Weiran Wang

AAAI Conference 2026 Conference Paper

RealRep: Generalized SDR-to-HDR Conversion via Attribute-Disentangled Representation Learning

• Li Xu
• Siqi Wang
• Kepeng Xu
• Lin Zhang
• Gang He
• Weiran Wang
• Yu-Wing Tai

High-Dynamic-Range Wide-Color-Gamut (HDR-WCG) technology is becoming increasingly widespread, driving a growing need for converting Standard Dynamic Range (SDR) content to HDR. Existing methods primarily rely on fixed tone mapping operators, which struggle to handle the diverse appearances and degradations commonly present in real-world SDR content. To address this limitation, we propose a generalized SDR-to-HDR framework that enhances robustness by learning attribute-disentangled representations. Central to our approach is Realistic Attribute-Disentangled Representation Learning (RealRep), which explicitly disentangles luminance and chrominance components to capture intrinsic content variations across different SDR distributions. Furthermore, we design a Luma-/Chroma-aware negative exemplar generation strategy that constructs degradation-sensitive contrastive pairs, effectively modeling tone discrepancies across SDR styles. Building on these attribute-level priors, we introduce the Degradation-Domain Aware Controlled Mapping Network (DDACMNet), a lightweight, two-stage framework that performs adaptive hierarchical mapping guided by a control-aware normalization mechanism. DDACMNet dynamically modulates the mapping process via degradation-conditioned features, enabling robust adaptation across diverse degradation domains. Extensive experiments demonstrate that RealRep consistently outperforms state-of-the-art methods in both generalization and perceptually faithful HDR color gamut reconstruction.

AAAI Conference 2025 Conference Paper

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction

• Yitong Duan
• Weiran Wang
• Jian Li

As a fundamental method in economics and finance, the factor model has been extensively utilized in quantitative investment. In recent years, there has been a paradigm shift from traditional linear models with expert-designed factors to more flexible nonlinear machine learning-based models with data-driven factors, aiming to enhance the effectiveness of these factor models. However, due to the low signal-to-noise ratio in market data, mining effective factors in data-driven models remains challenging. In this work, we propose a hypergraph-based factor model with temporal residual contrastive learning (FactorGCL) that employs a hypergraph structure to better capture high-order nonlinear relationships among stock returns and factors. To mine hidden factors that supplement human-designed prior factors for predicting stock returns, we design a cascading residual hypergraph architecture, in which the hidden factors are extracted from the residual information after removing the influence of prior factors. Additionally, we propose a temporal residual contrastive learning method to guide the extraction of effective and comprehensive hidden factors by contrasting stock-specific residual information over different time periods. Our extensive experiments on real stock market data demonstrate that FactorGCL not only outperforms existing state-of-the-art methods but also mines effective hidden factors for predicting stock returns.

ICLR Conference 2022 Conference Paper

Understanding Latent Correlation-Based Multiview Learning and Self-Supervision: An Identifiability Perspective

• Qi Lyu
• Xiao Fu 0001
• Weiran Wang
• Songtao Lu

Multiple views of data, both naturally acquired (e.g., image and audio) and artificially produced (e.g., via adding different noise to data samples), have proven useful in enhancing representation learning. Natural views are often handled by multiview analysis tools, e.g., (deep) canonical correlation analysis [(D)CCA], while the artificial ones are frequently used in self-supervised learning (SSL) paradigms, e.g., BYOL and Barlow Twins. Both types of approaches often involve learning neural feature extractors such that the embeddings of data exhibit high cross-view correlations. Although intuitive, the effectiveness of correlation-based neural embedding is mostly empirically validated. This work aims to understand latent correlation maximization-based deep multiview learning from a latent component identification viewpoint. An intuitive generative model of multiview data is adopted, where the views are different nonlinear mixtures of shared and private components. Since the shared components are view/distortion-invariant, representing the data using such components is believed to reveal the identity of the samples effectively and robustly. Under this model, latent correlation maximization is shown to guarantee the extraction of the shared components across views (up to certain ambiguities). In addition, it is further shown that the private information in each view can be provably disentangled from the shared using proper regularization design. A finite sample analysis, which has been rare in nonlinear mixture identifiability study, is also presented. The theoretical results and newly designed regularization are tested on a series of tasks.

