new

Get trending papers in your email inbox!

Subscribe

Daily Papers

byAK and the research community

Sep 1

Rethinking Multi-User Communication in Semantic Domain: Enhanced OMDMA by Shuffle-Based Orthogonalization and Diffusion Denoising

Inter-user interference remains a critical bottleneck in wireless communication systems, particularly in the emerging paradigm of semantic communication (SemCom). Compared to traditional systems, inter-user interference in SemCom severely degrades key semantic information, often causing worse performance than Gaussian noise under the same power level. To address this challenge, inspired by the recently proposed concept of Orthogonal Model Division Multiple Access (OMDMA) that leverages semantic orthogonality rooted in the personalized joint source and channel (JSCC) models to distinguish users, we propose a novel, scalable framework that eliminates the need for user-specific JSCC models as did in original OMDMA. Our key innovation lies in shuffle-based orthogonalization, where randomly permuting the positions of JSCC feature vectors transforms inter-user interference into Gaussian-like noise. By assigning each user a unique shuffling pattern, the interference is treated as channel noise, enabling effective mitigation using diffusion models (DMs). This approach not only simplifies system design by requiring a single universal JSCC model but also enhances privacy, as shuffling patterns act as implicit private keys. Additionally, we extend the framework to scenarios involving semantically correlated data. By grouping users based on semantic similarity, a cooperative beamforming strategy is introduced to exploit redundancy in correlated data, further improving system performance. Extensive simulations demonstrate that the proposed method outperforms state-of-the-art multi-user SemCom frameworks, achieving superior semantic fidelity, robustness to interference, and scalability-all without requiring additional training overhead.

  • 5 authors
·
Jul 27, 2025

GEMSS: A Variational Bayesian Method for Discovering Multiple Sparse Solutions in Classification and Regression Problems

High-dimensional, underdetermined and highly correlated systems are common in data science practice, especially when analyzing physical measurements. In such settings, feature selection poses a fundamental challenge because multiple distinct sparse subsets may explain the response equally well. Their identification is crucial not only for predictive modeling but also for generating domain-specific insights into the underlying mechanisms. Yet, conventional methods typically isolate a single solution, obscuring the full spectrum of plausible explanations. This work introduces GEMSS (Gaussian Ensemble for Multiple Sparse Solutions), a variational algorithm designed to simultaneously discover multiple, diverse sparse feature combinations. The method employs a structured spike-and-slab prior for sparsity, a mixture of Gaussians to approximate the intractable multimodal posterior, and a Jaccard-based penalty to further control solution diversity. A single objective function is optimized via stochastic gradient descent. The method is tested on 128 comprehensive experiments by a novel benchmarking framework designed to generate artificial problems with multiple sparse solutions of equal predictive properties. This allows us to measure the retrieval of ground truth features rather than only evaluating predictive performance -- characteristics more fitting to our practical needs. A comparative analysis shows that GEMSS consistently outperforms five prominent feature selection methods adapted through the ALFESE framework. Finally, we demonstrate practical usability through 3 challenging real-world datasets from metabolomics and physical chemistry: GEMSS successfully isolates multiple distinct yet quality solutions. GEMSS is available as a PyPI package 'gemss'. The corresponding repository github.com/kat-er-ina/gemss/ includes the full codebase and a free, no-code application GEMSS Explorer.

  • 2 authors
·
Jun 9

Stochastic Function Certification with Correlations

We study the Stochastic Boolean Function Certification (SBFC) problem, where we are given n Bernoulli random variables {X_e: e in U} on a ground set U of n elements with joint distribution p, a Boolean function f: 2^U to {0, 1}, and an (unknown) scenario S = {e in U: X_e = 1} of active elements sampled from p. We seek to probe the elements one-at-a-time to reveal if they are active until we can certify f(S) = 1, while minimizing the expected number of probes. Unlike most previous results that assume independence, we study correlated distributions p and give approximation algorithms for several classes of functions f. When f(S) is the indicator function for whether S is the spanning set of a given matroid, our problem reduces to finding a basis of active elements of a matroid by probing elements. We give a non-adaptive O(log n)-approximation algorithm for arbitrary distributions p, and show that this is tight up to constants unless P = NP, even for partition matroids. For uniform matroids, we give constant factor 4.642-approximation ([BBFT20]) that can be further improved to a 2-approximation if additionally the random variables are negatively correlated for the case of 1-uniform matroid. We also give an adaptive O(log k)-approximation algorithm for SBFC for k-uniform matroids for the Graph Probing problem, where we seek to probe the edges of a graph one-at-a-time until we find k active edges. The underlying distribution on edges arises from (hidden) independent vertex random variables, with an edge being active if at least one of its endpoints is active. This significantly improves over the information-theoretic lower bound on Ω(poly(n)) ([JGM19]) for adaptive algorithms for k-uniform matroids with arbitrary distributions.

  • 3 authors
·
Apr 2

Causal Discovery in Astrophysics: Unraveling Supermassive Black Hole and Galaxy Coevolution

Correlation does not imply causation, but patterns of statistical association between variables can be exploited to infer a causal structure (even with purely observational data) with the burgeoning field of causal discovery. As a purely observational science, astrophysics has much to gain by exploiting these new methods. The supermassive black hole (SMBH)--galaxy interaction has long been constrained by observed scaling relations, that is low-scatter correlations between variables such as SMBH mass and the central velocity dispersion of stars in a host galaxy's bulge. This study, using advanced causal discovery techniques and an up-to-date dataset, reveals a causal link between galaxy properties and dynamically-measured SMBH masses. We apply a score-based Bayesian framework to compute the exact conditional probabilities of every causal structure that could possibly describe our galaxy sample. With the exact posterior distribution, we determine the most likely causal structures and notice a probable causal reversal when separating galaxies by morphology. In elliptical galaxies, bulge properties (built from major mergers) tend to influence SMBH growth, while in spiral galaxies, SMBHs are seen to affect host galaxy properties, potentially through feedback in gas-rich environments. For spiral galaxies, SMBHs progressively quench star formation, whereas in elliptical galaxies, quenching is complete, and the causal connection has reversed. Our findings support theoretical models of hierarchical assembly of galaxies and active galactic nuclei feedback regulating galaxy evolution. Our study suggests the potentiality for further exploration of causal links in astrophysical and cosmological scaling relations, as well as any other observational science.

  • 12 authors
·
Oct 1, 2024

When Does Combining Language Models Help? A Co-Failure Ceiling on Routing, Voting, and Mixture-of-Agents Across 67 Frontier Models

Multi-model LLM systems such as routing, voting, cascades, fusion, and mixture-of-agents are used to beat single-model accuracy. We show that their gain is capped by a quantity the field rarely reports. For any policy whose output is one member model answer, accuracy cannot exceed one minus beta, where beta is the rate at which every model is wrong on the same query. In contrast, the usual diagnostic, average pairwise error correlation rho, cannot identify beta: error laws with identical marginals and pairwise correlations can have different all-wrong rates. A Clopper-Pearson bound on beta gives a finite-sample certificate on the largest gain any router, vote, or cascade could deliver before training a router. Across 67 models from 21 providers, a tetrachoric-calibrated single-factor model still underprices the all-wrong tail: on open-ended mathematics, observed beta is 0.052 versus 0.023 under the full 67-model Gaussian copula, about 2.5 times underpricing, with 90 percent CI 1.7 to 3.4 and k equals 17. The effect recurs on execution-graded code, where beta is 0.079. Re-asking the same GPQA-Diamond questions in free-response rather than multiple-choice form reopens the tail, with beta 0.127 and a five-judge panel with kappa 0.73 to 0.92, locating co-failure in answer format rather than subject. At matched quality, low-rho heterogeneous ensembles beat high-rho Self-MoA, but on checkable tasks in our pool, combining models rarely beats the single best model without a strong query-level routing signal. Gains come from models failing on different questions, not from adding more models.

Kaikaku Kaikaku
·
Jun 24 3

Accuracy on the Curve: On the Nonlinear Correlation of ML Performance Between Data Subpopulations

Understanding the performance of machine learning (ML) models across diverse data distributions is critically important for reliable applications. Despite recent empirical studies positing a near-perfect linear correlation between in-distribution (ID) and out-of-distribution (OOD) accuracies, we empirically demonstrate that this correlation is more nuanced under subpopulation shifts. Through rigorous experimentation and analysis across a variety of datasets, models, and training epochs, we demonstrate that OOD performance often has a nonlinear correlation with ID performance in subpopulation shifts. Our findings, which contrast previous studies that have posited a linear correlation in model performance during distribution shifts, reveal a "moon shape" correlation (parabolic uptrend curve) between the test performance on the majority subpopulation and the minority subpopulation. This non-trivial nonlinear correlation holds across model architectures, hyperparameters, training durations, and the imbalance between subpopulations. Furthermore, we found that the nonlinearity of this "moon shape" is causally influenced by the degree of spurious correlations in the training data. Our controlled experiments show that stronger spurious correlation in the training data creates more nonlinear performance correlation. We provide complementary experimental and theoretical analyses for this phenomenon, and discuss its implications for ML reliability and fairness. Our work highlights the importance of understanding the nonlinear effects of model improvement on performance in different subpopulations, and has the potential to inform the development of more equitable and responsible machine learning models.

