Autoencoder Enhanced Realised GARCH on Volatility Forecasting

Realised volatility has become increasingly prominent in volatility forecasting due to its ability to capture intraday price fluctuations. With a growing variety of realised volatility estimators, each with unique advantages and limitations, selecting an optimal estimator may introduce challenges. In this thesis, aiming to synthesise the impact of various realised volatility measures on volatility forecasting, we propose an extension of the Realised GARCH model that incorporates an autoencoder-generated synthetic realised measure, combining the information from multiple realised measures in a nonlinear manner. Our proposed model extends existing linear methods, such as Principal Component Analysis and Independent Component Analysis, to reduce the dimensionality of realised measures. The empirical evaluation, conducted across four major stock markets from January 2000 to June 2022 and including the period of COVID-19, demonstrates both the feasibility of applying an autoencoder to synthesise volatility measures and the superior effectiveness of the proposed model in one-step-ahead rolling volatility forecasting. The model exhibits enhanced flexibility in parameter estimations across each rolling window, outperforming traditional linear approaches. These findings indicate that nonlinear dimension reduction offers further adaptability and flexibility in improving the synthetic realised measure, with promising implications for future volatility forecasting applications.

Knowledge-aware Evolutionary Graph Neural Architecture Search

Graph neural architecture search (GNAS) can customize high-performance graph neural network architectures for specific graph tasks or datasets. However, existing GNAS methods begin searching for architectures from a zero-knowledge state, ignoring the prior knowledge that may improve the search efficiency. The available knowledge base (e.g. NAS-Bench-Graph) contains many rich architectures and their multiple performance metrics, such as the accuracy (#Acc) and number of parameters (#Params). This study proposes exploiting such prior knowledge to accelerate the multi-objective evolutionary search on a new graph dataset, named knowledge-aware evolutionary GNAS (KEGNAS). KEGNAS employs the knowledge base to train a knowledge model and a deep multi-output Gaussian process (DMOGP) in one go, which generates and evaluates transfer architectures in only a few GPU seconds. The knowledge model first establishes a dataset-to-architecture mapping, which can quickly generate candidate transfer architectures for a new dataset. Subsequently, the DMOGP with architecture and dataset encodings is designed to predict multiple performance metrics for candidate transfer architectures on the new dataset. According to the predicted metrics, non-dominated candidate transfer architectures are selected to warm-start the multi-objective evolutionary algorithm for optimizing the #Acc and #Params on a new dataset. Empirical studies on NAS-Bench-Graph and five real-world datasets show that KEGNAS swiftly generates top-performance architectures, achieving 4.27% higher accuracy than advanced evolutionary baselines and 11.54% higher accuracy than advanced differentiable baselines. In addition, ablation studies demonstrate that the use of prior knowledge significantly improves the search performance.

Superpixel-informed Implicit Neural Representation for Multi-Dimensional Data

Recently, implicit neural representations (INRs) have attracted increasing attention for multi-dimensional data recovery. However, INRs simply map coordinates via a multi-layer perception (MLP) to corresponding values, ignoring the inherent semantic information of the data. To leverage semantic priors from the data, we propose a novel Superpixel-informed INR (S-INR). Specifically, we suggest utilizing generalized superpixel instead of pixel as an alternative basic unit of INR for multi-dimensional data (e.g., images and weather data). The coordinates of generalized superpixels are first fed into exclusive attention-based MLPs, and then the intermediate results interact with a shared dictionary matrix. The elaborately designed modules in S-INR allow us to ingenuously exploit the semantic information within and across generalized superpixels. Extensive experiments on various applications validate the effectiveness and efficacy of our S-INR compared to state-of-the-art INR methods.

