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Published work

29 published item(s)

preprint2026arXiv

Optimal Confidence Band for Kernel Gradient Flow Estimator

In this paper, we investigate the supremum-norm generalization error and the uniform inference for a specific class of kernel regression methods, namely the kernel gradient flows. Under the widely adopted capacity-source condition framework in the kernel regression literature, we first establish convergence rates for the supremum norm generalization error of both continuous and discrete kernel gradient flows under the source condition $s>α_0$, where $α_0\in(0,1)$ denotes the embedding index of the kernel function. Moreover, we show that these rates match the minimax optimal rates. Building on this result, we then construct simultaneous confidence bands for both continuous and discrete kernel gradient flows. Notably, the widths of the proposed confidence bands are also optimal, in the sense that their shrinkage rates are greater than, while can be arbitrarily close to, the minimax optimal rates.

preprint2024arXiv

Optimal Rates of Kernel Ridge Regression under Source Condition in Large Dimensions

Motivated by the studies of neural networks (e.g.,the neural tangent kernel theory), we perform a study on the large-dimensional behavior of kernel ridge regression (KRR) where the sample size $n \asymp d^γ$ for some $γ> 0$. Given an RKHS $\mathcal{H}$ associated with an inner product kernel defined on the sphere $\mathbb{S}^{d}$, we suppose that the true function $f_ρ^{*} \in [\mathcal{H}]^{s}$, the interpolation space of $\mathcal{H}$ with source condition $s>0$. We first determined the exact order (both upper and lower bound) of the generalization error of kernel ridge regression for the optimally chosen regularization parameter $λ$. We then further showed that when $0<s\le1$, KRR is minimax optimal; and when $s>1$, KRR is not minimax optimal (a.k.a. he saturation effect). Our results illustrate that the curves of rate varying along $γ$ exhibit the periodic plateau behavior and the multiple descent behavior and show how the curves evolve with $s>0$. Interestingly, our work provides a unified viewpoint of several recent works on kernel regression in the large-dimensional setting, which correspond to $s=0$ and $s=1$ respectively.

preprint2024arXiv

Policy-regularized Offline Multi-objective Reinforcement Learning

In this paper, we aim to utilize only offline trajectory data to train a policy for multi-objective RL. We extend the offline policy-regularized method, a widely-adopted approach for single-objective offline RL problems, into the multi-objective setting in order to achieve the above goal. However, such methods face a new challenge in offline MORL settings, namely the preference-inconsistent demonstration problem. We propose two solutions to this problem: 1) filtering out preference-inconsistent demonstrations via approximating behavior preferences, and 2) adopting regularization techniques with high policy expressiveness. Moreover, we integrate the preference-conditioned scalarized update method into policy-regularized offline RL, in order to simultaneously learn a set of policies using a single policy network, thus reducing the computational cost induced by the training of a large number of individual policies for various preferences. Finally, we introduce Regularization Weight Adaptation to dynamically determine appropriate regularization weights for arbitrary target preferences during deployment. Empirical results on various multi-objective datasets demonstrate the capability of our approach in solving offline MORL problems.

preprint2022arXiv

A Semi-supervised Learning Approach with Two Teachers to Improve Breakdown Identification in Dialogues

Identifying breakdowns in ongoing dialogues helps to improve communication effectiveness. Most prior work on this topic relies on human annotated data and data augmentation to learn a classification model. While quality labeled dialogue data requires human annotation and is usually expensive to obtain, unlabeled data is easier to collect from various sources. In this paper, we propose a novel semi-supervised teacher-student learning framework to tackle this task. We introduce two teachers which are trained on labeled data and perturbed labeled data respectively. We leverage unlabeled data to improve classification in student training where we employ two teachers to refine the labeling of unlabeled data through teacher-student learning in a bootstrapping manner. Through our proposed training approach, the student can achieve improvements over single-teacher performance. Experimental results on the Dialogue Breakdown Detection Challenge dataset DBDC5 and Learning to Identify Follow-Up Questions dataset LIF show that our approach outperforms all previous published approaches as well as other supervised and semi-supervised baseline methods.

