arXiv subjects

Zhou Fang

Publications and source records attributed to Zhou Fang.

At least 37 records · Page 2Linked to original sources

arXiv2025

Breaking the Context Bottleneck on Long Time Series Forecasting

Long-term time-series forecasting is essential for planning and decision-making in economics, energy, and transportation, where long foresight is required. To obtain such long foresight, models must be both efficient and effective in processing long sequence. Recent advancements have enhanced the efficiency of these models; however, the challenge of effectively leveraging longer sequences persists. This is primarily due to the tendency of these models to overfit when presented with extended inputs, necessitating the use of shorter input lengths to maintain tolerable error margins. In this work, we investigate the multiscale modeling method and propose the Logsparse Decomposable Multiscaling (LDM) framework for the efficient and effective processing of long sequences. We demonstrate that by decoupling patterns at different scales in time series, we can enhance predictability by reducing non-stationarity, improve efficiency through a compact long input representation, and simplify the architecture by providing clear task assignments. Experimental results demonstrate that LDM not only outperforms all baselines in long-term forecasting benchmarks, but also reducing both training time and memory costs.

cs.LG↗

arXiv2025

Intelligent Task Scheduling for Microservices via A3C-Based Reinforcement Learning

To address the challenges of high resource dynamism and intensive task concurrency in microservice systems, this paper proposes an adaptive resource scheduling method based on the A3C reinforcement learning algorithm. The scheduling problem is modeled as a Markov Decision Process, where policy and value networks are jointly optimized to enable fine-grained resource allocation under varying load conditions. The method incorporates an asynchronous multi-threaded learning mechanism, allowing multiple agents to perform parallel sampling and synchronize updates to the global network parameters. This design improves both policy convergence efficiency and model stability. In the experimental section, a real-world dataset is used to construct a scheduling scenario. The proposed method is compared with several typical approaches across multiple evaluation metrics, including task delay, scheduling success rate, resource utilization, and convergence speed. The results show that the proposed method delivers high scheduling performance and system stability in multi-task concurrent environments. It effectively alleviates the resource allocation bottlenecks faced by traditional methods under heavy load, demonstrating its practical value for intelligent scheduling in microservice systems.

cs.DC↗

arXiv2025

Dynamical errors in machine learning forecasts

In machine learning forecasting, standard error metrics such as mean absolute error (MAE) and mean squared error (MSE) quantify discrepancies between predictions and target values. However, these metrics do not directly evaluate the physical and/or dynamical consistency of forecasts, an increasingly critical concern in scientific and engineering applications. Indeed, a fundamental yet often overlooked question is whether machine learning forecasts preserve the dynamical behavior of the underlying system. Addressing this issue is essential for assessing the fidelity of machine learning models and identifying potential failure modes, particularly in applications where maintaining correct dynamical behavior is crucial. In this work, we investigate the relationship between standard forecasting error metrics, such as MAE and MSE, and the dynamical properties of the underlying system. To achieve this goal, we use two recently developed dynamical indices: the instantaneous dimension ($d$), and the inverse persistence ($θ$). Our results indicate that larger forecast errors -- e.g., higher MSE -- tend to occur in states with higher $d$ (higher complexity) and higher $θ$ (lower persistence). To further assess dynamical consistency, we propose error metrics based on the dynamical indices that measure the discrepancy of the forecasted $d$ and $θ$ versus their correct values. Leveraging these dynamical indices-based metrics, we analyze direct and recursive forecasting strategies for three canonical datasets -- Lorenz, Kuramoto-Sivashinsky equation, and Kolmogorov flow -- as well as a real-world weather forecasting task. Our findings reveal substantial distortions in dynamical properties in ML forecasts, especially for long forecast lead times or long recursive simulations, providing complementary information on ML forecast fidelity that can be used to improve ML models.

cs.LG↗

arXiv2025

Unsupervised Detection of Fraudulent Transactions in E-commerce Using Contrastive Learning