  • 5 authors
·
May 4, 2023

Phase Transition for Budgeted Multi-Agent Synergy

Multi-agent systems can improve reliability, yet under a fixed inference budget they often help, saturate, or even collapse. We develop a minimal and calibratable theory that predicts these regimes from three binding constraints of modern agent stacks: finite context windows, lossy inter-agent communication, and shared failures among similar agents. Each leaf agent is summarized by a compute-performance scaling exponent β; communication is captured by a message-length fidelity curve γ(m); dependence is captured by an effective shared-error correlation ρ; and a context window W imposes hard fan-in limits that make hierarchy necessary. For binary success/failure tasks with majority aggregation, we prove a sharp phase transition for deep b-ary trees with correlated inputs and lossy communication: a single scalar α_ρ (combining γ(m), ρ, and fan-in b) determines whether weak signal is amplified to a nontrivial fixed point or washed out to chance. In the amplifying regime, we derive an organization exponent s and show that budgeted synergy, i.e., outperforming the best single agent under the same total budget, occurs exactly when s>β, yielding closed-form compute allocation rules and explicit budget thresholds. We further characterize saturation via a mixing depth and provide a conservative clipped predictor that remains accurate across growth and saturation. A continuous-performance warm-up gives closed-form risks for star, chain, and tree organizations, making correlation- and communication-induced floors explicit and exposing the core design trade-offs in a smooth setting. Finally, we validate the predicted phase boundaries in controlled synthetic simulations and show how the same mechanisms explain the dominant bottlenecks reported in recent large-scale matched-budget studies of LLM agent-system scaling.

  • 3 authors
·
Jan 24

New Philosopher Inequalities for Online Bayesian Matching, via Pivotal Sampling

We study the polynomial-time approximability of the optimal online stochastic bipartite matching algorithm, initiated by Papadimitriou et al. (EC'21). Here, nodes on one side of the graph are given upfront, while at each time t, an online node and its edge weights are drawn from a time-dependent distribution. The optimal algorithm is PSPACE-hard to approximate within some universal constant. We refer to this optimal algorithm, which requires time to think (compute), as a philosopher, and refer to polynomial-time online approximations of the above as philosopher inequalities. The best known philosopher inequality for online matching yields a 0.652-approximation. In contrast, the best possible prophet inequality, or approximation of the optimum offline solution, is 0.5. Our main results are a 0.678-approximate algorithm and a 0.685-approximation for a vertex-weighted special case. Notably, both bounds exceed the 0.666-approximation of the offline optimum obtained by Tang, Wu, and Wu (STOC'22) for the vertex-weighted problem. Building on our algorithms and the recent black-box reduction of Banihashem et al. (SODA'24), we provide polytime (pricing-based) truthful mechanisms which 0.678-approximate the social welfare of the optimal online allocation for bipartite matching markets. Our online allocation algorithm relies on the classic pivotal sampling algorithm (Srinivasan FOCS'01, Gandhi et al. J.ACM'06), along with careful discarding to obtain negative correlations between offline nodes. Consequently, the analysis boils down to examining the distribution of a weighted sum X of negatively correlated Bernoulli variables, specifically lower bounding its mass below a threshold, E[min(1,X)], of possible independent interest. Interestingly, our bound relies on an imaginary invocation of pivotal sampling.

  • 5 authors
·
Jul 21, 2024

Light Schrödinger Bridge

Despite the recent advances in the field of computational Schr\"odinger Bridges (SB), most existing SB solvers are still heavy-weighted and require complex optimization of several neural networks. It turns out that there is no principal solver which plays the role of simple-yet-effective baseline for SB just like, e.g., k-means method in clustering, logistic regression in classification or Sinkhorn algorithm in discrete optimal transport. We address this issue and propose a novel fast and simple SB solver. Our development is a smart combination of two ideas which recently appeared in the field: (a) parameterization of the Schr\"odinger potentials with sum-exp quadratic functions and (b) viewing the log-Schr\"odinger potentials as the energy functions. We show that combined together these ideas yield a lightweight, simulation-free and theoretically justified SB solver with a simple straightforward optimization objective. As a result, it allows solving SB in moderate dimensions in a matter of minutes on CPU without a painful hyperparameter selection. Our light solver resembles the Gaussian mixture model which is widely used for density estimation. Inspired by this similarity, we also prove an important theoretical result showing that our light solver is a universal approximator of SBs. Furthemore, we conduct the analysis of the generalization error of our light solver. The code for our solver can be found at https://github.com/ngushchin/LightSB

  • 3 authors
·
Oct 2, 2023

Context-Aware Bayesian Network Actor-Critic Methods for Cooperative Multi-Agent Reinforcement Learning

Executing actions in a correlated manner is a common strategy for human coordination that often leads to better cooperation, which is also potentially beneficial for cooperative multi-agent reinforcement learning (MARL). However, the recent success of MARL relies heavily on the convenient paradigm of purely decentralized execution, where there is no action correlation among agents for scalability considerations. In this work, we introduce a Bayesian network to inaugurate correlations between agents' action selections in their joint policy. Theoretically, we establish a theoretical justification for why action dependencies are beneficial by deriving the multi-agent policy gradient formula under such a Bayesian network joint policy and proving its global convergence to Nash equilibria under tabular softmax policy parameterization in cooperative Markov games. Further, by equipping existing MARL algorithms with a recent method of differentiable directed acyclic graphs (DAGs), we develop practical algorithms to learn the context-aware Bayesian network policies in scenarios with partial observability and various difficulty. We also dynamically decrease the sparsity of the learned DAG throughout the training process, which leads to weakly or even purely independent policies for decentralized execution. Empirical results on a range of MARL benchmarks show the benefits of our approach.

  • 2 authors
·
Jun 2, 2023

Real-Time Bidding by Reinforcement Learning in Display Advertising

The majority of online display ads are served through real-time bidding (RTB) --- each ad display impression is auctioned off in real-time when it is just being generated from a user visit. To place an ad automatically and optimally, it is critical for advertisers to devise a learning algorithm to cleverly bid an ad impression in real-time. Most previous works consider the bid decision as a static optimization problem of either treating the value of each impression independently or setting a bid price to each segment of ad volume. However, the bidding for a given ad campaign would repeatedly happen during its life span before the budget runs out. As such, each bid is strategically correlated by the constrained budget and the overall effectiveness of the campaign (e.g., the rewards from generated clicks), which is only observed after the campaign has completed. Thus, it is of great interest to devise an optimal bidding strategy sequentially so that the campaign budget can be dynamically allocated across all the available impressions on the basis of both the immediate and future rewards. In this paper, we formulate the bid decision process as a reinforcement learning problem, where the state space is represented by the auction information and the campaign's real-time parameters, while an action is the bid price to set. By modeling the state transition via auction competition, we build a Markov Decision Process framework for learning the optimal bidding policy to optimize the advertising performance in the dynamic real-time bidding environment. Furthermore, the scalability problem from the large real-world auction volume and campaign budget is well handled by state value approximation using neural networks.

  • 7 authors
·
Jan 10, 2017

SOFTS: Efficient Multivariate Time Series Forecasting with Series-Core Fusion

Multivariate time series forecasting plays a crucial role in various fields such as finance, traffic management, energy, and healthcare. Recent studies have highlighted the advantages of channel independence to resist distribution drift but neglect channel correlations, limiting further enhancements. Several methods utilize mechanisms like attention or mixer to address this by capturing channel correlations, but they either introduce excessive complexity or rely too heavily on the correlation to achieve satisfactory results under distribution drifts, particularly with a large number of channels. Addressing this gap, this paper presents an efficient MLP-based model, the Series-cOre Fused Time Series forecaster (SOFTS), which incorporates a novel STar Aggregate-Redistribute (STAR) module. Unlike traditional approaches that manage channel interactions through distributed structures, e.g., attention, STAR employs a centralized strategy to improve efficiency and reduce reliance on the quality of each channel. It aggregates all series to form a global core representation, which is then dispatched and fused with individual series representations to facilitate channel interactions effectively.SOFTS achieves superior performance over existing state-of-the-art methods with only linear complexity. The broad applicability of the STAR module across different forecasting models is also demonstrated empirically. For further research and development, we have made our code publicly available at https://github.com/Secilia-Cxy/SOFTS.

  • 4 authors
·
Apr 22, 2024

Is Mamba Effective for Time Series Forecasting?

In the realm of time series forecasting (TSF), it is imperative for models to adeptly discern and distill hidden patterns within historical time series data to forecast future states. Transformer-based models exhibit formidable efficacy in TSF, primarily attributed to their advantage in apprehending these patterns. However, the quadratic complexity of the Transformer leads to low computational efficiency and high costs, which somewhat hinders the deployment of the TSF model in real-world scenarios. Recently, Mamba, a selective state space model, has gained traction due to its ability to process dependencies in sequences while maintaining near-linear complexity. For TSF tasks, these characteristics enable Mamba to comprehend hidden patterns as the Transformer and reduce computational overhead compared to the Transformer. Therefore, we propose a Mamba-based model named Simple-Mamba (S-Mamba) for TSF. Specifically, we tokenize the time points of each variate autonomously via a linear layer. A bidirectional Mamba layer is utilized to extract inter-variate correlations and a Feed-Forward Network is set to learn temporal dependencies. Finally, the generation of forecast outcomes through a linear mapping layer. Experiments on thirteen public datasets prove that S-Mamba maintains low computational overhead and achieves leading performance. Furthermore, we conduct extensive experiments to explore Mamba's potential in TSF tasks. Our code is available at https://github.com/wzhwzhwzh0921/S-D-Mamba.

