Researcher profile

Yinyu Ye

Yinyu Ye contributes to research discovery and scholarly infrastructure.

ResearcherAffiliation not importedOpen to collaborate

Trust snapshot

Quick read

Trust 21 - EmergingVerification L1Unclaimed author
14works
0followers
14topics
4close collaborators

Actions

Decide how to stay connected

Follow researcher0

Identity and collaboration

How to connect with this researcher

Claiming links this public author record to a researcher profile and unlocks direct collaboration workflows.

Log in to claim

Direct collaboration

Open a focused conversation when the fit is right

Claim this author entity first to unlock direct invitations.

Research graph

See the researcher in context

Open full explorer

Inspect adjacent work, topics, institutions and collaborators without jumping out to a separate graph page.

Building this graph slice

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Published work

14 published item(s)

preprint2026arXiv

OSDN: Improving Delta Rule with Provable Online Preconditioning in Linear Attention

Linear attention and state-space models offer constant-memory alternatives to softmax attention, but often struggle with in-context associative recall. The Delta Rule mitigates this by writing each token via one step of online gradient descent. However, its step size relies on a single scalar gate that ignores the feature-wise curvature of the inner objective. We propose Online Scaled DeltaNet (OSDN), which augments the scalar gate with a diagonal preconditioner updated online via hypergradient feedback. Crucially, this right-preconditioning is algebraically equivalent to a per-feature scaling of the write-side key. This equivalence allows OSDN to strictly preserve the hardware-friendly chunkwise parallel pipeline of DeltaNet without incurring high-dimensional state overhead. Theoretically, by exploiting the exact-quadratic structure of the inner regression loss, we establish super-geometric convergence against a right-Newton comparator and prove an algorithm-aligned token-local residual contraction bound. To handle non-stationary contexts, we further introduce Adaptive Preconditioner Forgetting (APF) to dynamically refresh stale calibration. Empirically, OSDN demonstrates strong performance across scales. At the 340M-parameter scale, OSDN improves JRT-style in-context recall by 32% over DeltaNet. Scaling to 1.3B parameters, it achieves a 39% reduction in the recall residual ratio while maintaining parity on general downstream tasks (e.g., perplexity and LongBench) -- demonstrating that our online-preconditioning mechanism effectively transfers and amplifies at the billion-parameter scale.

preprint2026arXiv

Real-Time Reconstruction of 3D Bone Models via Very-Low-Dose Protocols

Patient-specific bone models are essential for designing surgical guides and preoperative planning, as they enable the visualization of intricate anatomical structures. However, traditional CT-based approaches for creating bone models are limited to preoperative use due to the low flexibility and high radiation exposure of CT and time-consuming manual delineation. Here, we introduce Semi-Supervised Reconstruction with Knowledge Distillation (SSR-KD), a fast and accurate AI framework to reconstruct high-quality bone models from biplanar X-rays in 30 seconds, with an average error under 1.0 mm, eliminating the dependence on CT and manual work. Additionally, high tibial osteotomy simulation was performed by experts on reconstructed bone models, demonstrating that bone models reconstructed from biplanar X-rays have comparable clinical applicability to those annotated from CT. Overall, our approach accelerates the process, reduces radiation exposure, enables intraoperative guidance, and significantly improves the practicality of bone models, offering transformative applications in orthopedics.

preprint2024arXiv

cuPDLP-C: A Strengthened Implementation of cuPDLP for Linear Programming by C language

A recent GPU implementation of the Restarted Primal-Dual Hybrid Gradient Method for Linear Programming was proposed in Lu and Yang (2023). Its computational results demonstrate the significant computational advantages of the GPU-based first-order algorithm on certain large-scale problems. The average performance also achieves a level close to commercial solvers for the first time in history. However, due to limitations in experimental hardware and the disadvantage of implementing the algorithm in Julia compared to C language, neither the commercial solver nor cuPDLP reached their maximum efficiency. Therefore, in this report, we have re-implemented and optimized cuPDLP in C language. Utilizing state-of-the-art CPU and GPU hardware, we extensively compare cuPDLP with the best commercial solvers. The experiments further highlight its substantial computational advantages and potential for solving large-scale linear programming problems. We also discuss the profound impact this breakthrough may have on mathematical programming research and the entire operations research community.

