no code implementations • 16 Jan 2024 • Yumeng Wang, Zhenyang Xiao
We introduce Lossless Compressed Memory Attention (LoMA), a novel approach that enables lossless compression of the KV cache, thereby reducing the memory and computational demands during autoregressive generation.
1 code implementation • CVPR 2023 • Hao Jiang, Rushan Zhang, Yanning Zhou, Yumeng Wang, Hao Chen
Cell instance segmentation in cytology images has significant importance for biology analysis and cancer screening, while remains challenging due to 1) the extensive overlapping translucent cell clusters that cause the ambiguous boundaries, and 2) the confusion of mimics and debris as nuclei.
no code implementations • 4 Nov 2022 • Avishek Anand, Lijun Lyu, Maximilian Idahl, Yumeng Wang, Jonas Wallat, Zijian Zhang
Explainable information retrieval is an emerging research area aiming to make transparent and trustworthy information retrieval systems.
1 code implementation • 23 Jun 2022 • Yumeng Wang, Lijun Lyu, Avishek Anand
The aim of our algorithms is to add/replace a small number of tokens to a highly relevant or non-relevant document to cause a large rank demotion or promotion.
no code implementations • 13 Apr 2022 • Chu Han, Xipeng Pan, Lixu Yan, Huan Lin, Bingbing Li, Su Yao, Shanshan Lv, Zhenwei Shi, Jinhai Mai, Jiatai Lin, Bingchao Zhao, Zeyan Xu, Zhizhen Wang, Yumeng Wang, Yuan Zhang, Huihui Wang, Chao Zhu, Chunhui Lin, Lijian Mao, Min Wu, Luwen Duan, Jingsong Zhu, Dong Hu, Zijie Fang, Yang Chen, Yongbing Zhang, Yi Li, Yiwen Zou, Yiduo Yu, Xiaomeng Li, Haiming Li, Yanfen Cui, Guoqiang Han, Yan Xu, Jun Xu, Huihua Yang, Chunming Li, Zhenbing Liu, Cheng Lu, Xin Chen, Changhong Liang, Qingling Zhang, Zaiyi Liu
According to the technical reports of the top-tier teams, CAM is still the most popular approach in WSSS.
Data Augmentation Weakly supervised Semantic Segmentation +1
2 code implementations • 18 Apr 2021 • Jaehyuk Choi, Minsuk Kwak, Chyng Wen Tee, Yumeng Wang
To cope with the negative oil futures price caused by the COVID-19 recession, global commodity futures exchanges temporarily switched the option model from Black--Scholes to Bachelier in 2020.