preprint2021arXiv

Blockchains vs. Distributed Databases: Dichotomy and Fusion

Blockchain has come a long way: a system that was initially proposed specifically for cryptocurrencies is now being adapted and adopted as a general-purpose transactional system. As blockchain evolves into another data management system, the natural question is how it compares against distributed database systems. Existing works on this comparison focus on high-level properties, such as security and throughput. They stop short of showing how the underlying design choices contribute to the overall differences. Our work fills this important gap and provides a principled framework for analyzing the emerging trend of blockchain-database fusion. We perform a twin study of blockchains and distributed database systems as two types of transactional systems. We propose a taxonomy that illustrates the dichotomy across four dimensions, namely replication, concurrency, storage, and sharding. Within each dimension, we discuss how the design choices are driven by two goals: security for blockchains, and performance for distributed databases. To expose the impact of different design choices on the overall performance, we conduct an in-depth performance analysis of two blockchains, namely Quorum and Hyperledger Fabric, and two distributed databases, namely TiDB, and etcd. Lastly, we propose a framework for back-of-the-envelope performance forecast of blockchain-database hybrids.

preprint2020arXiv

Dynamic indifference pricing via the G-expectation

We study the dynamic indifference pricing with ambiguity preferences. For this, we introduce the dynamic expected utility with ambiguity via the nonlinear expectation--G-expectation, introduced by Peng (2007). We also study the risk aversion and certainty equivalent for the agents with ambiguity. We obtain the dynamic consistency of indifference pricing with ambiguity preferences. Finally, we obtain comparative statics.

preprint2020arXiv

ForkBase: Immutable, Tamper-evident Storage Substrate for Branchable Applications

Data collaboration activities typically require systematic or protocol-based coordination to be scalable. Git, an effective enabler for collaborative coding, has been attested for its success in countless projects around the world. Hence, applying the Git philosophy to general data collaboration beyond coding is motivating. We call it Git for data. However, the original Git design handles data at the file granule, which is considered too coarse-grained for many database applications. We argue that Git for data should be co-designed with database systems. To this end, we developed ForkBase to make Git for data practical. ForkBase is a distributed, immutable storage system designed for data version management and data collaborative operation. In this demonstration, we show how ForkBase can greatly facilitate collaborative data management and how its novel data deduplication technique can improve storage efficiency for archiving massive data versions.

preprint2020arXiv

LoCEC: Local Community-based Edge Classification in Large Online Social Networks

Relationships in online social networks often imply social connections in the real world. An accurate understanding of relationship types benefits many applications, e.g. social advertising and recommendation. Some recent attempts have been proposed to classify user relationships into predefined types with the help of pre-labeled relationships or abundant interaction features on relationships. Unfortunately, both relationship feature data and label data are very sparse in real social platforms like WeChat, rendering existing methods inapplicable. In this paper, we present an in-depth analysis of WeChat relationships to identify the major challenges for the relationship classification task. To tackle the challenges, we propose a Local Community-based Edge Classification (LoCEC) framework that classifies user relationships in a social network into real-world social connection types. LoCEC enforces a three-phase processing, namely local community detection, community classification and relationship classification, to address the sparsity issue of relationship features and relationship labels. Moreover, LoCEC is designed to handle large-scale networks by allowing parallel and distributed processing. We conduct extensive experiments on the real-world WeChat network with hundreds of billions of edges to validate the effectiveness and efficiency of LoCEC.

preprint2020arXiv

Optimal control of coupled forward-backward stochastic system with jumps and related Hamilton-Jacobi-Bellman equations

In this paper we investigate a kind of optimal control problem of coupled forward-backward stochastic system with jumps whose cost functional is defined through a coupled forward-backward stochastic differential equation with Brownian motion and Poisson random measure. For this end, we first study the regularity of solutions for this kind of forward-backward stochastic differential equations. We obtain that the value function is a deterministic function and satisfies the dynamic programming principle for this kind of optimal control problem. Moreover, we prove that the value functions is a viscosity solutions of the associated Hamilton-Jacobi-Bellman equations with integral-differential operators.

preprint2020arXiv

Print Defect Mapping with Semantic Segmentation

Efficient automated print defect mapping is valuable to the printing industry since such defects directly influence customer-perceived printer quality and manually mapping them is cost-ineffective. Conventional methods consist of complicated and hand-crafted feature engineering techniques, usually targeting only one type of defect. In this paper, we propose the first end-to-end framework to map print defects at pixel level, adopting an approach based on semantic segmentation. Our framework uses Convolutional Neural Networks, specifically DeepLab-v3+, and achieves promising results in the identification of defects in printed images. We use synthetic training data by simulating two types of print defects and a print-scan effect with image processing and computer graphic techniques. Compared with conventional methods, our framework is versatile, allowing two inference strategies, one being near real-time and providing coarser results, and the other focusing on offline processing with more fine-grained detection. Our model is evaluated on a dataset of real printed images.

