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Generative Flow Network (GFlowNet)

Generative flow networks (GFlowNets), as an emerging technique, can be used as an alternative to reinforcement learning for exploratory control tasks. GFlowNets aims to sample actions with a probability proportional to the reward, similar to sampling different candidates in an active learning fashion. However, existing GFlowNets cannot adapt to continuous control tasks because GFlowNets need to form a DAG and compute the flow matching loss by traversing the inflows and outflows of each node in the trajectory. In this paper, we propose generative continuous flow networks (CFlowNets) that can be applied to continuous control tasks. First, we present the theoretical formulation of CFlowNets. Then, a training framework for CFlowNets is proposed, including the action selection process, the flow approximation algorithm, and the continuous flow matching loss function. Afterward, we theoretically prove the error bound of the flow approximation. The error decreases rapidly as the number of flow samples increases. Finally, experimental results on continuous control tasks demonstrate the performance advantages of CFlowNets compared to many reinforcement learning methods, especially regarding exploration ability.

Related Publications:

  • CFlowNets: Continuous Control with Generative Flow Networks
    Yinchuan Li, Shuang Luo, Haozhi Wang, Jianye HAO
    ICLR 2023 | paper

  • DAG Matters! GFlowNets Enhanced Explainer for Graph Neural Networks
    Wenqian Li, Yinchuan Li, Zhigang Li, Jianye HAO, Yan Pang
    ICLR 2023 | paper

  • GFlowCausal: Generative Flow Networks for Causal Discovery
    Wenqian Li*, Yinchuan Li*, Shengyu Zhu, Yunfeng Shao, Jianye Hao, Yan Pang
    preprint | paper

  • Federated Learning

    Federated learning faces huge challenges from model overfitting due to the lack of data and statistical diversity among clients. To address these challenges, this paper proposes a novel personalized federated learning method via Bayesian variational inference named pFedBayes. To alleviate the overfitting, weight uncertainty is introduced to neural networks for clients and the server. To achieve personalization, each client updates its local distribution parameters by balancing its construction error over private data and its KL divergence with global distribution from the server. Theoretical analysis gives an upper bound of averaged generalization error and illustrates that the convergence rate of the generalization error is minimax optimal up to a logarithmic factor. Experiments show that the proposed method outperforms other advanced personalized methods on personalized models, e.g., pFedBayes respectively outperforms other SOTA algorithms by 1.69%, 0.70% and 12.43% on MNIST, FMNIST and CIFAR-10 under non-i.i.d. limited data.

    Related Publications:

  • Personalized Federated Learning via Variational Bayesian Inference
    Xu Zhang*, Yinchuan Li*, Wenpeng Li, Kaiyang Guo, Yunfeng Shao
    ICML 2022 | paper

  • Federated Learning with Position-Aware Neurons
    Xinchun Li, Yichu Xu, Shaoming Song, Bingshuai Li, Yinchuan Li, Yunfeng Shao, Dechuan Zhan
    CVPR 2022 | paper

  • Sparse Personalized Federated Learning Via Maximizing Correlation
    Xiaofeng Liu*, Yinchuan Li*, Xu Zhang, Yunfeng Shao, Qing Wang, Yanhui Geng
    submitted to IEEE Transactions on Neural Networks and Learning Systems | paper

  • Sparse Federated Learning with Hierarchical Personalization Models
    Xiaofeng Liu*, Yinchuan Li*, Yunfeng Shao, Qing Wang
    submitted to IEEE Journal of Selected Topics in Signal Processing | paper

  • Mining Latent Relationships among Clients: Peer-to-peer Federated Learning with Adaptive Neighbor Matching
    Zexi Li, Jiaxun Lu, Shuang Luo, Didi Zhu, Yunfeng Shao, Yinchuan Li, Zhimeng Zhang, Chao Wu
    submitted to IEEE Transactions on Big Data | paper

  • Avoid Overfitting User Specific Information in Federated Keyword Spotting
    Xinchun Li, Jin-Lin Tang, Shaoming Song, Bingshuai Li, Yinchuan Li, Yunfeng Shao, Le Gan, Dechuan Zhan
    Interspeech 2022 | paper

  • Communication Reducing Quantization for Federated Learning with Local Differential Privacy Mechanism
    Huixuan Zong, Qing Wang, Xiaofeng Liu, Yinchuan Li, Yunfeng Shao
    IEEE/CIC International Conference on Communications in China (ICCC) 2021 | paper

