperforms the state-of-the-arts under both within-dataset and cross-dataset settings, achieving the average accuracies of 84.92\%, 93.53\%, 88.5\%, 54.82\% and 31.25\% respectively.

cs.CV↗

arXiv2019

T1rho Fractional-order Relaxation of Human Articular Cartilage

T1rho imaging is a promising non-invasive diagnostic tool for early detection of articular cartilage degeneration. A mono-exponential model is normally used to describe the T1rho relaxation process. However, mono-exponentials may not adequately to describe NMR relaxation in complex, heterogeneous, and anisotropic materials, such as articular cartilage. Fractional-order models have been used successfully to describe complex relaxation phenomena in the laboratory frame in cartilage matrix components. In this paper, we develop a time-fractional order (T-FACT) model for T1rho fitting in human articular cartilage. Representative results demonstrate that the proposed method is able to fit the experimental data with smaller root mean squared error than the one from conventional mono-exponential relaxation model in human articular cartilage.

physics.med-ph↗

arXiv2019

Adversarial Variational Bayes Methods for Tweedie Compound Poisson Mixed Models

The Tweedie Compound Poisson-Gamma model is routinely used for modeling non-negative continuous data with a discrete probability mass at zero. Mixed models with random effects account for the covariance structure related to the grouping hierarchy in the data. An important application of Tweedie mixed models is pricing the insurance policies, e.g. car insurance. However, the intractable likelihood function, the unknown variance function, and the hierarchical structure of mixed effects have presented considerable challenges for drawing inferences on Tweedie. In this study, we tackle the Bayesian Tweedie mixed-effects models via variational inference approaches. In particular, we empower the posterior approximation by implicit models trained in an adversarial setting. To reduce the variance of gradients, we reparameterize random effects, and integrate out one local latent variable of Tweedie. We also employ a flexible hyper prior to ensure the richness of the approximation. Our method is evaluated on both simulated and real-world data. Results show that the proposed method has smaller estimation bias on the random effects compared to traditional inference methods including MCMC; it also achieves a state-of-the-art predictive performance, meanwhile offering a richer estimation of the variance function.

stat.ML↗

arXiv2018

Parallel-tempered Stochastic Gradient Hamiltonian Monte Carlo for Approximate Multimodal Posterior Sampling

We propose a new sampler that integrates the protocol of parallel tempering with the Nosé-Hoover (NH) dynamics. The proposed method can efficiently draw representative samples from complex posterior distributions with multiple isolated modes in the presence of noise arising from stochastic gradient. It potentially facilitates deep Bayesian learning on large datasets where complex multimodal posteriors and mini-batch gradient are encountered.

stat.ML↗

arXiv2018

Benchmarking Deep Sequential Models on Volatility Predictions for Financial Time Series

Volatility is a quantity of measurement for the price movements of stocks or options which indicates the uncertainty within financial markets. As an indicator of the level of risk or the degree of variation, volatility is important to analyse the financial market, and it is taken into consideration in various decision-making processes in financial activities. On the other hand, recent advancement in deep learning techniques has shown strong capabilities in modelling sequential data, such as speech and natural language. In this paper, we empirically study the applicability of the latest deep structures with respect to the volatility modelling problem, through which we aim to provide an empirical guidance for the theoretical analysis of the marriage between deep learning techniques and financial applications in the future. We examine both the traditional approaches and the deep sequential models on the task of volatility prediction, including the most recent variants of convolutional and recurrent networks, such as the dilated architecture. Accordingly, experiments with real-world stock price datasets are performed on a set of 1314 daily stock series for 2018 days of transaction. The evaluation and comparison are based on the negative log likelihood (NLL) of real-world stock price time series. The result shows that the dilated neural models, including dilated CNN and Dilated RNN, produce most accurate estimation and prediction, outperforming various widely-used deterministic models in the GARCH family and several recently proposed stochastic models. In addition, the high flexibility and rich expressive power are validated in this study.

cs.LG↗

arXiv2018

Bilinear Factor Matrix Norm Minimization for Robust PCA: Algorithms and Applications

The heavy-tailed distributions of corrupted outliers and singular values of all channels in low-level vision have proven effective priors for many applications such as background modeling, photometric stereo and image alignment. And they can be well modeled by a hyper-Laplacian. However, the use of such distributions generally leads to challenging non-convex, non-smooth and non-Lipschitz problems, and makes existing algorithms very slow for large-scale applications. Together with the analytic solutions to lp-norm minimization with two specific values of p, i.e., p=1/2 and p=2/3, we propose two novel bilinear factor matrix norm minimization models for robust principal component analysis. We first define the double nuclear norm and Frobenius/nuclear hybrid norm penalties, and then prove that they are in essence the Schatten-1/2 and 2/3 quasi-norms, respectively, which lead to much more tractable and scalable Lipschitz optimization problems. Our experimental analysis shows that both our methods yield more accurate solutions than original Schatten quasi-norm minimization, even when the number of observations is very limited. Finally, we apply our penalties to various low-level vision problems, e.g., text removal, moving object detection, image alignment and inpainting, and show that our methods usually outperform the state-of-the-art methods.

