OpenRaiser/Intern-Atlas huggingface dataset:
A Minimax Game for Instance based Selective Transfer Learning
Authors: Bo Wang, Minghui Qiu, Xisen Wang, Yaliang Li, Yu Gong, Xiaoyi Zeng, Jun Huang, Bo Zheng, Deng Cai, Jingren Zhou
Venue: Conference KDD 2019
Year: 2019

Deep neural network based transfer learning has been widely used to leverage information from the domain with rich data to help domain with insufficient data. When the source data distribution is different from the target data, transferring knowledge between these domains may lead to negative transfer. To mitigate this problem, a typical way is to select useful source domain data for transferring. However, limited studies focus on selecting high-quality source data to help neural network based transfer learning. To bridge this gap, we propose a general Minimax Game based model for selective Transfer Learning (MGTL). More specifically, we build a selector, a discriminator and a TL module in the proposed method. The discriminator aims to maximize the differences between selected source data and target data, while the selector acts as an attacker to selected source data that are close to the target to minimize the differences. The TL module trains on the selected data and provides rewards to guide the selector. Those three modules play a minimax game to help select useful source data for transferring. Our method is also shown to speed up the training process of the learning task in the target domain than traditional TL methods. To the best of our knowledge, this is the first to build a minimax game based model for selective transfer learning. To examine the generality of our method, we evaluate it on two different tasks: item recommendation and text retrieval. Extensive experiments over both public and real-world datasets demonstrate that our model outperforms the competing methods by a large margin. Meanwhile, the quantitative evaluation shows our model can select data which are close to target data. Our model is also deployed in a real-world system and significant improvement over the baselines is observed.
Multi-product utility maximization for economic recommendation
Authors: Qi Zhao, Yongfeng Zhang, Yi Zhang, Daniel Friedman
Venue: Conference WSDM 2017
Year: 2017

Basic economic relations such as substitutability and complementarity between products are crucial for recommendation tasks, since the utility of one product may depend on whether or not other products are purchased. For example, the utility of a camera lens could be high if the user possesses the right camera (complementarity), while the utility of another camera could be low because the user has already purchased one (substitutability). We propose \emph{multi-product utility maximization} (MPUM) as a general approach to recommendation driven by economic principles. MPUM integrates the economic theory of consumer choice with personalized recommendation, and focuses on the utility of \textit{sets} of products for individual users. MPUM considers what the users already have when recommending additional products. We evaluate MPUM against several popular recommendation algorithms on two real-world E-commerce datasets. Results confirm the underlying economic intuition, and show that MPUM significantly outperforms the comparison algorithms under top-K evaluation metrics.
Tissa: A time slice self-attention approach for modeling sequential user behaviors
Authors: Chenyi Lei, Shouling Ji, Zhao Li
Venue: Conference WWW 2019
Year: 2019

Modeling user behaviors as sequences provides critical advantages in predicting future user actions, such as predicting the next product to purchase or the next song to listen to, for personalized search and recommendation. Recently, recurrent neural networks (RNNs) have been adopted to leverage their power in modeling sequences. However, most of the previous RNN-based work suffers from the complex dependency problem, which may lose the integrity of highly correlated behaviors and may introduce noises derived from unrelated behaviors. In this paper, we propose to integrate a novel Time Slice Self-Attention (TiSSA) mechanism into RNNs for better modeling sequential user behaviors, which utilizes the time-interval-based gated recurrent units to exploit the temporal dimension when encoding user actions, and has a specially designed time slice hierarchical self-attention function to characterize both local and global dependency of user actions, while the final context-aware user representations can be used for downstream applications. We have performed experiments on a huge dataset collected from one of the largest e-commerce platforms in the world. Experimental results show that the proposed TiSSA achieves significant improvement over the state-of-the-art. TiSSA is also adopted in this large e-commerce platform, and the results of online A/B test further indicate its practical value.
Generalized score functions for causal discovery
Authors: Biwei Huang, Kun Zhang, Yizhu Lin, Bernhard Schölkopf, Clark Glymour
Venue: Conference KDD 2018
Year: 2018

Discovery of causal relationships from observational data is a fundamental problem. Roughly speaking, there are two types of methods for causal discovery, constraint-based ones and score-based ones. Score-based methods avoid the multiple testing problem and enjoy certain advantages compared to constraint-based ones. However, most of them need strong assumptions on the functional forms of causal mechanisms, as well as on data distributions, which limit their applicability. In practice the precise information of the underlying model class is usually unknown. If the above assumptions are violated, both spurious and missing edges may result. In this paper, we introduce generalized score functions for causal discovery based on the characterization of general (conditional) independence relationships between random variables, without assuming particular model classes. In particular, we exploit regression in RKHS to capture the dependence in a nonparametric way. The resulting causal discovery approach produces asymptotically correct results in rather general cases, which may have nonlinear causal mechanisms, a wide class of data distributions, mixed continuous and discrete data, and multidimensional variables. Experimental results on both synthetic and real-world data demonstrate the efficacy of our proposed approach.
Quasi-hyperbolic momentum and adam for deep learning
Authors: Jerry Ma, Denis Yarats
Venue: Conference ICLR 2019
Year: 2019

