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 Chen, Peng


skscope: Fast Sparsity-Constrained Optimization in Python

arXiv.org Machine Learning

Applying iterative solvers on sparsity-constrained optimization (SCO) requires tedious mathematical deduction and careful programming/debugging that hinders these solvers' broad impact. In the paper, the library skscope is introduced to overcome such an obstacle. With skscope, users can solve the SCO by just programming the objective function. The convenience of skscope is demonstrated through two examples in the paper, where sparse linear regression and trend filtering are addressed with just four lines of code. More importantly, skscope's efficient implementation allows state-of-the-art solvers to quickly attain the sparse solution regardless of the high dimensionality of parameter space. Numerical experiments reveal the available solvers in skscope can achieve up to 80x speedup on the competing relaxation solutions obtained via the benchmarked convex solver.


Derivative-enhanced Deep Operator Network

arXiv.org Artificial Intelligence

Deep operator networks (DeepONets), a class of neural operators that learn mappings between function spaces, have recently been developed as surrogate models for parametric partial differential equations (PDEs). In this work we propose a derivative-enhanced deep operator network (DE-DeepONet), which leverages the derivative information to enhance the prediction accuracy, and provide a more accurate approximation of the derivatives, especially when the training data are limited. DE-DeepONet incorporates dimension reduction of input into DeepONet and includes two types of derivative labels in the loss function for training, that is, the directional derivatives of the output function with respect to the input function and the gradient of the output function with respect to the physical domain variables. We test DE-DeepONet on three different equations with increasing complexity to demonstrate its effectiveness compared to the vanilla DeepONet.


Probabilistic Bayesian optimal experimental design using conditional normalizing flows

arXiv.org Artificial Intelligence

Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such problems are computationally challenging because of (1) expensive and repeated evaluation of some optimality criterion that typically involves a double integration with respect to both the system parameters and the experimental data, (2) suffering from the curse-of-dimensionality when the system parameters and design variables are high-dimensional, (3) the optimization is combinatorial and highly non-convex if the design variables are binary, often leading to non-robust designs. To make the solution of the Bayesian OED problem efficient, scalable, and robust for practical applications, we propose a novel joint optimization approach. This approach performs simultaneous (1) training of a scalable conditional normalizing flow (CNF) to efficiently maximize the expected information gain (EIG) of a jointly learned experimental design (2) optimization of a probabilistic formulation of the binary experimental design with a Bernoulli distribution. We demonstrate the performance of our proposed method for a practical MRI data acquisition problem, one of the most challenging Bayesian OED problems that has high-dimensional (320 $\times$ 320) parameters at high image resolution, high-dimensional (640 $\times$ 386) observations, and binary mask designs to select the most informative observations.


RIS-ADMM: A RIS and ADMM-Based Passive and Sparse Sensing Method With Interference Removal

arXiv.org Artificial Intelligence

Reconfigurable Intelligent Surfaces (RIS) emerge as promising technologies in future radar and wireless communication domains. This letter addresses the passive sensing issue utilizing wireless communication signals and RIS amidst interference from wireless access points (APs). We introduce an atomic norm minimization (ANM) approach to leverage spatial domain target sparsity and estimate the direction of arrival (DOA). However, the conventional semidefinite programming (SDP)-based solutions for the ANM problem are complex and lack efficient realization. Consequently, we propose a RIS-ADMM method, an innovative alternating direction method of multipliers (ADMM)-based iterative approach. This method yields closed-form expressions and effectively suppresses interference signals. Simulation outcomes affirm that our RIS-ADMM method surpasses existing techniques in DOA estimation accuracy while maintaining low computational complexity. The code for the proposed method is available online \url{https://github.com/chenpengseu/RIS-ADMM.git}.


