OpenRaiser/Intern-Atlas huggingface dataset:
Topology-monitorable Contrastive Learning on Dynamic Graphs
Authors: Zulun Zhu, Kai Wang 0057, Haoyu Liu 0001, Jintang Li, Siqiang Luo
Venue: KDD
Year: 2024

Graph contrastive learning is a representative self-supervised graph learning that has demonstrated excellent performance in learning node representations. Despite the extensive studies on graph contrastive learning models, most existing models are tailored to static graphs, hindering their application to real-world graphs which are often dynamically evolving. Directly applying these models to dynamic graphs brings in severe efficiency issues in repetitively updating the learned embeddings. To address this challenge, we propose IDOL, a novel contrastive learning framework for dynamic graph representation learning. IDOL conducts the graph propagation process based on a specially designed Personalized PageRank algorithm which can capture the topological changes incrementally. This effectively eliminates heavy recomputation while maintaining high learning quality. Our another main design is a topology-monitorable sampling strategy which lays the foundation of graph contrastive learning. We further show that the design in IDOL achieves a desired performance guarantee. Our experimental results on multiple dynamic graphs show that IDOL outperforms the strongest baselines on node classification tasks in various performance metrics.
Dynamic Hotel Pricing at Online Travel Platforms: A Popularity and Competitiveness Aware Demand Learning Approach
Authors: Fanwei Zhu, Wendong Xiao, Yao Yu, Zemin Liu, Zulong Chen, Weibin Cai
Venue: KDD
Year: 2024

Dynamic pricing, which suggests the optimal prices based on the dynamic demands, has received considerable attention in academia and industry. On online hotel booking platforms, room demand fluctuates due to various factors, notably hotel popularity and competition. In this paper, we propose a dynamic pricing approach with popularity and competitiveness-aware demand learning. Specifically, we introduce a novel demand function that incorporates popularity and competitiveness coefficients to comprehensively model the price elasticity of demand. We develop a dynamic demand prediction network that focuses on learning these coefficients in the proposed demand function, enhancing the interpretability and accuracy of price suggestion. The model is trained in a multi-task framework that effectively leverages the correlations of demands among groups of similar hotels to alleviate data sparseness in room-level occupancy prediction. Comprehensive experiments conducted on real-world datasets validate the superiority of our method over state-of-the-art baselines in both demand prediction and dynamic pricing. Our model has been successfully deployed on a popular online travel platform, serving tens of millions of users and hoteliers.
MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading
Authors: Chuqiao Zong, Chaojie Wang 0001, Molei Qin, Lei Feng 0006, Xinrun Wang, Bo An 0001
Venue: KDD
Year: 2024

High-frequency trading (HFT) that executes algorithmic trading in short time scales, has recently occupied the majority of cryptocurrency market. Besides traditional quantitative trading methods, reinforcement learning (RL) has become another appealing approach for HFT due to its terrific ability of handling high-dimensional financial data and solving sophisticated sequential decision-making problems, e.g., hierarchical reinforcement learning (HRL) has shown its promising performance on second-level HFT by training a router to select only one sub-agent from the agent pool to execute the current transaction. However, existing RL methods for HFT still have some defects: 1) standard RL-based trading agents suffer from the overfitting issue, preventing them from making effective policy adjustments based on financial context; 2) due to the rapid changes in market conditions, investment decisions made by an individual agent are usually one-sided and highly biased, which might lead to significant loss in extreme markets. To tackle these problems, we propose a novel Memory Augmented Context-aware Reinforcement learning method On HFT, a.k.a. MacroHFT, which consists of two training phases: 1) we first train multiple types of sub-agents with the market data decomposed according to various financial indicators, specifically market trend and volatility, where each agent owns a conditional adapter to adjust its trading policy according to market conditions; 2) then we train a hyper-agent to mix the decisions from these sub-agents and output a consistently profitable meta-policy to handle rapid market fluctuations, equipped with a memory mechanism to enhance the capability of decision-making. Extensive experiments on various cryptocurrency markets demonstrate that MacroHFT can achieve state-of-the-art performance on minute-level trading tasks. Code has been released in https://github.com/ZONG0004/MacroHFT.
Enhancing Large Language Models for Mobility Analytics with Semantic Location Tokenization
Authors: Yile Chen, Yicheng Tao, Yue Jiang, Shuai Liu, Han Yu, Gao Cong
Venue: KDD
Year: 2025

