arXiv subjects

Zhuo Huang

Publications and source records attributed to Zhuo Huang.

26 records · Page 2Linked to original sources

arXiv2023

FlatMatch: Bridging Labeled Data and Unlabeled Data with Cross-Sharpness for Semi-Supervised Learning

Semi-Supervised Learning (SSL) has been an effective way to leverage abundant unlabeled data with extremely scarce labeled data. However, most SSL methods are commonly based on instance-wise consistency between different data transformations. Therefore, the label guidance on labeled data is hard to be propagated to unlabeled data. Consequently, the learning process on labeled data is much faster than on unlabeled data which is likely to fall into a local minima that does not favor unlabeled data, leading to sub-optimal generalization performance. In this paper, we propose FlatMatch which minimizes a cross-sharpness measure to ensure consistent learning performance between the two datasets. Specifically, we increase the empirical risk on labeled data to obtain a worst-case model which is a failure case that needs to be enhanced. Then, by leveraging the richness of unlabeled data, we penalize the prediction difference (i.e., cross-sharpness) between the worst-case model and the original model so that the learning direction is beneficial to generalization on unlabeled data. Therefore, we can calibrate the learning process without being limited to insufficient label information. As a result, the mismatched learning performance can be mitigated, further enabling the effective exploitation of unlabeled data and improving SSL performance. Through comprehensive validation, we show FlatMatch achieves state-of-the-art results in many SSL settings.

cs.LG↗

arXiv2023

Harnessing Out-Of-Distribution Examples via Augmenting Content and Style

Machine learning models are vulnerable to Out-Of-Distribution (OOD) examples, and such a problem has drawn much attention. However, current methods lack a full understanding of different types of OOD data: there are benign OOD data that can be properly adapted to enhance the learning performance, while other malign OOD data would severely degenerate the classification result. To Harness OOD data, this paper proposes a HOOD method that can leverage the content and style from each image instance to identify benign and malign OOD data. Particularly, we design a variational inference framework to causally disentangle content and style features by constructing a structural causal model. Subsequently, we augment the content and style through an intervention process to produce malign and benign OOD data, respectively. The benign OOD data contain novel styles but hold our interested contents, and they can be leveraged to help train a style-invariant model. In contrast, the malign OOD data inherit unknown contents but carry familiar styles, by detecting them can improve model robustness against deceiving anomalies. Thanks to the proposed novel disentanglement and data augmentation techniques, HOOD can effectively deal with OOD examples in unknown and open environments, whose effectiveness is empirically validated in three typical OOD applications including OOD detection, open-set semi-supervised learning, and open-set domain adaptation.

cs.LG↗

arXiv2023

Robust Generalization against Photon-Limited Corruptions via Worst-Case Sharpness Minimization

Robust generalization aims to tackle the most challenging data distributions which are rare in the training set and contain severe noises, i.e., photon-limited corruptions. Common solutions such as distributionally robust optimization (DRO) focus on the worst-case empirical risk to ensure low training error on the uncommon noisy distributions. However, due to the over-parameterized model being optimized on scarce worst-case data, DRO fails to produce a smooth loss landscape, thus struggling on generalizing well to the test set. Therefore, instead of focusing on the worst-case risk minimization, we propose SharpDRO by penalizing the sharpness of the worst-case distribution, which measures the loss changes around the neighbor of learning parameters. Through worst-case sharpness minimization, the proposed method successfully produces a flat loss curve on the corrupted distributions, thus achieving robust generalization. Moreover, by considering whether the distribution annotation is available, we apply SharpDRO to two problem settings and design a worst-case selection process for robust generalization. Theoretically, we show that SharpDRO has a great convergence guarantee. Experimentally, we simulate photon-limited corruptions using CIFAR10/100 and ImageNet30 datasets and show that SharpDRO exhibits a strong generalization ability against severe corruptions and exceeds well-known baseline methods with large performance gains.

cs.CV↗

arXiv2022

Option Pricing with State-dependent Pricing Kernel

We introduce a new volatility model for option pricing that combines Markov switching with the Realized GARCH framework. This leads to a novel pricing kernel with a state-dependent variance risk premium and a pricing formula for European options, which is derived with an analytical approximation method. We apply the Markov switching Realized GARCH model to S&P 500 index options from 1990 to 2019 and find that investors' aversion to volatility-specific risk is time-varying. The proposed framework outperforms competing models and reduces (in-sample and out-of-sample) option pricing errors by 15% or more.

