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Daily Papers

The project automatically fetches the latest papers from arXiv based on keywords.

The subheadings in the README file represent the search keywords.

Only the most recent articles for each keyword are retained, up to a maximum of 100 papers.

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Last update: 2024-11-15

Time Series

Title Date Abstract Comment
AstroM$^3$: A self-supervised multimodal model for astronomy 2024-11-13
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While machine-learned models are now routinely employed to facilitate astronomical inquiry, model inputs tend to be limited to a primary data source (namely images or time series) and, in the more advanced approaches, some metadata. Yet with the growing use of wide-field, multiplexed observational resources, individual sources of interest often have a broad range of observational modes available. Here we construct an astronomical multimodal dataset and propose AstroM$^3$, a self-supervised pre-training approach that enables a model to learn from multiple modalities simultaneously. Specifically, we extend the CLIP (Contrastive Language-Image Pretraining) model to a trimodal setting, allowing the integration of time-series photometry data, spectra, and astrophysical metadata. In a fine-tuning supervised setting, our results demonstrate that CLIP pre-training improves classification performance for time-series photometry, where accuracy increases from 84.6% to 91.5%. Furthermore, CLIP boosts classification accuracy by up to 12.6% when the availability of labeled data is limited, showing the effectiveness of leveraging larger corpora of unlabeled data. In addition to fine-tuned classification, we can use the trained model in other downstream tasks that are not explicitly contemplated during the construction of the self-supervised model. In particular we show the efficacy of using the learned embeddings for misclassifications identification, similarity search, and anomaly detection. One surprising highlight is the "rediscovery" of Mira subtypes and two Rotational variable subclasses using manifold learning and dimension reduction algorithm. To our knowledge this is the first construction of an $n>2$ mode model in astronomy. Extensions to $n>3$ modes is naturally anticipated with this approach.

Locally Private Sampling with Public Data 2024-11-13
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Local differential privacy (LDP) is increasingly employed in privacy-preserving machine learning to protect user data before sharing it with an untrusted aggregator. Most LDP methods assume that users possess only a single data record, which is a significant limitation since users often gather extensive datasets (e.g., images, text, time-series data) and frequently have access to public datasets. To address this limitation, we propose a locally private sampling framework that leverages both the private and public datasets of each user. Specifically, we assume each user has two distributions: $p$ and $q$ that represent their private dataset and the public dataset, respectively. The objective is to design a mechanism that generates a private sample approximating $p$ while simultaneously preserving $q$. We frame this objective as a minimax optimization problem using $f$-divergence as the utility measure. We fully characterize the minimax optimal mechanisms for general $f$-divergences provided that $p$ and $q$ are discrete distributions. Remarkably, we demonstrate that this optimal mechanism is universal across all $f$-divergences. Experiments validate the effectiveness of our minimax optimal sampler compared to the state-of-the-art locally private sampler.

Accelerating Quasi-Static Time Series Simulations with Foundation Models 2024-11-13
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Quasi-static time series (QSTS) simulations have great potential for evaluating the grid's ability to accommodate the large-scale integration of distributed energy resources. However, as grids expand and operate closer to their limits, iterative power flow solvers, central to QSTS simulations, become computationally prohibitive and face increasing convergence issues. Neural power flow solvers provide a promising alternative, speeding up power flow computations by 3 to 4 orders of magnitude, though they are costly to train. In this paper, we envision how recently introduced grid foundation models could improve the economic viability of neural power flow solvers. Conceptually, these models amortize training costs by serving as a foundation for a range of grid operation and planning tasks beyond power flow solving, with only minimal fine-tuning required. We call for collaboration between the AI and power grid communities to develop and open-source these models, enabling all operators, even those with limited resources, to benefit from AI without building solutions from scratch.

Equal...

Equal contributors: A.P. and F.M.; Lead contact: A.P

Single-grasp deformable object discrimination: the effect of gripper morphology, sensing modalities, and action parameters 2024-11-13
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In haptic object discrimination, the effect of gripper embodiment, action parameters, and sensory channels has not been systematically studied. We used two anthropomorphic hands and two 2-finger grippers to grasp two sets of deformable objects. On the object classification task, we found: (i) among classifiers, SVM on sensory features and LSTM on raw time series performed best across all grippers; (ii) faster compression speeds degraded performance; (iii) generalization to different grasping configurations was limited; transfer to different compression speeds worked well for the Barrett Hand only. Visualization of the feature spaces using PCA showed that gripper morphology and action parameters were the main source of variance, making generalization across embodiment or grip configurations very difficult. On the highly challenging dataset consisting of polyurethane foams alone, only the Barrett Hand achieved excellent performance. Tactile sensors can thus provide a key advantage even if recognition is based on stiffness rather than shape. The data set with 24,000 measurements is publicly available.