preprint2020arXiv

The Blessing and the Curse of the Noise behind Facial Landmark Annotations

The evolving algorithms for 2D facial landmark detection empower people to recognize faces, analyze facial expressions, etc. However, existing methods still encounter problems of unstable facial landmarks when applied to videos. Because previous research shows that the instability of facial landmarks is caused by the inconsistency of labeling quality among the public datasets, we want to have a better understanding of the influence of annotation noise in them. In this paper, we make the following contributions: 1) we propose two metrics that quantitatively measure the stability of detected facial landmarks, 2) we model the annotation noise in an existing public dataset, 3) we investigate the influence of different types of noise in training face alignment neural networks, and propose corresponding solutions. Our results demonstrate improvements in both accuracy and stability of detected facial landmarks.

preprint2019arXiv

A single photonic cavity with two independent physical synthetic dimensions

The concept of synthetic dimensions, which has enabled the study of higher-dimensional physics on lower-dimensional physical structures, has generated significant recent interest in many branches of science ranging from ultracold-atomic physics to photonics, since such a concept provides a versatile platform for realizing effective gauge potentials and novel topological physics. Previous experiments demonstrating this concept have augmented the real-space dimensionality by one additional physical synthetic dimension. Here we endow a single ring resonator with two independent physical synthetic dimensions. Our system consists of a temporally modulated ring resonator with spatial coupling between the clockwise and counterclockwise modes, creating a synthetic Hall ladder along the frequency and pseudospin degrees of freedom for photons propagating in the ring. We experimentally observe a wide variety of rich physics, including effective spin-orbit coupling, magnetic fields, spin-momentum locking, a Meissner-to-vortex phase transition, and chiral currents, completely in synthetic dimensions. Our experiments demonstrate that higher-dimensional physics can be studied in simple systems by leveraging the concept of multiple simultaneous synthetic dimensions.

preprint2016arXiv

Hyperbolic Weyl point in reciprocal chiral metamaterial

We report the existence of Weyl points in a class of non-central symmetric metamaterials, which has time reversal symmetry, but does not have inversion symmetry due to chiral coupling between electric and magnetic fields. This class of metamaterial exhibits either type-I or type-II Weyl points depending on its non-local response. We also provide a physical realization of such metamaterial consisting of an array of metal wires in the shape of elliptical helixes which exhibits type-II Weyl points.

preprint2016arXiv

On consistency and sparsity for sliced inverse regression in high dimensions

We provide here a framework to analyze the phase transition phenomenon of slice inverse regression (SIR), a supervised dimension reduction technique introduced by \cite{Li:1991}. Under mild conditions, the asymptotic ratio $ρ= \lim p/n$ is the phase transition parameter and the SIR estimator is consistent if and only if $ρ= 0$. When dimension $p$ is greater than $n$, we propose a diagonal thresholding screening SIR (DT-SIR) algorithm. This method provides us with an estimate of the eigen-space of the covariance matrix of the conditional expectation $var(\mathbf{E}[\boldsymbol{x}|y])$. The desired dimension reduction space is then obtained by multiplying the inverse of the covariance matrix on the eigen-space. Under certain sparsity assumptions on both the covariance matrix of predictors and the loadings of the directions, we prove the consistency of DT-SIR in estimating the dimension reduction space in high dimensional data analysis. Extensive numerical experiments demonstrate superior performances of the proposed method in comparison to its competitors.

preprint2016arXiv

Signed Support Recovery for Single Index Models in High-Dimensions

In this paper we study the support recovery problem for single index models $Y=f(\boldsymbol{X}^{\intercal} \boldsymbolβ,\varepsilon)$, where $f$ is an unknown link function, $\boldsymbol{X}\sim N_p(0,\mathbb{I}_{p})$ and $\boldsymbolβ$ is an $s$-sparse unit vector such that $\boldsymbolβ_{i}\in \{\pm\frac{1}{\sqrt{s}},0\}$. In particular, we look into the performance of two computationally inexpensive algorithms: (a) the diagonal thresholding sliced inverse regression (DT-SIR) introduced by Lin et al. (2015); and (b) a semi-definite programming (SDP) approach inspired by Amini & Wainwright (2008). When $s=O(p^{1-δ})$ for some $δ>0$, we demonstrate that both procedures can succeed in recovering the support of $\boldsymbolβ$ as long as the rescaled sample size $κ=\frac{n}{s\log(p-s)}$ is larger than a certain critical threshold. On the other hand, when $κ$ is smaller than a critical value, any algorithm fails to recover the support with probability at least $\frac{1}{2}$ asymptotically. In other words, we demonstrate that both DT-SIR and the SDP approach are optimal (up to a scalar) for recovering the support of $\boldsymbolβ$ in terms of sample size. We provide extensive simulations, as well as a real dataset application to help verify our theoretical observations.