  • 8 authors
·
Mar 17, 2024

Demystifying the Token Dynamics of Deep Selective State Space Models

Selective state space models (SSM), such as Mamba, have gained prominence for their effectiveness in modeling sequential data. Despite their outstanding empirical performance, a comprehensive theoretical understanding of deep selective SSM remains elusive, hindering their further development and adoption for applications that need high fidelity. In this paper, we investigate the dynamical properties of tokens in a pre-trained Mamba model. In particular, we derive the dynamical system governing the continuous-time limit of the Mamba model and characterize the asymptotic behavior of its solutions. In the one-dimensional case, we prove that only one of the following two scenarios happens: either all tokens converge to zero, or all tokens diverge to infinity. We provide criteria based on model parameters to determine when each scenario occurs. For the convergent scenario, we empirically verify that this scenario negatively impacts the model's performance. For the divergent scenario, we prove that different tokens will diverge to infinity at different rates, thereby contributing unequally to the updates during model training. Based on these investigations, we propose two refinements for the model: excluding the convergent scenario and reordering tokens based on their importance scores, both aimed at improving practical performance. Our experimental results validate these refinements, offering insights into enhancing Mamba's effectiveness in real-world applications.

  • 4 authors
·
Oct 4, 2024

CoDMD: Copula-aware Distribution Matching Distillation for Fast Video Generation

Few-step distillation for video diffusion models has attracted significant attention, driven by the urgent demand for efficient deployment in real-world scenarios. However, Distribution Matching Distillation (DMD), a leading paradigm, tends to degrade under limited NFE budgets, manifesting in video generation as layout instability, oversaturation, and broken motion dynamics. We trace this failure to a structural limitation: standard DMD is an intra-sample distribution-matching objective with coordinate-wise gradients, and thus imposes no explicit constraint on the relational geometry across batch elements or temporal frames, leaving the underlying copula largely unregulated. Combined with the mode-seeking tendency of its reverse-KL objective, this absence of relational guidance makes DMD prone to collapsing into local optima in the few-step regime. Motivated by this insight, we propose Copula-aware DMD (CoDMD), a lightweight relational regularizer that reuses score estimates already produced by the frozen teacher and the online fake model to construct pairwise relation matrices across samples and frames. These are matched through a supplementary distributional objective that requires no additional networks, datasets, or sampling trajectories. On the Wan-2.1-T2V model series at 1.3B & 14B scales, CoDMD distills 50-step teachers into 4-step students, achieving an approximate 25times speed-up while attaining VBench scores of 84.46 & 84.87, outperforming prior trajectory-based (rCM 82.81 & 84.05) and distribution-based (DMD 83.38 & 83.81) methods.

  • 10 authors
·
Jun 19

Chimera: Effectively Modeling Multivariate Time Series with 2-Dimensional State Space Models

Modeling multivariate time series is a well-established problem with a wide range of applications from healthcare to financial markets. Traditional State Space Models (SSMs) are classical approaches for univariate time series modeling due to their simplicity and expressive power to represent linear dependencies. They, however, have fundamentally limited expressive power to capture non-linear dependencies, are slow in practice, and fail to model the inter-variate information flow. Despite recent attempts to improve the expressive power of SSMs by using deep structured SSMs, the existing methods are either limited to univariate time series, fail to model complex patterns (e.g., seasonal patterns), fail to dynamically model the dependencies of variate and time dimensions, and/or are input-independent. We present Chimera that uses two input-dependent 2-D SSM heads with different discretization processes to learn long-term progression and seasonal patterns. To improve the efficiency of complex 2D recurrence, we present a fast training using a new 2-dimensional parallel selective scan. We further present and discuss 2-dimensional Mamba and Mamba-2 as the spacial cases of our 2D SSM. Our experimental evaluation shows the superior performance of Chimera on extensive and diverse benchmarks, including ECG and speech time series classification, long-term and short-term time series forecasting, and time series anomaly detection.

  • 3 authors
·
Jun 6, 2024 1

Kinematical correlations via κ-Poincaré coproducts

We study a kinematical consequence of the Hopf-algebraic momentum composition law in κ-Minkowski spacetime. The same curved momentum space can be described in different coordinates. In the bicrossproduct basis the ordered-plane-wave labels are the translation-generator eigenvalues, so the relevant map is one-to-one. In the classical basis, instead, the translation eigenvalues P_μ are nonlinearly related to the ordered-plane-wave labels p_μ. This relation can fail to be globally one-to-one in a high-momentum region. When a given classical-basis four-momentum admits more than one real auxiliary preimage, the branch-sensitive quantity P_+equiv P_0+P_4=κe^{p_0/κ} enters the coproduct and resolves the branches in two-particle states. Imposing the vanishing total-momentum constraint therefore gives branch-dependent κ-deformed back-to-back momentum correlations. In a single-branch regime this is just a deformed correlated product, while in a multibranch regime a state specified only by P_μ can be expanded into distinct auxiliary branches. If P_μ are taken as the directly meaningful momenta, the physical content is the resulting deformed correlation pattern. If the auxiliary variables p_μ are assigned operational meaning, the same constrained state can be interpreted as a superposition over different auxiliary branches. We also compare this structure with standard regular self-adjoint nonrelativistic minimal-length models and find no analogous smooth local two-real-branch inversion on their physical domains.

  • 2 authors
·
Jun 1

Computational Foundations for Strategic Coopetition: Formalizing Interdependence and Complementarity

Coopetition refers to simultaneous cooperation and competition among actors wherein actors 'cooperate to grow the pie and compete to split it up.' Modern socio-technical systems are characterized by strategic coopetition wherein actors concomitantly cooperate to create value and compete to capture it. While conceptual modeling languages such as i* provide rich qualitative representations of strategic dependencies, they lack mechanisms for quantitative analysis of dynamic trade-offs. Conversely, classical game theory offers mathematical rigor but strips away contextual richness. This report bridges this gap by developing computational foundations that formalize two critical dimensions of coopetition: interdependence and complementarity. We ground interdependence in i* structural dependency analysis, translating depender-dependee-dependum relationships into quantitative interdependence coefficients via a structured translation framework. We formalize complementarity following Brandenburger and Nalebuff's Added Value concept, modeling synergistic value creation with validated parameterization. We integrate structural dependencies with bargaining power in value appropriation and introduce a game-theoretic formulation where Nash Equilibrium incorporates structural interdependence. Validation combines over 22,000 experimental trials across power and logarithmic specifications with the Samsung-Sony S-LCD joint venture (2004-2011). Under strict historical alignment scoring, logarithmic specifications achieve 58/60 compared to power functions (46/60), producing realistic 41% cooperation increases aligning with documented S-LCD patterns while power functions produce 166% increases exceeding realistic bounds. Statistical significance confirmed at p < 0.001, Cohen's d > 9.

  • 2 authors
·
Oct 21, 2025

CSTS: A Benchmark for the Discovery of Correlation Structures in Time Series Clustering

Time series clustering promises to uncover hidden structural patterns in data with applications across healthcare, finance, industrial systems, and other critical domains. However, without validated ground truth information, researchers cannot objectively assess clustering quality or determine whether poor results stem from absent structures in the data, algorithmic limitations, or inappropriate validation methods, raising the question whether clustering is "more art than science" (Guyon et al., 2009). To address these challenges, we introduce CSTS (Correlation Structures in Time Series), a synthetic benchmark for evaluating the discovery of correlation structures in multivariate time series data. CSTS provides a clean benchmark that enables researchers to isolate and identify specific causes of clustering failures by differentiating between correlation structure deterioration and limitations of clustering algorithms and validation methods. Our contributions are: (1) a comprehensive benchmark for correlation structure discovery with distinct correlation structures, systematically varied data conditions, established performance thresholds, and recommended evaluation protocols; (2) empirical validation of correlation structure preservation showing moderate distortion from downsampling and minimal effects from distribution shifts and sparsification; and (3) an extensible data generation framework enabling structure-first clustering evaluation. A case study demonstrates CSTS's practical utility by identifying an algorithm's previously undocumented sensitivity to non-normal distributions, illustrating how the benchmark enables precise diagnosis of methodological limitations. CSTS advances rigorous evaluation standards for correlation-based time series clustering.

  • 4 authors
·
May 20, 2025

GroupMamba: Parameter-Efficient and Accurate Group Visual State Space Model

Recent advancements in state-space models (SSMs) have showcased effective performance in modeling long-range dependencies with subquadratic complexity. However, pure SSM-based models still face challenges related to stability and achieving optimal performance on computer vision tasks. Our paper addresses the challenges of scaling SSM-based models for computer vision, particularly the instability and inefficiency of large model sizes. To address this, we introduce a Modulated Group Mamba layer which divides the input channels into four groups and applies our proposed SSM-based efficient Visual Single Selective Scanning (VSSS) block independently to each group, with each VSSS block scanning in one of the four spatial directions. The Modulated Group Mamba layer also wraps the four VSSS blocks into a channel modulation operator to improve cross-channel communication. Furthermore, we introduce a distillation-based training objective to stabilize the training of large models, leading to consistent performance gains. Our comprehensive experiments demonstrate the merits of the proposed contributions, leading to superior performance over existing methods for image classification on ImageNet-1K, object detection, instance segmentation on MS-COCO, and semantic segmentation on ADE20K. Our tiny variant with 23M parameters achieves state-of-the-art performance with a classification top-1 accuracy of 83.3% on ImageNet-1K, while being 26% efficient in terms of parameters, compared to the best existing Mamba design of same model size. Our code and models are available at: https://github.com/Amshaker/GroupMamba.

