FaiMA: Feature-aware In-context Learning for Multi-domain Aspect-based Sentiment Analysis

Multi-domain aspect-based sentiment analysis (ABSA) seeks to capture fine-grained sentiment across diverse domains. While existing research narrowly focuses on single-domain applications constrained by methodological limitations and data scarcity, the reality is that sentiment naturally traverses multiple domains. Although large language models (LLMs) offer a promising solution for ABSA, it is difficult to integrate effectively with established techniques, including graph-based models and linguistics, because modifying their internal architecture is not easy. To alleviate this problem, we propose a novel framework, Feature-aware In-context Learning for Multi-domain ABSA (FaiMA). The core insight of FaiMA is to utilize in-context learning (ICL) as a feature-aware mechanism that facilitates adaptive learning in multi-domain ABSA tasks. Specifically, we employ a multi-head graph attention network as a text encoder optimized by heuristic rules for linguistic, domain, and sentiment features. Through contrastive learning, we optimize sentence representations by focusing on these diverse features. Additionally, we construct an efficient indexing mechanism, allowing FaiMA to stably retrieve highly relevant examples across multiple dimensions for any given input. To evaluate the efficacy of FaiMA, we build the first multi-domain ABSA benchmark dataset. Extensive experimental results demonstrate that FaiMA achieves significant performance improvements in multiple domains compared to baselines, increasing F1 by 2.07% on average. Source code and data sets are anonymously available at https://github.com/SupritYoung/FaiMA.

Kuaiji: the First Chinese Accounting Large Language Model

Large Language Models (LLMs) like ChatGPT and GPT-4 have demonstrated impressive proficiency in comprehending and generating natural language. However, they encounter difficulties when tasked with adapting to specialized domains such as accounting. To address this challenge, we introduce Kuaiji, a tailored Accounting Large Language Model. Kuaiji is meticulously fine-tuned using the Baichuan framework, which encompasses continuous pre-training and supervised fine-tuning processes. Supported by CAtAcctQA, a dataset containing large genuine accountant-client dialogues, Kuaiji exhibits exceptional accuracy and response speed. Our contributions encompass the creation of the first Chinese accounting dataset, the establishment of Kuaiji as a leading open-source Chinese accounting LLM, and the validation of its efficacy through real-world accounting scenarios.

CaT-GNN: Enhancing Credit Card Fraud Detection via Causal Temporal Graph Neural Networks

Credit card fraud poses a significant threat to the economy. While Graph Neural Network (GNN)-based fraud detection methods perform well, they often overlook the causal effect of a node's local structure on predictions. This paper introduces a novel method for credit card fraud detection, the \textbf{\underline{Ca}}usal \textbf{\underline{T}}emporal \textbf{\underline{G}}raph \textbf{\underline{N}}eural \textbf{N}etwork (CaT-GNN), which leverages causal invariant learning to reveal inherent correlations within transaction data. By decomposing the problem into discovery and intervention phases, CaT-GNN identifies causal nodes within the transaction graph and applies a causal mixup strategy to enhance the model's robustness and interpretability. CaT-GNN consists of two key components: Causal-Inspector and Causal-Intervener. The Causal-Inspector utilizes attention weights in the temporal attention mechanism to identify causal and environment nodes without introducing additional parameters. Subsequently, the Causal-Intervener performs a causal mixup enhancement on environment nodes based on the set of nodes. Evaluated on three datasets, including a private financial dataset and two public datasets, CaT-GNN demonstrates superior performance over existing state-of-the-art methods. Our findings highlight the potential of integrating causal reasoning with graph neural networks to improve fraud detection capabilities in financial transactions.

Timeseries Suppliers Allocation Risk Optimization via Deep Black Litterman Model

We introduce the BL model and the Perspective Matrix to optimize supplier selection and order allocation, focusing on both temporal and spatial dynamics. Our development of a Supplier Relationship Network, using a Spatio-Temporal Graph Neural Network, enhances the understanding of complex supplier interdependencies. Additionally, we address credibility issues in zero-order scenarios with a Masked Ranking Mechanism, improving supplier ranking efficiency. Our model demonstrates superior results on two datasets compared to the traditional models. Our evaluations using real-world datasets highlight DBLM's superiority in providing accurate predictions and precise confidence intervals, particularly in high-resolution scenarios.