NeurIPS Conference 2021 Conference Paper

Contrastively Disentangled Sequential Variational Autoencoder

• Junwen Bai
• Weiran Wang
• Carla P. Gomes

Self-supervised disentangled representation learning is a critical task in sequence modeling. The learnt representations contribute to better model interpretability as well as the data generation, and improve the sample efficiency for downstream tasks. We propose a novel sequence representation learning method, named Contrastively Disentangled Sequential Variational Autoencoder (C-DSVAE), to extract and separate the static (time-invariant) and dynamic (time-variant) factors in the latent space. Different from previous sequential variational autoencoder methods, we use a novel evidence lower bound which maximizes the mutual information between the input and the latent factors, while penalizes the mutual information between the static and dynamic factors. We leverage contrastive estimations of the mutual information terms in training, together with simple yet effective augmentation techniques, to introduce additional inductive biases. Our experiments show that C-DSVAE significantly outperforms the previous state-of-the-art methods on multiple metrics.

ICLR Conference 2021 Conference Paper

Representation Learning for Sequence Data with Deep Autoencoding Predictive Components

• Junwen Bai
• Weiran Wang
• Yingbo Zhou 0002
• Caiming Xiong

We propose Deep Autoencoding Predictive Components (DAPC) -- a self-supervised representation learning method for sequence data, based on the intuition that useful representations of sequence data should exhibit a simple structure in the latent space. We encourage this latent structure by maximizing an estimate of \emph{predictive information} of latent feature sequences, which is the mutual information between the past and future windows at each time step. In contrast to the mutual information lower bound commonly used by contrastive learning, the estimate of predictive information we adopt is exact under a Gaussian assumption. Additionally, it can be computed without negative sampling. To reduce the degeneracy of the latent space extracted by powerful encoders and keep useful information from the inputs, we regularize predictive information learning with a challenging masked reconstruction loss. We demonstrate that our method recovers the latent space of noisy dynamical systems, extracts predictive features for forecasting tasks, and improves automatic speech recognition when used to pretrain the encoder on large amounts of unlabeled data.

JMLR Journal 2019 Journal Article

Stochastic Canonical Correlation Analysis

• Chao Gao
• Dan Garber
• Nathan Srebro
• Jialei Wang
• Weiran Wang

We study the sample complexity of canonical correlation analysis (CCA), i.e., the number of samples needed to estimate the population canonical correlation and directions up to arbitrarily small error. With mild assumptions on the data distribution, we show that in order to achieve $\epsilon$-suboptimality in a properly defined measure of alignment between the estimated canonical directions and the population solution, we can solve the empirical objective exactly with $N(\epsilon, \Delta, \gamma)$ samples, where $\Delta$ is the singular value gap of the whitened cross-covariance matrix and $1/\gamma$ is an upper bound of the condition number of auto-covariance matrices. Moreover, we can achieve the same learning accuracy by drawing the same level of samples and solving the empirical objective approximately with a stochastic optimization algorithm; this algorithm is based on the shift-and-invert power iterations and only needs to process the dataset for $\mathcal{O} \left(\log \frac{1}{\epsilon} \right)$ passes. Finally, we show that, given an estimate of the canonical correlation, the streaming version of the shift-and-invert power iterations achieves the same learning accuracy with the same level of sample complexity, by processing the data only once. [abs] [ pdf ][ bib ] &copy JMLR 2019. ( edit, beta )

NeurIPS Conference 2016 Conference Paper

Efficient Globally Convergent Stochastic Optimization for Canonical Correlation Analysis

• Weiran Wang
• Jialei Wang
• Dan Garber
• Nati Srebro

We study the stochastic optimization of canonical correlation analysis (CCA), whose objective is nonconvex and does not decouple over training samples. Although several stochastic gradient based optimization algorithms have been recently proposed to solve this problem, no global convergence guarantee was provided by any of them. Inspired by the alternating least squares/power iterations formulation of CCA, and the shift-and-invert preconditioning method for PCA, we propose two globally convergent meta-algorithms for CCA, both of which transform the original problem into sequences of least squares problems that need only be solved approximately. We instantiate the meta-algorithms with state-of-the-art SGD methods and obtain time complexities that significantly improve upon that of previous work. Experimental results demonstrate their superior performance.

