Sherman
Abstract:Financial markets are critical to global economic stability, yet trade-based manipulation (TBM) often undermines their fairness. Spoofing, a particularly deceptive TBM strategy, exhibits multilevel anomaly patterns that have not been adequately modeled. These patterns are usually concealed within the rich, hierarchical information of the Limit Order Book (LOB), which is challenging to leverage due to high dimensionality and noise. To address this, we propose a representation learning framework combining a cascaded LOB representation pipeline with supervised contrastive learning. Extensive experiments demonstrate that our framework consistently improves detection performance across diverse models, with Transformer-based architectures achieving state-of-the-art results. In addition, we conduct systematic analyses and ablation studies to investigate multilevel anomalies and the contributions of key components, offering broader insights into representation learning and anomaly detection for complex sequential data. Our code will be released later at this URL.
Abstract:Mobile augmented reality (MAR) is envisioned as a key immersive application in 6G, enabling virtual content rendering aligned with the physical environment through device pose estimation. In this paper, we propose a novel agent-driven communication service provisioning approach for edge-assisted MAR, aiming to reduce communication overhead between MAR devices and the edge server while ensuring the quality of experience (QoE). First, to address the inaccessibility of MAR application-specific information to the network controller, we establish a digital agent powered by large language models (LLMs) on behalf of the MAR service provider, bridging the data and function gap between the MAR service and network domains. Second, to cope with the user-dependent and dynamic nature of data traffic patterns for individual devices, we develop a user-level QoE modeling method that captures the relationship between communication resource demands and perceived user QoE, enabling personalized, agent-driven communication resource management. Trace-driven simulation results demonstrate that the proposed approach outperforms conventional LLM-based QoE-aware service provisioning methods in both user-level QoE modeling accuracy and communication resource efficiency.
Abstract:Reinforcement learning (RL) has successfully automated the complex process of mining formulaic alpha factors, for creating interpretable and profitable investment strategies. However, existing methods are hampered by the sparse rewards given the underlying Markov Decision Process. This inefficiency limits the exploration of the vast symbolic search space and destabilizes the training process. To address this, Trajectory-level Reward Shaping (TLRS), a novel reward shaping method, is proposed. TLRS provides dense, intermediate rewards by measuring the subsequence-level similarity between partially generated expressions and a set of expert-designed formulas. Furthermore, a reward centering mechanism is introduced to reduce training variance. Extensive experiments on six major Chinese and U.S. stock indices show that TLRS significantly improves the predictive power of mined factors, boosting the Rank Information Coefficient by 9.29% over existing potential-based shaping algorithms. Notably, TLRS achieves a major leap in computational efficiency by reducing its time complexity with respect to the feature dimension from linear to constant, which is a significant improvement over distance-based baselines.
Abstract:Power transmission corridor hazard segmentation (PTCHS) aims to separate transmission equipment and surrounding hazards from complex background, conveying great significance to maintaining electric power transmission safety. Recently, the Segment Anything Model (SAM) has emerged as a foundational vision model and pushed the boundaries of segmentation tasks. However, SAM struggles to deal with the target objects in complex transmission corridor scenario, especially those with fine structure. In this paper, we propose ELE-SAM, adapting SAM for the PTCHS task. Technically, we develop a Context-Aware Prompt Adapter to achieve better prompt tokens via incorporating global-local features and focusing more on key regions. Subsequently, to tackle the hazard objects with fine structure in complex background, we design a High-Fidelity Mask Decoder by leveraging multi-granularity mask features and then scaling them to a higher resolution. Moreover, to train ELE-SAM and advance this field, we construct the ELE-40K benchmark, the first large-scale and real-world dataset for PTCHS including 44,094 image-mask pairs. Experimental results for ELE-40K demonstrate the superior performance that ELE-SAM outperforms the baseline model with the average 16.8% mIoU and 20.6% mBIoU performance improvement. Moreover, compared with the state-of-the-art method on HQSeg-44K, the average 2.9% mIoU and 3.8% mBIoU absolute improvements further validate the effectiveness of our method on high-quality generic object segmentation. The source code and dataset are available at https://github.com/Hhaizee/ELE-SAM.