13 pages, 8 figures
Quantifying Qualitative Insights: Leveraging LLMs to Market Predict 2024-11-13
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Recent advancements in Large Language Models (LLMs) have the potential to transform financial analytics by integrating numerical and textual data. However, challenges such as insufficient context when fusing multimodal information and the difficulty in measuring the utility of qualitative outputs, which LLMs generate as text, have limited their effectiveness in tasks such as financial forecasting. This study addresses these challenges by leveraging daily reports from securities firms to create high-quality contextual information. The reports are segmented into text-based key factors and combined with numerical data, such as price information, to form context sets. By dynamically updating few-shot examples based on the query time, the sets incorporate the latest information, forming a highly relevant set closely aligned with the query point. Additionally, a crafted prompt is designed to assign scores to the key factors, converting qualitative insights into quantitative results. The derived scores undergo a scaling process, transforming them into real-world values that are used for prediction. Our experiments demonstrate that LLMs outperform time-series models in market forecasting, though challenges such as imperfect reproducibility and limited explainability remain.

7 pages, 4 figures
CLaSP: Learning Concepts for Time-Series Signals from Natural Language Supervision 2024-11-13
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This paper proposes a foundation model called "CLaSP" that can search time series signals using natural language that describes the characteristics of the signals as queries. Previous efforts to represent time series signal data in natural language have had challenges in designing a conventional class of time series signal characteristics, formulating their quantification, and creating a dictionary of synonyms. To overcome these limitations, the proposed method introduces a neural network based on contrastive learning. This network is first trained using the datasets TRUCE and SUSHI, which consist of time series signals and their corresponding natural language descriptions. Previous studies have proposed vocabularies that data analysts use to describe signal characteristics, and SUSHI was designed to cover these terms. We believe that a neural network trained on these datasets will enable data analysts to search using natural language vocabulary. Furthermore, our method does not require a dictionary of predefined synonyms, and it leverages common sense knowledge embedded in a large-scale language model (LLM). Experimental results demonstrate that CLaSP enables natural language search of time series signal data and can accurately learn the points at which signal data changes.

Rethinking the Power of Timestamps for Robust Time Series Forecasting: A Global-Local Fusion Perspective 2024-11-13
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Time series forecasting has played a pivotal role across various industries, including finance, transportation, energy, healthcare, and climate. Due to the abundant seasonal information they contain, timestamps possess the potential to offer robust global guidance for forecasting techniques. However, existing works primarily focus on local observations, with timestamps being treated merely as an optional supplement that remains underutilized. When data gathered from the real world is polluted, the absence of global information will damage the robust prediction capability of these algorithms. To address these problems, we propose a novel framework named GLAFF. Within this framework, the timestamps are modeled individually to capture the global dependencies. Working as a plugin, GLAFF adaptively adjusts the combined weights for global and local information, enabling seamless collaboration with any time series forecasting backbone. Extensive experiments conducted on nine real-world datasets demonstrate that GLAFF significantly enhances the average performance of widely used mainstream forecasting models by 12.5%, surpassing the previous state-of-the-art method by 5.5%.

Accep...

Accepted by NeurIPS 2024

Retrieval Augmented Time Series Forecasting 2024-11-12
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Retrieval-augmented generation (RAG) is a central component of modern LLM systems, particularly in scenarios where up-to-date information is crucial for accurately responding to user queries or when queries exceed the scope of the training data. The advent of time-series foundation models (TSFM), such as Chronos, and the need for effective zero-shot forecasting performance across various time-series domains motivates the question: Do benefits of RAG similarly carry over to time series forecasting? In this paper, we advocate that the dynamic and event-driven nature of time-series data makes RAG a crucial component of TSFMs and introduce a principled RAG framework for time-series forecasting, called Retrieval Augmented Forecasting (RAF). Within RAF, we develop efficient strategies for retrieving related time-series examples and incorporating them into forecast. Through experiments and mechanistic studies, we demonstrate that RAF indeed improves the forecasting accuracy across diverse time series domains and the improvement is more significant for larger TSFM sizes.