cs.LG↗

arXiv2018

Exact tail asymptotics for fluid models driven by an $M/M/c$ queue

In this paper, we investigate exact tail asymptotics for the stationary distribution of a fluid model driven by the $M/M/c$ queue, which is a two-dimensional queueing system with a discrete phase and a continuous level. We extend the kernel method to study tail asymptotics of its stationary distribution, and a total of three types of exact tail asymptotics is identified from our study and reported in the paper.

math.PR↗

arXiv2018

Tractable and Scalable Schatten Quasi-Norm Approximations for Rank Minimization

The Schatten quasi-norm was introduced to bridge the gap between the trace norm and rank function. However, existing algorithms are too slow or even impractical for large-scale problems. Motivated by the equivalence relation between the trace norm and its bilinear spectral penalty, we define two tractable Schatten norms, i.e.\ the bi-trace and tri-trace norms, and prove that they are in essence the Schatten-$1/2$ and $1/3$ quasi-norms, respectively. By applying the two defined Schatten quasi-norms to various rank minimization problems such as MC and RPCA, we only need to solve much smaller factor matrices. We design two efficient linearized alternating minimization algorithms to solve our problems and establish that each bounded sequence generated by our algorithms converges to a critical point. We also provide the restricted strong convexity (RSC) based and MC error bounds for our algorithms. Our experimental results verified both the efficiency and effectiveness of our algorithms compared with the state-of-the-art methods.

cs.LG↗

arXiv2018

Guaranteed Sufficient Decrease for Stochastic Variance Reduced Gradient Optimization

In this paper, we propose a novel sufficient decrease technique for stochastic variance reduced gradient descent methods such as SVRG and SAGA. In order to make sufficient decrease for stochastic optimization, we design a new sufficient decrease criterion, which yields sufficient decrease versions of stochastic variance reduction algorithms such as SVRG-SD and SAGA-SD as a byproduct. We introduce a coefficient to scale current iterate and to satisfy the sufficient decrease property, which takes the decisions to shrink, expand or even move in the opposite direction, and then give two specific update rules of the coefficient for Lasso and ridge regression. Moreover, we analyze the convergence properties of our algorithms for strongly convex problems, which show that our algorithms attain linear convergence rates. We also provide the convergence guarantees of our algorithms for non-strongly convex problems. Our experimental results further verify that our algorithms achieve significantly better performance than their counterparts.

stat.ML↗

arXiv2017

Center and isochronous center of a class of quasi-analytic switching systems

In this paper, we study the integrability and linearization of a class of quadratic quasi-analytic switching systems. We improve an existing method to compute the focus values and periodic constants of quasi-analytic switching systems. In particular, with our method, we demonstrate that the dynamical behaviors of quasi-analytic switching systems are more complex than that of continuous quasi-analytic systems, by showing the existence of six and seven limit cycles in the neighborhood of the origin and infinity, respectively, in a quadratic quasi-analytic switching system. Moreover, explicit conditions are obtained for classifying the centers and isochronous centers of the system.

math.DS↗

arXiv2017

Accelerated Variance Reduced Stochastic ADMM

Recently, many variance reduced stochastic alternating direction method of multipliers (ADMM) methods (e.g.\ SAG-ADMM, SDCA-ADMM and SVRG-ADMM) have made exciting progress such as linear convergence rates for strongly convex problems. However, the best known convergence rate for general convex problems is O(1/T) as opposed to O(1/T^2) of accelerated batch algorithms, where $T$ is the number of iterations. Thus, there still remains a gap in convergence rates between existing stochastic ADMM and batch algorithms. To bridge this gap, we introduce the momentum acceleration trick for batch optimization into the stochastic variance reduced gradient based ADMM (SVRG-ADMM), which leads to an accelerated (ASVRG-ADMM) method. Then we design two different momentum term update rules for strongly convex and general convex cases. We prove that ASVRG-ADMM converges linearly for strongly convex problems. Besides having a low per-iteration complexity as existing stochastic ADMM methods, ASVRG-ADMM improves the convergence rate on general convex problems from O(1/T) to O(1/T^2). Our experimental results show the effectiveness of ASVRG-ADMM.

