S.C.H. Hoi

Nanyang Technological University, Tumasik, Singapore

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Publications (13)15.83 Total impact

  • [Show abstract] [Hide abstract]
    ABSTRACT: On-line portfolio selection has been attracting increasing interests from artificial intelligence community in recent decades. Mean reversion, as one most frequent pattern in financial markets, plays an important role in some state-of-the-art strategies. Though successful in certain datasets, existing mean reversion strategies do not fully consider noises and outliers in the data, leading to estimation error and thus non-optimal portfolios, which results in poor performance in practice. To overcome the limitation, we propose to exploit the reversion phenomenon by robust L1-median estimator, and design a novel on-line portfolio selection strategy named "Robust Median Reversion" (RMR), which makes optimal portfolios based on the improved reversion estimation. Empirical results on various real markets show that RMR can overcome the drawbacks of existing mean reversion algorithms and achieve significantly better results. Finally, RMR runs in linear time, and thus is suitable for large-scale trading applications.
    Proceedings of the Twenty-Third international joint conference on Artificial Intelligence; 08/2013
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    ABSTRACT: In this work, we present a new framework for large scale online kernel classification, making kernel methods efficient and scalable for large-scale online learning tasks. Unlike the regular budget kernel online learning scheme that usually uses different strategies to bound the number of support vectors, our framework explores a functional approximation approach to approximating a kernel function/matrix in order to make the subsequent online learning task efficient and scalable. Specifically, we present two different online kernel machine learning algorithms: (i) the Fourier Online Gradient Descent (FOGD) algorithm that applies the random Fourier features for approximating kernel functions; and (ii) the Nyström Online Gradient Descent (NOGD) algorithm that applies the Nyström method to approximate large kernel matrices. We offer theoretical analysis of the proposed algorithms, and conduct experiments for large-scale online classification tasks with some data set of over 1 million instances. Our encouraging results validate the effectiveness and efficiency of the proposed algorithms, making them potentially more practical than the family of existing budget kernel online learning approaches.
    Proceedings of the Twenty-Third international joint conference on Artificial Intelligence; 08/2013
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    ABSTRACT: Automated face annotation aims to automatically detect human faces from a photo and further name the faces with the corresponding human names. In this paper, we tackle this open problem by investigating a search-based face annotation (SBFA) paradigm for mining large amounts of web facial images freely available on the WWW. Given a query facial image for annotation, the idea of SBFA is to first search for top-n similar facial images from a web facial image database and then exploit these top-ranked similar facial images and their weak labels for naming the query facial image. To fully mine those information, this paper proposes a novel framework of Learning to Name Faces (L2NF) -- a unified multimodal learning approach for search-based face annotation, which consists of the following major components: (i) we enhance the weak labels of top-ranked similar images by exploiting the "label smoothness" assumption; (ii) we construct the multimodal representations of a facial image by extracting different types of features; (iii) we optimize the distance measure for each type of features using distance metric learning techniques; and finally (iv) we learn the optimal combination of multiple modalities for annotation through a learning to rank scheme. We conduct a set of extensive empirical studies on two real-world facial image databases, in which encouraging results show that the proposed algorithms significantly boost the naming accuracy of search-based face annotation task.
    Proceedings of the 36th international ACM SIGIR conference on Research and development in information retrieval; 07/2013
  • Dayong Wang, Steven Chu Hong Hoi, Ying He
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    ABSTRACT: Auto face annotation plays an important role in many real-world multimedia information and knowledge management systems. Recently there is a surge of research interests in mining weakly-labeled facial images on the internet to tackle this long-standing research challenge in computer vision and image understanding. In this paper, we present a novel unified learning framework for face annotation by mining weakly labeled web facial images through interdisciplinary efforts of combining sparse feature representation, content-based image retrieval, transductive learning and inductive learning techniques. In particular, we first introduce a new search-based face annotation paradigm using transductive learning, and then propose an effective inductive learning scheme for training classification-based annotators from weakly labeled facial images, and finally unify both transductive and inductive learning approaches to maximize the learning efficacy. We conduct extensive experiments on a real-world web facial image database, in which encouraging results show that the proposed unified learning scheme outperforms the state-of-the-art approaches.
