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In continual learning (CL), model growth enhances adaptability over new data, improving knowledge retention for more tasks. However, improper model growth can lead to severe degradation of previously learned knowledge, an issue we name as growth-induced forgetting (GIFt), especially in task-agnostic CL using entire grown model for inference. Existing works, despite adopting model growth and random initialization for better adaptability, often fail to recognize the presence of GIFt caused by improper model growth. This oversight limits comprehensive control of forgetting and hinders full utilization of model growth. We are the first in CL to identify this issue and conduct an in-depth study on root cause of GIFt, where layer expansion stands out among model growth strategies, widening layers without affecting model functionality. Yet, direct adoption of layer expansion presents challenges. It lacks data-driven control and initialization of expanded parameters to balance adaptability and knowledge retention. This paper presents a novel SparseGrow approach to overcome the issue of GIFt while enhancing adaptability over new data. SparseGrow employs data-driven sparse layer expansion to control efficient parameter usage during growth, reducing GIFt from excessive growth and functionality changes. It also combines sparse growth with on-data initialization at training late-stage to create partially 0-valued expansions that fit learned distribution, enhancing retention and adaptability. To further minimize forgetting, freezing is applied by calculating the sparse mask, allowing data-driven preservation of important parameters. Through experiments across datasets with various settings, cases and task numbers, we demonstrate the necessity of layer expansion and showcase the effectiveness of SparseGrow in overcoming GIFt, highlighting its adaptability and knowledge retention for incremental tasks., Comment: This paper has been submitted to the AAAI conference. If accepted, the final version will be updated to reflect the conference proceedings

Federated Learning (FL) is a novel approach that allows for collaborative machine learning while preserving data privacy by leveraging models trained on decentralized devices. However, FL faces challenges due to non-uniformly distributed (non-iid) data across clients, which impacts model performance and its generalization capabilities. To tackle the non-iid issue, recent efforts have utilized the global model as a teaching mechanism for local models. However, our pilot study shows that their effectiveness is constrained by imbalanced data distribution, which induces biases in local models and leads to a 'local forgetting' phenomenon, where the ability of models to generalize degrades over time, particularly for underrepresented classes. This paper introduces FedDistill, a framework enhancing the knowledge transfer from the global model to local models, focusing on the issue of imbalanced class distribution. Specifically, FedDistill employs group distillation, segmenting classes based on their frequency in local datasets to facilitate a focused distillation process to classes with fewer samples. Additionally, FedDistill dissects the global model into a feature extractor and a classifier. This separation empowers local models with more generalized data representation capabilities and ensures more accurate classification across all classes. FedDistill mitigates the adverse effects of data imbalance, ensuring that local models do not forget underrepresented classes but instead become more adept at recognizing and classifying them accurately. Our comprehensive experiments demonstrate FedDistill's effectiveness, surpassing existing baselines in accuracy and convergence speed across several benchmark datasets., Comment: 13 pages, 9 figures, 5 tables

Financial trading is a crucial component of the markets, informed by a multimodal information landscape encompassing news, prices, and Kline charts, and encompasses diverse tasks such as quantitative trading and high-frequency trading with various assets. While advanced AI techniques like deep learning and reinforcement learning are extensively utilized in finance, their application in financial trading tasks often faces challenges due to inadequate handling of multimodal data and limited generalizability across various tasks. To address these challenges, we present FinAgent, a multimodal foundational agent with tool augmentation for financial trading. FinAgent's market intelligence module processes a diverse range of data-numerical, textual, and visual-to accurately analyze the financial market. Its unique dual-level reflection module not only enables rapid adaptation to market dynamics but also incorporates a diversified memory retrieval system, enhancing the agent's ability to learn from historical data and improve decision-making processes. The agent's emphasis on reasoning for actions fosters trust in its financial decisions. Moreover, FinAgent integrates established trading strategies and expert insights, ensuring that its trading approaches are both data-driven and rooted in sound financial principles. With comprehensive experiments on 6 financial datasets, including stocks and Crypto, FinAgent significantly outperforms 9 state-of-the-art baselines in terms of 6 financial metrics with over 36% average improvement on profit. Specifically, a 92.27% return (a 84.39% relative improvement) is achieved on one dataset. Notably, FinAgent is the first advanced multimodal foundation agent designed for financial trading tasks.

Neural architecture search (NAS) has gained significant traction in automating the design of neural networks. To reduce the time cost, differentiable architecture search (DAS) transforms the traditional paradigm of discrete candidate sampling and evaluation into that of differentiable super-net optimization and discretization. However, existing DAS methods fail to trade off between model performance and model size. They either only conduct coarse-grained operation-level search, which results in redundant model parameters, or restrictively explore fine-grained filter-level and weight-level units with pre-defined remaining ratios, suffering from excessive pruning problem. Additionally, these methods compromise search quality to save memory during the search process. To tackle these issues, we introduce multi-granularity architecture search (MGAS), a unified framework which aims to discover both effective and efficient neural networks by comprehensively yet memory-efficiently exploring the multi-granularity search space. Specifically, we improve the existing DAS methods in two aspects. First, we balance the model unit numbers at different granularity levels with adaptive pruning. We learn discretization functions specific to each granularity level to adaptively determine the unit remaining ratio according to the evolving architecture. Second, we reduce the memory consumption without degrading the search quality using multi-stage search. We break down the super-net optimization and discretization into multiple sub-net stages, and perform progressive re-evaluation to allow for re-pruning and regrowing of previous units during subsequent stages, compensating for potential bias. Extensive experiments on CIFAR-10, CIFAR-100 and ImageNet demonstrate that MGAS outperforms other state-of-the-art methods in achieving a better trade-off between model performance and model size.

Managing heterogeneous datasets that vary in complexity, size, and similarity in continual learning presents a significant challenge. Task-agnostic continual learning is necessary to address this challenge, as datasets with varying similarity pose difficulties in distinguishing task boundaries. Conventional task-agnostic continual learning practices typically rely on rehearsal or regularization techniques. However, rehearsal methods may struggle with varying dataset sizes and regulating the importance of old and new data due to rigid buffer sizes. Meanwhile, regularization methods apply generic constraints to promote generalization but can hinder performance when dealing with dissimilar datasets lacking shared features, necessitating a more adaptive approach. In this paper, we propose AdaptCL, a novel adaptive continual learning method to tackle heterogeneity in sequential datasets. AdaptCL employs fine-grained data-driven pruning to adapt to variations in data complexity and dataset size. It also utilizes task-agnostic parameter isolation to mitigate the impact of varying degrees of catastrophic forgetting caused by differences in data similarity. Through a two-pronged case study approach, we evaluate AdaptCL on both datasets of MNIST Variants and DomainNet, as well as datasets from different domains. The latter include both large-scale, diverse binary-class datasets and few-shot, multi-class datasets. Across all these scenarios, AdaptCL consistently exhibits robust performance, demonstrating its flexibility and general applicability in handling heterogeneous datasets., Comment: This article has been accepted by TNNLS