SynapsNet: Enhancing Neuronal Population Dynamics Modeling via Learning Functional Connectivity 2024-11-12
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The availability of large-scale neuronal population datasets necessitates new methods to model population dynamics and extract interpretable, scientifically translatable insights. Existing deep learning methods often overlook the biological mechanisms underlying population activity and thus exhibit suboptimal performance with neuronal data and provide little to no interpretable information about neurons and their interactions. In response, we introduce SynapsNet, a novel deep-learning framework that effectively models population dynamics and functional interactions between neurons. Within this biologically realistic framework, each neuron, characterized by a latent embedding, sends and receives currents through directed connections. A shared decoder uses the input current, previous neuronal activity, neuron embedding, and behavioral data to predict the population activity in the next time step. Unlike common sequential models that treat population activity as a multichannel time series, SynapsNet applies its decoder to each neuron (channel) individually, with the learnable functional connectivity serving as the sole pathway for information flow between neurons. Our experiments, conducted on mouse cortical activity from publicly available datasets and recorded using the two most common population recording modalities (Ca imaging and Neuropixels) across three distinct tasks, demonstrate that SynapsNet consistently outperforms existing models in forecasting population activity. Additionally, our experiments on both real and synthetic data showed that SynapsNet accurately learns functional connectivity that reveals predictive interactions between neurons.

The Power of Hard Attention Transformers on Data Sequences: A Formal Language Theoretic Perspective 2024-11-12
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Formal language theory has recently been successfully employed to unravel the power of transformer encoders. This setting is primarily applicable in Natural Language Processing (NLP), as a token embedding function (where a bounded number of tokens is admitted) is first applied before feeding the input to the transformer. On certain kinds of data (e.g. time series), we want our transformers to be able to handle arbitrary input sequences of numbers (or tuples thereof) without a priori limiting the values of these numbers. In this paper, we initiate the study of the expressive power of transformer encoders on sequences of data (i.e. tuples of numbers). Our results indicate an increase in expressive power of hard attention transformers over data sequences, in stark contrast to the case of strings. In particular, we prove that Unique Hard Attention Transformers (UHAT) over inputs as data sequences no longer lie within the circuit complexity class $AC^0$ (even without positional encodings), unlike the case of string inputs, but are still within the complexity class $TC^0$ (even with positional encodings). Over strings, UHAT without positional encodings capture only regular languages. In contrast, we show that over data sequences UHAT can capture non-regular properties. Finally, we show that UHAT capture languages definable in an extension of linear temporal logic with unary numeric predicates and arithmetics.

Convolutional and Deep Learning based techniques for Time Series Ordinal Classification 2024-11-12
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Time Series Classification (TSC) covers the supervised learning problem where input data is provided in the form of series of values observed through repeated measurements over time, and whose objective is to predict the category to which they belong. When the class values are ordinal, classifiers that take this into account can perform better than nominal classifiers. Time Series Ordinal Classification (TSOC) is the field covering this gap, yet unexplored in the literature. There are a wide range of time series problems showing an ordered label structure, and TSC techniques that ignore the order relationship discard useful information. Hence, this paper presents a first benchmarking of TSOC methodologies, exploiting the ordering of the target labels to boost the performance of current TSC state-of-the-art. Both convolutional- and deep learning-based methodologies (among the best performing alternatives for nominal TSC) are adapted for TSOC. For the experiments, a selection of 29 ordinal problems from two well-known archives has been made. In this way, this paper contributes to the establishment of the state-of-the-art in TSOC. The results obtained by ordinal versions are found to be significantly better than current nominal TSC techniques in terms of ordinal performance metrics, outlining the importance of considering the ordering of the labels when dealing with this kind of problems.

13 pa...

13 pages, 9 figures, 2 tables

Towards Vision Mixture of Experts for Wildlife Monitoring on the Edge 2024-11-12
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The explosion of IoT sensors in industrial, consumer and remote sensing use cases has come with unprecedented demand for computing infrastructure to transmit and to analyze petabytes of data. Concurrently, the world is slowly shifting its focus towards more sustainable computing. For these reasons, there has been a recent effort to reduce the footprint of related computing infrastructure, especially by deep learning algorithms, for advanced insight generation. The `TinyML' community is actively proposing methods to save communication bandwidth and excessive cloud storage costs while reducing algorithm inference latency and promoting data privacy. Such proposed approaches should ideally process multiple types of data, including time series, audio, satellite images, and video, near the network edge as multiple data streams has been shown to improve the discriminative ability of learning algorithms, especially for generating fine grained results. Incidentally, there has been recent work on data driven conditional computation of subnetworks that has shown real progress in using a single model to share parameters among very different types of inputs such as images and text, reducing the computation requirement of multi-tower multimodal networks. Inspired by such line of work, we explore similar per patch conditional computation for the first time for mobile vision transformers (vision only case), that will eventually be used for single-tower multimodal edge models. We evaluate the model on Cornell Sap Sucker Woods 60, a fine grained bird species discrimination dataset. Our initial experiments uses $4X$ fewer parameters compared to MobileViTV2-1.0 with a $1$% accuracy drop on the iNaturalist '21 birds test data provided as part of the SSW60 dataset.