    Proceedings of the 21st ACM international conference on Information and knowledge management; 10/2012
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    ABSTRACT: In this paper, we present a novel geometry video (GV) framework to model and compress 3-D facial expressions. GV bridges the gap of 3-D motion data and 2-D video, and provides a natural way to apply the well-studied video processing techniques to motion data processing. Our framework includes a set of algorithms to construct GVs, such as hole filling, geodesic-based face segmentation, expression-invariant parameterization (EIP), and GV compression. Our EIP algorithm can guarantee the exact correspondence of the salient features (eyes, mouth, and nose) in different frames, which leads to GVs with better spatial and temporal coherence than that of the conventional parameterization methods. By taking advantage of this feature, we also propose a new H.264/AVC-based progressive directional prediction scheme, which can provide further 10%-16% bitrate reductions compared to the original H.264/AVC applied for GV compression while maintaining good video quality. Our experimental results on real-world datasets demonstrate that GV is very effective for modeling the high-resolution 3-D expression data, thus providing an attractive way in expression information processing for gaming and movie industry.
    IEEE Transactions on Circuits and Systems for Video Technology 02/2012; · 1.82 Impact Factor
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    ABSTRACT: The use of 3D models for progressive transmission and broadcasting applications is an interesting challenge due to the nature and complexity of such content. In this paper, a new image format for the representation of 3D progressive model is proposed. The powerful spectral analysis is combined with the state of art Geometry Image(GI) to encode static 3D models into spectral geometry images(SGI) for robust 3D shape representation. Based on the 3D model's surface characteristics, SGI separated the geometrical image into low and high frequency layers to achieve effective Level of Details(LOD) modeling. For SGI, the connectivity data of the model is implicitly encoded in the image, thus removing the need for additional channel bits allocated for its protection during transmission. We demonstrated that by coupling SGI together with an efficient channel allocation scheme, an image based method for 3D representation suitable for adoption in conventional broadcasting standard is proposed. The proposed framework is effective in ensuring the smooth degradation of progressive 3D models across varying channel bandwidths and packet loss conditions.
    IEEE Transactions on Broadcasting 10/2011; · 2.09 Impact Factor
  • S.C.H. Hoi, Rong Jin, M.R. Lyu
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    ABSTRACT: Most machine learning tasks in data classification and information retrieval require manually labeled data examples in the training stage. The goal of active learning is to select the most informative examples for manual labeling in these learning tasks. Most of the previous studies in active learning have focused on selecting a single unlabeled example in each iteration. This could be inefficient, since the classification model has to be retrained for every acquired labeled example. It is also inappropriate for the setup of information retrieval tasks where the user's relevance feedback is often provided for the top K retrieved items. In this paper, we present a framework for batch mode active learning, which selects a number of informative examples for manual labeling in each iteration. The key feature of batch mode active learning is to reduce the redundancy among the selected examples such that each example provides unique information for model updating. To this end, we employ the Fisher information matrix as the measurement of model uncertainty, and choose the set of unlabeled examples that can efficiently reduce the Fisher information of the classification model. We apply our batch mode active learning framework to both text categorization and image retrieval. Promising results show that our algorithms are significantly more effective than the active learning approaches that select unlabeled examples based only on their informativeness for the classification model.
    IEEE Transactions on Knowledge and Data Engineering 01/2009; 21(9):1233-1248. · 1.89 Impact Factor
  • Jianke Zhu, S.C.H. Hoi, M.R. Lyu
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    ABSTRACT: Most state-of-the-art nonrigid shape recovery methods usually use explicit deformable mesh models to regularize surface deformation and constrain the search space. These triangulated mesh models heavily relying on the quadratic regularization term are difficult to accurately capture large deformations, such as severe bending. In this paper, we propose a novel Gaussian process regression approach to the nonrigid shape recovery problem, which does not require to involve a predefined triangulated mesh model. By taking advantage of our novel Gaussian process regression formulation together with a robust coarse-to-fine optimization scheme, the proposed method is fully automatic and is able to handle large deformations and outliers. We conducted a set of extensive experiments for performance evaluation in various environments. Encouraging experimental results show that our proposed approach is both effective and robust to nonrigid shape recovery with large deformations.
