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Yuting Wei

Yuting Wei contributes to research discovery and scholarly infrastructure.

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Published work

8 published item(s)

preprint2026arXiv

Debiased Multimodal Personality Understanding through Dual Causal Intervention

Multimodalpersonalityunderstandingplaysacriticalroleinhuman centered artificial intelligence. Previous work mainly focus on learn-ing rich multimodal representations for video personality under standing. However, they often suffer from potential harm caused by subject bias (e.g., observable age and unobservable mental states), as subjects originate from diverse demographic backgrounds. Learn ing such spurious associations between multimodal features and traits may lead to unfair personality understanding. In this work, weconstruct aStructural Causal Model (SCM)toanalyze theimpact of these biases from a causal perspective, and propose a novel Dual Causal Adjustment Network (DCAN) to mitigate the interference of subject attributes on personality understanding. Specifically, we design a Back-door Adjustment Causal Learning (BACL) module to block spurious correlations from observable demographic factors via a prototype-based confounder dictionary, and subsequently ap ply a Front-door Adjustment Causal Learning (FACL) module to ad dress latent and unobservable biases throughalearnedmediatordic tionary intervention, thereby achieving causal disentanglement of representations for deconfounded reasoning. Importantly, we con struct a Demographic-annotated Multimodal Student Personality (DMSP) dataset to support the analysis and discussion of fairness related factors. Extensive experiments on the benchmark dataset CFI-V2 and our DMSPdataset demonstrate that DCAN consistently improves prediction accuracy, reaching 92.11% and 92.90%, respec tively. Meanwhile, the improvementsinthefairnessmetricsofequal opportunity and demographic parity are 6.57% and 7.97% on CFI-V2, and 15.38% and 20.06% on the DMSP dataset. Our code and DMSP dataset are available at https://github.com/Sabrina-han/DCAN

preprint2024arXiv

A non-asymptotic distributional theory of approximate message passing for sparse and robust regression

Characterizing the distribution of high-dimensional statistical estimators is a challenging task, due to the breakdown of classical asymptotic theory in high dimension. This paper makes progress towards this by developing non-asymptotic distributional characterizations for approximate message passing (AMP) -- a family of iterative algorithms that prove effective as both fast estimators and powerful theoretical machinery -- for both sparse and robust regression. Prior AMP theory, which focused on high-dimensional asymptotics for the most part, failed to describe the behavior of AMP when the number of iterations exceeds $o\big({\log n}/{\log \log n}\big)$ (with $n$ the sample size). We establish the first finite-sample non-asymptotic distributional theory of AMP for both sparse and robust regression that accommodates a polynomial number of iterations. Our results derive approximate accuracy of Gaussian approximation of the AMP iterates, which improves upon all prior results and implies enhanced distributional characterizations for both optimally tuned Lasso and robust M-estimator.

preprint2023arXiv

Fast Policy Extragradient Methods for Competitive Games with Entropy Regularization

This paper investigates the problem of computing the equilibrium of competitive games, which is often modeled as a constrained saddle-point optimization problem with probability simplex constraints. Despite recent efforts in understanding the last-iterate convergence of extragradient methods in the unconstrained setting, the theoretical underpinnings of these methods in the constrained settings, especially those using multiplicative updates, remain highly inadequate, even when the objective function is bilinear. Motivated by the algorithmic role of entropy regularization in single-agent reinforcement learning and game theory, we develop provably efficient extragradient methods to find the quantal response equilibrium (QRE) -- which are solutions to zero-sum two-player matrix games with entropy regularization -- at a linear rate. The proposed algorithms can be implemented in a decentralized manner, where each player executes symmetric and multiplicative updates iteratively using its own payoff without observing the opponent's actions directly. In addition, by controlling the knob of entropy regularization, the proposed algorithms can locate an approximate Nash equilibrium of the unregularized matrix game at a sublinear rate without assuming the Nash equilibrium to be unique. Our methods also lead to efficient policy extragradient algorithms for solving (entropy-regularized) zero-sum Markov games at similar rates. All of our convergence rates are nearly dimension-free, which are independent of the size of the state and action spaces up to logarithm factors, highlighting the positive role of entropy regularization for accelerating convergence.

preprint2022arXiv

Mitigating multiple descents: A model-agnostic framework for risk monotonization

Recent empirical and theoretical analyses of several commonly used prediction procedures reveal a peculiar risk behavior in high dimensions, referred to as double/multiple descent, in which the asymptotic risk is a non-monotonic function of the limiting aspect ratio of the number of features or parameters to the sample size. To mitigate this undesirable behavior, we develop a general framework for risk monotonization based on cross-validation that takes as input a generic prediction procedure and returns a modified procedure whose out-of-sample prediction risk is, asymptotically, monotonic in the limiting aspect ratio. As part of our framework, we propose two data-driven methodologies, namely zero- and one-step, that are akin to bagging and boosting, respectively, and show that, under very mild assumptions, they provably achieve monotonic asymptotic risk behavior. Our results are applicable to a broad variety of prediction procedures and loss functions, and do not require a well-specified (parametric) model. We exemplify our framework with concrete analyses of the minimum $\ell_2$, $\ell_1$-norm least squares prediction procedures. As one of the ingredients in our analysis, we also derive novel additive and multiplicative forms of oracle risk inequalities for split cross-validation that are of independent interest.