preprint2014arXiv

Optimal consumption and portfolio choice with ambiguity

We consider optimal consumption and portfolio choice in the presence of Knightian uncertainty in continuous-time. We embed the problem into the new framework of stochastic calculus for such settings, dealing in particular with the issue of non-equivalent multiple priors. We solve the problem completely by identifying the worst--case measure. Our setup also allows to consider interest rate uncertainty; we show that under some robust parameter constellations, the investor optimally puts all his wealth into the asset market, and does not save or borrow at all.

preprint2014arXiv

Passive intrinsic-linewidth narrowing of ultraviolet extended-cavity diode laser by weak optical feedback

We present a simple method for narrowing the intrinsic Lorentzian linewidth of a commercial ultraviolet grating extended-cavity diode laser (TOPTICA DL Pro) using weak optical feedback from a long external cavity. We achieve a suppression in frequency noise spectral density of 20 dB measured at frequencies around 1 MHz, corresponding to the narrowing of the intrinsic Lorentzian linewidth from 200 kHz to 2 kHz. The system is suitable for experiments requiring a tunable ultraviolet laser with narrow linewidth and low high-frequency noise, such as precision spectroscopy, optical clocks, and quantum information science experiments.

preprint2013arXiv

Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals

In this paper we investigate Nash equilibrium payoffs for two-player nonzero-sum stochastic differential games whose cost functionals are defined by a system of coupled backward stochastic differential equations. We obtain an existence theorem and a characterization theorem for Nash equilibrium payoffs. For this end the problem is described equivalently by a stochastic differential game with jumps. But, however, unlike the work by Buckdahn, Hu and Li [9], here the important tool of a dynamic programming principle for stopping times has to be developed. Moreover, we prove that the lower and upper value functions are the viscosity solutions of the associated coupled systems of PDEs of Isaacs type, respectively. Our results generalize those by Buckdahn, Cardaliaguet and Rainer [7] and by Lin [16].

preprint2013arXiv

Nash equilibrium payoffs for stochastic differential games with reflection

In this paper, we investigate Nash equilibrium payoffs for nonzero-sum stochastic differential games with reflection. We obtain an existence theorem and a characterization theorem of Nash equilibrium payoffs for nonzero-sum stochastic differential games with nonlinear cost functionals defined by doubly controlled reflected backward stochastic differential equations.

preprint2012arXiv

Collective state measurement of mesoscopic ensembles with single-atom resolution

For mesoscopic ensembles containing 100 or more atoms we measure the total atom number and the number of atoms in a specific hyperfine state with single-atom resolution. The measurement detects the atom-induced shift of the resonance frequency of an optical cavity containing the ensemble. This work extends the range of cavity-based detection with single-atom resolution by more than an order of magnitude in atom number, and provides the readout capability necessary for Heisenberg-limited interferometry with atomic ensembles.

preprint2011arXiv

A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals

In this paper, we study Nash equilibrium payoffs for nonzero-sum stochastic differential games via the theory of backward stochastic differential equations. We obtain an existence theorem and a characterization theorem of Nash equilibrium payoffs for nonzero-sum stochastic differential games with nonlinear cost functionals defined with the help of a doubly controlled backward stochastic differential equation. Our results extend former ones by Buckdahn, Cardaliaguet and Rainer (2004) and are based on a backward stochastic differential equation approach.

preprint2011arXiv

Highest weight modules at the critical level and noncommutative Springer resolution

In arXiv:1001.2562 a certain non-commutative algebra $A$ was defined starting from a semi-simple algebraic group, so that the derived category of $A$-modules is equivalent to the derived category of coherent sheaves on the Springer (or Grothendieck-Springer) resolution. Let $\hat{\g}$ be the affine Lie algebra corresponding to the Langlands dual Lie algebra. Using results of Frenkel and Gaitsgory arXiv:0712.0788 we show that the category of $\hat{\g}$ modules at the critical level which are Iwahori integrable and have a fixed central character, is equivalent to the category of modules over a quotient of $A$ by a central character. This implies that numerics of Iwahori integrable modules at the critical level is governed by the canonical basis in the $K$-group of a Springer fiber, which was conjecturally described by Lusztig and constructed in arXiv:1001.2562.