Pathformer: Multi-scale transformers with Adaptive Pathways for Time Series Forecasting

arXiv.org Artificial Intelligence

Transformer-based models have achieved some success in time series forecasting. Existing methods mainly model time series from limited or fixed scales, making it challenging to capture different characteristics spanning various scales. In this paper, we propose multi-scale transformers with adaptive pathways (Pathformer). The proposed Transformer integrates both temporal resolution and temporal distance for multi-scale modeling. Multi-scale division divides the time series into different temporal resolutions using patches of various sizes. Based on the division of each scale, dual attention is performed over these patches to capture global correlations and local details as temporal dependencies. We further enrich the multi-scale transformer with adaptive pathways, which adaptively adjust the multi-scale modeling process based on the varying temporal dynamics in the input time series, improving the prediction accuracy and generalization of Pathformer. Extensive experiments on eleven real-world datasets demonstrate that Pathformer not only achieves state-of-the-art performance by surpassing all current models but also exhibits stronger generalization abilities under various transfer scenarios. Time series forecasting is an essential task for various industries, such as energy, finance, traffic, and cloud computing (Chen et al., 2012; Cirstea et al., 2022b; Qin et al., 2023; Pan et al., 2023). Motivated by its widespread application in sequence modeling and impressive success in various fields such as CV and NLP (Dosovitskiy et al., 2021; Brown et al., 2020), Transformer (Vaswani et al., 2017) receives emerging attention in time series (Wu et al., 2021; Liu et al., 2022c).


Taiyi: A Bilingual Fine-Tuned Large Language Model for Diverse Biomedical Tasks

arXiv.org Artificial Intelligence

Objective: Most existing fine-tuned biomedical large language models (LLMs) focus on enhancing performance in monolingual biomedical question answering and conversation tasks. To investigate the effectiveness of the fine-tuned LLMs on diverse biomedical NLP tasks in different languages, We present Taiyi, a bilingual fine-tuned LLM for diverse biomedical tasks. Materials and Methods: We first curated a comprehensive collection of 140 existing biomedical text mining datasets (102 English and 38 Chinese datasets) across over 10 task types. Subsequently, a two-stage strategy is proposed for supervised fine-tuning to optimize the model performance across varied tasks. Results: Experimental results on 13 test sets covering named entity recognition, relation extraction, text classification, question answering tasks demonstrate that Taiyi achieves superior performance compared to general LLMs. The case study involving additional biomedical NLP tasks further shows Taiyi's considerable potential for bilingual biomedical multi-tasking. Conclusion: Leveraging rich high-quality biomedical corpora and developing effective fine-tuning strategies can significantly improve the performance of LLMs within the biomedical domain. Taiyi shows the bilingual multi-tasking capability through supervised fine-tuning. However, those tasks such as information extraction that are not generation tasks in nature remain challenging for LLM-based generative approaches, and they still underperform the conventional discriminative approaches of smaller language models.


Derivative-Informed Neural Operator: An Efficient Framework for High-Dimensional Parametric Derivative Learning

arXiv.org Artificial Intelligence

We propose derivative-informed neural operators (DINOs), a general family of neural networks to approximate operators as infinite-dimensional mappings from input function spaces to output function spaces or quantities of interest. After discretizations both inputs and outputs are high-dimensional. We aim to approximate not only the operators with improved accuracy but also their derivatives (Jacobians) with respect to the input function-valued parameter to empower derivative-based algorithms in many applications, e.g., Bayesian inverse problems, optimization under parameter uncertainty, and optimal experimental design. The major difficulties include the computational cost of generating derivative training data and the high dimensionality of the problem leading to large training cost. To address these challenges, we exploit the intrinsic low-dimensionality of the derivatives and develop algorithms for compressing derivative information and efficiently imposing it in neural operator training yielding derivative-informed neural operators. We demonstrate that these advances can significantly reduce the costs of both data generation and training for large classes of problems (e.g., nonlinear steady state parametric PDE maps), making the costs marginal or comparable to the costs without using derivatives, and in particular independent of the discretization dimension of the input and output functions. Moreover, we show that the proposed DINO achieves significantly higher accuracy than neural operators trained without derivative information, for both function approximation and derivative approximation (e.g., Gauss-Newton Hessian), especially when the training data are limited.