A dynamic latent space time series model to assess the spread of mumps in England 2024-11-12
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This work is motivated by an original dataset of reported mumps cases across nine regions of England, and focuses on the modeling of temporal dynamics and time-varying dependency patterns between the observed time series. The goal is to discover the possible presence of latent routes of contagion that go beyond the geographical locations of the regions, and instead may be explained through other non directly observable socio-economic factors. We build upon the recent statistics literature and extend the existing count time series network models by adopting a time-varying latent distance network model. This approach can efficiently capture across-series and across-time dependencies, which are both not directly observed from the data. We adopt a Bayesian hierarchical framework and perform parameter estimation using L-BFGS optimization and Hamiltonian Monte Carlo. We demonstrate with several simulation experiments that the model parameters can be accurately estimated under a variety of realistic dependency settings. Our real data application on mumps cases leads to a detailed view of some possible contagion routes. A critical advantage of our methodology is that it permits clear and interpretable visualizations of the complex relations between the time series and how these relations may evolve over time. The geometric nature of the latent embedding provides useful model based summaries. In particular, we show how to extract a measure of contraction of the inferred latent space, which can be interpreted as an overall risk for the escalation of contagion, at each point in time. Ultimately, the results highlight some possible critical transmission pathways and the role of key regions in driving infection dynamics, offering valuable perspectives that may be considered when designing public health strategies.

28 pa...

28 pages, 20 figures, 5 tables

Testing LRD in the spectral domain for functional time series in manifolds 2024-11-12
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A statistical hypothesis test for long range dependence (LRD) in manifold-supported functional time series is formulated in the spectral domain. The proposed test statistic operator is based on the weighted periodogram operator. It is assumed that the elements of the spectral density operator family are invariant with respect to the group of isometries of the manifold. A Central Limit Theorem is derived to obtain the asymptotic Gaussian distribution of the proposed test statistics operator under the null hypothesis. The rate of convergence to zero, in the Hilbert--Schmidt operator norm, of the bias of the integrated empirical second and fourth order cumulant spectral density operators is established under the alternative hypothesis. The consistency of the test is derived, from the consistency, in the sense of the integrated mean square error, of the weighted periodogram operator under LRD. Our proposal to implement, in practice, the testing approach is based on the temporal-frequency-varying Karhunen-Lo'eve expansion obtained here for invariant random Hilbert-Schmidt kernels on manifolds. A simulation study illustrates the main results regarding asymptotic normality and consistency, and the empirical size and power properties of the proposed testing approach.

No comments
Multimodal Clinical Reasoning through Knowledge-augmented Rationale Generation 2024-11-12
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Clinical rationales play a pivotal role in accurate disease diagnosis; however, many models predominantly use discriminative methods and overlook the importance of generating supportive rationales. Rationale distillation is a process that transfers knowledge from large language models (LLMs) to smaller language models (SLMs), thereby enhancing the latter's ability to break down complex tasks. Despite its benefits, rationale distillation alone is inadequate for addressing domain knowledge limitations in tasks requiring specialized expertise, such as disease diagnosis. Effectively embedding domain knowledge in SLMs poses a significant challenge. While current LLMs are primarily geared toward processing textual data, multimodal LLMs that incorporate time series data, especially electronic health records (EHRs), are still evolving. To tackle these limitations, we introduce ClinRaGen, an SLM optimized for multimodal rationale generation in disease diagnosis. ClinRaGen incorporates a unique knowledge-augmented attention mechanism to merge domain knowledge with time series EHR data, utilizing a stepwise rationale distillation strategy to produce both textual and time series-based clinical rationales. Our evaluations show that ClinRaGen markedly improves the SLM's capability to interpret multimodal EHR data and generate accurate clinical rationales, supporting more reliable disease diagnosis, advancing LLM applications in healthcare, and narrowing the performance divide between LLMs and SLMs.