With the rapid development of e-commerce, e-commerce platforms are facing an increasing number of fraud threats. Effectively identifying and preventing these fraudulent activities has become a critical research problem. Traditional fraud detection methods typically rely on supervised learning, which requires large amounts of labeled data. However, such data is often difficult to obtain, and the continuous evolution of fraudulent activities further reduces the adaptability and effectiveness of traditional methods. To address this issue, this study proposes an unsupervised e-commerce fraud detection algorithm based on SimCLR. The algorithm leverages the contrastive learning framework to effectively detect fraud by learning the underlying representations of transaction data in an unlabeled setting. Experimental results on the eBay platform dataset show that the proposed algorithm outperforms traditional unsupervised methods such as K-means, Isolation Forest, and Autoencoders in terms of accuracy, precision, recall, and F1 score, demonstrating strong fraud detection capabilities. The results confirm that the SimCLR-based unsupervised fraud detection method has broad application prospects in e-commerce platform security, improving both detection accuracy and robustness. In the future, with the increasing scale and diversity of datasets, the model's performance will continue to improve, and it could be integrated with real-time monitoring systems to provide more efficient security for e-commerce platforms.

cs.LG↗

arXiv2025

Semantic and Contextual Modeling for Malicious Comment Detection with BERT-BiLSTM

This study aims to develop an efficient and accurate model for detecting malicious comments, addressing the increasingly severe issue of false and harmful content on social media platforms. We propose a deep learning model that combines BERT and BiLSTM. The BERT model, through pre-training, captures deep semantic features of text, while the BiLSTM network excels at processing sequential data and can further model the contextual dependencies of text. Experimental results on the Jigsaw Unintended Bias in Toxicity Classification dataset demonstrate that the BERT+BiLSTM model achieves superior performance in malicious comment detection tasks, with a precision of 0.94, recall of 0.93, and accuracy of 0.94. This surpasses other models, including standalone BERT, TextCNN, TextRNN, and traditional machine learning algorithms using TF-IDF features. These results confirm the superiority of the BERT+BiLSTM model in handling imbalanced data and capturing deep semantic features of malicious comments, providing an effective technical means for social media content moderation and online environment purification.

cs.CL↗

arXiv2025

Option Market Making via Reinforcement Learning

Market making of options with different maturities and strikes is a challenging problem due to its highly dimensional nature. In this paper, we propose a novel approach that combines a stochastic policy and reinforcement learning-inspired techniques to determine the optimal policy for posting bid-ask spreads for an options market maker who trades options with different maturities and strikes.

q-fin.TR↗

arXiv2025

Wasserstein Robust Market Making via Entropy Regularization

In this paper, we introduce a robust market making framework based on Wasserstein distance, utilizing a stochastic policy approach enhanced by entropy regularization. We demonstrate that, under mild assumptions, the robust market making problem can be reformulated as a convex optimization question. Additionally, we outline a methodology for selecting the optimal radius of the Wasserstein ball, further refining our framework's effectiveness.

q-fin.MF↗

arXiv2025

Fixed-budget simulation method for growing cell populations

Investigating the dynamics of growing cell populations is crucial for unraveling key biological mechanisms in living organisms, with many important applications in therapeutics and biochemical engineering. Classical agent-based simulation algorithms are often inefficient for these systems because they track each individual cell, making them impractical for fast (or even exponentially) growing cell populations. To address this challenge, we introduce a novel stochastic simulation approach based on a Feynman-Kac-like representation of the population dynamics. This method, named the Feynman-Kac-inspired Gillespie's Stochastic Simulation Algorithm (FKG-SSA), always employs a fixed number of independently simulated cells for Monte Carlo computation of the system, resulting in a constant computational complexity regardless of the population size. Furthermore, we theoretically show the statistical consistency of the proposed method, indicating its accuracy and reliability. Finally, a couple of biologically relevant numerical examples are presented to illustrate the approach. Overall, the proposed FKG-SSA effectively addresses the challenge of simulating growing cell populations, providing a solid foundation for better analysis of these systems.

q-bio.QM↗

arXiv2024

PACE: A Large-Scale Dataset with Pose Annotations in Cluttered Environments

We introduce PACE (Pose Annotations in Cluttered Environments), a large-scale benchmark designed to advance the development and evaluation of pose estimation methods in cluttered scenarios. PACE provides a large-scale real-world benchmark for both instance-level and category-level settings. The benchmark consists of 55K frames with 258K annotations across 300 videos, covering 238 objects from 43 categories and featuring a mix of rigid and articulated items in cluttered scenes. To annotate the real-world data efficiently, we develop an innovative annotation system with a calibrated 3-camera setup. Additionally, we offer PACE-Sim, which contains 100K photo-realistic simulated frames with 2.4M annotations across 931 objects. We test state-of-the-art algorithms in PACE along two tracks: pose estimation, and object pose tracking, revealing the benchmark's challenges and research opportunities. Our benchmark code and data is available on https://github.com/qq456cvb/PACE.