cs.LG↗

arXiv2017

Guaranteed Sufficient Decrease for Variance Reduced Stochastic Gradient Descent

In this paper, we propose a novel sufficient decrease technique for variance reduced stochastic gradient descent methods such as SAG, SVRG and SAGA. In order to make sufficient decrease for stochastic optimization, we design a new sufficient decrease criterion, which yields sufficient decrease versions of variance reduction algorithms such as SVRG-SD and SAGA-SD as a byproduct. We introduce a coefficient to scale current iterate and satisfy the sufficient decrease property, which takes the decisions to shrink, expand or move in the opposite direction, and then give two specific update rules of the coefficient for Lasso and ridge regression. Moreover, we analyze the convergence properties of our algorithms for strongly convex problems, which show that both of our algorithms attain linear convergence rates. We also provide the convergence guarantees of our algorithms for non-strongly convex problems. Our experimental results further verify that our algorithms achieve significantly better performance than their counterparts.

cs.LG↗

arXiv2017

Fast Stochastic Variance Reduced Gradient Method with Momentum Acceleration for Machine Learning

Recently, research on accelerated stochastic gradient descent methods (e.g., SVRG) has made exciting progress (e.g., linear convergence for strongly convex problems). However, the best-known methods (e.g., Katyusha) requires at least two auxiliary variables and two momentum parameters. In this paper, we propose a fast stochastic variance reduction gradient (FSVRG) method, in which we design a novel update rule with the Nesterov's momentum and incorporate the technique of growing epoch size. FSVRG has only one auxiliary variable and one momentum weight, and thus it is much simpler and has much lower per-iteration complexity. We prove that FSVRG achieves linear convergence for strongly convex problems and the optimal $\mathcal{O}(1/T^2)$ convergence rate for non-strongly convex problems, where $T$ is the number of outer-iterations. We also extend FSVRG to directly solve the problems with non-smooth component functions, such as SVM. Finally, we empirically study the performance of FSVRG for solving various machine learning problems such as logistic regression, ridge regression, Lasso and SVM. Our results show that FSVRG outperforms the state-of-the-art stochastic methods, including Katyusha.

cs.LG↗

arXiv2017

Generation of perfect vortex and vector beams based on Pancharatnam-Berry phase elements

Perfect vortex beams are the orbital angular momentum (OAM)-carrying beams with fixed annular intensities, which provide a better source of OAM than traditional Laguerre- Gaussian beams. However, ordinary schemes to obtain the perfect vortex beams are usually bulky and unstable. We demonstrate here a novel generation scheme by designing planar Pancharatnam-Berry (PB) phase elements to replace all the elements required. Different from the conventional approaches based on reflective or refractive elements, PB phase elements can dramatically reduce the occupying volume of system. Moreover, the PB phase element scheme is easily developed to produce the perfect vector beams. Therefore, our scheme may provide prominent vortex and vector sources for integrated optical communication and micromanipulation systems.

physics.optics↗

arXiv2016

Unified Scalable Equivalent Formulations for Schatten Quasi-Norms

The Schatten quasi-norm can be used to bridge the gap between the nuclear norm and rank function, and is the tighter approximation to matrix rank. However, most existing Schatten quasi-norm minimization (SQNM) algorithms, as well as for nuclear norm minimization, are too slow or even impractical for large-scale problems, due to the SVD or EVD of the whole matrix in each iteration. In this paper, we rigorously prove that for any p, p1, p2>0 satisfying 1/p=1/p1+1/p2, the Schatten-p quasi-norm of any matrix is equivalent to minimizing the product of the Schatten-p1 norm (or quasi-norm) and Schatten-p2 norm (or quasi-norm) of its two factor matrices. Then we present and prove the equivalence relationship between the product formula of the Schatten quasi-norm and its weighted sum formula for the two cases of p1 and p2: p1=p2 and p1\neq p2. In particular, when p>1/2, there is an equivalence between the Schatten-p quasi-norm of any matrix and the Schatten-2p norms of its two factor matrices, where the widely used equivalent formulation of the nuclear norm can be viewed as a special case. That is, various SQNM problems with p>1/2 can be transformed into the one only involving smooth, convex norms of two factor matrices, which can lead to simpler and more efficient algorithms than conventional methods. We further extend the theoretical results of two factor matrices to the cases of three and more factor matrices, from which we can see that for any 0<p<1, the Schatten-p quasi-norm of any matrix is the minimization of the mean of the Schatten-(p3+1)p norms of all factor matrices, where p3 denotes the largest integer not exceeding 1/p. In other words, for any 0<p<1, the SQNM problem can be transformed into an optimization problem only involving the smooth, convex norms of multiple factor matrices.

cs.IT↗