TokenSelect: Efficient Long-Context Inference and Length Extrapolation for LLMs via Dynamic Token-Level KV Cache Selection

With the development of large language models (LLMs), the ability to handle longer contexts has become a key capability for Web applications such as cross-document understanding and LLM-powered search systems. However, this progress faces two major challenges: performance degradation due to sequence lengths out-of-distribution, and excessively long inference times caused by the quadratic computational complexity of attention. These issues hinder the application of LLMs in long-context scenarios. In this paper, we propose Dynamic Token-Level KV Cache Selection (TokenSelect), a model-agnostic, training-free method for efficient and accurate long-context inference. TokenSelect builds upon the observation of non-contiguous attention sparsity, using Query-Key dot products to measure per-head KV Cache criticality at token-level. By per-head soft voting mechanism, TokenSelect selectively involves a small number of critical KV cache tokens in the attention calculation without sacrificing accuracy. To further accelerate TokenSelect, we designed the Selection Cache based on observations of consecutive Query similarity and implemented efficient dot product kernel, significantly reducing the overhead of token selection. A comprehensive evaluation of TokenSelect demonstrates up to 23.84x speedup in attention computation and up to 2.28x acceleration in end-to-end latency, while providing superior performance compared to state-of-the-art long-context inference methods.

OwMatch: Conditional Self-Labeling with Consistency for Open-World Semi-Supervised Learning

Semi-supervised learning (SSL) offers a robust framework for harnessing the potential of unannotated data. Traditionally, SSL mandates that all classes possess labeled instances. However, the emergence of open-world SSL (OwSSL) introduces a more practical challenge, wherein unlabeled data may encompass samples from unseen classes. This scenario leads to misclassification of unseen classes as known ones, consequently undermining classification accuracy. To overcome this challenge, this study revisits two methodologies from self-supervised and semi-supervised learning, self-labeling and consistency, tailoring them to address the OwSSL problem. Specifically, we propose an effective framework called OwMatch, combining conditional self-labeling and open-world hierarchical thresholding. Theoretically, we analyze the estimation of class distribution on unlabeled data through rigorous statistical analysis, thus demonstrating that OwMatch can ensure the unbiasedness of the self-label assignment estimator with reliability. Comprehensive empirical analyses demonstrate that our method yields substantial performance enhancements across both known and unknown classes in comparison to previous studies. Code is available at https://github.com/niusj03/OwMatch.

MMDocBench: Benchmarking Large Vision-Language Models for Fine-Grained Visual Document Understanding

Large Vision-Language Models (LVLMs) have achieved remarkable performance in many vision-language tasks, yet their capabilities in fine-grained visual understanding remain insufficiently evaluated. Existing benchmarks either contain limited fine-grained evaluation samples that are mixed with other data, or are confined to object-level assessments in natural images. To holistically assess LVLMs' fine-grained visual understanding capabilities, we propose using document images with multi-granularity and multi-modal information to supplement natural images. In this light, we construct MMDocBench, a benchmark with various OCR-free document understanding tasks for the evaluation of fine-grained visual perception and reasoning abilities. MMDocBench defines 15 main tasks with 4,338 QA pairs and 11,353 supporting regions, covering various document images such as research papers, receipts, financial reports, Wikipedia tables, charts, and infographics. Based on MMDocBench, we conduct extensive experiments using 13 open-source and 3 proprietary advanced LVLMs, assessing their strengths and weaknesses across different tasks and document image types. The benchmark, task instructions, and evaluation code will be made publicly available.

PMM-Net: Single-stage Multi-agent Trajectory Prediction with Patching-based Embedding and Explicit Modal Modulation

Analyzing and forecasting trajectories of agents like pedestrians plays a pivotal role for embodied intelligent applications. The inherent indeterminacy of human behavior and complex social interaction among a rich variety of agents make this task more challenging than common time-series forecasting. In this letter, we aim to explore a distinct formulation for multi-agent trajectory prediction framework. Specifically, we proposed a patching-based temporal feature extraction module and a graph-based social feature extraction module, enabling effective feature extraction and cross-scenario generalization. Moreover, we reassess the role of social interaction and present a novel method based on explicit modality modulation to integrate temporal and social features, thereby constructing an efficient single-stage inference pipeline. Results on public benchmark datasets demonstrate the superior performance of our model compared with the state-of-the-art methods. The code is available at: github.com/TIB-K330/pmm-net.