preprint2022arXiv

Pessimistic Q-Learning for Offline Reinforcement Learning: Towards Optimal Sample Complexity

Offline or batch reinforcement learning seeks to learn a near-optimal policy using history data without active exploration of the environment. To counter the insufficient coverage and sample scarcity of many offline datasets, the principle of pessimism has been recently introduced to mitigate high bias of the estimated values. While pessimistic variants of model-based algorithms (e.g., value iteration with lower confidence bounds) have been theoretically investigated, their model-free counterparts -- which do not require explicit model estimation -- have not been adequately studied, especially in terms of sample efficiency. To address this inadequacy, we study a pessimistic variant of Q-learning in the context of finite-horizon Markov decision processes, and characterize its sample complexity under the single-policy concentrability assumption which does not require the full coverage of the state-action space. In addition, a variance-reduced pessimistic Q-learning algorithm is proposed to achieve near-optimal sample complexity. Altogether, this work highlights the efficiency of model-free algorithms in offline RL when used in conjunction with pessimism and variance reduction.

preprint2021arXiv

Fast Global Convergence of Natural Policy Gradient Methods with Entropy Regularization

Natural policy gradient (NPG) methods are among the most widely used policy optimization algorithms in contemporary reinforcement learning. This class of methods is often applied in conjunction with entropy regularization -- an algorithmic scheme that encourages exploration -- and is closely related to soft policy iteration and trust region policy optimization. Despite the empirical success, the theoretical underpinnings for NPG methods remain limited even for the tabular setting. This paper develops $\textit{non-asymptotic}$ convergence guarantees for entropy-regularized NPG methods under softmax parameterization, focusing on discounted Markov decision processes (MDPs). Assuming access to exact policy evaluation, we demonstrate that the algorithm converges linearly -- or even quadratically once it enters a local region around the optimal policy -- when computing optimal value functions of the regularized MDP. Moreover, the algorithm is provably stable vis-à-vis inexactness of policy evaluation. Our convergence results accommodate a wide range of learning rates, and shed light upon the role of entropy regularization in enabling fast convergence.

preprint2021arXiv

Sample Complexity of Asynchronous Q-Learning: Sharper Analysis and Variance Reduction

Asynchronous Q-learning aims to learn the optimal action-value function (or Q-function) of a Markov decision process (MDP), based on a single trajectory of Markovian samples induced by a behavior policy. Focusing on a $γ$-discounted MDP with state space $\mathcal{S}$ and action space $\mathcal{A}$, we demonstrate that the $\ell_{\infty}$-based sample complexity of classical asynchronous Q-learning --- namely, the number of samples needed to yield an entrywise $\varepsilon$-accurate estimate of the Q-function --- is at most on the order of $\frac{1}{μ_{\min}(1-γ)^5\varepsilon^2}+ \frac{t_{mix}}{μ_{\min}(1-γ)}$ up to some logarithmic factor, provided that a proper constant learning rate is adopted. Here, $t_{mix}$ and $μ_{\min}$ denote respectively the mixing time and the minimum state-action occupancy probability of the sample trajectory. The first term of this bound matches the sample complexity in the synchronous case with independent samples drawn from the stationary distribution of the trajectory. The second term reflects the cost taken for the empirical distribution of the Markovian trajectory to reach a steady state, which is incurred at the very beginning and becomes amortized as the algorithm runs. Encouragingly, the above bound improves upon the state-of-the-art result \cite{qu2020finite} by a factor of at least $|\mathcal{S}||\mathcal{A}|$ for all scenarios, and by a factor of at least $t_{mix}|\mathcal{S}||\mathcal{A}|$ for any sufficiently small accuracy level $\varepsilon$. Further, we demonstrate that the scaling on the effective horizon $\frac{1}{1-γ}$ can be improved by means of variance reduction.

preprint2020arXiv

Sharp Statistical Guarantees for Adversarially Robust Gaussian Classification

Adversarial robustness has become a fundamental requirement in modern machine learning applications. Yet, there has been surprisingly little statistical understanding so far. In this paper, we provide the first result of the optimal minimax guarantees for the excess risk for adversarially robust classification, under Gaussian mixture model proposed by \cite{schmidt2018adversarially}. The results are stated in terms of the Adversarial Signal-to-Noise Ratio (AdvSNR), which generalizes a similar notion for standard linear classification to the adversarial setting. For the Gaussian mixtures with AdvSNR value of $r$, we establish an excess risk lower bound of order $Θ(e^{-(\frac{1}{8}+o(1)) r^2} \frac{d}{n})$ and design a computationally efficient estimator that achieves this optimal rate. Our results built upon minimal set of assumptions while cover a wide spectrum of adversarial perturbations including $\ell_p$ balls for any $p \ge 1$.