arXiv subjects

Yuchen Li

Publications and source records attributed to Yuchen Li.

At least 127 records · Page 7Linked to original sources

arXiv2024

AutoCoder: Enhancing Code Large Language Model with \textsc{AIEV-Instruct}

We introduce AutoCoder, the first Large Language Model to surpass GPT-4 Turbo (April 2024) and GPT-4o in pass@1 on the Human Eval benchmark test ($\mathbf{90.9\%}$ vs. $\mathbf{90.2\%}$). In addition, AutoCoder offers a more versatile code interpreter compared to GPT-4 Turbo and GPT-4o. It's code interpreter can install external packages instead of limiting to built-in packages. AutoCoder's training data is a multi-turn dialogue dataset created by a system combining agent interaction and external code execution verification, a method we term \textbf{\textsc{AIEV-Instruct}} (Instruction Tuning with Agent-Interaction and Execution-Verified). Compared to previous large-scale code dataset generation methods, \textsc{AIEV-Instruct} reduces dependence on proprietary large models and provides execution-validated code dataset. The code and the demo video is available in \url{https://github.com/bin123apple/AutoCoder}.

cs.SE↗

arXiv2024

Continuous-Time Monotone Mean-Variance Portfolio Selection in Jump-Diffusion Model

We study continuous-time portfolio selection under monotone mean-variance (MMV) preferences in a jump-diffusion model, presenting an explicit solution different from that under classical mean-variance (MV) preferences in dynamic settings for the first time. We prove that the potential measures calculating MMV preferences can be restricted to non-negative Doléans-Dade exponentials. We find that MMV can resolve the non-monotonicity and free cash flow stream problems of MV when the jump size can be larger than the inverse of the market price of risk. Such result is completely comparable to the earliest result by Dybvig and Ingersoll. Economically, we show that the essence of MMV lies in the pricing operator always remaining non-negative, with a value of zero assigned when the jump exceeds a certain threshold, avoiding the issue of non-monotonicity. As a result, MMV investors behave markedly different from MV investors. Furthermore, we validate the two-fund separation and establish the monotone capital asset pricing model (monotone CAPM) for MMV investors. We also study MMV in a constrained trading model and provide three specific numerical examples to show MMV's efficiency. Our finding can serve as a crucial theoretical foundation for future empirical tests of MMV and monotone CAPM's effectiveness.

q-fin.MF↗

arXiv2024

Convergence and Complexity Guarantee for Inexact First-order Riemannian Optimization Algorithms

We analyze inexact Riemannian gradient descent (RGD) where Riemannian gradients and retractions are inexactly (and cheaply) computed. Our focus is on understanding when inexact RGD converges and what is the complexity in the general nonconvex and constrained setting. We answer these questions in a general framework of tangential Block Majorization-Minimization (tBMM). We establish that tBMM converges to an $ε$-stationary point within $O(ε^{-2})$ iterations. Under a mild assumption, the results still hold when the subproblem is solved inexactly in each iteration provided the total optimality gap is bounded. Our general analysis applies to a wide range of classical algorithms with Riemannian constraints including inexact RGD and proximal gradient method on Stiefel manifolds. We numerically validate that tBMM shows improved performance over existing methods when applied to various problems, including nonnegative tensor decomposition with Riemannian constraints, regularized nonnegative matrix factorization, and low-rank matrix recovery problems.

math.OC↗

arXiv2024

Enabling Roll-up and Drill-down Operations in News Exploration with Knowledge Graphs for Due Diligence and Risk Management