preprint2022arXiv

An Improved Analysis of LP-based Control for Revenue Management

In this paper, we study a class of revenue management problems where the decision maker aims to maximize the total revenue subject to budget constraints on multiple type of resources over a finite horizon. At each time, a new order/customer/bid is revealed with a request of some resource(s) and a reward, and the decision maker needs to either accept or reject the order. Upon the acceptance of the order, the resource request must be satisfied and the associated revenue (reward) can be collected. We consider a stochastic setting where all the orders are i.i.d. sampled, i.e., the reward-request pair at each time is drawn from an unknown distribution with finite support. The formulation contains many classic applications such as the quantity-based network revenue management problem and the Adwords problem. We focus on the classic LP-based adaptive algorithm and consider regret as the performance measure defined by the gap between the optimal objective value of the certainty-equivalent linear program (LP) and the expected revenue obtained by the online algorithm. Our contribution is two-fold: (i) when the underlying LP is nondegenerate, the algorithm achieves a problem-dependent regret upper bound that is independent of the horizon/number of time periods $T$; (ii) when the underlying LP is degenerate, the algorithm achieves a regret upper bound that scales on the order of $\sqrt{T}\log T$. To our knowledge, both results are new and improve the best existing bounds for the LP-based adaptive algorithm in the corresponding setting. We conclude with numerical experiments to further demonstrate our findings.

preprint2022arXiv

Fairer LP-based Online Allocation via Analytic Center

In this paper, we consider an online resource allocation problem where a decision maker accepts or rejects incoming customer requests irrevocably in order to maximize expected reward given limited resources. At each time, a new order/customer/bid is revealed with a request of some resource(s) and a reward. We consider a stochastic setting where all the orders are i.i.d. sampled from an unknown distribution. Such formulation arises from many classic applications such as the canonical (quantity-based) network revenue management problem and the Adwords problem. While the literature on the topic mainly focuses on regret minimization, our paper considers the \textit{fairness} aspect of the problem. On a high level, we define the fairness in a way that a fair online algorithm should treat similar agents/customers similarly, and the decision made for similar agents/customers should be consistent over time. To achieve this goal, we define the fair offline solution as the analytic center of the offline optimal solution set, and introduce \textit{cumulative unfairness} as the cumulative deviation from the online solutions to the fair offline solution over time. We propose a fair algorithm based on an interior-point LP solver and a mechanism that dynamically detects unfair resource spending. Our algorithm achieves cumulative unfairness on the scale of order $O(\log(T))$, while maintains the regret to be bounded without dependency on $T$. In addition, compared to the literature, our result is produced under less restrictive assumptions on the degeneracy of the underlying linear program.

preprint2022arXiv

Fine-grained Correlation Loss for Regression

Regression learning is classic and fundamental for medical image analysis. It provides the continuous mapping for many critical applications, like the attribute estimation, object detection, segmentation and non-rigid registration. However, previous studies mainly took the case-wise criteria, like the mean square errors, as the optimization objectives. They ignored the very important population-wise correlation criterion, which is exactly the final evaluation metric in many tasks. In this work, we propose to revisit the classic regression tasks with novel investigations on directly optimizing the fine-grained correlation losses. We mainly explore two complementary correlation indexes as learnable losses: Pearson linear correlation (PLC) and Spearman rank correlation (SRC). The contributions of this paper are two folds. First, for the PLC on global level, we propose a strategy to make it robust against the outliers and regularize the key distribution factors. These efforts significantly stabilize the learning and magnify the efficacy of PLC. Second, for the SRC on local level, we propose a coarse-to-fine scheme to ease the learning of the exact ranking order among samples. Specifically, we convert the learning for the ranking of samples into the learning of similarity relationships among samples. We extensively validate our method on two typical ultrasound image regression tasks, including the image quality assessment and bio-metric measurement. Experiments prove that, with the fine-grained guidance in directly optimizing the correlation, the regression performances are significantly improved. Our proposed correlation losses are general and can be extended to more important applications.

preprint2020arXiv

A Mean-Field Theory for Learning the Schönberg Measure of Radial Basis Functions

We develop and analyze a projected particle Langevin optimization method to learn the distribution in the Schönberg integral representation of the radial basis functions from training samples. More specifically, we characterize a distributionally robust optimization method with respect to the Wasserstein distance to optimize the distribution in the Schönberg integral representation. To provide theoretical performance guarantees, we analyze the scaling limits of a projected particle online (stochastic) optimization method in the mean-field regime. In particular, we prove that in the scaling limits, the empirical measure of the Langevin particles converges to the law of a reflected Itô diffusion-drift process. Moreover, the drift is also a function of the law of the underlying process. Using Itô lemma for semi-martingales and Grisanov's change of measure for the Wiener processes, we then derive a Mckean-Vlasov type partial differential equation (PDE) with Robin boundary conditions that describes the evolution of the empirical measure of the projected Langevin particles in the mean-field regime. In addition, we establish the existence and uniqueness of the steady-state solutions of the derived PDE in the weak sense. We apply our learning approach to train radial kernels in the kernel locally sensitive hash (LSH) functions, where the training data-set is generated via a $k$-mean clustering method on a small subset of data-base. We subsequently apply our kernel LSH with a trained kernel for image retrieval task on MNIST data-set, and demonstrate the efficacy of our kernel learning approach. We also apply our kernel learning approach in conjunction with the kernel support vector machines (SVMs) for classification of benchmark data-sets.