The widespread adoption of location-based services has led to the generation of vast amounts of mobility data, providing significant opportunities to model user movement dynamics within urban environments. Recent advancements have focused on adapting Large Language Models (LLMs) for mobility analytics. However, existing methods face two primary limitations: inadequate semantic representation of locations (i.e., discrete IDs) and insufficient modeling of mobility signals within LLMs (i.e., single templated instruction fine-tuning). To address these issues, we propose QT-Mob, a novel framework that significantly enhances LLMs for mobility analytics. QT-Mob introduces a location tokenization module that learns compact, semantically rich tokens to represent locations, preserving contextual information while ensuring compatibility with LLMs. Furthermore, QT-Mob incorporates a series of complementary fine-tuning objectives that align the learned tokens with the internal representations in LLMs, improving the model's comprehension of sequential movement patterns and location semantics. The proposed QT-Mob framework not only enhances LLMs' ability to interpret mobility data but also provides a more generalizable approach for various mobility analytics tasks. Experiments on three real-world dataset demonstrate the superior performance in both next-location prediction and mobility recovery tasks, outperforming existing deep learning and LLM-based methods.
FRT: Flow-based Reconcile Transformer for Hierarchical Time Series
Authors: Shiyu Wang, Wei Lu, Jiawei Li, Xiaoming Shi, Xinyue Zhong, Zhou Ye, Ming Jin, Qingsong Wen
Venue: KDD
Year: 2025

Many real-world applications contain data in the form of multivariate time series (TS) with the hierarchical structure, where classic methods forecasting each TS independently are inadequate for coherency (i.e., satisfying the hierarchical aggregation constraints). Furthermore, the discrepancies between statistical properties of different levels can be huge, exacerbated by non-Gaussian distributions and non-linear correlations. In this paper, we propose a novel end-to-end hierarchical TS forecasting model, i.e., a Flow-based Reconcile Transformer (FRT). FRT employs a conditional normalizing flow-based autoregressive transformer, to represent complex data distribution, while simultaneously reconciling the forecasts to ensure coherency. Go beyond other state-of-the-art methods, FRT accomplishes forecasting and reconciliation simultaneously, while avoiding any post-processing steps. Moreover, FRT is a deep model that does not rely on any strong assumptions such as unbiased estimates or Gaussian distribution. Our experiments are conducted on four real-world hierarchical datasets from different industrial domains (three public ones and a dataset from the application servers of our company's data center) and the results demonstrate the efficacy of our proposed method. Our method has been implemented extensively within the production environments of a prominent global payment company. It has emerged as a cornerstone for workload forecasting within their data center and plays a critical role in the optimization of cloud computing resource allocation across the entire cluster. This successful deployment of the application demonstrates that our approach achieves precise hierarchical workload prediction, which is of great significance for efficient resource scheduling, enhancing resource utilization, and reducing server resource use and energy consumption in data centers.
Enhanced Subgraph Learning in 2-FWL GNNs via Local Connectivity, Spectral, and Distance Encodings
Authors: Rongqin Chen, Yan Li, Dan Wu, Fan Mo, Shenghui Zhang, Pak Lon Ip, Hoi Cheong Iam, Ye Li, Leong Hou U
Venue: KDD
Year: 2025

