HyRSM++: Hybrid Relation Guided Temporal Set Matching for Few-shot Action Recognition

Recent attempts mainly focus on learning deep representations for each video individually under the episodic meta-learning regime and then performing temporal alignment to match query and support videos. However, they still suffer from two drawbacks: (i) learning individual features without considering the entire task may result in limited representation capability, and (ii) existing alignment strategies are sensitive to noises and misaligned instances. To handle the two limitations, we propose a novel Hybrid Relation guided temporal Set Matching (HyRSM++) approach for few-shot action recognition. The core idea of HyRSM++ is to integrate all videos within the task to learn discriminative representations and involve a robust matching technique. To be specific, HyRSM++ consists of two key components, a hybrid relation module and a temporal set matching metric. Given the basic representations from the feature extractor, the hybrid relation module is introduced to fully exploit associated relations within and cross videos in an episodic task and thus can learn task-specific embeddings. Subsequently, in the temporal set matching metric, we carry out the distance measure between query and support videos from a set matching perspective and design a Bi-MHM to improve the resilience to misaligned instances. In addition, we explicitly exploit the temporal coherence in videos to regularize the matching process. Furthermore, we extend the proposed HyRSM++ to deal with the more challenging semi-supervised few-shot action recognition and unsupervised few-shot action recognition tasks. Experimental results on multiple benchmarks demonstrate that our method achieves state-of-the-art performance under various few-shot settings. The source code is available at https://github.com/alibaba-mmai-research/HyRSMPlusPlus.

GLINKX: A Scalable Unified Framework For Homophilous and Heterophilous Graphs

In graph learning, there have been two predominant inductive biases regarding graph-inspired architectures: On the one hand, higher-order interactions and message passing work well on homophilous graphs and are leveraged by GCNs and GATs. Such architectures, however, cannot easily scale to large real-world graphs. On the other hand, shallow (or node-level) models using ego features and adjacency embeddings work well in heterophilous graphs. In this work, we propose a novel scalable shallow method -- GLINKX -- that can work both on homophilous and heterophilous graphs. GLINKX leverages (i) novel monophilous label propagations, (ii) ego/node features, (iii) knowledge graph embeddings as positional embeddings, (iv) node-level training, and (v) low-dimensional message passing. Formally, we prove novel error bounds and justify the components of GLINKX. Experimentally, we show its effectiveness on several homophilous and heterophilous datasets.

FedX: Federated Learning for Compositional Pairwise Risk Optimization

In this paper, we tackle a novel federated learning (FL) problem for optimizing a family of compositional pairwise risks, to which no existing FL algorithms are applicable. In particular, the objective has the form of $\mathbb E_{\mathbf z\sim \mathcal S_1} f(\mathbb E_{\mathbf z'\sim\mathcal S_2} \ell(\mathbf w, \mathbf z, \mathbf z'))$, where two sets of data $\mathcal S_1, \mathcal S_2$ are distributed over multiple machines, $\ell(\cdot; \cdot,\cdot)$ is a pairwise loss that only depends on the prediction outputs of the input data pairs $(\mathbf z, \mathbf z')$, and $f(\cdot)$ is possibly a non-linear non-convex function. This problem has important applications in machine learning, e.g., AUROC maximization with a pairwise loss, and partial AUROC maximization with a compositional loss. The challenges for designing an FL algorithm lie in the non-decomposability of the objective over multiple machines and the interdependency between different machines. We propose two provable FL algorithms (FedX) for handling linear and nonlinear $f$, respectively. To address the challenges, we decouple the gradient's components with two types, namely active parts and lazy parts, where the active parts depend on local data that are computed with the local model and the lazy parts depend on other machines that are communicated/computed based on historical models and samples. We develop a novel theoretical analysis to combat the latency of the lazy parts and the interdependency between the local model parameters and the involved data for computing local gradient estimators. We establish both iteration and communication complexities and show that using the historical samples and models for computing the lazy parts do not degrade the complexities. We conduct empirical studies of FedX for deep AUROC and partial AUROC maximization, and demonstrate their performance compared with several baselines.

Grow and Merge: A Unified Framework for Continuous Categories Discovery

Although a number of studies are devoted to novel category discovery, most of them assume a static setting where both labeled and unlabeled data are given at once for finding new categories. In this work, we focus on the application scenarios where unlabeled data are continuously fed into the category discovery system. We refer to it as the {\bf Continuous Category Discovery} ({\bf CCD}) problem, which is significantly more challenging than the static setting. A common challenge faced by novel category discovery is that different sets of features are needed for classification and category discovery: class discriminative features are preferred for classification, while rich and diverse features are more suitable for new category mining. This challenge becomes more severe for dynamic setting as the system is asked to deliver good performance for known classes over time, and at the same time continuously discover new classes from unlabeled data. To address this challenge, we develop a framework of {\bf Grow and Merge} ({\bf GM}) that works by alternating between a growing phase and a merging phase: in the growing phase, it increases the diversity of features through a continuous self-supervised learning for effective category mining, and in the merging phase, it merges the grown model with a static one to ensure satisfying performance for known classes. Our extensive studies verify that the proposed GM framework is significantly more effective than the state-of-the-art approaches for continuous category discovery.