Efficient news exploration is crucial in real-world applications, particularly within the financial sector, where numerous control and risk assessment tasks rely on the analysis of public news reports. The current processes in this domain predominantly rely on manual efforts, often involving keywordbased searches and the compilation of extensive keyword lists. In this paper, we introduce NCEXPLORER, a framework designed with OLAP-like operations to enhance the news exploration experience. NCEXPLORER empowers users to use roll-up operations for a broader content overview and drill-down operations for detailed insights. These operations are achieved through integration with external knowledge graphs (KGs), encompassing both fact-based and ontology-based structures. This integration significantly augments exploration capabilities, offering a more comprehensive and efficient approach to unveiling the underlying structures and nuances embedded in news content. Extensive empirical studies through master-qualified evaluators on Amazon Mechanical Turk demonstrate NCEXPLORER's superiority over existing state-of-the-art news search methodologies across an array of topic domains, using real-world news datasets.

cs.IR↗

arXiv2024

Rethinking Resource Management in Edge Learning: A Joint Pre-training and Fine-tuning Design Paradigm

In some applications, edge learning is experiencing a shift in focusing from conventional learning from scratch to new two-stage learning unifying pre-training and task-specific fine-tuning. This paper considers the problem of joint communication and computation resource management in a two-stage edge learning system. In this system, model pre-training is first conducted at an edge server via centralized learning on local pre-stored general data, and then task-specific fine-tuning is performed at edge devices based on the pre-trained model via federated edge learning. For the two-stage learning model, we first analyze the convergence behavior (in terms of the average squared gradient norm bound), which characterizes the impacts of various system parameters such as the number of learning rounds and batch sizes in the two stages on the convergence rate. Based on our analytical results, we then propose a joint communication and computation resource management design to minimize an average squared gradient norm bound, subject to constraints on the transmit power, overall system energy consumption, and training delay. The decision variables include the number of learning rounds, batch sizes, clock frequencies, and transmit power control for both pre-training and fine-tuning stages. Finally, numerical results are provided to evaluate the effectiveness of our proposed design. It is shown that the proposed joint resource management over the pre-training and fine-tuning stages well balances the system performance trade-off among the training accuracy, delay, and energy consumption. The proposed design is also shown to effectively leverage the inherent trade-off between pre-training and fine-tuning, which arises from the differences in data distribution between pre-stored general data versus real-time task-specific data, thus efficiently optimizing overall system performance.

cs.IT↗

arXiv2024

Scenarios Engineering driven Autonomous Transportation in Open-Pit Mines

One critical bottleneck that impedes the development and deployment of autonomous transportation in open-pit mines is guaranteed robustness and trustworthiness in prohibitively extreme scenarios. In this research, a novel scenarios engineering (SE) methodology for the autonomous mining truck is proposed for open-pit mines. SE increases the trustworthiness and robustness of autonomous trucks from four key components: Scenario Feature Extractor, Intelligence & Index (I&I), Calibration & Certification (C&C), and Verification & Validation (V&V). Scenario feature extractor is a comprehensive pipeline approach that captures complex interactions and latent dependencies in complex mining scenarios. I&I effectively enhances the quality of the training dataset, thereby establishing a solid foundation for autonomous transportation in mining areas. C&C is grounded in the intrinsic regulation, capabilities, and contributions of the intelligent systems employed in autonomous transportation to align with traffic participants in the real world and ensure their performance through certification. V&V process ensures that the autonomous transportation system can be correctly implemented, while validation focuses on evaluating the ability of the well-trained model to operate efficiently in the complex and dynamic conditions of the open-pit mines. This methodology addresses the unique challenges of autonomous transportation in open-pit mining, promoting productivity, safety, and performance in mining operations.

cs.RO↗

arXiv2024

Monotone Mean-Variance Portfolio Selection in Semimartingale Markets: Martingale Method

We use the martingale method to discuss the relationship between mean-variance (MV) and monotone mean-variance (MMV) portfolio selections. We propose a unified framework to discuss the relationship in general financial markets without any specific setting or completeness requirement. We apply this framework to a semimartingale market and find that MV and MMV are consistent if and only if the variance-optimal signed martingale measure keeps non-negative. Further, we provide an example to show the application of our result.