    Computer Vision and Pattern Recognition, 2009. CVPR 2009. IEEE Conference on; 01/2009
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    S.C.H. Hoi, M.R. Lyu
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    ABSTRACT: A critical issue of large-scale multimedia retrieval is how to develop an effective framework for ranking the search results. This problem is particularly challenging for content-based video retrieval due to some issues such as short text queries, insufficient sample learning, fusion of multimodal contents, and large-scale learning with huge media data. In this paper, we propose a novel multimodal and multilevel (MMML) ranking framework to attack the challenging ranking problem of content-based video retrieval. We represent the video retrieval task by graphs and suggest a graph based semi-supervised ranking (SSR) scheme, which can learn with small samples effectively and integrate multimodal resources for ranking smoothly. To make the semi-supervised ranking solution practical for large-scale retrieval tasks, we propose a multilevel ranking framework that unifies several different ranking approaches in a cascade fashion. We have conducted empirical evaluations of our proposed solution for automatic search tasks on the benchmark testbed of TRECVID2005. The promising empirical results show that our ranking solutions are effective and very competitive with the state-of-the-art solutions in the TRECVID evaluations.
    IEEE Transactions on Multimedia 07/2008; · 1.75 Impact Factor
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    Jianke Zhu, S.C.H. Hoi, M.R. Lyu
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    ABSTRACT: Face annotation in images and videos enjoys many potential applications in multimedia information retrieval. Face annotation usually requires many training data labeled by hand in order to build effective classifiers. This is particularly challenging when annotating faces on large-scale collections of media data, in which huge labeling efforts would be very expensive. As a result, traditional supervised face annotation methods often suffer from insufficient training data. To attack this challenge, in this paper, we propose a novel Transductive Kernel Fisher Discriminant (TKFD) scheme for face annotation, which outperforms traditional supervised annotation methods with few training data. The main idea of our approach is to solve the Fisher's discriminant using deformed kernels incorporating the information of both labeled and unlabeled data. To evaluate the effectiveness of our method, we have conducted extensive experiments on three types of multimedia testbeds: the FRGC benchmark face dataset, the Yahoo! web image collection, and the TRECVID video data collection. The experimental results show that our TKFD algorithm is more effective than traditional supervised approaches, especially when there are very few training data.
    IEEE Transactions on Multimedia 02/2008; · 1.75 Impact Factor
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    Yuk Man Wong, S.C.H. Hoi, M.R. Lyu
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    ABSTRACT: One key challenge in content-based image retrieval (CBIR) is to develop a fast solution for indexing high-dimensional image contents, which is crucial to building large-scale CBIR systems. In this paper, we propose a scalable content-based image retrieval scheme using locality-sensitive hashing (LSH), and conduct extensive evaluations on a large image testbed of a half million images. To the best of our knowledge, there is less comprehensive study on large-scale CBIR evaluation with a half million images. Our empirical results show that our proposed solution is able to scale for hundreds of thousands of images, which is promising for building Web-scale CBIR systems.
    Multimedia and Expo, 2007 IEEE International Conference on; 08/2007
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    S.C.H. Hoi, M.R. Lyu
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    ABSTRACT: One critical task in content-based video retrieval is to rank search results with combinations of multimodal resources effectively. This paper proposes a novel multimodal and multilevel ranking framework for content-based video retrieval. The main idea of our approach is to represent videos by graphs and learn harmonic ranking functions through fusing multimodal resources over these graphs smoothly. We further tackle the efficiency issue by a multilevel learning scheme, which makes the semi-supervised ranking method practical for large-scale applications. Our empirical evaluations on TRECVID 2005 dataset show that the proposed multimodal and multilevel ranking framework is effective and promising for content-based video retrieval
    Acoustics, Speech and Signal Processing, 2007. ICASSP 2007. IEEE International Conference on; 05/2007
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    S.C.H. Hoi, M.R. Lyu, R. Jin
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    ABSTRACT: Relevance feedback has emerged as a powerful tool to boost the retrieval performance in content-based image retrieval (CBIR). In the past, most research efforts in this field have focused on designing effective algorithms for traditional relevance feedback. Given that a CBIR system can collect and store users' relevance feedback information in a history log, an image retrieval system should be able to take advantage of the log data of users' feedback to enhance its retrieval performance. In this paper, we propose a unified framework for log-based relevance feedback that integrates the log of feedback data into the traditional relevance feedback schemes to learn effectively the correlation between low-level image features and high-level concepts. Given the error-prone nature of log data, we present a novel learning technique, named soft label support vector machine, to tackle the noisy data problem. Extensive experiments are designed and conducted to evaluate the proposed algorithms based on the COREL image data set. The promising experimental results validate the effectiveness of our log-based relevance feedback scheme empirically.
    IEEE Transactions on Knowledge and Data Engineering 05/2006; 18(4):509- 524. · 1.89 Impact Factor