preprint2020arXiv

An ADMM-Based Interior-Point Method for Large-Scale Linear Programming

We propose a new framework to implement interior point method (IPM) to solve very large linear programs (LP). Traditional IPMs typically use Newton's method to approximately solve a subproblem that aims to minimize a log-barrier penalty function at each iteration. Due its connection to Newton's method, IPM is often classified as second-order method -- a genre that is attached with stability and accuracy at the expense of scalability. Indeed, computing a Newton step amounts to solving a large linear system, which can be efficiently implemented if the input data are reasonably-sized and/or sparse and/or well-structured. However, in case the above premises fail, then the challenge still stands on the way for a traditional IPM. To deal with this challenge, one approach is to apply the iterative procedure, such as preconditioned conjugate gradient method, to solve the linear system. Since the linear system is different each iteration, it is difficult to find good pre-conditioner to achieve the overall solution efficiency. In this paper, an alternative approach is proposed. Instead of applying Newton's method, we resort to the alternating direction method of multipliers (ADMM) to approximately minimize the log-barrier penalty function at each iteration, under the framework of primal-dual path-following for a homogeneous self-dual embedded LP model. The resulting algorithm is an ADMM-Based Interior Point Method, abbreviated as ABIP in this paper. The new method inherits stability from IPM, and scalability from ADMM. Because of its self-dual embedding structure, ABIP is set to solve any LP without requiring prior knowledge about its feasibility. We conduct extensive numerical experiments testing ABIP with large-scale LPs from NETLIB and machine learning applications. The results demonstrate that ABIP compares favorably with existing LP solvers including SDPT3, MOSEK, DSDP-CG and SCS.

preprint2020arXiv

Computations and Complexities of Tarski's Fixed Points and Supermodular Games

We consider two models of computation for Tarski's order preserving function f related to fixed points in a complete lattice: the oracle function model and the polynomial function model. In both models, we find the first polynomial time algorithm for finding a Tarski's fixed point. In addition, we provide a matching oracle bound for determining the uniqueness in the oracle function model and prove it is Co-NP hard in the polynomial function model. The existence of the pure Nash equilibrium in supermodular games is proved by Tarski's fixed point theorem. Exploring the difference between supermodular games and Tarski's fixed point, we also develop the computational results for finding one pure Nash equilibrium and determining the uniqueness of the equilibrium in supermodular games.

preprint2020arXiv

Interior-Point Methods Strike Back: Solving the Wasserstein Barycenter Problem

Computing the Wasserstein barycenter of a set of probability measures under the optimal transport metric can quickly become prohibitive for traditional second-order algorithms, such as interior-point methods, as the support size of the measures increases. In this paper, we overcome the difficulty by developing a new adapted interior-point method that fully exploits the problem's special matrix structure to reduce the iteration complexity and speed up the Newton procedure. Different from regularization approaches, our method achieves a well-balanced tradeoff between accuracy and speed. A numerical comparison on various distributions with existing algorithms exhibits the computational advantages of our approach. Moreover, we demonstrate the practicality of our algorithm on image benchmark problems including MNIST and Fashion-MNIST.

preprint2020arXiv

Managing Randomization in the Multi-Block Alternating Direction Method of Multipliers for Quadratic Optimization

The Alternating Direction Method of Multipliers (ADMM) has gained a lot of attention for solving large-scale and objective-separable constrained optimization. However, the two-block variable structure of the ADMM still limits the practical computational efficiency of the method, because one big matrix factorization is needed at least once even for linear and convex quadratic programming. This drawback may be overcome by enforcing a multi-block structure of the decision variables in the original optimization problem. Unfortunately, the multi-block ADMM, with more than two blocks, is not guaranteed to be convergent. On the other hand, two positive developments have been made: first, if in each cyclic loop one randomly permutes the updating order of the multiple blocks, then the method converges in expectation for solving any system of linear equations with any number of blocks. Secondly, such a randomly permuted ADMM also works for equality-constrained convex quadratic programming even when the objective function is not separable. The goal of this paper is twofold. First, we add more randomness into the ADMM by developing a randomly assembled cyclic ADMM (RAC-ADMM) where the decision variables in each block are randomly assembled. We discuss the theoretical properties of RAC-ADMM and show when random assembling helps and when it hurts, and develop a criterion to guarantee that it converges almost surely. Secondly, using the theoretical guidance on RAC-ADMM, we conduct multiple numerical tests on solving both randomly generated and large-scale benchmark quadratic optimization problems, which include continuous, and binary graph-partition and quadratic assignment, and selected machine learning problems. Our numerical tests show that the RAC-ADMM, with a variable-grouping strategy, could significantly improve the computation efficiency on solving most quadratic optimization problems.