  • Reinforcement Learning

    Collaborative multi-agent reinforcement learning (MARL) has been widely used in many practical applications, where each agent makes a decision based on its own observation. Most mainstream methods treat each local observation as an entirety when modeling the decentralized local utility functions. However, they ignore the fact that local observation information can be further divided into several entities, and only part of the entities is helpful to model inference. Moreover, the importance of different entities may change over time. To improve the performance of decentralized policies, the attention mechanism is used to capture features of local information. Nevertheless, existing attention models rely on dense fully connected graphs and cannot better perceive important states. To this end, we propose a sparse state based MARL (S2RL) framework, which utilizes a sparse attention mechanism to discard irrelevant information in local observations. The local utility functions are estimated through the self-attention and sparse attention mechanisms separately, then are combined into a standard joint value function and auxiliary joint value function in the central critic. We design the S2RL framework as a plug-and-play module, making it general enough to be applied to various methods. Extensive experiments on StarCraft II show that S2RL can significantly improve the performance of many state-of-the-art methods.

    Related Publications:

  • S2RL: Do We Really Need to Perceive All States in Deep Multi-Agent Reinforcement Learning?
    Shuang Luo*, Yinchuan Li*, Jiahui Li, Kun Kuang, Furui Liu, Yunfeng Shao, Chao Wu
    SIGKDD 2022 | paper

  • Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation
    Xinyi Li*, Yinchuan Li*, Yuancheng Zhan, Xiao-Yang Liu
    ICML Workshop on AI in Finance 2019 | paper

  • Sparse Learning & Compressed Sensing

    Structured pruning is an effective compression technique to reduce the computation of neural networks, which is usually achieved by adding perturbations to reduce network parameters at the cost of slightly increasing training loss. A more reasonable approach is to find a sparse minimizer along the flat minimum valley found by optimizers, i.e. stochastic gradient descent, which keeps the training loss constant. To achieve this goal, we propose the structured directional pruning based on orthogonal projecting the perturbations onto the flat minimum valley. We also propose a fast solver AltSDP and further prove that it achieves directional pruning asymptotically after sufficient training. Experiments using VGG-Net and ResNet on CIFAR-10 and CIFAR-100 datasets show that our method obtains the state-of-the-art pruned accuracy (i.e. 93.97% on VGG16, CIFAR-10 task) without retraining. Experiments using DNN, VGG-Net and WRN28X10 on MNIST, CIFAR-10 and CIFAR-100 datasets demonstrate our method performs structured directional pruning, reaching the same minimum valley as the optimizer.

    Related Publications:

  • Structured Directional Pruning via Perturbation Orthogonal Projection
    Xiaofeng Liu*, Yinchuan Li*, Yunfeng Shao, Qing Wang, Yanhui Geng
    submitted to IEEE Transactions on Neural Networks and Learning Systems | paper

  • Compressive Multidimensional Harmonic Retrieval with Prior Knowledge [Excellent Paper Award, TOP 5/2000+submissions]
    Yinchuan Li, Xu Zhang, Zegang Ding, Xiaodong Wang
    IEEE International Conference on Signal, Information and Data Processing 2019 | paper

  • Multidimensional Spectral Super-Resolution With Prior Knowledge With Application to High Mobility Channel Estimation
    Yinchuan Li, Xiaodong Wang, Zegang Ding
    IEEE Journal on Selected Areas in Communications, 2019 | paper

    AI for Finance

    AI massively reduces the cost of prediction, while cheap prediction is directly applicable to finance and envisioned to have a huge impact. We apply algorithms and softwares developped in AI, including OpenAI, TensorFlow, PyTorch, Keras; LSTM, DQN, DDPG, PPO, A2C, SAC, etc., to quantitative trading. We also design deep learning and deep reinforcement learning (DRL) algorithms, e.g., quantum tensor networks, quantum reinforcement learning, etc. Exploiting the notion of differential privacy, we build more robust models or ensemble strategies; We develop a deep reinforcement learning library FinRL for finance. Scholar data and ESG data as alternative data, we propose a practical machine learning approach and develop trading strategy to capture the scholar data or ESG data driven alpha.

  • We develop a reinforcement learning system for financial stock investment from scratch for Santé Ventures, USA. Helping companies get higher returns when trading stocks.