Momentum-based acceleration of stochastic gradient descent (SGD) is widely used in deep learning. We propose the quasi-hyperbolic momentum algorithm (QHM) as an extremely simple alteration of momentum SGD, averaging a plain SGD step with a momentum step. We describe numerous connections to and identities with other algorithms, and we characterize the set of two-state optimization algorithms that QHM can recover. Finally, we propose a QH variant of Adam called QHAdam, and we empirically demonstrate that our algorithms lead to significantly improved training in a variety of settings, including a new state-of-the-art result on WMT16 EN-DE. We hope that these empirical results, combined with the conceptual and practical simplicity of QHM and QHAdam, will spur interest from both practitioners and researchers. Code is immediately available.
Piecewise-stationary bandit problems with side observations
Authors: Jia Yuan Yu, Shie Mannor
Venue: Conference ICML 2009
Year: 2009

We consider a sequential decision problem where the rewards are generated by a piecewise-stationary distribution. However, the different reward distributions are unknown and may change at unknown instants. Our approach uses a limited number of side observations on past rewards, but does not require prior knowledge of the frequency of changes. In spite of the adversarial nature of the reward process, we provide an algorithm whose regret, with respect to the baseline with perfect knowledge of the distributions and the changes, is O(k log(T)), where k is the number of changes up to time T. This is in contrast to the case where side observations are not available, and where the regret is at least Ω(√T).
Generalized multiview analysis: A discriminative latent space
Authors: Abhishek Sharma 0001, Abhishek Kumar 0001, Hal Daumé III, David W. Jacobs
Venue: Conference CVPR 2012
Year: 2012

This paper presents a general multi-view feature extraction approach that we call Generalized Multiview Analysis or GMA. GMA has all the desirable properties required for cross-view classification and retrieval: it is supervised, it allows generalization to unseen classes, it is multi-view and kernelizable, it affords an efficient eigenvalue based solution and is applicable to any domain. GMA exploits the fact that most popular supervised and unsupervised feature extraction techniques are the solution of a special form of a quadratic constrained quadratic program (QCQP), which can be solved efficiently as a generalized eigenvalue problem. GMA solves a joint, relaxed QCQP over different feature spaces to obtain a single (non)linear subspace. Intuitively, GMA is a supervised extension of Canonical Correlational Analysis (CCA), which is useful for cross-view classification and retrieval. The proposed approach is general and has the potential to replace CCA whenever classification or retrieval is the purpose and label information is available. We outperform previous approaches for textimage retrieval on Pascal and Wiki text-image data. We report state-of-the-art results for pose and lighting invariant face recognition on the MultiPIE face dataset, significantly outperforming other approaches.
Deep r-th root of rank supervised joint binary embedding for multivariate time series retrieval
Authors: Dongjin Song, Ning Xia, Wei Cheng, Haifeng Chen, Dacheng Tao
Venue: Conference KDD 2018
Year: 2018

Multivariate time series data are becoming increasingly common in numerous real world applications, e.g., power plant monitoring, health care, wearable devices, automobile, etc. As a result, multivariate time series retrieval, i.e., given the current multivariate time series segment, how to obtain its relevant time series segments in the historical data (or in the database), attracts significant amount of interest in many fields. Building such a system, however, is challenging since it requires a compact representation of the raw time series which can explicitly encode the temporal dynamics as well as the correlations (interactions) between different pairs of time series (sensors). Furthermore, it requires query efficiency and expects a returned ranking list with high precision on the top. Despite the fact that various approaches have been developed, few of them can jointly resolve these two challenges. To cope with this issue, in this paper we propose a Deep r-th root of Rank Supervised Joint Binary Embedding (Deep r-RSJBE) to perform multivariate time series retrieval. Given a raw multivariate time series segment, we employ Long Short-Term Memory (LSTM) units to encode the temporal dynamics and utilize Convolutional Neural Networks (CNNs) to encode the correlations (interactions) between different pairs of time series (sensors). Subsequently, a joint binary embedding is pursued to incorporate both the temporal dynamics and the correlations. Finally, we develop a novel r-th root ranking loss to optimize the precision at the top of a Hamming distance ranking list. Thoroughly empirical studies based upon three publicly available time series datasets demonstrate the effectiveness and the efficiency of Deep r-RSJBE.
Learning to learn with the informative vector machine
Authors: Neil D. Lawrence, John C. Platt
Venue: Conference ICML 2004
Year: 2004