ICML Conference 2016 Conference Paper

Nonparametric Canonical Correlation Analysis

• Tomer Michaeli
• Weiran Wang
• Karen Livescu

Canonical correlation analysis (CCA) is a classical representation learning technique for finding correlated variables in multi-view data. Several nonlinear extensions of the original linear CCA have been proposed, including kernel and deep neural network methods. These approaches seek maximally correlated projections among families of functions, which the user specifies (by choosing a kernel or neural network structure), and are computationally demanding. Interestingly, the theory of nonlinear CCA, without functional restrictions, had been studied in the population setting by Lancaster already in the 1950s, but these results have not inspired practical algorithms. We revisit Lancaster’s theory to devise a practical algorithm for nonparametric CCA (NCCA). Specifically, we show that the solution can be expressed in terms of the singular value decomposition of a certain operator associated with the joint density of the views. Thus, by estimating the population density from data, NCCA reduces to solving an eigenvalue system, superficially like kernel CCA but, importantly, without requiring the inversion of any kernel matrix. We also derive a partially linear CCA (PLCCA) variant in which one of the views undergoes a linear projection while the other is nonparametric. Using a kernel density estimate based on a small number of nearest neighbors, our NCCA and PLCCA algorithms are memory-efficient, often run much faster, and perform better than kernel CCA and comparable to deep CCA.

ICML Conference 2015 Conference Paper

On Deep Multi-View Representation Learning

• Weiran Wang
• Raman Arora
• Karen Livescu
• Jeff A. Bilmes

We consider learning representations (features) in the setting in which we have access to multiple unlabeled views of the data for representation learning while only one view is available at test time. Previous work on this problem has proposed several techniques based on deep neural networks, typically involving either autoencoder-like networks with a reconstruction objective or paired feedforward networks with a correlation-based objective. We analyze several techniques based on prior work, as well as new variants, and compare them experimentally on visual, speech, and language domains. To our knowledge this is the first head-to-head comparison of a variety of such techniques on multiple tasks. We find an advantage for correlation-based representation learning, while the best results on most tasks are obtained with our new variant, deep canonically correlated autoencoders (DCCAE).

AAAI Conference 2014 Conference Paper

LASS: A Simple Assignment Model with Laplacian Smoothing

• Miguel Carreira-Perpinan
• Weiran Wang

We consider the problem of learning soft assignments of N items to K categories given two sources of information: an item-category similarity matrix, which encourages items to be assigned to categories they are similar to (and to not be assigned to categories they are dissimilar to), and an item-item similarity matrix, which encourages similar items to have similar assignments. We propose a simple quadratic programming model that captures this intuition. We give necessary conditions for its solution to be unique, define an out-of-sample mapping, and derive a simple, effective training algorithm based on the alternating direction method of multipliers. The model predicts reasonable assignments from even a few similarity values, and can be seen as a generalization of semisupervised learning. It is particularly useful when items naturally belong to multiple categories, as for example when annotating documents with keywords or pictures with tags, with partially tagged items, or when the categories have complex interrelations (e. g. hierarchical) that are unknown.

AAAI Conference 2014 Conference Paper

The Role of Dimensionality Reduction in Classification

• Weiran Wang
• Miguel Carreira-Perpinan

NeurIPS Conference 2011 Conference Paper

A Denoising View of Matrix Completion

• Weiran Wang
• Miguel Carreira-Perpiñán
• Zhengdong Lu

In matrix completion, we are given a matrix where the values of only some of the entries are present, and we want to reconstruct the missing ones. Much work has focused on the assumption that the data matrix has low rank. We propose a more general assumption based on denoising, so that we expect that the value of a missing entry can be predicted from the values of neighboring points. We propose a nonparametric version of denoising based on local, iterated averaging with mean-shift, possibly constrained to preserve local low-rank manifold structure. The few user parameters required (the denoising scale, number of neighbors and local dimensionality) and the number of iterations can be estimated by cross-validating the reconstruction error. Using our algorithms as a postprocessing step on an initial reconstruction (provided by e. g. a low-rank method), we show consistent improvements with synthetic, image and motion-capture data.