DFR: A Decompose-Fuse-Reconstruct Framework for Multi-Modal Few-Shot Segmentation

This paper presents DFR (Decompose, Fuse and Reconstruct), a novel framework that addresses the fundamental challenge of effectively utilizing multi-modal guidance in few-shot segmentation (FSS). While existing approaches primarily rely on visual support samples or textual descriptions, their single or dual-modal paradigms limit exploitation of rich perceptual information available in real-world scenarios. To overcome this limitation, the proposed approach leverages the Segment Anything Model (SAM) to systematically integrate visual, textual, and audio modalities for enhanced semantic understanding. The DFR framework introduces three key innovations: 1) Multi-modal Decompose: a hierarchical decomposition scheme that extracts visual region proposals via SAM, expands textual semantics into fine-grained descriptors, and processes audio features for contextual enrichment; 2) Multi-modal Contrastive Fuse: a fusion strategy employing contrastive learning to maintain consistency across visual, textual, and audio modalities while enabling dynamic semantic interactions between foreground and background features; 3) Dual-path Reconstruct: an adaptive integration mechanism combining semantic guidance from tri-modal fused tokens with geometric cues from multi-modal location priors. Extensive experiments across visual, textual, and audio modalities under both synthetic and real settings demonstrate DFR's substantial performance improvements over state-of-the-art methods.

SS-DC: Spatial-Spectral Decoupling and Coupling Across Visible-Infrared Gap for Domain Adaptive Object Detection

Unsupervised domain adaptive object detection (UDAOD) from the visible domain to the infrared (RGB-IR) domain is challenging. Existing methods regard the RGB domain as a unified domain and neglect the multiple subdomains within it, such as daytime, nighttime, and foggy scenes. We argue that decoupling the domain-invariant (DI) and domain-specific (DS) features across these multiple subdomains is beneficial for RGB-IR domain adaptation. To this end, this paper proposes a new SS-DC framework based on a decoupling-coupling strategy. In terms of decoupling, we design a Spectral Adaptive Idempotent Decoupling (SAID) module in the aspect of spectral decomposition. Due to the style and content information being highly embedded in different frequency bands, this module can decouple DI and DS components more accurately and interpretably. A novel filter bank-based spectral processing paradigm and a self-distillation-driven decoupling loss are proposed to improve the spectral domain decoupling. In terms of coupling, a new spatial-spectral coupling method is proposed, which realizes joint coupling through spatial and spectral DI feature pyramids. Meanwhile, this paper introduces DS from decoupling to reduce the domain bias. Extensive experiments demonstrate that our method can significantly improve the baseline performance and outperform existing UDAOD methods on multiple RGB-IR datasets, including a new experimental protocol proposed in this paper based on the FLIR-ADAS dataset.

Convergence Conditions of Online Regularized Statistical Learning in Reproducing Kernel Hilbert Space With Non-Stationary Data

We study the convergence of recursive regularized learning algorithms in the reproducing kernel Hilbert space (RKHS) with dependent and non-stationary online data streams. Firstly, we study the mean square asymptotic stability of a class of random difference equations in RKHS, whose non-homogeneous terms are martingale difference sequences dependent on the homogeneous ones. Secondly, we introduce the concept of random Tikhonov regularization path, and show that if the regularization path is slowly time-varying in some sense, then the output of the algorithm is consistent with the regularization path in mean square. Furthermore, if the data streams also satisfy the RKHS persistence of excitation condition, i.e. there exists a fixed length of time period, such that each eigenvalue of the conditional expectation of the operators induced by the input data accumulated over every time period has a uniformly positive lower bound with respect to time, then the output of the algorithm is consistent with the unknown function in mean square. Finally, for the case with independent and non-identically distributed data streams, the algorithm achieves the mean square consistency provided the marginal probability measures induced by the input data are slowly time-varying and the average measure over each fixed-length time period has a uniformly strictly positive lower bound.

Random Inverse Problems Over Graphs: Decentralized Online Learning

We establish a framework of random inverse problems with real-time observations over graphs, and present a decentralized online learning algorithm based on online data streams, which unifies the distributed parameter estimation in Hilbert space and the least mean square problem in reproducing kernel Hilbert space (RKHS-LMS). We transform the algorithm convergence into the asymptotic stability of randomly time-varying difference equations in Hilbert space with L2-bounded martingale difference terms and develop the L2 -asymptotic stability theory. It is shown that if the network graph is connected and the sequence of forward operators satisfies the infinitedimensional spatio-temporal persistence of excitation condition, then the estimates of all nodes are mean square and almost surely strongly consistent. By equivalently transferring the distributed learning problem in RKHS to the random inverse problem over graphs, we propose a decentralized online learning algorithm in RKHS based on non-stationary and non-independent online data streams, and prove that the algorithm is mean square and almost surely strongly consistent if the operators induced by the random input data satisfy the infinite-dimensional spatio-temporal persistence of excitation condition.

Decentralized Online Regularized Learning Over Random Time-Varying Graphs

We study the decentralized online regularized linear regression algorithm over random time-varying graphs. At each time step, every node runs an online estimation algorithm consisting of an innovation term processing its own new measurement, a consensus term taking a weighted sum of estimations of its own and its neighbors with additive and multiplicative communication noises and a regularization term preventing over-fitting. It is not required that the regression matrices and graphs satisfy special statistical assumptions such as mutual independence, spatio-temporal independence or stationarity. We develop the nonnegative supermartingale inequality of the estimation error, and prove that the estimations of all nodes converge to the unknown true parameter vector almost surely if the algorithm gains, graphs and regression matrices jointly satisfy the sample path spatio-temporal persistence of excitation condition. Especially, this condition holds by choosing appropriate algorithm gains if the graphs are uniformly conditionally jointly connected and conditionally balanced, and the regression models of all nodes are uniformly conditionally spatio-temporally jointly observable, under which the algorithm converges in mean square and almost surely. In addition, we prove that the regret upper bound $\mathcal O(T^{1-\tau}\ln T)$, where $\tau\in (0.5,1)$ is a constant depending on the algorithm gains.