  • 5 authors
·
Jul 18, 2024

Bi-Mamba: Towards Accurate 1-Bit State Space Models

The typical Selective State-Space Model (SSM) used in Mamba addresses several limitations of Transformers, such as the quadratic computational complexity with respect to sequence length and the significant memory requirements during inference due to the key-value (KV) cache. However, the increasing size of Mamba models continues to pose challenges for training and deployment, particularly due to their substantial computational demands during both training and inference. In this work, we introduce Bi-Mamba, a scalable and powerful 1-bit Mamba architecture designed to enable more efficient large language models (LLMs), with model sizes of 780M, 1.3B, and 2.7B parameters. Bi-Mamba models are trained from scratch on a standard LLM-scale dataset using an autoregressive distillation loss. Extensive experiments on language modeling benchmarks demonstrate that Bi-Mamba achieves performance comparable to its full-precision (FP16 or BF16) counterparts, while outperforming post-training binarization (PTB) Mamba and binarization-aware training (BAT) Transformer baselines. Moreover, Bi-Mamba drastically reduces memory usage and computational cost compared to the original Mamba. Our work pioneers a new line of linear-complexity LLMs under low-bit representation and provides the way for the design of specialized hardware optimized for efficient 1-bit Mamba-based models. Code and the pre-trained weights are available at https://github.com/Tangshengku/Bi-Mamba.

  • 5 authors
·
Nov 18, 2024

BinaryDM: Towards Accurate Binarization of Diffusion Model

With the advancement of diffusion models (DMs) and the substantially increased computational requirements, quantization emerges as a practical solution to obtain compact and efficient low-bit DMs. However, the highly discrete representation leads to severe accuracy degradation, hindering the quantization of diffusion models to ultra-low bit-widths. In this paper, we propose BinaryDM, a novel accurate quantization-aware training approach to push the weights of diffusion models towards the limit of 1-bit. Firstly, we present a Learnable Multi-basis Binarizer (LMB) to recover the representations generated by the binarized DM, which improves the information in details of representations crucial to the DM. Secondly, a Low-rank Representation Mimicking (LRM) is applied to enhance the binarization-aware optimization of the DM, alleviating the optimization direction ambiguity caused by fine-grained alignment. Moreover, a progressive initialization strategy is applied to training DMs to avoid convergence difficulties. Comprehensive experiments demonstrate that BinaryDM achieves significant accuracy and efficiency gains compared to SOTA quantization methods of DMs under ultra-low bit-widths. As the first binarization method for diffusion models, BinaryDM achieves impressive 16.0 times FLOPs and 27.1 times storage savings with 1-bit weight and 4-bit activation, showcasing its substantial advantages and potential for deploying DMs on resource-limited scenarios.

  • 9 authors
·
Apr 8, 2024

Bayesian Algorithms for Kronecker-structured Sparse Vector Recovery With Application to IRS-MIMO Channel Estimation

We study the sparse recovery problem with an underdetermined linear system characterized by a Kronecker-structured dictionary and a Kronecker-supported sparse vector. We cast this problem into the sparse Bayesian learning (SBL) framework and rely on the expectation-maximization method for a solution. To this end, we model the Kronecker-structured support with a hierarchical Gaussian prior distribution parameterized by a Kronecker-structured hyperparameter, leading to a non-convex optimization problem. The optimization problem is solved using the alternating minimization (AM) method and a singular value decomposition (SVD)-based method, resulting in two algorithms. Further, we analytically guarantee that the AM-based method converges to the stationary point of the SBL cost function. The SVD-based method, though it adopts approximations, is empirically shown to be more efficient and accurate. We then apply our algorithm to estimate the uplink wireless channel in an intelligent reflecting surface-aided MIMO system and extend the AM-based algorithm to address block sparsity in the channel. We also study the SBL cost to show that the minima of the cost function are achieved at sparse solutions and that incorporating the Kronecker structure reduces the number of local minima of the SBL cost function. Our numerical results demonstrate the effectiveness of our algorithms compared to the state-of-the-art.

  • 2 authors
·
Jul 27, 2023

Temporal Interest Network for User Response Prediction

User response prediction is essential in industrial recommendation systems, such as online display advertising. Among all the features in recommendation models, user behaviors are among the most critical. Many works have revealed that a user's behavior reflects her interest in the candidate item, owing to the semantic or temporal correlation between behaviors and the candidate. While the literature has individually examined each of these correlations, researchers have yet to analyze them in combination, that is, the semantic-temporal correlation. We empirically measure this correlation and observe intuitive yet robust patterns. We then examine several popular user interest models and find that, surprisingly, none of them learn such correlation well. To fill this gap, we propose a Temporal Interest Network (TIN) to capture the semantic-temporal correlation simultaneously between behaviors and the target. We achieve this by incorporating target-aware temporal encoding, in addition to semantic encoding, to represent behaviors and the target. Furthermore, we conduct explicit 4-way interaction by deploying target-aware attention and target-aware representation to capture both semantic and temporal correlation. We conduct comprehensive evaluations on two popular public datasets, and our proposed TIN outperforms the best-performing baselines by 0.43% and 0.29% on GAUC, respectively. During online A/B testing in Tencent's advertising platform, TIN achieves 1.65% cost lift and 1.93% GMV lift over the base model. It has been successfully deployed in production since October 2023, serving the WeChat Moments traffic. We have released our code at https://github.com/zhouxy1003/TIN.

  • 7 authors
·
Aug 15, 2023

Mixture-of-Mamba: Enhancing Multi-Modal State-Space Models with Modality-Aware Sparsity

State Space Models (SSMs) have emerged as efficient alternatives to Transformers for sequential modeling, but their inability to leverage modality-specific features limits their performance in multi-modal pretraining. Here, we propose Mixture-of-Mamba, a novel SSM architecture that introduces modality-aware sparsity through modality-specific parameterization of the Mamba block. Building on Mixture-of-Transformers (W. Liang et al. arXiv:2411.04996; 2024), we extend the benefits of modality-aware sparsity to SSMs while preserving their computational efficiency. We evaluate Mixture-of-Mamba across three multi-modal pretraining settings: Transfusion (interleaved text and continuous image tokens with diffusion loss), Chameleon (interleaved text and discrete image tokens), and an extended three-modality framework incorporating speech. Mixture-of-Mamba consistently reaches the same loss values at earlier training steps with significantly reduced computational costs. In the Transfusion setting, Mixture-of-Mamba achieves equivalent image loss using only 34.76% of the training FLOPs at the 1.4B scale. In the Chameleon setting, Mixture-of-Mamba reaches similar image loss with just 42.50% of the FLOPs at the 1.4B scale, and similar text loss with just 65.40% of the FLOPs. In the three-modality setting, MoM matches speech loss at 24.80% of the FLOPs at the 1.4B scale. Our ablation study highlights the synergistic effects of decoupling projection components, where joint decoupling yields greater gains than individual modifications. These results establish modality-aware sparsity as a versatile and effective design principle, extending its impact from Transformers to SSMs and setting new benchmarks in multi-modal pretraining. Our code can be accessed at https://github.com/Weixin-Liang/Mixture-of-Mamba

  • 6 authors
·
Jan 27, 2025 1

How to Train Your HiPPO: State Space Models with Generalized Orthogonal Basis Projections

Linear time-invariant state space models (SSM) are a classical model from engineering and statistics, that have recently been shown to be very promising in machine learning through the Structured State Space sequence model (S4). A core component of S4 involves initializing the SSM state matrix to a particular matrix called a HiPPO matrix, which was empirically important for S4's ability to handle long sequences. However, the specific matrix that S4 uses was actually derived in previous work for a particular time-varying dynamical system, and the use of this matrix as a time-invariant SSM had no known mathematical interpretation. Consequently, the theoretical mechanism by which S4 models long-range dependencies actually remains unexplained. We derive a more general and intuitive formulation of the HiPPO framework, which provides a simple mathematical interpretation of S4 as a decomposition onto exponentially-warped Legendre polynomials, explaining its ability to capture long dependencies. Our generalization introduces a theoretically rich class of SSMs that also lets us derive more intuitive S4 variants for other bases such as the Fourier basis, and explains other aspects of training S4, such as how to initialize the important timescale parameter. These insights improve S4's performance to 86% on the Long Range Arena benchmark, with 96% on the most difficult Path-X task.