Infinite-Horizon Graph Filters: Leveraging Power Series to Enhance Sparse Information Aggregation

Graph Neural Networks (GNNs) have shown considerable effectiveness in a variety of graph learning tasks, particularly those based on the message-passing approach in recent years. However, their performance is often constrained by a limited receptive field, a challenge that becomes more acute in the presence of sparse graphs. In light of the power series, which possesses infinite expansion capabilities, we propose a novel Graph Power Filter Neural Network (GPFN) that enhances node classification by employing a power series graph filter to augment the receptive field. Concretely, our GPFN designs a new way to build a graph filter with an infinite receptive field based on the convergence power series, which can be analyzed in the spectral and spatial domains. Besides, we theoretically prove that our GPFN is a general framework that can integrate any power series and capture long-range dependencies. Finally, experimental results on three datasets demonstrate the superiority of our GPFN over state-of-the-art baselines.

Think and Retrieval: A Hypothesis Knowledge Graph Enhanced Medical Large Language Models

We explore how the rise of Large Language Models (LLMs) significantly impacts task performance in the field of Natural Language Processing. We focus on two strategies, Retrieval-Augmented Generation (RAG) and Fine-Tuning (FT), and propose the Hypothesis Knowledge Graph Enhanced (HyKGE) framework, leveraging a knowledge graph to enhance medical LLMs. By integrating LLMs and knowledge graphs, HyKGE demonstrates superior performance in addressing accuracy and interpretability challenges, presenting potential applications in the medical domain. Our evaluations using real-world datasets highlight HyKGE's superiority in providing accurate knowledge with precise confidence, particularly in complex and difficult scenarios. The code will be available until published.

Spatiotemporal Graph Neural Networks with Uncertainty Quantification for Traffic Incident Risk Prediction

Predicting traffic incident risks at granular spatiotemporal levels is challenging. The datasets predominantly feature zero values, indicating no incidents, with sporadic high-risk values for severe incidents. Notably, a majority of current models, especially deep learning methods, focus solely on estimating risk values, overlooking the uncertainties arising from the inherently unpredictable nature of incidents. To tackle this challenge, we introduce the Spatiotemporal Zero-Inflated Tweedie Graph Neural Networks (STZITD-GNNs). Our model merges the reliability of traditional statistical models with the flexibility of graph neural networks, aiming to precisely quantify uncertainties associated with road-level traffic incident risks. This model strategically employs a compound model from the Tweedie family, as a Poisson distribution to model risk frequency and a Gamma distribution to account for incident severity. Furthermore, a zero-inflated component helps to identify the non-incident risk scenarios. As a result, the STZITD-GNNs effectively capture the dataset's skewed distribution, placing emphasis on infrequent but impactful severe incidents. Empirical tests using real-world traffic data from London, UK, demonstrate that our model excels beyond current benchmarks. The forte of STZITD-GNN resides not only in its accuracy but also in its adeptness at curtailing uncertainties, delivering robust predictions over short (7 days) and extended (14 days) timeframes.

Uncertainty Quantification via Spatial-Temporal Tweedie Model for Zero-inflated and Long-tail Travel Demand Prediction

crucial for transportation management. However, traditional spatial-temporal deep learning models grapple with addressing the sparse and long-tail characteristics in high-resolution O-D matrices and quantifying prediction uncertainty. This dilemma arises from the numerous zeros and over-dispersed demand patterns within these matrices, which challenge the Gaussian assumption inherent to deterministic deep learning models. To address these challenges, we propose a novel approach: the Spatial-Temporal Tweedie Graph Neural Network (STTD). The STTD introduces the Tweedie distribution as a compelling alternative to the traditional 'zero-inflated' model and leverages spatial and temporal embeddings to parameterize travel demand distributions. Our evaluations using real-world datasets highlight STTD's superiority in providing accurate predictions and precise confidence intervals, particularly in high-resolution scenarios.