q-fin.PR↗

arXiv2022

They are Not Completely Useless: Towards Recycling Transferable Unlabeled Data for Class-Mismatched Semi-Supervised Learning

Semi-Supervised Learning (SSL) with mismatched classes deals with the problem that the classes-of-interests in the limited labeled data is only a subset of the classes in massive unlabeled data. As a result, the classes only possessed by the unlabeled data may mislead the classifier training and thus hindering the realistic landing of various SSL methods. To solve this problem, existing methods usually divide unlabeled data to in-distribution (ID) data and out-of-distribution (OOD) data, and directly discard or weaken the OOD data to avoid their adverse impact. In other words, they treat OOD data as completely useless and thus the potential valuable information for classification contained by them is totally ignored. To remedy this defect, this paper proposes a "Transferable OOD data Recycling" (TOOR) method which properly utilizes ID data as well as the "recyclable" OOD data to enrich the information for conducting class-mismatched SSL. Specifically, TOOR firstly attributes all unlabeled data to ID data or OOD data, among which the ID data are directly used for training. Then we treat the OOD data that have a close relationship with ID data and labeled data as recyclable, and employ adversarial domain adaptation to project them to the space of ID data and labeled data. In other words, the recyclability of an OOD datum is evaluated by its transferability, and the recyclable OOD data are transferred so that they are compatible with the distribution of known classes-of-interests. Consequently, our TOOR method extracts more information from unlabeled data than existing approaches, so it can achieve the improved performance which is demonstrated by the experiments on typical benchmark datasets.

cs.LG↗

arXiv2021

Realized GARCH, CBOE VIX, and the Volatility Risk Premium

We show that the Realized GARCH model yields close-form expression for both the Volatility Index (VIX) and the volatility risk premium (VRP). The Realized GARCH model is driven by two shocks, a return shock and a volatility shock, and these are natural state variables in the stochastic discount factor (SDF). The volatility shock endows the exponentially affine SDF with a compensation for volatility risk. This leads to dissimilar dynamic properties under the physical and risk-neutral measures that can explain time-variation in the VRP. In an empirical application with the S&P 500 returns, the VIX, and the VRP, we find that the Realized GARCH model significantly outperforms conventional GARCH models.

econ.EM↗

arXiv2020

Prediction and optimization of NaV1.7 inhibitors based on machine learning methods

We used machine learning methods to predict NaV1.7 inhibitors and found the model RF-CDK that performed best on the imbalanced dataset. Using the RF-CDK model for screening drugs, we got effective compounds K1. We use the cell patch clamp method to verify K1. However, because the model evaluation method in this article is not comprehensive enough, there is still a lot of research work to be performed, such as comparison with other existing methods. The target protein has multiple active sites and requires our further research. We need more detailed models to consider this biological process and compare it with the current results, which is an error in this article. So we want to withdraw this article.

q-bio.QM↗

arXiv2019

Identification of key genes related to the mechanism and prognosis of lung squamous cell carcinoma using bioinformatics analysis

Objectives Lung squamous cell carcinoma (LUSC) often diagnosed as advanced with poor prognosis. The mechanisms of its pathogenesis and prognosis require urgent elucidation. This study was performed to screen potential biomarkers related to the occurrence, development and prognosis of LUSC to reveal unknown physiological and pathological processes. Materials and Methods Using bioinformatics analysis, the lung squamous cell carcinoma microarray datasets from the GEO and TCGA databases were analyzed to identify differentially expressed genes(DEGs). Furthermore, PPI and WGCNA network analysis were integrated to identify the key genes closely related to the process of LUSC development. In addition, survival analysis was performed to achieve a prognostic model that accomplished a high level of prediction accuracy. Results and Conclusion Eighty-five up-regulated and 39 down-regulated genes were identified, on which functional and pathway enrichment analysis was conducted. GO analysis demonstrated that up-regulated genes were principally enriched in epidermal development and DNA unwinding in DNA replication. Down-regulated genes were mainly involved in cell adhesion, signal transduction and positive regulation of inflammatory response. After PPI and WGCNA network analysis, eight genes, including AURKA, RAD51, TTK, AURKB, CCNA2, TPX2, KPNA2 and KIF23, have been found to play a vital role in LUSC development. The prognostic model contained 20 genes, 18 of which were detrimental to prognosis. The AUC of the established prognostic model for predicting the survival of patients at 1, 3, and 5 years was 0.828, 0.826 and 0.824, respectively. To conclude, this study identified a number of biomarkers of significant interest for additional investigation of the therapies and methods of prognosis of lung squamous cell carcinoma.

q-bio.GN↗