  • 5 authors
·
Jun 23, 2022

Two Is Better Than One: Dual Embeddings for Complementary Product Recommendations

Embedding based product recommendations have gained popularity in recent years due to its ability to easily integrate to large-scale systems and allowing nearest neighbor searches in real-time. The bulk of studies in this area has predominantly been focused on similar item recommendations. Research on complementary item recommendations, on the other hand, still remains considerably under-explored. We define similar items as items that are interchangeable in terms of their utility and complementary items as items that serve different purposes, yet are compatible when used with one another. In this paper, we apply a novel approach to finding complementary items by leveraging dual embedding representations for products. We demonstrate that the notion of relatedness discovered in NLP for skip-gram negative sampling (SGNS) models translates effectively to the concept of complementarity when training item representations using co-purchase data. Since sparsity of purchase data is a major challenge in real-world scenarios, we further augment the model using synthetic samples to extend coverage. This allows the model to provide complementary recommendations for items that do not share co-purchase data by leveraging other abundantly available data modalities such as images, text, clicks etc. We establish the effectiveness of our approach in improving both coverage and quality of recommendations on real world data for a major online retail company. We further show the importance of task specific hyperparameter tuning in training SGNS. Our model is effective yet simple to implement, making it a great candidate for generating complementary item recommendations at any e-commerce website.

  • 4 authors
·
Nov 27, 2022

Constructing and Sampling Directed Graphs with Linearly Rescaled Degree Matrices

In recent years, many large directed networks such as online social networks are collected with the help of powerful data engineering and data storage techniques. Analyses of such networks attract significant attention from both the academics and industries. However, analyses of large directed networks are often time-consuming and expensive because the complexities of a lot of graph algorithms are often polynomial with the size of the graph. Hence, sampling algorithms that can generate graphs preserving properties of original graph are of great importance because they can speed up the analysis process. We propose a promising framework to sample directed graphs: Construct a sample graph with linearly rescaled Joint Degree Matrix (JDM) and Degree Correlation Matrix (DCM). Previous work shows that graphs with the same JDM and DCM will have a range of very similar graph properties. We also conduct experiments on real-world datasets to show that the numbers of non-zero entries in JDM and DCM are quite small compared to the number of edges and nodes. Adopting this framework, we propose a novel graph sampling algorithm that can provably preserves in-degree and out-degree distributions, which are two most fundamental properties of a graph. We also prove the upper bound for deviations in the joint degree distribution and degree correlation distribution, which correspond to JDM and DCM. Besides, we prove that the deviations in these distributions are negatively correlated with the sparsity of the JDM and DCM. Considering that these two matrices are always quite sparse, we believe that proposed algorithm will have a better-than-theory performance on real-world large directed networks.

  • 2 authors
·
Jul 30, 2025

Market-based Short-Term Allocations in Small Cell Wireless Networks

Mobile users (or UEs, to use 3GPP terminology) served by small cells in dense urban settings may abruptly experience a significant deterioration in their channel to their serving base stations (BSs) in several scenarios, such as after turning a corner around a tall building, or a sudden knot of traffic blocking the direct path between the UE and its serving BS. In this work, we propose a scheme to temporarily increase the data rate to/from this UE with additional bandwidth from the nearest Coordinated Multi-Point (CoMP) cluster of BSs, while the slower process of handover of the UE to a new serving BS is ongoing. We emphasize that this additional bandwidth is additional to the data rates the UE is getting over its primary connection to the current serving BS and, after the handover, to the new serving BS. The key novelty of the present work is the proposal of a decentralized market-based resource allocation method to perform resource allocation to support Coordinated Beamforming (CB) CoMP. It is scalable to large numbers of UEs and BSs, and it is fast because resource allocations are made bilaterally, between BSs and UEs. Once the resource allocation to the UE has been made, the coordinated of transmissions occurs as per the usual CB methods. Thus the proposed method has the benefit of giving the UE access to its desired amount of resources fast, without waiting for handover to complete, or reporting channel state information before it knows the resources it will be allocated for receiving transmissions from the serving BS.

  • 2 authors
·
May 8, 2020

Energy-Based Concept Bottleneck Models: Unifying Prediction, Concept Intervention, and Probabilistic Interpretations

Existing methods, such as concept bottleneck models (CBMs), have been successful in providing concept-based interpretations for black-box deep learning models. They typically work by predicting concepts given the input and then predicting the final class label given the predicted concepts. However, (1) they often fail to capture the high-order, nonlinear interaction between concepts, e.g., correcting a predicted concept (e.g., "yellow breast") does not help correct highly correlated concepts (e.g., "yellow belly"), leading to suboptimal final accuracy; (2) they cannot naturally quantify the complex conditional dependencies between different concepts and class labels (e.g., for an image with the class label "Kentucky Warbler" and a concept "black bill", what is the probability that the model correctly predicts another concept "black crown"), therefore failing to provide deeper insight into how a black-box model works. In response to these limitations, we propose Energy-based Concept Bottleneck Models (ECBMs). Our ECBMs use a set of neural networks to define the joint energy of candidate (input, concept, class) tuples. With such a unified interface, prediction, concept correction, and conditional dependency quantification are then represented as conditional probabilities, which are generated by composing different energy functions. Our ECBMs address both limitations of existing CBMs, providing higher accuracy and richer concept interpretations. Empirical results show that our approach outperforms the state-of-the-art on real-world datasets.

  • 5 authors
·
Jan 25, 2024

Demons in the Detail: On Implementing Load Balancing Loss for Training Specialized Mixture-of-Expert Models

This paper revisits the implementation of Load-balancing Loss (LBL) when training Mixture-of-Experts (MoEs) models. Specifically, LBL for MoEs is defined as N_E sum_{i=1}^{N_E} f_i p_i, where N_E is the total number of experts, f_i represents the frequency of expert i being selected, and p_i denotes the average gating score of the expert i. Existing MoE training frameworks usually employ the parallel training strategy so that f_i and the LBL are calculated within a micro-batch and then averaged across parallel groups. In essence, a micro-batch for training billion-scale LLMs normally contains very few sequences. So, the micro-batch LBL is almost at the sequence level, and the router is pushed to distribute the token evenly within each sequence. Under this strict constraint, even tokens from a domain-specific sequence (e.g., code) are uniformly routed to all experts, thereby inhibiting expert specialization. In this work, we propose calculating LBL using a global-batch to loose this constraint. Because a global-batch contains much more diverse sequences than a micro-batch, which will encourage load balance at the corpus level. Specifically, we introduce an extra communication step to synchronize f_i across micro-batches and then use it to calculate the LBL. Through experiments on training MoEs-based LLMs (up to 42.8B total parameters and 400B tokens), we surprisingly find that the global-batch LBL strategy yields excellent performance gains in both pre-training perplexity and downstream tasks. Our analysis reveals that the global-batch LBL also greatly improves the domain specialization of MoE experts.

  • 10 authors
·
Jan 20, 2025 2

Partial Correlations in Compositional Data Analysis

Partial correlations quantify linear association between two variables adjusting for the influence of the remaining variables. They form the backbone for graphical models and are readily obtained from the inverse of the covariance matrix. For compositional data, the covariance structure is specified from log ratios of variables, so unless we try to "open" the data via a normalization, this implies changes in the definition and interpretation of partial correlations. In the present work, we elucidate how results derived by Aitchison (1986) lead to a natural definition of partial correlation that has a number of advantages over current measures of association. For this, we show that the residuals of log-ratios between a variable with a reference, when adjusting for all remaining variables including the reference, are reference-independent. Since the reference itself can be controlled for, correlations between residuals are defined for the variables directly without the necessity to recur to ratios except when specifying which variables are partialled out. Thus, perhaps surprisingly, partial correlations do not have the problems commonly found with measures of pairwise association on compositional data. They are well-defined between two variables, are properly scaled, and allow for negative association. By design, they are subcompositionally incoherent, but they share this property with conventional partial correlations (where results change when adjusting for the influence of fewer variables). We discuss the equivalence with normalization-based approaches whenever the normalizing variables are controlled for. We also discuss the partial variances and correlations we obtain from a previously studied data set of Roman glass cups.

  • 1 authors
·
Apr 20, 2019

Quamba2: A Robust and Scalable Post-training Quantization Framework for Selective State Space Models

State Space Models (SSMs) are emerging as a compelling alternative to Transformers because of their consistent memory usage and high performance. Despite this, scaling up SSMs on cloud services or limited-resource devices is challenging due to their storage requirements and computational power. To overcome this, quantizing SSMs with low bit-width data formats can reduce model size and benefit from hardware acceleration. As SSMs are prone to quantization-induced errors, recent efforts have focused on optimizing a particular model or bit-width for efficiency without sacrificing performance. However, distinct bit-width configurations are essential for different scenarios, like W4A8 for boosting large-batch decoding speed, and W4A16 for enhancing generation speed in short prompt applications for a single user. To this end, we present Quamba2, compatible with W8A8, W4A8, and W4A16 for both Mamba1 and Mamba2 backbones, addressing the growing demand for SSM deployment on various platforms. Based on the channel order preserving and activation persistence of SSMs, we propose an offline approach to quantize inputs of a linear recurrence in 8-bit by sorting and clustering for input x, combined with a per-state-group quantization for input-dependent parameters B and C. To ensure compute-invariance in the SSM output, we rearrange weights offline according to the clustering sequence. The experiments show that Quamba2-8B outperforms several state-of-the-art SSM quantization methods and delivers 1.3times and 3times speed-ups in the pre-filling and generation stages, respectively, while offering 4times memory reduction with only a 1.6% average accuracy drop. The evaluation on MMLU shows the generalizability and robustness of our framework. The code and quantized models will be released at: https://github.com/enyac-group/Quamba.