cs.CV↗

arXiv2024

Incorporating uncertainty quantification into travel mode choice modeling: a Bayesian neural network (BNN) approach and an uncertainty-guided active survey framework

Existing deep learning approaches for travel mode choice modeling fail to inform modelers about their prediction uncertainty. Even when facing scenarios that are out of the distribution of training data, which implies high prediction uncertainty, these approaches still provide deterministic answers, potentially leading to misguidance. To address this limitation, this study introduces the concept of uncertainty from the field of explainable artificial intelligence into travel mode choice modeling. We propose a Bayesian neural network-based travel mode prediction model (BTMP) that quantifies the uncertainty of travel mode predictions, enabling the model itself to "know" and "tell" what it doesn't know. With BTMP, we further propose an uncertainty-guided active survey framework, which dynamically formulates survey questions representing travel mode choice scenarios with high prediction uncertainty. Through iterative collection of responses to these dynamically tailored survey questions, BTMP is iteratively trained to achieve the desired accuracy faster with fewer questions, thereby reducing survey costs. Experimental validation using synthetic datasets confirms the effectiveness of BTMP in quantifying prediction uncertainty. Furthermore, experiments, utilizing both synthetic and real-world data, demonstrate that the BTMP model, trained with the uncertainty-guided active survey framework, requires 20% to 50% fewer survey responses to match the performance of the model trained on randomly collected survey data. Overall, the proposed BTMP model and active survey framework innovatively incorporate uncertainty quantification into travel mode choice modeling, providing model users with essential insights into prediction reliability while optimizing data collection for deep learning model training in a cost-efficient manner.

cs.LG↗

arXiv2024

vMFER: Von Mises-Fisher Experience Resampling Based on Uncertainty of Gradient Directions for Policy Improvement

Reinforcement Learning (RL) is a widely employed technique in decision-making problems, encompassing two fundamental operations -- policy evaluation and policy improvement. Enhancing learning efficiency remains a key challenge in RL, with many efforts focused on using ensemble critics to boost policy evaluation efficiency. However, when using multiple critics, the actor in the policy improvement process can obtain different gradients. Previous studies have combined these gradients without considering their disagreements. Therefore, optimizing the policy improvement process is crucial to enhance learning efficiency. This study focuses on investigating the impact of gradient disagreements caused by ensemble critics on policy improvement. We introduce the concept of uncertainty of gradient directions as a means to measure the disagreement among gradients utilized in the policy improvement process. Through measuring the disagreement among gradients, we find that transitions with lower uncertainty of gradient directions are more reliable in the policy improvement process. Building on this analysis, we propose a method called von Mises-Fisher Experience Resampling (vMFER), which optimizes the policy improvement process by resampling transitions and assigning higher confidence to transitions with lower uncertainty of gradient directions. Our experiments demonstrate that vMFER significantly outperforms the benchmark and is particularly well-suited for ensemble structures in RL.

cs.LG↗

arXiv2023

Primitive-based 3D Human-Object Interaction Modelling and Programming

Embedding Human and Articulated Object Interaction (HAOI) in 3D is an important direction for a deeper human activity understanding. Different from previous works that use parametric and CAD models to represent humans and objects, in this work, we propose a novel 3D geometric primitive-based language to encode both humans and objects. Given our new paradigm, humans and objects are all compositions of primitives instead of heterogeneous entities. Thus, mutual information learning may be achieved between the limited 3D data of humans and different object categories. Moreover, considering the simplicity of the expression and the richness of the information it contains, we choose the superquadric as the primitive representation. To explore an effective embedding of HAOI for the machine, we build a new benchmark on 3D HAOI consisting of primitives together with their images and propose a task requiring machines to recover 3D HAOI using primitives from images. Moreover, we propose a baseline of single-view 3D reconstruction on HAOI. We believe this primitive-based 3D HAOI representation would pave the way for 3D HAOI studies. Our code and data are available at https://mvig-rhos.com/p3haoi.