math.OC↗

arXiv2024

Towards Explainable Artificial Intelligence (XAI): A Data Mining Perspective

Given the complexity and lack of transparency in deep neural networks (DNNs), extensive efforts have been made to make these systems more interpretable or explain their behaviors in accessible terms. Unlike most reviews, which focus on algorithmic and model-centric perspectives, this work takes a "data-centric" view, examining how data collection, processing, and analysis contribute to explainable AI (XAI). We categorize existing work into three categories subject to their purposes: interpretations of deep models, referring to feature attributions and reasoning processes that correlate data points with model outputs; influences of training data, examining the impact of training data nuances, such as data valuation and sample anomalies, on decision-making processes; and insights of domain knowledge, discovering latent patterns and fostering new knowledge from data and models to advance social values and scientific discovery. Specifically, we distill XAI methodologies into data mining operations on training and testing data across modalities, such as images, text, and tabular data, as well as on training logs, checkpoints, models and other DNN behavior descriptors. In this way, our study offers a comprehensive, data-centric examination of XAI from a lens of data mining methods and applications.

cs.AI↗

arXiv2023

FusionPlanner: A Multi-task Motion Planner for Mining Trucks via Multi-sensor Fusion

In recent years, significant achievements have been made in motion planning for intelligent vehicles. However, as a typical unstructured environment, open-pit mining attracts limited attention due to its complex operational conditions and adverse environmental factors. A comprehensive paradigm for unmanned transportation in open-pit mines is proposed in this research. Firstly, we propose a multi-task motion planning algorithm, called FusionPlanner, for autonomous mining trucks by the multi-sensor fusion method to adapt both lateral and longitudinal control tasks for unmanned transportation. Then, we develop a novel benchmark called MiningNav, which offers three validation approaches to evaluate the trustworthiness and robustness of well-trained algorithms in transportation roads of open-pit mines. Finally, we introduce the Parallel Mining Simulator (PMS), a new high-fidelity simulator specifically designed for open-pit mining scenarios. PMS enables the users to manage and control open-pit mine transportation from both the single-truck control and multi-truck scheduling perspectives. The performance of FusionPlanner is tested by MiningNav in PMS, and the empirical results demonstrate a significant reduction in the number of collisions and takeovers of our planner. We anticipate our unmanned transportation paradigm will bring mining trucks one step closer to trustworthiness and robustness in continuous round-the-clock unmanned transportation.

cs.RO↗

arXiv2023

Transformers are uninterpretable with myopic methods: a case study with bounded Dyck grammars

Interpretability methods aim to understand the algorithm implemented by a trained model (e.g., a Transofmer) by examining various aspects of the model, such as the weight matrices or the attention patterns. In this work, through a combination of theoretical results and carefully controlled experiments on synthetic data, we take a critical view of methods that exclusively focus on individual parts of the model, rather than consider the network as a whole. We consider a simple synthetic setup of learning a (bounded) Dyck language. Theoretically, we show that the set of models that (exactly or approximately) solve this task satisfy a structural characterization derived from ideas in formal languages (the pumping lemma). We use this characterization to show that the set of optima is qualitatively rich; in particular, the attention pattern of a single layer can be ``nearly randomized'', while preserving the functionality of the network. We also show via extensive experiments that these constructions are not merely a theoretical artifact: even after severely constraining the architecture of the model, vastly different solutions can be reached via standard training. Thus, interpretability claims based on inspecting individual heads or weight matrices in the Transformer can be misleading.