LLM-ABBA: Understanding time series via symbolic approximation

The success of large language models (LLMs) for time series has been demonstrated in previous work. Utilizing a symbolic time series representation, one can efficiently bridge the gap between LLMs and time series. However, the remaining challenge is to exploit the semantic information hidden in time series by using symbols or existing tokens of LLMs, while aligning the embedding space of LLMs according to the hidden information of time series. The symbolic time series approximation (STSA) method called adaptive Brownian bridge-based symbolic aggregation (ABBA) shows outstanding efficacy in preserving salient time series features by modeling time series patterns in terms of amplitude and period while using existing tokens of LLMs. In this paper, we introduce a method, called LLM-ABBA, that integrates ABBA into large language models for various downstream time series tasks. By symbolizing time series, LLM-ABBA compares favorably to the recent state-of-the-art (SOTA) in UCR and three medical time series classification tasks. Meanwhile, a fixed-polygonal chain trick in ABBA is introduced to avoid obvious drifting during forecasting tasks by significantly mitigating the effects of cumulative error arising from misused symbols during the transition from symbols to numerical values. In time series regression tasks, LLM-ABBA achieves the new SOTA on Time Series Extrinsic Regression (TSER) benchmarks. LLM-ABBA also shows competitive forecasting capability compared to recent SOTA time series forecasting results. We believe this framework can also seamlessly extend to other time series tasks. Our simulation code is publicly available at: https://github.com/inEXASCALE/llm-abba

  • 3 authors
·
Nov 27, 2024

Reinforced Genetic Algorithm for Structure-based Drug Design

Structure-based drug design (SBDD) aims to discover drug candidates by finding molecules (ligands) that bind tightly to a disease-related protein (targets), which is the primary approach to computer-aided drug discovery. Recently, applying deep generative models for three-dimensional (3D) molecular design conditioned on protein pockets to solve SBDD has attracted much attention, but their formulation as probabilistic modeling often leads to unsatisfactory optimization performance. On the other hand, traditional combinatorial optimization methods such as genetic algorithms (GA) have demonstrated state-of-the-art performance in various molecular optimization tasks. However, they do not utilize protein target structure to inform design steps but rely on a random-walk-like exploration, which leads to unstable performance and no knowledge transfer between different tasks despite the similar binding physics. To achieve a more stable and efficient SBDD, we propose Reinforced Genetic Algorithm (RGA) that uses neural models to prioritize the profitable design steps and suppress random-walk behavior. The neural models take the 3D structure of the targets and ligands as inputs and are pre-trained using native complex structures to utilize the knowledge of the shared binding physics from different targets and then fine-tuned during optimization. We conduct thorough empirical studies on optimizing binding affinity to various disease targets and show that RGA outperforms the baselines in terms of docking scores and is more robust to random initializations. The ablation study also indicates that the training on different targets helps improve performance by leveraging the shared underlying physics of the binding processes. The code is available at https://github.com/futianfan/reinforced-genetic-algorithm.

  • 4 authors
·
Nov 27, 2022

Asset price movement prediction using empirical mode decomposition and Gaussian mixture models

We investigated the use of Empirical Mode Decomposition (EMD) combined with Gaussian Mixture Models (GMM), feature engineering and machine learning algorithms to optimize trading decisions. We used five, two, and one year samples of hourly candle data for GameStop, Tesla, and XRP (Ripple) markets respectively. Applying a 15 hour rolling window for each market, we collected several features based on a linear model and other classical features to predict the next hour's movement. Subsequently, a GMM filtering approach was used to identify clusters among these markets. For each cluster, we applied the EMD algorithm to extract high, medium, low and trend components from each feature collected. A simple thresholding algorithm was applied to classify market movements based on the percentage change in each market's close price. We then evaluated the performance of various machine learning models, including Random Forests (RF) and XGBoost, in classifying market movements. A naive random selection of trading decisions was used as a benchmark, which assumed equal probabilities for each outcome, and a temporal cross-validation approach was used to test models on 40%, 30%, and 20% of the dataset. Our results indicate that transforming selected features using EMD improves performance, particularly for ensemble learning algorithms like Random Forest and XGBoost, as measured by accumulated profit. Finally, GMM filtering expanded the range of learning algorithm and data source combinations that outperformed the top percentile of the random baseline.

  • 3 authors
·
Mar 25, 2025

Discovery of Bimodal Drift Rate Structure in FRB 20240114A: Evidence for Dual Emission Regions

We report the discovery of bimodal structure in the drift rate distribution of upward-drifting burst clusters from the hyperactive repeating fast radio burst FRB 20240114A. Using unsupervised machine learning (UMAP dimensionality reduction combined with HDBSCAN density-based clustering) applied to 233 upward-drifting burst clusters from the FAST telescope dataset, we identify a distinct subpopulation of 45 burst clusters (Cluster C1) with mean drift rates 2.5x higher than typical upward-drifting burst clusters (245.6 vs 98.1 MHz/ms). Gaussian mixture modeling reveals strong evidence for bimodality (delta-BIC = 296.6), with clearly separated modes (Ashman's D = 2.70 > 2) and a statistically significant gap in the distribution (11.3 sigma). Crucially, we demonstrate that this bimodality persists when restricting the analysis to single-component (U1) burst clusters only (delta-BIC = 19.9, Ashman's D = 2.71), confirming that the result is not an artifact of combining single- and multi-component burst clusters with different drift rate definitions. The extreme-drift subpopulation also exhibits systematically lower peak frequencies (-7%), shorter durations (-29%), and distinct clustering in multi-dimensional feature space. These findings are suggestive of two spatially separated emission regions in the magnetosphere, each producing upward-drifting burst clusters with distinct physical characteristics, although confirmation requires observations from additional epochs and sources.

  • 1 authors
·
Apr 2

The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility: A Unifying Framework

In this work, we aim to reconcile several apparently contradictory observations in market microstructure: is the famous "square-root law" of metaorder impact, which decays with time, compatible with the random-walk nature of prices and the linear impact of order imbalances? Can one entirely explain the volatility of prices as resulting from the flow of uninformed metaorders that mechanically impact them? We introduce a new theoretical framework to describe metaorders with different signs, sizes and durations, which all impact prices as a square-root of volume but with a subsequent time decay. We show that, as in the original propagator model, price diffusion is ensured by the long memory of cross-correlations between metaorders. In order to account for the effect of strongly fluctuating volumes q of individual trades, we further introduce two q-dependent exponents, which allow us to describe how the moments of generalized volume imbalance and the correlation between price changes and generalized order flow imbalance scale with T. We predict in particular that the corresponding power-laws depend in a non-monotonic fashion on a parameter a, which allows one to put the same weight on all child orders or to overweight large ones, a behaviour that is clearly borne out by empirical data. We also predict that the correlation between price changes and volume imbalances should display a maximum as a function of a, which again matches observations. Such noteworthy agreement between theory and data suggests that our framework correctly captures the basic mechanism at the heart of price formation, namely the average impact of metaorders. We argue that our results support the "Order-Driven" theory of excess volatility, and are at odds with the idea that a "Fundamental" component accounts for a large share of the volatility of financial markets.

  • 2 authors
·
Mar 3

From Similarity to Superiority: Channel Clustering for Time Series Forecasting

Time series forecasting has attracted significant attention in recent decades. Previous studies have demonstrated that the Channel-Independent (CI) strategy improves forecasting performance by treating different channels individually, while it leads to poor generalization on unseen instances and ignores potentially necessary interactions between channels. Conversely, the Channel-Dependent (CD) strategy mixes all channels with even irrelevant and indiscriminate information, which, however, results in oversmoothing issues and limits forecasting accuracy. There is a lack of channel strategy that effectively balances individual channel treatment for improved forecasting performance without overlooking essential interactions between channels. Motivated by our observation of a correlation between the time series model's performance boost against channel mixing and the intrinsic similarity on a pair of channels, we developed a novel and adaptable Channel Clustering Module (CCM). CCM dynamically groups channels characterized by intrinsic similarities and leverages cluster information instead of individual channel identities, combining the best of CD and CI worlds. Extensive experiments on real-world datasets demonstrate that CCM can (1) boost the performance of CI and CD models by an average margin of 2.4% and 7.2% on long-term and short-term forecasting, respectively; (2) enable zero-shot forecasting with mainstream time series forecasting models; (3) uncover intrinsic time series patterns among channels and improve interpretability of complex time series models.

  • 8 authors
·
Mar 30, 2024

Evaluating Binary Decision Biases in Large Language Models: Implications for Fair Agent-Based Financial Simulations

Large Language Models (LLMs) are increasingly being used to simulate human-like decision making in agent-based financial market models (ABMs). As models become more powerful and accessible, researchers can now incorporate individual LLM decisions into ABM environments. However, integration may introduce inherent biases that need careful evaluation. In this paper we test three state-of-the-art GPT models for bias using two model sampling approaches: one-shot and few-shot API queries. We observe significant variations in distributions of outputs between specific models, and model sub versions, with GPT-4o-Mini-2024-07-18 showing notably better performance (32-43% yes responses) compared to GPT-4-0125-preview's extreme bias (98-99% yes responses). We show that sampling methods and model sub-versions significantly impact results: repeated independent API calls produce different distributions compared to batch sampling within a single call. While no current GPT model can simultaneously achieve a uniform distribution and Markovian properties in one-shot testing, few-shot sampling can approach uniform distributions under certain conditions. We explore the Temperature parameter, providing a definition and comparative results. We further compare our results to true random binary series and test specifically for the common human bias of Negative Recency - finding LLMs have a mixed ability to 'beat' humans in this one regard. These findings emphasise the critical importance of careful LLM integration into ABMs for financial markets and more broadly.