PiLocNet: Physics-informed neural network on 3D localization with rotating point spread function

For the 3D localization problem using point spread function (PSF) engineering, we propose a novel enhancement of our previously introduced localization neural network, LocNet. The improved network is a physics-informed neural network (PINN) that we call PiLocNet. Previous works on the localization problem may be categorized separately into model-based optimization and neural network approaches. Our PiLocNet combines the unique strengths of both approaches by incorporating forward-model-based information into the network via a data-fitting loss term that constrains the neural network to yield results that are physically sensible. We additionally incorporate certain regularization terms from the variational method, which further improves the robustness of the network in the presence of image noise, as we show for the Poisson and Gaussian noise models. This framework accords interpretability to the neural network, and the results we obtain show its superiority. Although the paper focuses on the use of single-lobe rotating PSF to encode the full 3D source location, we expect the method to be widely applicable to other PSFs and imaging problems that are constrained by known forward processes.

A Lightweight Target-Driven Network of Stereo Matching for Inland Waterways

Stereo matching for inland waterways is one of the key technologies for the autonomous navigation of Unmanned Surface Vehicles (USVs), which involves dividing the stereo images into reference images and target images for pixel-level matching. However, due to the challenges of the inland waterway environment, such as blurred textures, large spatial scales, and computational resource constraints of the USVs platform, the participation of geometric features from the target image is required for efficient target-driven matching. Based on this target-driven concept, we propose a lightweight target-driven stereo matching neural network, named LTNet. Specifically, a lightweight and efficient 4D cost volume, named the Geometry Target Volume (GTV), is designed to fully utilize the geometric information of target features by employing the shifted target features as the filtered feature volume. Subsequently, to address the substantial texture interference and object occlusions present in the waterway environment, a Left-Right Consistency Refinement (LRR) module is proposed. The \text{LRR} utilizes the pixel-level differences in left and right disparities to introduce soft constraints, thereby enhancing the accuracy of predictions during the intermediate stages of the network. Moreover, knowledge distillation is utilized to enhance the generalization capability of lightweight models on the USVInland dataset. Furthermore, a new large-scale benchmark, named Spring, is utilized to validate the applicability of LTNet across various scenarios. In experiments on the aforementioned two datasets, LTNet achieves competitive results, with only 3.7M parameters. The code is available at https://github.com/Open-YiQingZhou/LTNet .

A Variational Bayesian Inference Theory of Elasticity and Its Mixed Probabilistic Finite Element Method for Inverse Deformation Solutions in Any Dimension

In this work, we have developed a variational Bayesian inference theory of elasticity, which is accomplished by using a mixed Variational Bayesian inference Finite Element Method (VBI-FEM) that can be used to solve the inverse deformation problems of continua. In the proposed variational Bayesian inference theory of continuum mechanics, the elastic strain energy is used as a prior in a Bayesian inference network, which can intelligently recover the detailed continuum deformation mappings with only given the information on the deformed and undeformed continuum body shapes without knowing the interior deformation and the precise actual boundary conditions, both traction as well as displacement boundary conditions, and the actual material constitutive relation. Moreover, we have implemented the related finite element formulation in a computational probabilistic mechanics framework. To numerically solve mixed variational problem, we developed an operator splitting or staggered algorithm that consists of the finite element (FE) step and the Bayesian learning (BL) step as an analogue of the well-known the Expectation-Maximization (EM) algorithm. By solving the mixed probabilistic Galerkin variational problem, we demonstrated that the proposed method is able to inversely predict continuum deformation mappings with strong discontinuity or fracture without knowing the external load conditions. The proposed method provides a robust machine intelligent solution for the long-sought-after inverse problem solution, which has been a major challenge in structure failure forensic pattern analysis in past several decades. The proposed method may become a promising artificial intelligence-based inverse method for solving general partial differential equations.