Despite the theoretical expressiveness of 2-dimensional Folklore Weisfeiler-Lehman (2-FWL) Graph Neural Networks (GNNs), a significant gap persists between their theoretical capacity and their practical performance. To bridge this gap, we identify a critical limitation in current Graph Structural Encodings (GSEs): insufficient sensitivity to subtle structural variations, particularly in local connectivity, spectral features, and distance-based patterns. We show that widely used GSEs-such as Relative Random Walk Probability (RRWP) and monomial-based methods-lack full sensitivity across spectral frequency bands and long-range distances. Moreover, they fail to capture fine-grained local connectivity, which is essential for identifying cut nodes, biconnected components, and other higher-order structures that 2-FWL GNNs theoretically encode. To address these limitations, we propose CSDGSE (Connectivity, Spectral, and Distance Graph Structural Encoding), a novel GSE framework that jointly enhances sensitivity to: (1) exact local connectivity via hierarchical graph decomposition(2) full-frequency spectral features using expressive graph polynomials (e.g., Chebyshev), and (3) full-range distance interactions. A key innovation is our scalable divide-and-conquer algorithm for computing exact local connectivity across all node pairs, enabling efficient integration into modern GSEs. Extensive experiments show that CSDGSE outperforms existing GSEs in capturing complex structural patterns, achieving state-of-the-art results on molecular property prediction benchmarks like ZINC. Our work sets a new standard for GSEs by aligning theoretical expressiveness with practical effectiveness through enhanced structural sensitivity.
A Survey on Deep Learning based Time Series Analysis with Frequency Transformation
Authors: Kun Yi, Qi Zhang, Wei Fan, Longbing Cao, Shoujin Wang, Hui He, Guodong Long, Liang Hu, Qingsong Wen, Hui Xiong
Venue: KDD
Year: 2025

Recently, frequency transformation (FT) has been increasingly incorporated into deep learning models to significantly enhance state-of-the-art accuracy and efficiency in time series analysis. The advantages of FT, such as high efficiency and a global view, have been rapidly explored and exploited in various time series tasks and applications, demonstrating the promising potential of FT as a new deep learning paradigm for time series analysis. Despite the growing attention and the proliferation of research in this emerging field, there is currently a lack of a systematic review and in-depth analysis of deep learning-based time series models with FT. It is also unclear why FT can enhance time series analysis and what its limitations are in the field. To address these gaps, we present a comprehensive review that systematically investigates and summarizes the recent research advancements in deep learning-based time series analysis with FT. Specifically, we explore the primary approaches used in current models that incorporate FT, the types of neural networks that leverage FT, and the representative FT-equipped models in deep time series analysis. We propose a novel taxonomy to categorize the existing methods in this field, providing a structured overview of the diverse approaches employed in incorporating FT into deep learning models for time series analysis. Finally, we highlight the advantages and limitations of FT for time series modeling and identify potential future research directions that can further contribute to the community of time series analysis.
Fine-Grained Traffic Inference from Road to Lane via Spatio-Temporal Graph Node Generation
Authors: Shuhao Li, Weidong Yang, Yue Cui, Xiaoxing Liu, Lingkai Meng, Lipeng Ma, Fan Zhang
Venue: KDD
Year: 2025

Fine-grained traffic management and prediction are fundamental to key applications such as autonomous driving, lane change guidance, and traffic signal control. However, obtaining lane-level traffic data has become a critical bottleneck for data-driven models due to limitations in the types and number of sensors and issues with the accuracy of tracking algorithms. To address this, we propose the Fine-grained Road Traffic Inference (FRTI) task, which aims to generate more detailed lane-level traffic information using limited road data, providing a more energy-efficient and cost-effective solution for precise traffic management. This task is abstracted as the first scene of the spatio-temporal graph node generation problem. We designed a two-stage framework-RoadDiff-to solve the FRTI task. This framework leverages the Road-Lane Correlation Autoencoder-Decoder and the Lane Diffusion Module to fully utilize the limited spatio-temporal dependencies and distribution relationships of road data to accurately infer fine-grained lane traffic states. Based on existing research, we designed several baseline models with the potential to solve the FRTI task and conducted extensive experiments on six datasets representing different road conditions to validate the effectiveness of the RoadDiff model in addressing the FRTI task. The relevant datasets and code are available at https://github.com/ShuhaoLii/RoadDiff.
Generative Imputation with Multi-level Causal Consistency for Variable Subset Forecasting
Authors: Qi Hao, Yue Gao, Runchang Liang, Yunhe Zhang, Pengyang Wang
Venue: KDD
Year: 2025