This paper describes an efficient method for learning the parameters of a Gaussian process (GP). The parameters are learned from multiple tasks which are assumed to have been drawn independently from the same GP prior. An efficient algorithm is obtained by extending the informative vector machine (IVM) algorithm to handle the multi-task learning case. The multi-task IVM (MTIVM) saves computation by greedily selecting the most informative examples from the separate tasks. The MT-IVM is also shown to be more efficient than random sub-sampling on an artificial data-set and more effective than the traditional IVM in a speaker dependent phoneme recognition task.
Petuum: A new platform for distributed machine learning on big data
Authors: Eric P. Xing, Qirong Ho, Wei Dai, Jin Kyu Kim, Jinliang Wei, Seunghak Lee, Xun Zheng, Pengtao Xie, Abhimanu Kumar, Yaoliang Yu
Venue: Conference KDD 2015
Year: 2015

How can one build a distributed framework that allows efficient deployment of a wide spectrum of modern advanced machine learning (ML) programs for industrial-scale problems using Big Models (100s of billions of parameters) on Big Data (terabytes or petabytes)- Contemporary parallelization strategies employ fine-grained operations and scheduling beyond the classic bulk-synchronous processing paradigm popularized by MapReduce, or even specialized operators relying on graphical representations of ML programs. The variety of approaches tends to pull systems and algorithms design in different directions, and it remains difficult to find a universal platform applicable to a wide range of different ML programs at scale. We propose a general-purpose framework that systematically addresses data- and model-parallel challenges in large-scale ML, by leveraging several fundamental properties underlying ML programs that make them different from conventional operation-centric programs: error tolerance, dynamic structure, and nonuniform convergence; all stem from the optimization-centric nature shared in ML programs' mathematical definitions, and the iterative-convergent behavior of their algorithmic solutions. These properties present unique opportunities for an integrative system design, built on bounded-latency network synchronization and dynamic load-balancing scheduling, which is efficient, programmable, and enjoys provable correctness guarantees. We demonstrate how such a design in light of ML-first principles leads to significant performance improvements versus well-known implementations of several ML programs, allowing them to run in much less time and at considerably larger model sizes, on modestly-sized computer clusters.
Correlative multi-label multi-instance image annotation
Authors: Xiangyang Xue 0001, Wei Zhang 0016, Jie Zhang, Bin Wu, Jianping Fan 0001, Yao Lu 0028
Venue: Conference ICCV 2011
Year: 2011

In this paper, each image is viewed as a bag of local regions, as well as it is investigated globally. A novel method is developed for achieving multi-label multi-instance image annotation, where image-level (bag-level) labels and region-level (instance-level) labels are both obtained. The associations between semantic concepts and visual features are mined both at the image level and at the region level. Inter-label correlations are captured by a co-occurence matrix of concept pairs. The cross-level label coherence encodes the consistency between the labels at the image level and the labels at the region level. The associations between visual features and semantic concepts, the correlations among the multiple labels, and the cross-level label coherence are sufficiently leveraged to improve annotation performance. Structural max-margin technique is used to formulate the proposed model and multiple interrelated classifiers are learned jointly. To leverage the available image-level labeled samples for the model training, the region-level label identification on the training set is firstly accomplished by building the correspondences between the multiple bag-level labels and the image regions. JEC distance based kernels are employed to measure the similarities both between images and between regions. Experimental results on real image datasets MSRC and Corel demonstrate the effectiveness of our method.
Structured neural summarization
Authors: Patrick Fernandes, Miltiadis Allamanis, Marc Brockschmidt
Venue: Conference ICLR 2019
Year: 2019

Summarization of long sequences into a concise statement is a core problem in natural language processing, requiring non-trivial understanding of the input. Based on the promising results of graph neural networks on highly structured data, we develop a framework to extend existing sequence encoders with a graph component that can reason about long-distance relationships in weakly structured data such as text. In an extensive evaluation, we show that the resulting hybrid sequence-graph models outperform both pure sequence models as well as pure graph models on a range of summarization tasks.
Auditing data provenance in text-generation models
Authors: Congzheng Song, Vitaly Shmatikov
Venue: Conference KDD 2019
Year: 2019