  • 2 authors
·
Jan 20, 2025

Linear equivalence of nonlinear recurrent neural networks

Large nonlinear recurrent neural networks with random couplings generate high-dimensional, potentially chaotic activity whose structure is of interest in neuroscience and other fields. A fundamental object encoding the collective structure of this activity is the N times N covariance matrix. Prior analytical work on the covariance matrix has been limited to low-dimensional summary statistics. Recent work proposed an ansatz in which, at large N, the covariance matrix for a typical quenched realization takes the same form as that of a linear network with the same couplings, driven by independent noise, with DMFT order parameters setting the transfer function and the noise spectrum. Here, we derive this ansatz using the two-site cavity method, providing two derivations with complementary perspectives. The first decomposes each unit's activity into a linear response to its local field and a nonlinear residual, and shows that cross-covariances between residuals at distinct sites are strongly suppressed, so the residuals act as independent noise driving a linear network. The second derives a self-consistent matrix equation for the covariance matrix. A naive Gaussian closure for the joint statistics of local fields at distinct sites misses cross terms that, in a linear network, would be generated by an external drive. The cavity method recovers these terms from non-Gaussian contributions, revealing an emergent external drive. Higher-order cross-site moments follow a Wick-like decomposition into products of pairwise covariances at leading order, reducing them to the linear-equivalent form. We verify the predictions in simulations. These results extend linear equivalence from feedforward high-dimensional nonlinear systems, where the activations are independent of the weights, to recurrent networks, where the activations are correlated with the couplings that generate them.

  • 1 authors
·
May 4

MHS-VM: Multi-Head Scanning in Parallel Subspaces for Vision Mamba

Recently, State Space Models (SSMs), with Mamba as a prime example, have shown great promise for long-range dependency modeling with linear complexity. Then, Vision Mamba and the subsequent architectures are presented successively, and they perform well on visual tasks. The crucial step of applying Mamba to visual tasks is to construct 2D visual features in sequential manners. To effectively organize and construct visual features within the 2D image space through 1D selective scan, we propose a novel Multi-Head Scan (MHS) module. The embeddings extracted from the preceding layer are projected into multiple lower-dimensional subspaces. Subsequently, within each subspace, the selective scan is performed along distinct scan routes. The resulting sub-embeddings, obtained from the multi-head scan process, are then integrated and ultimately projected back into the high-dimensional space. Moreover, we incorporate a Scan Route Attention (SRA) mechanism to enhance the module's capability to discern complex structures. To validate the efficacy of our module, we exclusively substitute the 2D-Selective-Scan (SS2D) block in VM-UNet with our proposed module, and we train our models from scratch without using any pre-trained weights. The results indicate a significant improvement in performance while reducing the parameters of the original VM-UNet. The code for this study is publicly available at https://github.com/PixDeep/MHS-VM.

  • 1 authors
·
Jun 9, 2024

Understanding Agent Scaling in LLM-Based Multi-Agent Systems via Diversity

LLM-based multi-agent systems (MAS) have emerged as a promising approach to tackle complex tasks that are difficult for individual LLMs. A natural strategy is to scale performance by increasing the number of agents; however, we find that such scaling exhibits strong diminishing returns in homogeneous settings, while introducing heterogeneity (e.g., different models, prompts, or tools) continues to yield substantial gains. This raises a fundamental question: what limits scaling, and why does diversity help? We present an information-theoretic framework showing that MAS performance is bounded by the intrinsic task uncertainty, not by agent count. We derive architecture-agnostic bounds demonstrating that improvements depend on how many effective channels the system accesses. Homogeneous agents saturate early because their outputs are strongly correlated, whereas heterogeneous agents contribute complementary evidence. We further introduce K^*, an effective channel count that quantifies the number of effective channels without ground-truth labels. Empirically, we show that heterogeneous configurations consistently outperform homogeneous scaling: 2 diverse agents can match or exceed the performance of 16 homogeneous agents. Our results provide principled guidelines for building efficient and robust MAS through diversity-aware design. Code and Dataset are available at the link: https://github.com/SafeRL-Lab/Agent-Scaling.

  • 8 authors
·
Feb 3

Multi-Scale VMamba: Hierarchy in Hierarchy Visual State Space Model

Despite the significant achievements of Vision Transformers (ViTs) in various vision tasks, they are constrained by the quadratic complexity. Recently, State Space Models (SSMs) have garnered widespread attention due to their global receptive field and linear complexity with respect to the input length, demonstrating substantial potential across fields including natural language processing and computer vision. To improve the performance of SSMs in vision tasks, a multi-scan strategy is widely adopted, which leads to significant redundancy of SSMs. For a better trade-off between efficiency and performance, we analyze the underlying reasons behind the success of the multi-scan strategy, where long-range dependency plays an important role. Based on the analysis, we introduce Multi-Scale Vision Mamba (MSVMamba) to preserve the superiority of SSMs in vision tasks with limited parameters. It employs a multi-scale 2D scanning technique on both original and downsampled feature maps, which not only benefits long-range dependency learning but also reduces computational costs. Additionally, we integrate a Convolutional Feed-Forward Network (ConvFFN) to address the lack of channel mixing. Our experiments demonstrate that MSVMamba is highly competitive, with the MSVMamba-Tiny model achieving 82.8% top-1 accuracy on ImageNet, 46.9% box mAP, and 42.2% instance mAP with the Mask R-CNN framework, 1x training schedule on COCO, and 47.6% mIoU with single-scale testing on ADE20K.Code is available at https://github.com/YuHengsss/MSVMamba.

  • 3 authors
·
May 23, 2024 2

MetaCoCo: A New Few-Shot Classification Benchmark with Spurious Correlation

Out-of-distribution (OOD) problems in few-shot classification (FSC) occur when novel classes sampled from testing distributions differ from base classes drawn from training distributions, which considerably degrades the performance of deep learning models deployed in real-world applications. Recent studies suggest that the OOD problems in FSC mainly including: (a) cross-domain few-shot classification (CD-FSC) and (b) spurious-correlation few-shot classification (SC-FSC). Specifically, CD-FSC occurs when a classifier learns transferring knowledge from base classes drawn from seen training distributions but recognizes novel classes sampled from unseen testing distributions. In contrast, SC-FSC arises when a classifier relies on non-causal features (or contexts) that happen to be correlated with the labels (or concepts) in base classes but such relationships no longer hold during the model deployment. Despite CD-FSC has been extensively studied, SC-FSC remains understudied due to lack of the corresponding evaluation benchmarks. To this end, we present Meta Concept Context (MetaCoCo), a benchmark with spurious-correlation shifts collected from real-world scenarios. Moreover, to quantify the extent of spurious-correlation shifts of the presented MetaCoCo, we further propose a metric by using CLIP as a pre-trained vision-language model. Extensive experiments on the proposed benchmark are performed to evaluate the state-of-the-art methods in FSC, cross-domain shifts, and self-supervised learning. The experimental results show that the performance of the existing methods degrades significantly in the presence of spurious-correlation shifts. We open-source all codes of our benchmark and hope that the proposed MetaCoCo can facilitate future research on spurious-correlation shifts problems in FSC. The code is available at: https://github.com/remiMZ/MetaCoCo-ICLR24.

  • 4 authors
·
Apr 30, 2024

Spatial-Mamba: Effective Visual State Space Models via Structure-aware State Fusion

Selective state space models (SSMs), such as Mamba, highly excel at capturing long-range dependencies in 1D sequential data, while their applications to 2D vision tasks still face challenges. Current visual SSMs often convert images into 1D sequences and employ various scanning patterns to incorporate local spatial dependencies. However, these methods are limited in effectively capturing the complex image spatial structures and the increased computational cost caused by the lengthened scanning paths. To address these limitations, we propose Spatial-Mamba, a novel approach that establishes neighborhood connectivity directly in the state space. Instead of relying solely on sequential state transitions, we introduce a structure-aware state fusion equation, which leverages dilated convolutions to capture image spatial structural dependencies, significantly enhancing the flow of visual contextual information. Spatial-Mamba proceeds in three stages: initial state computation in a unidirectional scan, spatial context acquisition through structure-aware state fusion, and final state computation using the observation equation. Our theoretical analysis shows that Spatial-Mamba unifies the original Mamba and linear attention under the same matrix multiplication framework, providing a deeper understanding of our method. Experimental results demonstrate that Spatial-Mamba, even with a single scan, attains or surpasses the state-of-the-art SSM-based models in image classification, detection and segmentation. Source codes and trained models can be found at https://github.com/EdwardChasel/Spatial-Mamba.