Robust Graph Structure Learning over Images via Multiple Statistical Tests

Graph structure learning aims to learn connectivity in a graph from data. It is particularly important for many computer vision related tasks since no explicit graph structure is available for images for most cases. A natural way to construct a graph among images is to treat each image as a node and assign pairwise image similarities as weights to corresponding edges. It is well known that pairwise similarities between images are sensitive to the noise in feature representations, leading to unreliable graph structures. We address this problem from the viewpoint of statistical tests. By viewing the feature vector of each node as an independent sample, the decision of whether creating an edge between two nodes based on their similarity in feature representation can be thought as a ${\it single}$ statistical test. To improve the robustness in the decision of creating an edge, multiple samples are drawn and integrated by ${\it multiple}$ statistical tests to generate a more reliable similarity measure, consequentially more reliable graph structure. The corresponding elegant matrix form named $\mathcal{B}\textbf{-Attention}$ is designed for efficiency. The effectiveness of multiple tests for graph structure learning is verified both theoretically and empirically on multiple clustering and ReID benchmark datasets. Source codes are available at https://github.com/Thomas-wyh/B-Attention.

Stability and Generalization Analysis of Gradient Methods for Shallow Neural Networks

While significant theoretical progress has been achieved, unveiling the generalization mystery of overparameterized neural networks still remains largely elusive. In this paper, we study the generalization behavior of shallow neural networks (SNNs) by leveraging the concept of algorithmic stability. We consider gradient descent (GD) and stochastic gradient descent (SGD) to train SNNs, for both of which we develop consistent excess risk bounds by balancing the optimization and generalization via early-stopping. As compared to existing analysis on GD, our new analysis requires a relaxed overparameterization assumption and also applies to SGD. The key for the improvement is a better estimation of the smallest eigenvalues of the Hessian matrices of the empirical risks and the loss function along the trajectories of GD and SGD by providing a refined estimation of their iterates.

TreeDRNet:A Robust Deep Model for Long Term Time Series Forecasting

Various deep learning models, especially some latest Transformer-based approaches, have greatly improved the state-of-art performance for long-term time series forecasting.However, those transformer-based models suffer a severe deterioration performance with prolonged input length, which prohibits them from using extended historical info.Moreover, these methods tend to handle complex examples in long-term forecasting with increased model complexity, which often leads to a significant increase in computation and less robustness in performance(e.g., overfitting). We propose a novel neural network architecture, called TreeDRNet, for more effective long-term forecasting. Inspired by robust regression, we introduce doubly residual link structure to make prediction more robust.Built upon Kolmogorov-Arnold representation theorem, we explicitly introduce feature selection, model ensemble, and a tree structure to further utilize the extended input sequence, which improves the robustness and representation power of TreeDRNet. Unlike previous deep models for sequential forecasting work, TreeDRNet is built entirely on multilayer perceptron and thus enjoys high computational efficiency. Our extensive empirical studies show that TreeDRNet is significantly more effective than state-of-the-art methods, reducing prediction errors by 20% to 40% for multivariate time series. In particular, TreeDRNet is over 10 times more efficient than transformer-based methods. The code will be released soon.

An Empirical Study on Distribution Shift Robustness From the Perspective of Pre-Training and Data Augmentation

The performance of machine learning models under distribution shift has been the focus of the community in recent years. Most of current methods have been proposed to improve the robustness to distribution shift from the algorithmic perspective, i.e., designing better training algorithms to help the generalization in shifted test distributions. This paper studies the distribution shift problem from the perspective of pre-training and data augmentation, two important factors in the practice of deep learning that have not been systematically investigated by existing work. By evaluating seven pre-trained models, including ResNets and ViT's with self-supervision and supervision mode, on five important distribution-shift datasets, from WILDS and DomainBed benchmarks, with five different learning algorithms, we provide the first comprehensive empirical study focusing on pre-training and data augmentation. With our empirical result obtained from 1,330 models, we provide the following main observations: 1) ERM combined with data augmentation can achieve state-of-the-art performance if we choose a proper pre-trained model respecting the data property; 2) specialized algorithms further improve the robustness on top of ERM when handling a specific type of distribution shift, e.g., GroupDRO for spurious correlation and CORAL for large-scale out-of-distribution data; 3) Comparing different pre-training modes, architectures and data sizes, we provide novel observations about pre-training on distribution shift, which sheds light on designing or selecting pre-training strategy for different kinds of distribution shifts. In summary, our empirical study provides a comprehensive baseline for a wide range of pre-training models fine-tuned with data augmentation, which potentially inspires research exploiting the power of pre-training and data augmentation in the future of distribution shift study.

FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting

Recent studies have shown that deep learning models such as RNNs and Transformers have brought significant performance gains for long-term forecasting of time series because they effectively utilize historical information. We found, however, that there is still great room for improvement in how to preserve historical information in neural networks while avoiding overfitting to noise presented in the history. Addressing this allows better utilization of the capabilities of deep learning models. To this end, we design a \textbf{F}requency \textbf{i}mproved \textbf{L}egendre \textbf{M}emory model, or {\bf FiLM}: it applies Legendre Polynomials projections to approximate historical information, uses Fourier projection to remove noise, and adds a low-rank approximation to speed up computation. Our empirical studies show that the proposed FiLM significantly improves the accuracy of state-of-the-art models in multivariate and univariate long-term forecasting by (\textbf{20.3\%}, \textbf{22.6\%}), respectively. We also demonstrate that the representation module developed in this work can be used as a general plug-in to improve the long-term prediction performance of other deep learning modules. Code will be released soon.