cs.LG↗

arXiv2023

Web News Timeline Generation with Extended Task Prompting

The creation of news timeline is essential for a comprehensive and contextual understanding of events as they unfold over time. This approach aids in discerning patterns and trends that might be obscured when news is viewed in isolation. By organizing news in a chronological sequence, it becomes easier to track the development of stories, understand the interrelation of events, and grasp the broader implications of news items. This is particularly helpful in sectors like finance and insurance, where timely understanding of the event development-ranging from extreme weather to political upheavals and health crises-is indispensable for effective risk management. While traditional natural language processing (NLP) techniques have had some success, they often fail to capture the news with nuanced relevance that are readily apparent to domain experts, hindering broader industry integration. The advance of Large Language Models (LLMs) offers a renewed opportunity to tackle this challenge. However, direct prompting LLMs for this task is often ineffective. Our study investigates the application of an extended task prompting technique to assess past news relevance. We demonstrate that enhancing conventional prompts with additional tasks boosts their effectiveness on various news dataset, rendering news timeline generation practical for professional use. This work has been deployed as a publicly accessible browser extension which is adopted within our network.

cs.AI↗

arXiv2023

Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model

This paper compares the optimal investment problems based on monotone mean-variance (MMV) and mean-variance (MV) preferences in the Lévy market with an untradable stochastic factor. It is an open question proposed by Trybuła and Zawisza. Using the dynamic programming and Lagrange multiplier methods, we get the HJBI and HJB equations corresponding to the two investment problems. The equations are transformed into a new-type parabolic equation, from which the optimal strategies under both preferences are derived. We prove that the two optimal strategies and value functions coincide if and only if an important market assumption holds. When the assumption violates, MMV investors act differently from MV investors. Thus, we conclude that the difference between continuous-time MMV and MV portfolio selections is due to the discontinuity of the market. In addition, we derive the efficient frontier and analyze the economic impact of the jump diffusion risky asset. We also provide empirical evidences to demonstrate the validity of the assumption in real financial market.

math.OC↗

arXiv2023

Sampling Algorithms for Butterfly Counting on Temporal Bipartite Graphs

Temporal bipartite graphs are widely used to denote time-evolving relationships between two disjoint sets of nodes, such as customer-product interactions in E-commerce and user-group memberships in social networks. Temporal butterflies, $(2,2)$-bicliques that occur within a short period and in a prescribed order, are essential in modeling the structural and sequential patterns of such graphs. Counting the number of temporal butterflies is thus a fundamental task in analyzing temporal bipartite graphs. However, existing algorithms for butterfly counting on static bipartite graphs and motif counting on temporal unipartite graphs are inefficient for this purpose. In this paper, we present a general framework with three sampling strategies for temporal butterfly counting. Since exact counting can be time-consuming on large graphs, our approach alternatively computes approximate estimates accurately and efficiently. We also provide analytical bounds on the number of samples each strategy requires to obtain estimates with small relative errors and high probability. We finally evaluate our framework on six real-world datasets and demonstrate its superior accuracy and efficiency compared to several baselines. Overall, our proposed framework and sampling strategies provide efficient and accurate approaches to approximating temporal butterfly counts on large-scale temporal bipartite graphs.

cs.SI↗

arXiv2023

Comparative study of microgrid optimal scheduling under multi-optimization algorithm fusion

As global attention on renewable and clean energy grows, the research and implementation of microgrids become paramount. This paper delves into the methodology of exploring the relationship between the operational and environmental costs of microgrids through multi-objective optimization models. By integrating various optimization algorithms like Genetic Algorithm, Simulated Annealing, Ant Colony Optimization, and Particle Swarm Optimization, we propose an integrated approach for microgrid optimization. Simulation results depict that these algorithms provide different dispatch results under economic and environmental dispatch, revealing distinct roles of diesel generators and micro gas turbines in microgrids. Overall, this study offers in-depth insights and practical guidance for microgrid design and operation.

cs.AI↗

arXiv2023

Improvement and Enhancement of YOLOv5 Small Target Recognition Based on Multi-module Optimization