  • Our research on reinforcement learning eventually developed into FinRL (website), which is the first open-source project to explore the great potential of deep reinforcement learning in finance. FinRL is featured in the Github Trending list!

  • Related Publications:

  • Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation
    Xinyi Li*, Yinchuan Li*, Yuancheng Zhan, Xiao-Yang Liu
    ICML Workshop on AI in Finance 2019 | paper

  • Risk management via anomaly circumvent: Mnemonic deep learning for midterm stock prediction
    Xinyi Li*, Yinchuan Li*, Xiao-Yang Liu, Christina Dan Wang
    SIGKDD Workshop on Anomaly Detection in Finance 2019 | paper

  • DP-LSTM: Differential Privacy-inspired LSTM for Stock Prediction Using Financial News
    Xinyi Li, Yinchuan Li, Hongyang Yang, Liuqing Yang, Xiao-Yang Liu
    NeurIPS Workshop on Robust AI in Financial Services 2019 | paper

  • Price prediction of cryptocurrency: an empirical study
    Liuqing Yang, Xiao-Yang Liu, Xinyi Li, Yinchuan Li
    International Conference on Smart Blockchain 2019 | paper

    Deep Learning for Signal Processing

    Complex ADMM-Net, a complex-valued neural network architecture inspired by the alternating direction method of multipliers (ADMM), is designed for interference removal in stepped-frequency radar super-resolution angle-range-doppler imaging.We consider an uncooperative spectrum sharing scenario where the radar is tasked with imaging a sparse scene amidst communication interference that is frequency-sparse due to spectrum under utilization, motivating an L1-minimization problem to recover the radar image and suppress the interference. The problem's ADMM iteration under girds the neural network design, yielding a set of generalized ADMM updates with learnable hyperparameters and operations. The network is trained with random data generated according to the radar and communication signal models. In numerical experiments ADMM-Net exhibits markedly lower error and computational cost than ADMM and CVX.

    Related Publications:

  • ADMM-Net for Communication Interference Removal in Stepped-Frequency Radar
    Jeremy Johnston, Yinchuan Li, Marco Lops, Xiaodong Wang
    IEEE Transactions on Signal Processing, 2020 | paper

  • SAR parametric super-resolution image reconstruction methods based on ADMM and deep neural network
    Yangkai Wei, Yinchuan Li, Zegang Ding, Yan Wang, Tao Zeng, Teng Long
    IEEE Transactions on Geoscience and Remote Sensing, 2020 | paper

  • Unfolded Deep Neural Network (UDNN) for High Mobility Channel Estimation
    Yinchuan Li, Xiaodong Wang, Robert L Olesen
    IEEE Wireless Communications and Networking Conference (WCNC) 2021 | paper

    Machine Learning for Signal Processing

    In this paper, we consider an un-cooperative spectrum sharing scenario, where a radar system is to be overlaid to a pre-existing wireless communication system. Given the order of magnitude of the transmitted powers in play, we focus on the issue of interference mitigation at the communication receiver. We explicitly account for the reverberation produced by the (typically high-power) radar transmitter whose signal hits scattering centers (whether targets or clutter) producing interference onto the communication receiver, which is assumed to operate in an un-synchronized and un-coordinated scenario. We first show that the receiver design amounts to solve a joint (non-convex) interference removal and data demodulation problem. Next, we introduce two algorithms exploiting sparsity of a proper representation of the interference and the vector containing demodulation errors of the data block. The first algorithm is basically a relaxed constrained atomic norm minimization, while the latter relies on a two-stage processing structure and is based on alternating minimization. The merits of these algorithms are demonstrated through extensive simulations; interestingly, the two-stage alternating minimization algorithm turns out to achieve satisfactory performance with moderate computational complexity.

    Related Publications:

  • Interference removal for radar/communication co-existence: The random scattering case
    Yinchuan Li, Le Zheng, Marco Lops, Xiaodong Wang
    IEEE Transactions on Wireless Communications, 2019 | paper

  • Multi-target position and velocity estimation using OFDM communication signals
    Yinchuan Li, Xiaodong Wang, Zegang Ding
    IEEE Transactions on Communications, 2019 | paper

  • Spectrum recovery for clutter removal in penetrating radar imaging
    Yinchuan Li, Xiaodong Wang, Zegang Ding, Xu Zhang, Yin Xiang, Xiaopeng Yang
    IEEE Transactions on Geoscience and Remote Sensing, 2019 | paper