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Wangyu Wu

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2 papers

2 author rows

EAAI Journal 2025 Journal Article

Adaptive Patch Contrast for Weakly Supervised Semantic Segmentation

Wangyu Wu
Tianhong Dai
Zhenhong Chen
Xiaowei Huang
Jimin Xiao
Fei Ma
Renrong Ouyang

Weakly Supervised Semantic Segmentation (WSSS), using only image-level labels, has garnered significant attention due to its cost-effectiveness. Typically, the framework involves using image-level labels as training data to generate pixel-level pseudo-labels with refinements. Recently, methods based on Vision Transformers (ViT) have demonstrated superior capabilities in generating reliable pseudo-labels, particularly in recognizing complete object regions. However, current ViT-based approaches have some limitations in the use of patch embeddings, being prone to being dominated by certain abnormal patches, as well as many multi-stage methods being time-consuming and lengthy in training, thus lacking efficiency. Therefore, in this paper, we introduce a novel ViT-based WSSS method named Adaptive Patch Contrast (APC) that significantly enhances patch embedding learning for improved segmentation effectiveness. APC utilizes an Adaptive-K Pooling (AKP) layer to address the limitations of previous max pooling selection methods. Additionally, we propose a Patch Contrastive Learning (PCL) to enhance patch embeddings, thereby further improving the final results. We developed an end-to-end single-stage framework without CAM, which improved training efficiency. Experimental results demonstrate that our method performs exceptionally well on public datasets, outperforming other state-of-the-art WSSS methods with a shorter training time.

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ECAI Conference 2025 Conference Paper

PCFNet: Enhancing Time Series Forecasting Through Preserving Constant Frequency

Wenjun Yu
Wen Li
Wentao Gao
Wangyu Wu
Shouguo Du
Jiyanglin Li

Long-term time series forecasting has been widely applied in finance, traffic, and other domains. The stable periodic patterns serve as the foundation for conducting long-term forecasting. However, real-world time series often consist of multi-periodic components and trend components, which poses a significant challenge to time series prediction. In this paper, we introduce PCFNet, a simple yet effective time series forecasting model, which enhances time series forecasting by preserving the constant frequency components that represent the multi-periodicity of time series during the forecasting process. Specifically, PCFNet adaptively identifies the constant frequency components through a simple gated network. Then, the residual frequency components are predicted via a single layer of complex-valued linear layer. Finally, the residual frequency components are added to the constant frequency components to obtain the final outcome. Extensive experimental results across multiple real-world time series datasets demonstrate that PCFNet achieves state-of-the-art performance as a simple architecture.

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