Variable Subset Forecasting (VSF) poses critical challenges in time series analysis when entire variables become unavailable during inference. Existing imputation methods relying on inter-variable correlations fail catastrophically in VSF due to two inherent limitations: (1) Missing variable collapse, where the complete absence of certain variables invalidates correlation-based dependency learning, and (2) Temporal covariate shift, where time-evolving data distributions destabilize correlation patterns learned from training data. To address these fundamental issues, we propose Generative Imputation with Multi-level Causal Consistency (GIMCC ), establishing causality-driven imputation as the first principled solution for VSF. Our key innovation lies in enforcing causal invariance through dual consistency constraints: global causal isomorphism ensures the imputed variables preserve the ground-truth causal graph structure of the complete system, while local causal subgraph alignment maintains consistency between observed variables and their causal neighborhood dependencies. By decoupling causality from spurious correlations, GIMCC provides time-invariant imputation signals robust to distribution shifts, which explicitly preserves causal relationships via multivariate spectral convolutions. Extensive experiments across five real-world domains demonstrate that GIMCC achieves average improvements of 20-60% in MAE/RMSE over correlation-based imputation baselines, remarkably outperforming full-variable training ( Oracle ) in temporal covariate shift scenarios. Our work bridges the critical gap between causal analysis and practical forecasting systems under variable absence, offering theoretically grounded guarantees for real-world deployment.
Beyond Advertising: Mechanism Design for Platform-Wide Marketing Service "QuanZhanTui"
Authors: Ningyuan Li, Zhilin Zhang, Tianyan Long, Yuyao Liu, Rongquan Bai, Yurong Chen, Xiaotie Deng, Pengjie Wang, Chuan Yu, Jian Xu, Bo Zheng
Venue: KDD
Year: 2025

On e-commerce platforms, sellers typically bid for impressions from ad traffic to promote their products. However, for most sellers, the majority of their sales come from organic traffic. Consequently, the relationship between their ad spending and total sales remains uncertain, resulting in operational inefficiency. To address this issue, e-commerce platforms have recently introduced a novel platform-wide marketing service known as QuanZhanTui, which has reportedly enhanced marketing efficiency for sellers and driven substantial revenue growth for platforms. QuanZhanTui allows sellers to bid for impressions from the platform's entire traffic to boost their total sales without compromising the platform's user experience. In this paper, we investigate the mechanism design problem that arises from QuanZhanTui. The problem is formulated as a multi-objective optimization to balance sellers' welfare and platform's user experience. We first introduce the stock-constrained value maximizer model, which reflects sellers' dual requirements on marketing efficiency and platform-wide ROI. Then, we propose the Liquid Payment Auction (LPA), an auction designed to optimize the balanced objectives while accounting for sellers' requirements in the auto-bidding environment. It employs a simple payment rule based on sellers' liquid welfare, providing a clearer link between their investment and total sales. Under mild assumptions, we theoretically prove desirable properties of LPA, such as optimality and incentive compatibility. Extensive experiments demonstrate LPA's superior performance over conventional auctions in QuanZhanTui.
Towards Controllable Hybrid Fairness in Graph Neural Networks
Authors: Zihan Luo, Hong Huang, Jianxun Lian, Xiran Song, Hai Jin
Venue: KDD
Year: 2025

Graph Neural Networks (GNNs) have shown remarkable capabilities in mining graph-structured data. However, conventional GNNs often encounter various fairness issues, such as predictions with prejudices when dealing with nodes with different sensitive attributes like genders or races, or significantly different prediction performance when facing nodes with different degrees. Existing studies mainly focus on addressing one specific fairness issue, neglecting the fact that a GNN model may face multiple unfairness simultaneously in reality, and addressing only one specific fairness may still leave the GNNs in an unfair status. In this paper, we focus on achieving multiple fairness on GNNs simultaneously, which we call hybrid fairness. To achieve this objective, we propose a novel GNN framework called LibraGNN. Specifically, we adopt a multi-teacher knowledge distillation training framework that successfully unifies the learning paradigms for multiple fairness. To ensure LibraGNN strikes a better trade-off among different fairness, we transform the multi-teacher knowledge distillation into a multi-objective optimization problem and further employ Pareto efficiency for optimization guidance. Finally, a controllable preference vector is introduced to assist LibraGNN in modulating its capability towards various forms of fairness, thereby achieving controllable hybrid fairness. Extensive experiments on three real-world datasets demonstrate the effectiveness of LibraGNN on both hybrid fairness and utility.
GPE: Global Position Embedding for Trajectory Similarity Computation
Authors: Yuanjun Liu, Guanfeng Liu, Qingzhi Ma, Zhixu Li, Lei Zhao, An Liu
Venue: KDD
Year: 2025

