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Chongshou Li

Chongshou Li contributes to research discovery and scholarly infrastructure.

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Published work

6 published item(s)

preprint2026arXiv

Beyond Defenses: Manifold-Aligned Regularization for Intrinsic 3D Point Cloud Robustness

Despite extensive progress in point cloud robustness, existing methods primarily improve performance through augmentation or defense mechanisms, while overlooking the geometric root cause of adversarial fragility. We hypothesize that adversarial vulnerability in 3D networks arises from a manifold misalignment between the latent geometry learned by the model and the intrinsic geometry of the underlying surface. Small, geometry-preserving perturbations along the input manifold often induce disproportionate distortions in feature space, revealing a misalignment between latent and intrinsic geometries. We formalize this phenomenon by developing a geometric interpretation of 3D robustness that links classical adversarial theory to the intrinsic structure of point clouds. Motivated by this analysis, we introduce Manifold-Aligned Point Recognition (MAPR), a framework that regularizes the latent geometry by aligning predictions across intrinsic perturbations. MAPR augments each point cloud with intrinsic features capturing local curvature and diffusion structure, and applies a consistency loss that preserves invariance to intrinsic, geometry-preserving perturbations. Without relying on adversarial training or additional data, MAPR consistently improves robustness across multiple adversarial attacks on both the ModelNet40 and ScanObjectNN datasets, achieving average robustness gains of +20.02% and +8.58% on ModelNet40 and ScanObjectNN, respectively.

preprint2021arXiv

Revisiting Modified Greedy Algorithm for Monotone Submodular Maximization with a Knapsack Constraint

Monotone submodular maximization with a knapsack constraint is NP-hard. Various approximation algorithms have been devised to address this optimization problem. In this paper, we revisit the widely known modified greedy algorithm. First, we show that this algorithm can achieve an approximation factor of $0.405$, which significantly improves the known factors of $0.357$ given by Wolsey and $(1-1/\mathrm{e})/2\approx 0.316$ given by Khuller et al. More importantly, our analysis closes a gap in Khuller et al.'s proof for the extensively mentioned approximation factor of $(1-1/\sqrt{\mathrm{e}})\approx 0.393$ in the literature to clarify a long-standing misconception on this issue. Second, we enhance the modified greedy algorithm to derive a data-dependent upper bound on the optimum. We empirically demonstrate the tightness of our upper bound with a real-world application. The bound enables us to obtain a data-dependent ratio typically much higher than $0.405$ between the solution value of the modified greedy algorithm and the optimum. It can also be used to significantly improve the efficiency of algorithms such as branch and bound.

preprint2021arXiv

Why Are the ARIMA and SARIMA not Sufficient

The autoregressive moving average (ARMA) model takes the significant position in time series analysis for a wide-sense stationary time series. The difference operator and seasonal difference operator, which are bases of ARIMA and SARIMA (Seasonal ARIMA), respectively, were introduced to remove the trend and seasonal component so that the original non-stationary time series could be transformed into a wide-sense stationary one, which could then be handled by Box-Jenkins methodology. However, such difference operators are more practical experiences than exact theories by now. In this paper, we investigate the power of the (resp. seasonal) difference operator from the perspective of spectral analysis, linear system theory and digital filtering, and point out the characteristics and limitations of (resp. seasonal) difference operator. Besides, the general method that transforms a non-stationary (the non-stationarity in the mean sense) stochastic process to be wide-sense stationary will be presented.

preprint2020arXiv

An Exponential Factorization Machine with Percentage Error Minimization to Retail Sales Forecasting

This paper proposes a new approach to sales forecasting for new products with long lead time but short product life cycle. These SKUs are usually sold for one season only, without any replenishments. An exponential factorization machine (EFM) sales forecast model is developed to solve this problem which not only considers SKU attributes, but also pairwise interactions. The EFM model is significantly different from the original Factorization Machines (FM) from two-fold: (1) the attribute-level formulation for explanatory variables and (2) exponential formulation for the positive response variable. The attribute-level formation excludes infeasible intra-attribute interactions and results in more efficient feature engineering comparing with the conventional one-hot encoding, while the exponential formulation is demonstrated more effective than the log-transformation for the positive but not skewed distributed responses. In order to estimate the parameters, percentage error squares (PES) and error squares (ES) are minimized by a proposed adaptive batch gradient descent method over the training set. Real-world data provided by a footwear retailer in Singapore is used for testing the proposed approach. The forecasting performance in terms of both mean absolute percentage error (MAPE) and mean absolute error (MAE) compares favourably with not only off-the-shelf models but also results reported by extant sales and demand forecasting studies. The effectiveness of the proposed approach is also demonstrated by two external public datasets. Moreover, we prove the theoretical relationships between PES and ES minimization, and present an important property of the PES minimization for regression models; that it trains models to underestimate data. This property fits the situation of sales forecasting where unit-holding cost is much greater than the unit-shortage cost.

preprint2020arXiv

Campus3D: A Photogrammetry Point Cloud Benchmark for Hierarchical Understanding of Outdoor Scene

Learning on 3D scene-based point cloud has received extensive attention as its promising application in many fields, and well-annotated and multisource datasets can catalyze the development of those data-driven approaches. To facilitate the research of this area, we present a richly-annotated 3D point cloud dataset for multiple outdoor scene understanding tasks and also an effective learning framework for its hierarchical segmentation task. The dataset was generated via the photogrammetric processing on unmanned aerial vehicle (UAV) images of the National University of Singapore (NUS) campus, and has been point-wisely annotated with both hierarchical and instance-based labels. Based on it, we formulate a hierarchical learning problem for 3D point cloud segmentation and propose a measurement evaluating consistency across various hierarchies. To solve this problem, a two-stage method including multi-task (MT) learning and hierarchical ensemble (HE) with consistency consideration is proposed. Experimental results demonstrate the superiority of the proposed method and potential advantages of our hierarchical annotations. In addition, we benchmark results of semantic and instance segmentation, which is accessible online at https://3d.dataset.site with the dataset and all source codes.

preprint2019arXiv

Deep Pattern of Time Series and Its Applications in Estimation, Forecasting, Fault Diagnosis and Target Tracking

The information contained in a time series is more than what the values themselves are. In this paper, the Time-variant Local Autocorrelated Polynomial model with Kalman filter is proposed to model the underlying dynamics of a time series (or signal) and mine the deep pattern of it, except estimating the instantaneous mean function (also known as trend function), including: (1) identifying and predicting the peak and valley values of a time series; (2) reporting and forecasting the current changing pattern (increasing or decreasing pattern of the trend, and how fast it changes). We will show that it is this deep pattern that allows us to make higher-accuracy estimation and forecasting for a time series, to easily detect the anomalies (faults) of a sensor, and to track a highly-maneuvering target.