Abstract:Evolutionary Reinforcement Learning (ERL), training the Reinforcement Learning (RL) policies with Evolutionary Algorithms (EAs), have demonstrated enhanced exploration capabilities and greater robustness than using traditional policy gradient. However, ERL suffers from the high computational costs and low search efficiency, as EAs require evaluating numerous candidate policies with expensive simulations, many of which are ineffective and do not contribute meaningfully to the training. One intuitive way to reduce the ineffective evaluations is to adopt the surrogates. Unfortunately, existing ERL policies are often modeled as deep neural networks (DNNs) and thus naturally represented as high-dimensional vectors containing millions of weights, which makes the building of effective surrogates for ERL policies extremely challenging. This paper proposes a novel surrogate-assisted ERL that integrates Autoencoders (AE) and Hyperbolic Neural Networks (HNN). Specifically, AE compresses high-dimensional policies into low-dimensional representations while extracting key features as the inputs for the surrogate. HNN, functioning as a classification-based surrogate model, can learn complex nonlinear relationships from sampled data and enable more accurate pre-selection of the sampled policies without real evaluations. The experiments on 10 Atari and 4 Mujoco games have verified that the proposed method outperforms previous approaches significantly. The search trajectories guided by AE and HNN are also visually demonstrated to be more effective, in terms of both exploration and convergence. This paper not only presents the first learnable policy embedding and surrogate-modeling modules for high-dimensional ERL policies, but also empirically reveals when and why they can be successful.
Abstract:The Limit Order Book (LOB), the mostly fundamental data of the financial market, provides a fine-grained view of market dynamics while poses significant challenges in dealing with the esteemed deep models due to its strong autocorrelation, cross-feature constrains, and feature scale disparity. Existing approaches often tightly couple representation learning with specific downstream tasks in an end-to-end manner, failed to analyze the learned representations individually and explicitly, limiting their reusability and generalization. This paper conducts the first systematic comparative study of LOB representation learning, aiming to identify the effective way of extracting transferable, compact features that capture essential LOB properties. We introduce LOBench, a standardized benchmark with real China A-share market data, offering curated datasets, unified preprocessing, consistent evaluation metrics, and strong baselines. Extensive experiments validate the sufficiency and necessity of LOB representations for various downstream tasks and highlight their advantages over both the traditional task-specific end-to-end models and the advanced representation learning models for general time series. Our work establishes a reproducible framework and provides clear guidelines for future research. Datasets and code will be publicly available at https://github.com/financial-simulation-lab/LOBench.
Abstract:Analyzing animal behavior is crucial in advancing neuroscience, yet quantifying and deciphering its intricate dynamics remains a significant challenge. Traditional machine vision approaches, despite their ability to detect spontaneous behaviors, fall short due to limited interpretability and reliance on manual labeling, which restricts the exploration of the full behavioral spectrum. Here, we introduce MouseGPT, a Vision-Language Model (VLM) that integrates visual cues with natural language to revolutionize mouse behavior analysis. Built upon our first-of-its-kind dataset - incorporating pose dynamics and open-vocabulary behavioral annotations across over 42 million frames of diverse psychiatric conditions - MouseGPT provides a novel, context-rich method for comprehensive behavior interpretation. Our holistic analysis framework enables detailed behavior profiling, clustering, and novel behavior discovery, offering deep insights without the need for labor - intensive manual annotation. Evaluations reveal that MouseGPT surpasses existing models in precision, adaptability, and descriptive richness, positioning it as a transformative tool for ethology and for unraveling complex behavioral dynamics in animal models.
