Author name cluster

Hao Ni

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7 papers

2 author rows

JBHI Journal 2026 Journal Article

PathFusion-Net: A Rough Path Theory-Based Deep Learning Model for ECG Arrhythmia Classification

Tianlong Feng
Qingchen Li
Yuanyuan Zhang
Yongzhi Liao
Di Lu
Liping Wang
Jianqin Zhao
Lei Jiang

This study introduces a novel electrocardiogram (ECG) arrhythmia classification model, PathFusion-Net, which integrates Rough Path Theory with deep learning technologies. The model combines Convolutional Neural Networks (CNN), Long Short-Term Memory (LSTM), Path Signatures, and Path Development to extract spatial morphological features from ECG images and multi-order temporal representations from ECG signals. By adopting an inter-patient split paradigm, our approach more closely reflects real-world clinical diagnostic settings compared to intra-patient methods. The model demonstrates state-of-the-art overall classification performance on both the MIT-BIH Arrhythmia Database and a private clinical dataset, achieving 94. 7% and 95. 1% accuracy, respectively, under the AAMI four-class standard with an inter-patient split paradigm. On the MIT-BIH dataset, the proposed method attains competitive precision and recall across multiple arrhythmia types, including 95. 2% /87. 9% for ventricular ectopic beats (V) and 75. 7% /92. 3% for supraventricular ectopic beats (S), indicating balanced performance across clinically diverse categories. This research highlights the potential of Rough Path Theory in time-series analysis and offers a novel deep learning framework for automated early detection and monitoring of ECG arrhythmias. The code used in this study is available at: https://github.com/Rand2AI/PathFusion-Net.

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AAAI Conference 2025 Conference Paper

MCGAN: Enhancing GAN Training with Regression-Based Generator Loss

Baoren Xiao
Hao Ni
Weixin Yang

Generative adversarial networks (GANs) have emerged as a powerful tool for generating high-fidelity data. However, the main bottleneck of existing approaches is the lack of supervision on the generator training, which often results in undamped oscillation and unsatisfactory performance. To address this issue, we propose an algorithm called Monte Carlo GAN (MCGAN). This approach, utilizing an innovative generative loss function, termed the regression loss, reformulates the generator training as a regression task and enables the generator training by minimizing the mean squared error between the discriminator's output of real data and the expected discriminator of fake data. We demonstrate the desirable analytic properties of the regression loss, including discriminability and optimality, and show that our method requires a weaker condition on the discriminator for effective generator training. These properties justify the strength of this approach to improve the training stability while retaining the optimality of GAN by leveraging strong supervision of the regression loss. Extensive experiments on diverse datasets, including image data (CIFAR-10/100, FFHQ256, ImageNet, and LSUN Bedroom), time series data (VAR and stock data), and video data, are conducted to demonstrate the flexibility and effectiveness of our proposed MCGAN. Numerical results show that the proposed MCGAN is versatile in enhancing a variety of backbone GAN models and achieves consistent and significant improvement in terms of quality, accuracy, training stability, and learned latent space.

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NeurIPS Conference 2024 Conference Paper

High Rank Path Development: an approach to learning the filtration of stochastic processes

Jiajie Tao
Hao Ni
Chong Liu

Since the weak convergence for stochastic processes does not account for the growth of information over time which is represented by the underlying filtration, a slightly erroneous stochastic model in weak topology may cause huge loss in multi-periods decision making problems. To address such discontinuities, Aldous introduced the extended weak convergence, which can fully characterise all essential properties, including the filtration, of stochastic processes; however, it was considered to be hard to find efficient numerical implementations. In this paper, we introduce a novel metric called High Rank PCF Distance (HRPCFD) for extended weak convergence based on the high rank path development method from rough path theory, which also defines the characteristic function for measure-valued processes. We then show that such HRPCFD admits many favourable analytic properties which allows us to design an efficient algorithm for training HRPCFD from data and construct the HRPCF-GAN by using HRPCFD as the discriminator for conditional time series generation. Our numerical experiments on both hypothesis testing and generative modelling validate the out-performance of our approach compared with several state-of-the-art methods, highlighting its potential in broad applications of synthetic time series generation and in addressing classic financial and economic challenges, such as optimal stopping or utility maximisation problems. Code is available at https: //github. com/DeepIntoStreams/High-Rank-PCF-GAN. git.