preprint2020arXiv

On a Randomized Multi-Block ADMM for Solving Selected Machine Learning Problems

The Alternating Direction Method of Multipliers (ADMM) has now days gained tremendous attentions for solving large-scale machine learning and signal processing problems due to the relative simplicity. However, the two-block structure of the classical ADMM still limits the size of the real problems being solved. When one forces a more-than-two-block structure by variable-splitting, the convergence speed slows down greatly as observed in practice. Recently, a randomly assembled cyclic multi-block ADMM (RAC-MBADMM) was developed by the authors for solving general convex and nonconvex quadratic optimization problems where the number of blocks can go greater than two so that each sub-problem has a smaller size and can be solved much more efficiently. In this paper, we apply this method to solving few selected machine learning problems related to convex quadratic optimization, such as Linear Regression, LASSO, Elastic-Net, and SVM. We prove that the algorithm would converge in expectation linearly under the standard statistical data assumptions. We use our general-purpose solver to conduct multiple numerical tests, solving both synthetic and large-scale bench-mark problems. Our results show that RAC-MBADMM could significantly outperform, in both solution time and quality, other optimization algorithms/codes for solving these machine learning problems, and match up the performance of the best tailored methods such as Glmnet or LIBSVM. In certain problem regions RAC-MBADMM even achieves a superior performance than that of the tailored methods.

preprint2020arXiv

Sequential Batch Learning in Finite-Action Linear Contextual Bandits

We study the sequential batch learning problem in linear contextual bandits with finite action sets, where the decision maker is constrained to split incoming individuals into (at most) a fixed number of batches and can only observe outcomes for the individuals within a batch at the batch's end. Compared to both standard online contextual bandits learning or offline policy learning in contexutal bandits, this sequential batch learning problem provides a finer-grained formulation of many personalized sequential decision making problems in practical applications, including medical treatment in clinical trials, product recommendation in e-commerce and adaptive experiment design in crowdsourcing. We study two settings of the problem: one where the contexts are arbitrarily generated and the other where the contexts are \textit{iid} drawn from some distribution. In each setting, we establish a regret lower bound and provide an algorithm, whose regret upper bound nearly matches the lower bound. As an important insight revealed therefrom, in the former setting, we show that the number of batches required to achieve the fully online performance is polynomial in the time horizon, while for the latter setting, a pure-exploitation algorithm with a judicious batch partition scheme achieves the fully online performance even when the number of batches is less than logarithmic in the time horizon. Together, our results provide a near-complete characterization of sequential decision making in linear contextual bandits when batch constraints are present.

preprint2020arXiv

Simple and Fast Algorithm for Binary Integer and Online Linear Programming

In this paper, we develop a simple and fast online algorithm for solving a class of binary integer linear programs (LPs) arisen in general resource allocation problem. The algorithm requires only one single pass through the input data and is free of doing any matrix inversion. It can be viewed as both an approximate algorithm for solving binary integer LPs and a fast algorithm for solving online LP problems. The algorithm is inspired by an equivalent form of the dual problem of the relaxed LP and it essentially performs (one-pass) projected stochastic subgradient descent in the dual space. We analyze the algorithm in two different models, stochastic input and random permutation, with minimal technical assumptions on the input data. The algorithm achieves $O\left(m \sqrt{n}\right)$ expected regret under the stochastic input model and $O\left((m+\log n)\sqrt{n}\right)$ expected regret under the random permutation model, and it achieves $O(m \sqrt{n})$ expected constraint violation under both models, where $n$ is the number of decision variables and $m$ is the number of constraints. The algorithm enjoys the same performance guarantee when generalized to a multi-dimensional LP setting which covers a wider range of applications. In addition, we employ the notion of permutational Rademacher complexity and derive regret bounds for two earlier online LP algorithms for comparison. Both algorithms improve the regret bound with a factor of $\sqrt{m}$ by paying more computational cost. Furthermore, we demonstrate how to convert the possibly infeasible solution to a feasible one through a randomized procedure. Numerical experiments illustrate the general applicability and effectiveness of the algorithms.