Abstract:To tackle the complexities of spatial non-stationary (SnS) effects and spherical wave propagation in near-field channel estimation (CE) for extremely large-scale multiple-input multiple-output (XL-MIMO) systems, this paper introduces an innovative SnS near-field CE framework grounded in adaptive subarray partitioning. Conventional methods relying on equal subarray partitioning often lead to suboptimal divisions, undermining CE precision. To overcome this, we propose an adaptive subarray segmentation approach. First, we develop a spherical-wave channel model customized for line-of-sight (LoS) XL-MIMO systems to capture SnS traits. Next, we define and evaluate the adverse effects of over-segmentation and under-segmentation on CE efficacy. To counter these issues, we introduce a novel dynamic hybrid beamforming-assisted power-based subarray segmentation paradigm (DHBF-PSSP), which merges cost-effective power measurements with a DHBF structure, enabling joint subarray partitioning and decoupling. A robust partitioning algorithm, termed power-adaptive subarray segmentation (PASS), exploits statistical features of power profiles, while the DHBF utilizes subarray segmentation-based group time block code (SS-GTBC) to enable efficient subarray decoupling with limited radio frequency (RF) chain resources. Additionally, by utilizing angular-domain block sparsity and inter-subcarrier structured sparsity, we propose a subarray segmentation-based assorted block sparse Bayesian learning algorithm under the multiple measurement vectors framework (SS-ABSBL-MMV), employing discrete Fourier transform (DFT) codebooks to lower complexity. Extensive simulation results validate the exceptional performance of the proposed framework over its counterparts.
Abstract:Satellite networks are able to collect massive space information with advanced remote sensing technologies, which is essential for real-time applications such as natural disaster monitoring. However, traditional centralized processing by the ground server incurs a severe timeliness issue caused by the transmission bottleneck of raw data. To this end, Space Computing Power Networks (Space-CPN) emerges as a promising architecture to coordinate the computing capability of satellites and enable on board data processing. Nevertheless, due to the natural limitations of solar panels, satellite power system is difficult to meet the energy requirements for ever-increasing intelligent computation tasks of artificial neural networks. To tackle this issue, we propose to employ spiking neural networks (SNNs), which is supported by the neuromorphic computing architecture, for on-board data processing. The extreme sparsity in its computation enables a high energy efficiency. Furthermore, to achieve effective training of these on-board models, we put forward a decentralized neuromorphic learning framework, where a communication-efficient inter-plane model aggregation method is developed with the inspiration from RelaySum. We provide a theoretical analysis to characterize the convergence behavior of the proposed algorithm, which reveals a network diameter related convergence speed. We then formulate a minimum diameter spanning tree problem on the inter-plane connectivity topology and solve it to further improve the learning performance. Extensive experiments are conducted to evaluate the superiority of the proposed method over benchmarks.
Abstract:Deploying deep neural networks (DNNs) across homogeneous edge devices (the devices with the same SKU labeled by the manufacturer) often assumes identical performance among them. However, once a device model is widely deployed, the performance of each device becomes different after a period of running. This is caused by the differences in user configurations, environmental conditions, manufacturing variances, battery degradation, etc. Existing DNN compression methods have not taken this scenario into consideration and can not guarantee good compression results in all homogeneous edge devices. To address this, we propose Homogeneous-Device Aware Pruning (HDAP), a hardware-aware DNN compression framework explicitly designed for homogeneous edge devices, aiming to achieve optimal average performance of the compressed model across all devices. To deal with the difficulty of time-consuming hardware-aware evaluations for thousands or millions of homogeneous edge devices, HDAP partitions all the devices into several device clusters, which can dramatically reduce the number of devices to evaluate and use the surrogate-based evaluation instead of hardware evaluation in real-time. Experiments on ResNet50 and MobileNetV1 with the ImageNet dataset show that HDAP consistently achieves lower average inference latency compared with state-of-the-art methods, with substantial speedup gains (e.g., 2.86 $\times$ speedup at 1.0G FLOPs for ResNet50) on the homogeneous device clusters. HDAP offers an effective solution for scalable, high-performance DNN deployment methods for homogeneous edge devices.