Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its variables depend on one another but, upon looking closely, it is fair to say that existing methods fail to fully exploit latent spatial dependencies between pairs of variables. In recent years, meanwhile, graph neural networks (GNNs) have shown high capability in handling relational dependencies. GNNs require well-defined graph structures for information propagation which means they cannot be applied directly for multivariate time series where the dependencies are not known in advance. In this paper, we propose a general graph neural network framework designed specifically for multivariate time series data. Our approach automatically extracts the uni-directed relations among variables through a graph learning module, into which external knowledge like variable attributes can be easily integrated. A novel mix-hop propagation layer and a dilated inception layer are further proposed to capture the spatial and temporal dependencies within the time series. The graph learning, graph convolution, and temporal convolution modules are jointly learned in an end-to-end framework. Experimental results show that our proposed model outperforms the state-of-the-art baseline methods on 3 of 4 benchmark datasets and achieves on-par performance with other approaches on two traffic datasets which provide extra structural information.
In this paper, novel gradient based online learning algorithms are developed to investigate an important environmental application: real-time river pollution source identification, which aims at estimating the released mass, the location and the released time of a river pollution source based on downstream sensor data monitoring the pollution concentration. The problem can be formulated as a non-convex loss minimization problem in statistical learning, and our online algorithms have vectorized and adaptive step-sizes to ensure high estimation accuracy on dimensions having different magnitudes. In order to avoid gradient-based method sticking into the saddle points of non-convex loss, the "escaping from saddle points" module and multi-start version of algorithms are derived to further improve the estimation accuracy by searching for the global minimimals of the loss functions. It can be shown theoretically and experimentally $O(N)$ local regret of the algorithms, and the high probability cumulative regret bound $O(N)$ under particular error bound condition on loss functions. A real-life river pollution source identification example shows superior performance of our algorithms than the existing methods in terms of estimating accuracy. The managerial insights for decision maker to use the algorithm in reality are also provided.
Federated learning has received great attention for its capability to train a large-scale model in a decentralized manner without needing to access user data directly. It helps protect the users' private data from centralized collecting. Unlike distributed machine learning, federated learning aims to tackle non-IID data from heterogeneous sources in various real-world applications, such as those on smartphones. Existing federated learning approaches usually adopt a single global model to capture the shared knowledge of all users by aggregating their gradients, regardless of the discrepancy between their data distributions. However, due to the diverse nature of user behaviors, assigning users' gradients to different global models (i.e., centers) can better capture the heterogeneity of data distributions across users. Our paper proposes a novel multi-center aggregation mechanism for federated learning, which learns multiple global models from the non-IID user data and simultaneously derives the optimal matching between users and centers. We formulate the problem as a joint optimization that can be efficiently solved by a stochastic expectation maximization (EM) algorithm. Our experimental results on benchmark datasets show that our method outperforms several popular federated learning methods.
In this paper, we study abstractive review summarization.Observing that review summaries often consist of aspect words, opinion words and context words, we propose a two-stage reinforcement learning approach, which first predicts the output word type from the three types, and then leverages the predicted word type to generate the final word distribution.Experimental results on two Amazon product review datasets demonstrate that our method can consistently outperform several strong baseline approaches based on ROUGE scores.
For time series classification task using 1D-CNN, the selection of kernel size is critically important to ensure the model can capture the right scale salient signal from a long time-series. Most of the existing work on 1D-CNN treats the kernel size as a hyper-parameter and tries to find the proper kernel size through a grid search which is time-consuming and is inefficient. This paper theoretically analyses how kernel size impacts the performance of 1D-CNN. Considering the importance of kernel size, we propose a novel Omni-Scale 1D-CNN (OS-CNN) architecture to capture the proper kernel size during the model learning period. A specific design for kernel size configuration is developed which enables us to assemble very few kernel-size options to represent more receptive fields. The proposed OS-CNN method is evaluated using the UCR archive with 85 datasets. The experiment results demonstrate that our method is a stronger baseline in multiple performance indicators, including the critical difference diagram, counts of wins, and average accuracy. We also published the experimental source codes at GitHub (https://github.com/Wensi-Tang/OS-CNN/).
We address rumor detection by learning to differentiate between the community's response to real and fake claims in microblogs. Existing state-of-the-art models are based on tree models that model conversational trees. However, in social media, a user posting a reply might be replying to the entire thread rather than to a specific user. We propose a post-level attention model (PLAN) to model long distance interactions between tweets with the multi-head attention mechanism in a transformer network. We investigated variants of this model: (1) a structure aware self-attention model (StA-PLAN) that incorporates tree structure information in the transformer network, and (2) a hierarchical token and post-level attention model (StA-HiTPLAN) that learns a sentence representation with token-level self-attention. To the best of our knowledge, we are the first to evaluate our models on two rumor detection data sets: the PHEME data set as well as the Twitter15 and Twitter16 data sets. We show that our best models outperform current state-of-the-art models for both data sets. Moreover, the attention mechanism allows us to explain rumor detection predictions at both token-level and post-level.
Transformer has been successfully applied to many natural language processing tasks. However, for textual sequence matching, simple matching between the representation of a pair of sequences might bring in unnecessary noise. In this paper, we propose a new approach to sequence pair matching with Transformer, by learning head-wise matching representations on multiple levels. Experiments show that our proposed approach can achieve new state-of-the-art performance on multiple tasks that rely only on pre-computed sequence-vector-representation, such as SNLI, MNLI-match, MNLI-mismatch, QQP, and SQuAD-binary.
Traditionally, text generation models take in a sequence of text as input, and iteratively generate the next most probable word using pre-trained parameters. In this work, we propose the architecture to use images instead of text as the input of the text generation model, called StoryGen. In the architecture, we design a Relational Text Data Generator algorithm that relates different features from multiple images. The output samples from the model demonstrate the ability to generate meaningful paragraphs of text containing the extracted features from the input images.
Distantly supervised relation extraction intrinsically suffers from noisy labels due to the strong assumption of distant supervision. Most prior works adopt a selective attention mechanism over sentences in a bag to denoise from wrongly labeled data, which however could be incompetent when there is only one sentence in a bag. In this paper, we propose a brand-new light-weight neural framework to address the distantly supervised relation extraction problem and alleviate the defects in previous selective attention framework. Specifically, in the proposed framework, 1) we use an entity-aware word embedding method to integrate both relative position information and head/tail entity embeddings, aiming to highlight the essence of entities for this task; 2) we develop a self-attention mechanism to capture the rich contextual dependencies as a complement for local dependencies captured by piecewise CNN; and 3) instead of using selective attention, we design a pooling-equipped gate, which is based on rich contextual representations, as an aggregator to generate bag-level representation for final relation classification. Compared to selective attention, one major advantage of the proposed gating mechanism is that, it performs stably and promisingly even if only one sentence appears in a bag and thus keeps the consistency across all training examples. The experiments on NYT dataset demonstrate that our approach achieves a new state-of-the-art performance in terms of both AUC and top-n precision metrics.
This paper presents some preliminary investigations of a new co-attention mechanism in neural transduction models. We propose a paradigm, termed Two-Headed Monster (THM), which consists of two symmetric encoder modules and one decoder module connected with co-attention. As a specific and concrete implementation of THM, Crossed Co-Attention Networks (CCNs) are designed based on the Transformer model. We demonstrate CCNs on WMT 2014 EN-DE and WMT 2016 EN-FI translation tasks and our model outperforms the strong Transformer baseline by 0.51 (big) and 0.74 (base) BLEU points on EN-DE and by 0.17 (big) and 0.47 (base) BLEU points on EN-FI.