cs.CV↗

arXiv2023

High-coherence parallelization in integrated photonics

Coherent optics has profoundly impacted diverse applications ranging from communications, LiDAR to quantum computations. However, building coherent systems in integrated photonics previously came at great expense in hardware integration and energy efficiency: the lack of a power-efficient way to generate highly coherent light necessitates bulky lasers and amplifiers, while frequency and phase recovery schemes require huge digital signal processing resources. In this work, we demonstrate a high-coherence parallelization strategy that facilitates advanced integrated coherent systems at a minimum price. Using a self-injection locked microcomb to injection lock a distributed feedback laser array, we boost the microcomb power by a record high gain of up to 60 dB on chip with no degradation in coherence. This strategy enables tens of highly coherent channels with an intrinsic linewidth down to the 10 Hz level and power of more than 20 dBm. The overall electrical to optical wall-plug efficiency reaches 19%, comparable with that of the state-of-the-art semiconductor lasers. Driven by this parallel source, we demonstrate a silicon photonic communication link with an unprecedented data rate beyond 60 Tbit/s. Importantly, the high coherence we achieve reduces the coherent-related DSP consumption by 99.999% compared with the traditional III-V laser pump scheme. This work paves a way to realizing scalable, high-performance coherent integrated photonic systems, potentially benefiting numerous applications.

physics.optics↗

arXiv2023

Improved belief propagation decoding algorithm based on decoupling representation of Pauli operators for quantum LDPC codes

We propose a new method called decoupling representation to represent Pauli operators as vectors over $GF(2)$, based on which we propose partially decoupled belief propagation and fully decoupled belief propagation decoding algorithm for quantum low density parity-check codes. These two algorithms have the capability to deal with the correlations between the $X$ part and the $Z$ part of the vectors in symplectic representation, which are introduced by Pauli $Y$ errors. Hence, they can not only apply to CSS codes, but also to non-CSS codes. Under the assumption that there is no measurement error, compared with traditional belief propagation algorithm in symplectic representation over $GF(2)$, within the same number of iterations, the decoding accuracy of partially decoupled belief propagation and fully decoupled belief propagation algorithm is significantly improved in pure $Y$ noise and depolarizing noise, which supports that decoding algorithms of quantum error correcting codes might have better performance in decoupling representation than in symplectic representation. The impressive performance of fully decoupled belief propagation algorithm might promote the realization of quantum error correcting codes in engineering.

quant-ph↗

arXiv2023

Effective filtering approach for joint parameter-state estimation in SDEs via Rao-Blackwellization and modularization

Stochastic filtering is a vibrant area of research in both control theory and statistics, with broad applications in many scientific fields. Despite its extensive historical development, there still lacks an effective method for joint parameter-state estimation in SDEs. The state-of-the-art particle filtering methods suffer from either sample degeneracy or information loss, with both issues stemming from the dynamics of the particles generated to represent system parameters. This paper provides a novel and effective approach for joint parameter-state estimation in SDEs via Rao-Blackwellization and modularization. Our method operates in two layers: the first layer estimates the system states using a bootstrap particle filter, and the second layer marginalizes out system parameters explicitly. This strategy circumvents the need to generate particles representing system parameters, thereby mitigating their associated problems of sample degeneracy and information loss. Moreover, our method employs a modularization approach when integrating out the parameters, which significantly reduces the computational complexity. All these designs ensure the superior performance of our method. Finally, a numerical example is presented to illustrate that our method outperforms existing approaches by a large margin.

math.OC↗

arXiv2023

Over-the-Counter Market Making via Reinforcement Learning

The over-the-counter (OTC) market is characterized by a unique feature that allows market makers to adjust bid-ask spreads based on order size. However, this flexibility introduces complexity, transforming the market-making problem into a high-dimensional stochastic control problem that presents significant challenges. To address this, this paper proposes an innovative solution utilizing reinforcement learning techniques to tackle the OTC market-making problem. By assuming a linear inverse relationship between market order arrival intensity and bid-ask spreads, we demonstrate the optimal policy for bid-ask spreads follows a Gaussian distribution. We apply two reinforcement learning algorithms to conduct a numerical analysis, revealing the resulting return distribution and bid-ask spreads under different time and inventory levels.

q-fin.TR↗

arXiv2023

Continuous-Time Path-Dependent Exploratory Mean-Variance Portfolio Construction

In this paper, we present an extended exploratory continuous-time mean-variance framework for portfolio management. Our strategy involves a new clustering method based on simulated annealing, which allows for more practical asset selection. Additionally, we consider past wealth evolution when constructing the mean-variance portfolio. We found that our strategy effectively learns from the past and performs well in practice.

q-fin.PM↗

arXiv2023

Electricity Virtual Bidding Strategy Via Entropy-Regularized Stochastic Control Method

We propose a virtual bidding strategy by modeling the price differences between the day-ahead market and the real-time market as Brownian motion with drift, where the drift rate and volatility are functions of meteorological variables. We then transform the virtual bidding problem into a mean-variance portfolio management problem, where we approach the mean-variance portfolio management problem by using the exploratory mean-variance portfolio management framework

q-fin.PM↗