Joint-event-extraction, which extracts structural information (i.e., entities or triggers of events) from unstructured real-world corpora, has attracted more and more research attention in natural language processing. Most existing works do not fully address the sparse co-occurrence relationships between entities and triggers, which loses this important information and thus deteriorates the extraction performance. To mitigate this issue, we first define the joint-event-extraction as a sequence-to-sequence labeling task with a tag set composed of tags of triggers and entities. Then, to incorporate the missing information in the aforementioned co-occurrence relationships, we propose a Cross-Supervised Mechanism (CSM) to alternately supervise the extraction of either triggers or entities based on the type distribution of each other. Moreover, since the connected entities and triggers naturally form a heterogeneous information network (HIN), we leverage the latent pattern along meta-paths for a given corpus to further improve the performance of our proposed method. To verify the effectiveness of our proposed method, we conduct extensive experiments on three real-world datasets as well as compare our method with state-of-the-art methods. Empirical results and analysis show that our approach outperforms the state-of-the-art methods in both entity and trigger extraction.
In this paper, we develop a new graph kernel, namely the Hierarchical Transitive-Aligned kernel, by transitively aligning the vertices between graphs through a family of hierarchical prototype graphs. Comparing to most existing state-of-the-art graph kernels, the proposed kernel has three theoretical advantages. First, it incorporates the locational correspondence information between graphs into the kernel computation, and thus overcomes the shortcoming of ignoring structural correspondences arising in most R-convolution kernels. Second, it guarantees the transitivity between the correspondence information that is not available for most existing matching kernels. Third, it incorporates the information of all graphs under comparisons into the kernel computation process, and thus encapsulates richer characteristics. By transductively training the C-SVM classifier, experimental evaluations demonstrate the effectiveness of the new transitive-aligned kernel. The proposed kernel can outperform state-of-the-art graph kernels on standard graph-based datasets in terms of the classification accuracy.
We formalize networks with evolving structures as temporal networks and propose a generative link prediction model, Generative Link Sequence Modeling (GLSM), to predict future links for temporal networks. GLSM captures the temporal link formation patterns from the observed links with a sequence modeling framework and has the ability to generate the emerging links by inferring from the probability distribution on the potential future links. To avoid overfitting caused by treating each link as a unique token, we propose a self-tokenization mechanism to transform each raw link in the network to an abstract aggregation token automatically. The self-tokenization is seamlessly integrated into the sequence modeling framework, which allows the proposed GLSM model to have the generalization capability to discover link formation patterns beyond raw link sequences. We compare GLSM with the existing state-of-art methods on five real-world datasets. The experimental results demonstrate that GLSM obtains future positive links effectively in a generative fashion while achieving the best performance (2-10\% improvements on AUC) among other alternatives.
In this work, we develop a novel framework to measure the similarity between dynamic financial networks, i.e., time-varying financial networks. Particularly, we explore whether the proposed similarity measure can be employed to understand the structural evolution of the financial networks with time. For a set of time-varying financial networks with each vertex representing the individual time series of a different stock and each edge between a pair of time series representing the absolute value of their Pearson correlation, our start point is to compute the commute time matrix associated with the weighted adjacency matrix of the network structures, where each element of the matrix can be seen as the enhanced correlation value between pairwise stocks. For each network, we show how the commute time matrix allows us to identify a reliable set of dominant correlated time series as well as an associated dominant probability distribution of the stock belonging to this set. Furthermore, we represent each original network as a discrete dominant Shannon entropy time series computed from the dominant probability distribution. With the dominant entropy time series for each pair of financial networks to hand, we develop a similarity measure based on the classical dynamic time warping framework, for analyzing the financial time-varying networks. We show that the proposed similarity measure is positive definite and thus corresponds to a kernel measure on graphs. The proposed kernel bridges the gap between graph kernels and the classical dynamic time warping framework for multiple financial time series analysis. Experiments on time-varying networks extracted through New York Stock Exchange (NYSE) database demonstrate the effectiveness of the proposed approach.
Counterfactual thinking describes a psychological phenomenon that people re-infer the possible results with different solutions about things that have already happened. It helps people to gain more experience from mistakes and thus to perform better in similar future tasks. This paper investigates the counterfactual thinking for agents to find optimal decision-making strategies in multi-agent reinforcement learning environments. In particular, we propose a multi-agent deep reinforcement learning model with a structure which mimics the human-psychological counterfactual thinking process to improve the competitive abilities for agents. To this end, our model generates several possible actions (intent actions) with a parallel policy structure and estimates the rewards and regrets for these intent actions based on its current understanding of the environment. Our model incorporates a scenario-based framework to link the estimated regrets with its inner policies. During the iterations, our model updates the parallel policies and the corresponding scenario-based regrets for agents simultaneously. To verify the effectiveness of our proposed model, we conduct extensive experiments on two different environments with real-world applications. Experimental results show that counterfactual thinking can actually benefit the agents to obtain more accumulative rewards from the environments with fair information by comparing to their opponents while keeping high performing efficiency.