To help enforce data-protection regulations such as GDPR and detect unauthorized uses of personal data, we develop a new \emph{model auditing} technique that helps users check if their data was used to train a machine learning model. We focus on auditing deep-learning models that generate natural-language text, including word prediction and dialog generation. These models are at the core of popular online services and are often trained on personal data such as users' messages, searches, chats, and comments. We design and evaluate a black-box auditing method that can detect, with very few queries to a model, if a particular user's texts were used to train it (among thousands of other users). We empirically show that our method can successfully audit well-generalized models that are not overfitted to the training data. We also analyze how text-generation models memorize word sequences and explain why this memorization makes them amenable to auditing.
Stock price prediction via discovering multi-frequency trading patterns
Authors: Liheng Zhang, Charu C. Aggarwal, Guo-Jun Qi
Venue: Conference KDD 2017
Year: 2017

Stock prices are formed based on short and/or long-term commercial and trading activities that reflect different frequencies of trading patterns. However, these patterns are often elusive as they are affected by many uncertain political-economic factors in the real world, such as corporate performances, government policies, and even breaking news circulated across markets. Moreover, time series of stock prices are non-stationary and non-linear, making the prediction of future price trends much challenging. To address them, we propose a novel State Frequency Memory (SFM) recurrent network to capture the multi-frequency trading patterns from past market data to make long and short term predictions over time. Inspired by Discrete Fourier Transform (DFT), the SFM decomposes the hidden states of memory cells into multiple frequency components, each of which models a particular frequency of latent trading pattern underlying the fluctuation of stock price. Then the future stock prices are predicted as a nonlinear mapping of the combination of these components in an Inverse Fourier Transform (IFT) fashion. Modeling multi-frequency trading patterns can enable more accurate predictions for various time ranges: while a short-term prediction usually depends on high frequency trading patterns, a long-term prediction should focus more on the low frequency trading patterns targeting at long-term return. Unfortunately, no existing model explicitly distinguishes between various frequencies of trading patterns to make dynamic predictions in literature. The experiments on the real market data also demonstrate more competitive performance by the SFM as compared with the state-of-the-art methods.
Predicting Dynamic Embedding Trajectory in Temporal Interaction Networks
Authors: Srijan Kumar, Xikun Zhang, Jure Leskovec
Venue: Conference KDD 2019
Year: 2019

Modeling sequential interactions between users and items/products is crucial in domains such as e-commerce, social networking, and education. Representation learning presents an attractive opportunity to model the dynamic evolution of users and items, where each user/item can be embedded in a Euclidean space and its evolution can be modeled by an embedding trajectory in this space. However, existing dynamic embedding methods generate embeddings only when users take actions and do not explicitly model the future trajectory of the user/item in the embedding space. Here we propose JODIE, a coupled recurrent neural network model that learns the embedding trajectories of users and items. JODIE employs two recurrent neural networks to update the embedding of a user and an item at every interaction. Crucially, JODIE also models the future embedding trajectory of a user/item. To this end, it introduces a novel projection operator that learns to estimate the embedding of the user at any time in the future. These estimated embeddings are then used to predict future user-item interactions. To make the method scalable, we develop a t-Batch algorithm that creates time-consistent batches and leads to 9x faster training. We conduct six experiments to validate JODIE on two prediction tasks---future interaction prediction and state change prediction---using four real-world datasets. We show that JODIE outperforms six state-of-the-art algorithms in these tasks by at least 20% in predicting future interactions and 12% in state change prediction.
Feature driven and point process approaches for popularity prediction
Authors: Swapnil Mishra, Marian-Andrei Rizoiu, Lexing Xie
Venue: Conference CIKM 2016
Year: 2016

Predicting popularity, or the total volume of information outbreaks, is an important subproblem for understanding collective behavior in networks. Each of the two main types of recent approaches to the problem, feature-driven and generative models, have desired qualities and clear limitations. This paper bridges the gap between these solutions with a new hybrid approach and a new performance benchmark. We model each social cascade with a marked Hawkes self-exciting point process, and estimate the content virality, memory decay, and user influence. We then learn a predictive layer for popularity prediction using a collection of cascade history. To our surprise, Hawkes process with a predictive overlay outperform recent feature-driven and generative approaches on existing tweet data [44] and a new public benchmark on news tweets. We also found that a basic set of user features and event time summary statistics performs competitively in both classification and regression tasks, and that adding point process information to the feature set further improves predictions. From these observations, we argue that future work on popularity prediction should compare across feature-driven and generative modeling approaches in both classification and regression tasks.
Deriving validity time in knowledge graph
Authors: Julien Leblay, Melisachew Wudage Chekol
Venue: Conference WWW 2018
Year: 2018

Knowledge Graphs (KGs) are a popular means to represent knowledge on the Web, typically in the form of node/edge labelled directed graphs. We consider temporal KGs, in which edges are further annotated with time intervals, reflecting when the relationship between entities held in time. In this paper, we focus on the task of predicting time validity for unannotated edges. We introduce the problem as a variation of relational embedding. We adapt existing approaches, and explore the importance example selection and the incorporation of side information in the learning process. We present our experimental evaluation in details.