In this paper, the limitations of YOLOv5s model on small target detection task are deeply studied and improved. The performance of the model is successfully enhanced by introducing GhostNet-based convolutional module, RepGFPN-based Neck module optimization, CA and Transformer's attention mechanism, and loss function improvement using NWD. The experimental results validate the positive impact of these improvement strategies on model precision, recall and mAP. In particular, the improved model shows significant superiority in dealing with complex backgrounds and tiny targets in real-world application tests. This study provides an effective optimization strategy for the YOLOv5s model on small target detection, and lays a solid foundation for future related research and applications.

cs.CV↗

arXiv2023

Effect of Grain Coalescence on Dislocation and Stress Evolution of GaN Films Grown on Nanoscale Patterned Sapphire Substrates

Two types of nucleation layers (NLs), including in-situ low-temperature grown GaN (LT-GaN) and ex-situ sputtered physical vapor deposition AlN (PVD-AlN), are applied on cone-shaped nanoscale patterned sapphire substrate (NPSS). The initial growth process of GaN on these two NLs is comparably investigated by a series of growth interruptions. The coalescence process of GaN grains is modulated by adjusting the three-dimensional (3D) temperatures. The results indicate that higher 3D temperatures reduce the edge dislocation density while increasing the residual compressive stress in GaN films. Compared to the LT-GaN NLs, the PVD-AlN NLs effectively resist Ostwald ripening and facilitate the uniform growth of GaN grains on NPSS. Furthermore, GaN films grown on NPSS with PVD-AlN NLs exhibit a reduction of over 50% in both screw and edge dislocation densities compared to those grown on LT-GaN NLs. Additionally, PVD-AlN NLs result in an increase of about 0.5 GPa in the residual compressive stress observed in GaN films.

cond-mat.mtrl-sci↗

arXiv2023

How Do Transformers Learn Topic Structure: Towards a Mechanistic Understanding

While the successes of transformers across many domains are indisputable, accurate understanding of the learning mechanics is still largely lacking. Their capabilities have been probed on benchmarks which include a variety of structured and reasoning tasks -- but mathematical understanding is lagging substantially behind. Recent lines of work have begun studying representational aspects of this question: that is, the size/depth/complexity of attention-based networks to perform certain tasks. However, there is no guarantee the learning dynamics will converge to the constructions proposed. In our paper, we provide fine-grained mechanistic understanding of how transformers learn "semantic structure", understood as capturing co-occurrence structure of words. Precisely, we show, through a combination of mathematical analysis and experiments on Wikipedia data and synthetic data modeled by Latent Dirichlet Allocation (LDA), that the embedding layer and the self-attention layer encode the topical structure. In the former case, this manifests as higher average inner product of embeddings between same-topic words. In the latter, it manifests as higher average pairwise attention between same-topic words. The mathematical results involve several assumptions to make the analysis tractable, which we verify on data, and might be of independent interest as well.

cs.LG↗

arXiv2023

Balancing Utility and Fairness in Submodular Maximization (Technical Report)

Submodular function maximization is a fundamental combinatorial optimization problem with plenty of applications -- including data summarization, influence maximization, and recommendation. In many of these problems, the goal is to find a solution that maximizes the average utility over all users, for each of whom the utility is defined by a monotone submodular function. However, when the population of users is composed of several demographic groups, another critical problem is whether the utility is fairly distributed across different groups. Although the \emph{utility} and \emph{fairness} objectives are both desirable, they might contradict each other, and, to the best of our knowledge, little attention has been paid to optimizing them jointly. To fill this gap, we propose a new problem called \emph{Bicriteria Submodular Maximization} (BSM) to balance utility and fairness. Specifically, it requires finding a fixed-size solution to maximize the utility function, subject to the value of the fairness function not being below a threshold. Since BSM is inapproximable within any constant factor, we focus on designing efficient instance-dependent approximation schemes. Our algorithmic proposal comprises two methods, with different approximation factors, obtained by converting a BSM instance into other submodular optimization problem instances. Using real-world and synthetic datasets, we showcase applications of our proposed methods in three submodular maximization problems: maximum coverage, influence maximization, and facility location.

cs.DS↗