In this paper, we develop a novel Aligned-Spatial Graph Convolutional Network (ASGCN) model to learn effective features for graph classification. Our idea is to transform arbitrary-sized graphs into fixed-sized aligned grid structures, and define a new spatial graph convolution operation associated with the grid structures. We show that the proposed ASGCN model not only reduces the problems of information loss and imprecise information representation arising in existing spatially-based Graph Convolutional Network (GCN) models, but also bridges the theoretical gap between traditional Convolutional Neural Network (CNN) models and spatially-based GCN models. Moreover, the proposed ASGCN model can adaptively discriminate the importance between specified vertices during the process of spatial graph convolution, explaining the effectiveness of the proposed model. Experiments on standard graph datasets demonstrate the effectiveness of the proposed model.
Feature selection has been proven a powerful preprocessing step for high-dimensional data analysis. However, most state-of-the-art methods suffer from two major drawbacks. First, they usually overlook the structural correlation information between pairwise samples, which may encapsulate useful information for refining the performance of feature selection. Second, they usually consider candidate feature relevancy equivalent to selected feature relevancy, and some less relevant features may be misinterpreted as salient features. To overcome these issues, we propose a new fused lasso for feature selection using structural information. Our idea is based on converting the original vectorial features into structure-based feature graph representations to incorporate structural relationship between samples, and defining a new evaluation measure to compute the joint significance of pairwise feature combinations in relation to the target feature graph. Furthermore, we formulate the corresponding feature subset selection problem into a least square regression model associated with a fused lasso regularizer to simultaneously maximize the joint relevancy and minimize the redundancy of the selected features. To effectively solve the challenging optimization problem, an iterative algorithm is developed to identify the most discriminative features. Experiments demonstrate the effectiveness of the proposed approach.
In this paper, we develop a new aligned vertex convolutional network model to learn multi-scale local-level vertex features for graph classification. Our idea is to transform the graphs of arbitrary sizes into fixed-sized aligned vertex grid structures, and define a new vertex convolution operation by adopting a set of fixed-sized one-dimensional convolution filters on the grid structure. We show that the proposed model not only integrates the precise structural correspondence information between graphs but also minimises the loss of structural information residing on local-level vertices. Experiments on standard graph datasets demonstrate the effectiveness of the proposed model.
Feature selection can efficiently identify the most informative features with respect to the target feature used in training. However, state-of-the-art vector-based methods are unable to encapsulate the relationships between feature samples into the feature selection process, thus leading to significant information loss. To address this problem, we propose a new graph-based structurally interacting elastic net method for feature selection. Specifically, we commence by constructing feature graphs that can incorporate pairwise relationship between samples. With the feature graphs to hand, we propose a new information theoretic criterion to measure the joint relevance of different pairwise feature combinations with respect to the target feature graph representation. This measure is used to obtain a structural interaction matrix where the elements represent the proposed information theoretic measure between feature pairs. We then formulate a new optimization model through the combination of the structural interaction matrix and an elastic net regression model for the feature subset selection problem. This allows us to a) preserve the information of the original vectorial space, b) remedy the information loss of the original feature space caused by using graph representation, and c) promote a sparse solution and also encourage correlated features to be selected. Because the proposed optimization problem is non-convex, we develop an efficient alternating direction multiplier method (ADMM) to locate the optimal solutions. Extensive experiments on various datasets demonstrate the effectiveness of the proposed methods.
In this paper, we develop a new Quantum Spatial Graph Convolutional Neural Network (QSGCNN) model that can directly learn a classification function for graphs of arbitrary sizes. Unlike state-of-the-art Graph Convolutional Neural Network (GCN) models, the proposed QSGCNN model incorporates the process of identifying transitive aligned vertices between graphs, and transforms arbitrary sized graphs into fixed-sized aligned vertex grid structures. To further learn representative graph characteristics, a new quantum spatial graph convolution is proposed and employed to extract multi-scale vertex features, in terms of quantum passing information between grid vertices of each graph. Since the quantum spatial convolution preserves the property of the input grid structures, the proposed QSGCNN model allows to directly employ the traditional convolutional neural network to further learn from the global graph topology, providing an end-to-end deep learning architecture that integrates the graph representation and learning in the quantum spatial graph convolution layer and the traditional convolutional layer for graph classifications. We demonstrate the effectiveness of the proposed QSGCNN model in terms of the theoretical connections to state-of-the-art methods. The proposed QSGCNN model addresses the shortcomings of information loss and imprecise information representation arising in existing GCN models associated with SortPooling or SumPooling layers. Experimental results on benchmark graph classification datasets demonstrate the effectiveness of the proposed QSGCNN model.