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TMLR Journal 2024 Journal Article

Path Development Network with Finite-dimensional Lie Group

Hang Lou
Siran Li
Hao Ni

Signature, lying at the heart of rough path theory, is a central tool for analysing controlled differential equations driven by irregular paths. Recently it has also found extensive applications in machine learning and data science as a mathematically principled, universal feature that boosts the performance of deep learning-based models in sequential data tasks. It, nevertheless, suffers from the curse of dimensionality when paths are high-dimensional. We propose a novel, trainable path development layer, which exploits representations of sequential data through finite-dimensional Lie groups, thus resulting in dimension reduction. Its backpropagation algorithm is designed via optimization on manifolds. Our proposed layer, analogous to recurrent neural networks (RNN), possesses an explicit, simple recurrent unit that alleviates the gradient issues. Our layer demonstrates its strength in irregular time series modelling. Empirical results on a range of datasets show that the development layer consistently and significantly outperforms signature features on accuracy and dimensionality. The compact hybrid model (stacking one-layer LSTM with the development layer) achieves state-of-the-art against various RNN and continuous time series models. Our layer also enhances the performance of modelling dynamics constrained to Lie groups. Code is available at https://github.com/PDevNet/DevNet.git.

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AAAI Conference 2023 Conference Paper

Deep Latent Regularity Network for Modeling Stochastic Partial Differential Equations

Shiqi Gong
Peiyan Hu
Qi Meng
Yue Wang
Rongchan Zhu
Bingguang Chen
Zhiming Ma
Hao Ni

Stochastic partial differential equations (SPDEs) are crucial for modelling dynamics with randomness in many areas including economics, physics, and atmospheric sciences. Recently, using deep learning approaches to learn the PDE solution for accelerating PDE simulation becomes increasingly popular. However, SPDEs have two unique properties that require new design on the models. First, the model to approximate the solution of SPDE should be generalizable over both initial conditions and the random sampled forcing term. Second, the random forcing terms usually have poor regularity whose statistics may diverge (e.g., the space-time white noise). To deal with the problems, in this work, we design a deep neural network called \emph{Deep Latent Regularity Net} (DLR-Net). DLR-Net includes a regularity feature block as the main component, which maps the initial condition and the random forcing term to a set of regularity features. The processing of regularity features is inspired by regularity structure theory and the features provably compose a set of basis to represent the SPDE solution. The regularity features are then fed into a small backbone neural operator to get the output. We conduct experiments on various SPDEs including the dynamic $\Phi^4_1$ model and the stochastic 2D Navier-Stokes equation to predict their solutions, and the results demonstrate that the proposed DLR-Net can achieve SOTA accuracy compared with the baselines. Moreover, the inference time is over 20 times faster than the traditional numerical solver and is comparable with the baseline deep learning models.

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NeurIPS Conference 2023 Conference Paper

PCF-GAN: generating sequential data via the characteristic function of measures on the path space

Hang Lou
Siran Li
Hao Ni

Generating high-fidelity time series data using generative adversarial networks (GANs) remains a challenging task, as it is difficult to capture the temporal dependence of joint probability distributions induced by time-series data. Towards this goal, a key step is the development of an effective discriminator to distinguish between time series distributions. We propose the so-called PCF-GAN, a novel GAN that incorporates the path characteristic function (PCF) as the principled representation of time series distribution into the discriminator to enhance its generative performance. On the one hand, we establish theoretical foundations of the PCF distance by proving its characteristicity, boundedness, differentiability with respect to generator parameters, and weak continuity, which ensure the stability and feasibility of training the PCF-GAN. On the other hand, we design efficient initialisation and optimisation schemes for PCFs to strengthen the discriminative power and accelerate training efficiency. To further boost the capabilities of complex time series generation, we integrate the auto-encoder structure via sequential embedding into the PCF-GAN, which provides additional reconstruction functionality. Extensive numerical experiments on various datasets demonstrate the consistently superior performance of PCF-GAN over state-of-the-art baselines, in both generation and reconstruction quality.

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UAI Conference 2016 Conference Paper

Cascading Bandits for Large-Scale Recommendation Problems

Shi Zong
Hao Ni
Kenny Sung
Nan Rosemary Ke
Zheng Wen
Branislav Kveton

Most recommender systems recommend a list of items. The user examines the list, from the first item to the last, and often chooses the first attractive item and does not examine the rest. This type of user behavior can be modeled by the cascade model. In this work, we study cascading bandits, an online learning variant of the cascade model where the goal is to recommend K most attractive items from a large set of L candidate items. We propose two algorithms for solving this problem, which are based on the idea of linear generalization. The key idea in our solutions is that we learn a predictor of the attraction probabilities of items from their features, as opposing to learning the attraction probability of each item independently as in the existing work. This results in practical learning algorithms whose regret does not depend on the number of items L. We bound the regret of one algorithm and comprehensively evaluate the other on a range of recommendation problems. The algorithm performs well and outperforms all baselines.

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