  • 5 authors
·
Oct 19, 2024

MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Forecasting

The endeavor of stock trend forecasting is principally focused on predicting the future trajectory of the stock market, utilizing either manual or technical methodologies to optimize profitability. Recent advancements in machine learning technologies have showcased their efficacy in discerning authentic profit signals within the realm of stock trend forecasting, predominantly employing temporal data derived from historical stock price patterns. Nevertheless, the inherently volatile and dynamic characteristics of the stock market render the learning and capture of multi-scale temporal dependencies and stable trading opportunities a formidable challenge. This predicament is primarily attributed to the difficulty in distinguishing real profit signal patterns amidst a plethora of mixed, noisy data. In response to these complexities, we propose a Multi-Scale Temporal Memory Learning and Efficient Debiasing (MTMD) model. This innovative approach encompasses the creation of a learnable embedding coupled with external attention, serving as a memory module through self-similarity. It aims to mitigate noise interference and bolster temporal consistency within the model. The MTMD model adeptly amalgamates comprehensive local data at each timestamp while concurrently focusing on salient historical patterns on a global scale. Furthermore, the incorporation of a graph network, tailored to assimilate global and local information, facilitates the adaptive fusion of heterogeneous multi-scale data. Rigorous ablation studies and experimental evaluations affirm that the MTMD model surpasses contemporary state-of-the-art methodologies by a substantial margin in benchmark datasets. The source code can be found at https://github.com/MingjieWang0606/MDMT-Public.

  • 5 authors
·
Dec 7, 2022

LBMamba: Locally Bi-directional Mamba

Mamba, a State Space Model (SSM) that accelerates training by recasting recurrence as a parallel scan, has recently emerged as a linearly-scaling alternative to self-attention. Because of its unidirectional nature, each state in Mamba only has information of its previous states and is blind to states after. Current Mamba-based computer-vision methods typically overcome this by augmenting Mamba's global forward scan with a global backward scan, forming a bi-directional scan to restore a full receptive field. However, this operation doubles the computational load, eroding much of the efficiency advantage that originally Mamba have. To eliminate this extra scans, we introduce LBMamba, a locally bi-directional SSM block that embeds a lightweight locally backward scan inside the forward scan and executes it in per-thread registers. Building on LBMamba, we present LBVim, a backbone that alternates scan directions every two layers to recover a global receptive field without extra backward sweeps. We validate our approach on both natural images and whole slide images (WSIs) and show that it constantly offers a superior performance-throughput trade-off. Under the same throughput, LBVim achieves 0.8% to 1.6% higher top-1 accuracy on the ImageNet-1K classification dataset, 0.6% to 2.7% higher mIoU on the ADE20K semantic segmentation dataset, 0.9% higher APb and 1.1% higher APm on the COCO detection dataset. Our method also boosts the accuracy of four SOTA Mamba models, namely VMamba, LocalVim, PlainMamba and Adventurer, by 0.5% to 3.4%. We integrate LBMamba into the SOTA pathology multiple instance learning (MIL) model, MambaMIL, which is unidirectional. Experiments on 3 public WSI classification datasets show that our method achieves a relative improvement of up to 3.06% better AUC, 3.39% better F1, 1.67% better accuracy. Our code is available at https://github.com/cvlab-stonybrook/LBMamba.

  • 5 authors
·
Jun 18, 2025

Bitcoin Price Direction Prediction via Regime-Aware Multi-Modal Fusion of Social Sentiment and Technical Features

Bitcoin price prediction on sub-daily timescales is a hard open problem in computational finance. Bitcoin exhibits fat-tailed returns, non-stationary dynamics, and a price discovery process influenced by social discourse on Reddit and Twitter. Conventional approaches fuse OHLCV technical features with sentiment via static concatenation, applying identical fusion weights regardless of market state. This is inconsistent with the behavioural finance literature, which shows that retail sentiment is most predictive during volatile periods and noisy during calm ones. This paper proposes Regime-Aware Multi-Modal Learning (RAML), which conditions fusion of sentiment and price features on a dynamically detected binary market regime. Rolling 24-hour volatility partitions observations into stable and volatile regimes; a learnable sigmoid gate adjusts the weight of the sentiment embedding relative to the price embedding, trusting sentiment more during volatility and price dynamics more during stable phases. The system is evaluated on 3,491 hourly observations (July 2024-September 2025), combining Bitcoin OHLCV data with Reddit /r/Bitcoin FinBERT sentiment. Four models are compared - price-only BiLSTM, sentiment-only classifier, static-concatenation BiLSTM, and RAML - across 3-hour and 6-hour horizons, with an ablation study isolating the sentiment branch, regime detection, and adaptive fusion. RAML achieves macro-F1 of 0.5474 (3h) and 0.5513 (6h), with the highest AUC at 3 hours (0.5084), indicating better calibration. Ablation confirms every component is necessary, and replacing adaptive weighting with concatenation causes recall collapse at 6 hours (F1: 0.14). These results establish regime-conditioned adaptive fusion as a necessary design principle for multi-modal financial forecasting.

  • 1 authors
·
Jul 24 2

Risk forecasting using Long Short-Term Memory Mixture Density Networks

This work aims to implement Long Short-Term Memory mixture density networks (LSTM-MDNs) for Value-at-Risk forecasting and compare their performance with established models (historical simulation, CMM, and GARCH) using a defined backtesting procedure. The focus was on the neural network's ability to capture volatility clustering and its real-world applicability. Three architectures were tested: a 2-component mixture density network, a regularized 2-component model (Arimond et al., 2020), and a 3-component mixture model, the latter being tested for the first time in Value-at-Risk forecasting. Backtesting was performed on three stock indices (FTSE 100, S&P 500, EURO STOXX 50) over two distinct two-year periods (2017-2018 as a calm period, 2021-2022 as turbulent). Model performance was assessed through unconditional coverage and independence assumption tests. The neural network's ability to handle volatility clustering was validated via correlation analysis and graphical evaluation. Results show limited success for the neural network approach. LSTM-MDNs performed poorly for 2017/2018 but outperformed benchmark models in 2021/2022. The LSTM mechanism allowed the neural network to capture volatility clustering similarly to GARCH models. However, several issues were identified: the need for proper model initialization and reliance on large datasets for effective learning. The findings suggest that while LSTM-MDNs provide adequate risk forecasts, further research and adjustments are necessary for stable performance.

  • 1 authors
·
Jan 2, 2025

Bootstrap aggregation and confidence measures to improve time series causal discovery

Learning causal graphs from multivariate time series is a ubiquitous challenge in all application domains dealing with time-dependent systems, such as in Earth sciences, biology, or engineering, to name a few. Recent developments for this causal discovery learning task have shown considerable skill, notably the specific time-series adaptations of the popular conditional independence-based learning framework. However, uncertainty estimation is challenging for conditional independence-based methods. Here, we introduce a novel bootstrap approach designed for time series causal discovery that preserves the temporal dependencies and lag structure. It can be combined with a range of time series causal discovery methods and provides a measure of confidence for the links of the time series graphs. Furthermore, next to confidence estimation, an aggregation, also called bagging, of the bootstrapped graphs by majority voting results in bagged causal discovery methods. In this work, we combine this approach with the state-of-the-art conditional-independence-based algorithm PCMCI+. With extensive numerical experiments we empirically demonstrate that, in addition to providing confidence measures for links, Bagged-PCMCI+ improves in precision and recall as compared to its base algorithm PCMCI+, at the cost of higher computational demands. These statistical performance improvements are especially pronounced in the more challenging settings (short time sample size, large number of variables, high autocorrelation). Our bootstrap approach can also be combined with other time series causal discovery algorithms and can be of considerable use in many real-world applications.

  • 4 authors
·
Jun 15, 2023

TiM4Rec: An Efficient Sequential Recommendation Model Based on Time-Aware Structured State Space Duality Model

The Sequential Recommendation modeling paradigm is shifting from Transformer to Mamba architecture, which comprises two generations: Mamba1, based on the State Space Model (SSM), and Mamba2, based on State Space Duality (SSD). Although SSD offers superior computational efficiency compared to SSM, it suffers performance degradation in sequential recommendation tasks, especially in low-dimensional scenarios that are critical for these tasks. Considering that time-aware enhancement methods are commonly employed to mitigate performance loss, our analysis reveals that the performance decline of SSD can similarly be fundamentally compensated by leveraging mechanisms in time-aware methods. Thus, we propose integrating time-awareness into the SSD framework to address these performance issues. However, integrating current time-aware methods, modeled after TiSASRec, into SSD faces the following challenges: 1) the complexity of integrating these transformer-based mechanisms with the SSD architecture, and 2) the computational inefficiency caused by the need for dimensionality expansion of time-difference modeling. To overcome these challenges, we introduce a novel Time-aware Structured Masked Matrix that efficiently incorporates time-aware capabilities into SSD. Building on this, we propose Time-Aware Mamba for Recommendation (TiM4Rec), which mitigates performance degradation in low-dimensional SSD contexts while preserving computational efficiency. This marks the inaugural application of a time-aware enhancement method specifically tailored for the Mamba architecture within the domain of sequential recommendation. Extensive experiments conducted on three real-world datasets demonstrate the superiority of our approach. The code for our model is accessible at https://github.com/AlwaysFHao/TiM4Rec.

  • 7 authors
·
Sep 24, 2024