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Anh Tong

Anh Tong contributes to research discovery and scholarly infrastructure.

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Machine Learning Artificial Intelligence Computer Vision Robotics

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preprint2026arXiv

LoCO: Low-rank Compositional Rotation Fine-tuning

Parameter-efficient fine-tuning (PEFT) has emerged as an critical technique for adapting large-scale foundation models across natural language processing and computer vision. While existing methods such as low-rank adaptations achieve parameter efficiency via low-rank weight updates, they are limited in their ability to preserve the geometric structure of pretrained representations. We introduce Low-rank Compositional Orthogonal fine-tuning (LoCO), a novel PEFT method that constructs orthogonal transformations through low-rank skew-symmetric matrices and compositional rotation chains. We propose an approximation scheme that enables fully parallel computation of compositional rotations, making the approach practical for high-dimensional feature spaces. Our method maintains low computational complexity while maintaining orthogonality with controlled approximation error. We validate LoCO across diverse domains, including diffusion transformer fine-tuning, vision transformer adaptation, and language model adaptation. Our method demonstrates superior or competitive performance compared to both existing orthogonal and non-orthogonal methods.

preprint2026arXiv

Refining Compositional Diffusion for Reliable Long-Horizon Planning

Compositional diffusion planning generates long-horizon trajectories by stitching together overlapping short-horizon segments through score composition. However, when local plan distributions are multimodal, existing compositional methods suffer from mode-averaging, where averaging incompatible local modes leads to plans that are neither locally feasible nor globally coherent. We propose Refining Compositional Diffusion (RCD), a training-free guidance method that steers compositional sampling toward high-density, globally coherent plans. RCD leverages the self-reconstruction error of a pretrained diffusion model as a proxy for the log-density of composed plans, combined with an overlap consistency term that enforces consistency at segment boundaries. We show that the combined guidance concentrates sampling on high-density plans that mitigate mode-averaging. Experiments on challenging long-horizon tasks from OGBench, including locomotion, object manipulation, and pixel-based observations, demonstrate that RCD consistently outperforms existing methods.

preprint2021arXiv

Learning Compositional Sparse Gaussian Processes with a Shrinkage Prior

Choosing a proper set of kernel functions is an important problem in learning Gaussian Process (GP) models since each kernel structure has different model complexity and data fitness. Recently, automatic kernel composition methods provide not only accurate prediction but also attractive interpretability through search-based methods. However, existing methods suffer from slow kernel composition learning. To tackle large-scaled data, we propose a new sparse approximate posterior for GPs, MultiSVGP, constructed from groups of inducing points associated with individual additive kernels in compositional kernels. We demonstrate that this approximation provides a better fit to learn compositional kernels given empirical observations. We also provide theoretically justification on error bound when compared to the traditional sparse GP. In contrast to the search-based approach, we present a novel probabilistic algorithm to learn a kernel composition by handling the sparsity in the kernel selection with Horseshoe prior. We demonstrate that our model can capture characteristics of time series with significant reductions in computational time and have competitive regression performance on real-world data sets.

preprint2020arXiv

Confirmatory Bayesian Online Change Point Detection in the Covariance Structure of Gaussian Processes

In the analysis of sequential data, the detection of abrupt changes is important in predicting future changes. In this paper, we propose statistical hypothesis tests for detecting covariance structure changes in locally smooth time series modeled by Gaussian Processes (GPs). We provide theoretically justified thresholds for the tests, and use them to improve Bayesian Online Change Point Detection (BOCPD) by confirming statistically significant changes and non-changes. Our Confirmatory BOCPD (CBOCPD) algorithm finds multiple structural breaks in GPs even when hyperparameters are not tuned precisely. We also provide conditions under which CBOCPD provides the lower prediction error compared to BOCPD. Experimental results on synthetic and real-world datasets show that our new tests correctly detect changes in the covariance structure in GPs. The proposed algorithm also outperforms existing methods for the prediction of nonstationarity in terms of both regression error and log likelihood.

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