Trajectory similarity computation is a fundamental functionality in trajectory data mining, with wide-ranging applications in location-based services. Position embedding, which transforms GPS points into embedding vectors, plays a critical role in learning-based trajectory similarity models. The quality of these embeddings significantly impacts the performance of the models on downstream tasks. Existing methods fail to satisfy all good properties, i.e., global, continuous, unique, and dynamic, thereby limiting the development of trajectory similarity computation in both local and global scenarios. Inspired by linear counting systems, such as the decimal system, we first propose the łambda-base circular system to embed positions on the circle, then introduce the multi-base global embedding method GPE to encode global positions into vectors. Experiments conducted on five real-world datasets with nine baseline methods demonstrate that the GPE achieves state-of-the-art performance across four key evaluations in downstream tasks.
CompressGNN: Accelerating Graph Neural Network Training via Hierarchical Compression
Authors: Zheng Chen, Feng Zhang, Yifei Xia, Wentao Zhang, Xiaowei Zhu, Wenguang Chen, Xiaoyong Du
Venue: KDD
Year: 2025

Graph Neural Networks (GNNs) are widely used in various applications and consist of two main operations: Propagation and Transformation. By permuting and combining these two operations, we can obtain different GNN architectures for different downstream tasks. Despite the effectiveness and popularity of GNNs, their training is time-consuming and memory-intensive, which limits their practical usage. Various methods have been proposed to tackle this issue, such as sampling and distributed training. In this work, we carefully revisit the two basic operations of GNNs and observe two types of redundancy in these operations: 1) propagation data redundancy, and 2) transformation computation redundancy. To address these problems, we propose CompressGNN, a framework that leverages hierarchical compression to accelerate GNNs by reducing data and computational redundancy. The framework comprises a propagation compression module and a transformation compression module. In the propagation compression module, we compress the graph structure to eliminate data redundancy. In the transformation compression module, we achieve computation compression by compressing similar node features at runtime. Extensive experiments demonstrate that our method achieves an average speedup of 2.32× across multiple datasets and models.
Measure Domain's Gap: A Similar Domain Selection Principle for Multi-Domain Recommendation
Authors: Yi Wen, Yue Liu, Derong Xu, Huishi Luo, Pengyue Jia, Yiqing Wu, Siwei Wang, Ke Liang, Maolin Wang, Yiqi Wang, Fuzhen Zhuang, Xiangyu Zhao
Venue: KDD
Year: 2025

Multi-Domain Recommendation (MDR) achieves the desirable recommendation performance by effectively utilizing the transfer information across different domains. Despite the great success, most existing MDR methods adopt a single structure to transfer complex domain-shared knowledge. However, the beneficial transferring information should vary across different domains. When there is knowledge conflict between domains or a domain is of poor quality, unselectively leveraging information from all domains will lead to a serious Negative Transfer Problem (NTP). Therefore, how to effectively model the complex transfer relationships between domains to avoid NTP is still a direction worth exploring. To address these issues, we propose a simple and dynamic Similar Domain Selection Principle (SDSP) for multi-domain recommendation in this paper. SDSP presents the initial exploration of selecting suitable domain knowledge for each domain to alleviate NTP. Specifically, we propose a novel prototype-based domain distance measure to effectively model the complexity relationship between domains. Thereafter, the proposed SDSP can dynamically find similar domains for each domain based on the supervised signals of the domain metrics and the unsupervised distance measure from the learned domain prototype. We emphasize that SDSP is a lightweight method that can be incorporated with existing MDR methods for better performance while not introducing excessive time overheads. To the best of our knowledge, it is the first solution that can explicitly measure domain-level gaps and dynamically select appropriate domains in the MDR field. Extensive experiments on three datasets demonstrate the effectiveness of our proposed method.