Towards General and Efficient Online Tuning for Spark

arXiv.org Artificial Intelligence

The distributed data analytic system -- Spark is a common choice for processing massive volumes of heterogeneous data, while it is challenging to tune its parameters to achieve high performance. Recent studies try to employ auto-tuning techniques to solve this problem but suffer from three issues: limited functionality, high overhead, and inefficient search. In this paper, we present a general and efficient Spark tuning framework that can deal with the three issues simultaneously. First, we introduce a generalized tuning formulation, which can support multiple tuning goals and constraints conveniently, and a Bayesian optimization (BO) based solution to solve this generalized optimization problem. Second, to avoid high overhead from additional offline evaluations in existing methods, we propose to tune parameters along with the actual periodic executions of each job (i.e., online evaluations). To ensure safety during online job executions, we design a safe configuration acquisition method that models the safe region. Finally, three innovative techniques are leveraged to further accelerate the search process: adaptive sub-space generation, approximate gradient descent, and meta-learning method. We have implemented this framework as an independent cloud service, and applied it to the data platform in Tencent. The empirical results on both public benchmarks and large-scale production tasks demonstrate its superiority in terms of practicality, generality, and efficiency. Notably, this service saves an average of 57.00% memory cost and 34.93% CPU cost on 25K in-production tasks within 20 iterations, respectively.


Using Adamic-Adar Index Algorithm to Predict Volunteer Collaboration: Less is More

arXiv.org Artificial Intelligence

Social networks exhibit a complex graph-like structure due to the uncertainty surrounding potential collaborations among participants. Machine learning algorithms possess generic outstanding performance in multiple real-world prediction tasks. However, whether machine learning algorithms outperform specific algorithms designed for graph link prediction remains unknown to us. To address this issue, the Adamic-Adar Index (AAI), Jaccard Coefficient (JC) and common neighbour centrality (CNC) as representatives of graph-specific algorithms were applied to predict potential collaborations, utilizing data from volunteer activities during the Covid-19 pandemic in Shenzhen city, along with the classical machine learning algorithms such as random forest, support vector machine, and gradient boosting as single predictors and components of ensemble learning. This paper introduces that the AAI algorithm outperformed the traditional JC and CNC, and other machine learning algorithms in analyzing graph node attributes for this task.


Efficient PDE-Constrained optimization under high-dimensional uncertainty using derivative-informed neural operators

arXiv.org Artificial Intelligence

We propose a novel machine learning framework for solving optimization problems governed by large-scale partial differential equations (PDEs) with high-dimensional random parameters. Such optimization under uncertainty (OUU) problems may be computational prohibitive using classical methods, particularly when a large number of samples is needed to evaluate risk measures at every iteration of an optimization algorithm, where each sample requires the solution of an expensive-to-solve PDE. To address this challenge, we propose a new neural operator approximation of the PDE solution operator that has the combined merits of (1) accurate approximation of not only the map from the joint inputs of random parameters and optimization variables to the PDE state, but also its derivative with respect to the optimization variables, (2) efficient construction of the neural network using reduced basis architectures that are scalable to high-dimensional OUU problems, and (3) requiring only a limited number of training data to achieve high accuracy for both the PDE solution and the OUU solution. We refer to such neural operators as multi-input reduced basis derivative informed neural operators (MR-DINOs). We demonstrate the accuracy and efficiency our approach through several numerical experiments, i.e. the risk-averse control of a semilinear elliptic PDE and the steady state Navier--Stokes equations in two and three spatial dimensions, each involving random field inputs. Across the examples, MR-DINOs offer $10^{3}$--$10^{7} \times$ reductions in execution time, and are able to produce OUU solutions of comparable accuracies to those from standard PDE based solutions while being over $10 \times$ more cost-efficient after factoring in the cost of construction.