Scientific Publications

Abstract: Generalized Continual Category Discovery (GCCD) tackles learning from sequentially arriving, partially labeled datasets while uncovering new categories. Traditional methods depend on feature distillation to prevent forgetting the old knowledge. However, this strategy restricts the model’s ability to adapt and effectively distinguish new categories. To address this, we introduce a novel technique integrating a learnable
projector with feature distillation, thus enhancing model adaptability without sacrificing past knowledge. The resulting distribution shift of the previously learned categories is mitigated with the auxiliary category
adaptation network. We demonstrate that while each component offers modest benefits individually, their combination – dubbed CAMP (Category Adaptation Meets Projected distillation) – significantly improves the
balance between learning new information and retaining old. CAMP exhibits superior performance across several GCCD and Class Incremental Learning scenarios. The code is available on Github.

Type of Publication: conference paper

Type of Conference: The 18th European Conference on Computer Vision (ECCV) , Milano, 2024

Abstract: Active Visual Exploration (AVE) is a task that involves dynamically selecting observations (glimpses), which is critical to facilitate comprehension and navigation within an environment. While modern AVE methods have demonstrated impressive performance, they are constrained to fixed-scale glimpses from rigid grids. In contrast, existing mobile platforms equipped with optical zoom capabilities can capture glimpses of arbitrary positions and scales. To address this gap between software and hardware capabilities, we introduce AdaGlimpse. It uses Soft Actor-Critic, a reinforcement learning algorithm tailored for exploration tasks, to select glimpses of arbitrary position and scale. This approach enables our model to rapidly establish a general awareness of the environment before zooming in for detailed analysis. Experimental results demonstrate that AdaGlimpse surpasses previous methods across various visual tasks while maintaining greater applicability in realistic AVE scenarios.

Type of Publication: publication

Type of Conference: The 18th European Conference on Computer Vision (ECCV) , Milano, 2024

Abstract:

Type of Publication: publication

Abstract: We explore brokerage between traders in an online learning framework. At any round t, two traders meet to exchange an asset, provided the exchange is mutually beneficial. The broker proposes a trading price, and each trader tries to sell their asset or buy the asset from the other party, depending on whether the price is higher or lower than their private valuations. A trade happens if one trader is willing to sell and the other is willing to buy at the proposed price.

Previous work provided guidance to a broker aiming at enhancing traders’ total earnings by maximizing the gain from trade, defined as the sum of the traders’ net utilities after each interaction. In contrast, we investigate how the broker should behave to maximize the trading volume, i.e., the total number of trades.

We model the traders’ valuations as an i.i.d. process with an unknown distribution. If the traders’ valuations are revealed after each interaction (full-feedback), and the traders’ valuations cumulative distribution function (cdf) is continuous, we provide an algorithm achieving logarithmic regret and show its optimality up to constant factors.

If only their willingness to sell or buy at the proposed price is revealed after each interaction (2-bitfeedback), we provide an algorithm achieving polylogarithmic regret when the traders’ valuations cdf is Lipschitz and show that this rate is near-optimal.

We complement our results by analyzing the implications of dropping the regularity assumptions on the unknown traders’ valuations cdf. If we drop the continuous cdf assumption, the regret rate degrades to Θ(√T) in the full-feedback case, where T is the time horizon. If we drop the Lipschitz cdf assumption, learning becomes impossible in the 2-bit feedback case.

Type of Publication: publication

Abstract: We study the role of contextual information in the online learning problem of brokerage between traders. At each round, two traders arrive with secret valuations about an asset they wish to trade. The broker suggests a trading price based on contextual data about the asset. Then, the traders decide to buy or sell depending on whether their valuations are higher or lower than the brokerage price. We assume the market value of traded assets is an unknown line ar function of a d-dimensional vector representing the contextual information available to the broker. Additionally, we model traders’ valuations as independent bounded zero-mean perturbations of the asset’s market value, allowing for potentially different unknown distributions across traders and time steps. Consistently with the existing online learning literature, we evaluate the performance of a learning algorithm with the regret with respect to the gain from trade. If the noise distributions admit densities bounded by someconstant L, then, for any time horizon T:

• If the agents’ valuations are revealed after each interact ion, we provide an algorithm achieving O(LdlnT) regret, and show a corresponding matching lower bound of Ω(LdlnT).
• If only their willingness to sell or buy at the proposed price is revealed after each interaction, we provide an algorithm achieving O(√LdTlnT) regret, and show that this rate is optimal (up to logarithmic factors), via a lower bound of Ω(√LdT).

Type of Publication: publication