11 pages. 4 figures
Time Series Modeling for Heart Rate Prediction: From ARIMA to Transformers 2024-11-12
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Cardiovascular disease (CVD) is a leading cause of death globally, necessitating precise forecasting models for monitoring vital signs like heart rate, blood pressure, and ECG. Traditional models, such as ARIMA and Prophet, are limited by their need for manual parameter tuning and challenges in handling noisy, sparse, and highly variable medical data. This study investigates advanced deep learning models, including LSTM, and transformer-based architectures, for predicting heart rate time series from the MIT-BIH Database. Results demonstrate that deep learning models, particularly PatchTST, significantly outperform traditional models across multiple metrics, capturing complex patterns and dependencies more effectively. This research underscores the potential of deep learning to enhance patient monitoring and CVD management, suggesting substantial clinical benefits. Future work should extend these findings to larger, more diverse datasets and real-world clinical applications to further validate and optimize model performance.

Accep...

Accepted by 2024 6th International Conference on Electronic Engineering and Informatics

FM-TS: Flow Matching for Time Series Generation 2024-11-12
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Time series generation has emerged as an essential tool for analyzing temporal data across numerous fields. While diffusion models have recently gained significant attention in generating high-quality time series, they tend to be computationally demanding and reliant on complex stochastic processes. To address these limitations, we introduce FM-TS, a rectified Flow Matching-based framework for Time Series generation, which simplifies the time series generation process by directly optimizing continuous trajectories. This approach avoids the need for iterative sampling or complex noise schedules typically required in diffusion-based models. FM-TS is more efficient in terms of training and inference. Moreover, FM-TS is highly adaptive, supporting both conditional and unconditional time series generation. Notably, through our novel inference design, the model trained in an unconditional setting can seamlessly generalize to conditional tasks without the need for retraining. Extensive benchmarking across both settings demonstrates that FM-TS consistently delivers superior performance compared to existing approaches while being more efficient in terms of training and inference. For instance, in terms of discriminative score, FM-TS achieves 0.005, 0.019, 0.011, 0.005, 0.053, and 0.106 on the Sines, Stocks, ETTh, MuJoCo, Energy, and fMRI unconditional time series datasets, respectively, significantly outperforming the second-best method which achieves 0.006, 0.067, 0.061, 0.008, 0.122, and 0.167 on the same datasets. We have achieved superior performance in solar forecasting and MuJoCo imputation tasks, significantly enhanced by our innovative $t$ power sampling method. The code is available at https://github.com/UNITES-Lab/FMTS.

Simple Contrastive Representation Learning for Time Series Forecasting 2024-11-12
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Contrastive learning methods have shown an impressive ability to learn meaningful representations for image or time series classification. However, these methods are less effective for time series forecasting, as optimization of instance discrimination is not directly applicable to predicting the future state from the historical context. To address these limitations, we propose SimTS, a simple representation learning approach for improving time series forecasting by learning to predict the future from the past in the latent space. SimTS exclusively uses positive pairs and does not depend on negative pairs or specific characteristics of a given time series. In addition, we show the shortcomings of the current contrastive learning framework used for time series forecasting through a detailed ablation study. Overall, our work suggests that SimTS is a promising alternative to other contrastive learning approaches for time series forecasting.

Exten...

Extended version. A shortened version was accepted by the 2024 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), see https://ieeexplore.ieee.org/document/10446875

ODEStream: A Buffer-Free Online Learning Framework with ODE-based Adaptor for Streaming Time Series Forecasting 2024-11-11
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Addressing the challenges of irregularity and concept drift in streaming time series is crucial in real-world predictive modelling. Previous studies in time series continual learning often propose models that require buffering of long sequences, potentially restricting the responsiveness of the inference system. Moreover, these models are typically designed for regularly sampled data, an unrealistic assumption in real-world scenarios. This paper introduces ODEStream, a novel buffer-free continual learning framework that incorporates a temporal isolation layer that integrates temporal dependencies within the data. Simultaneously, it leverages the capability of neural ordinary differential equations to process irregular sequences and generate a continuous data representation, enabling seamless adaptation to changing dynamics in a data streaming scenario. Our approach focuses on learning how the dynamics and distribution of historical data change with time, facilitating the direct processing of streaming sequences. Evaluations on benchmark real-world datasets demonstrate that ODEStream outperforms the state-of-the-art online learning and streaming analysis baselines, providing accurate predictions over extended periods while minimising performance degradation over time by learning how the sequence dynamics change.

Reconstruction of neuromorphic dynamics from a single scalar time series using variational autoencoder and neural network map 2024-11-11
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This paper examines the reconstruction of a family of dynamical systems with neuromorphic behavior using a single scalar time series. A model of a physiological neuron based on the Hodgkin-Huxley formalism is considered. Single time series of one of its variables is shown to be enough to train a neural network that can operate as a discrete time dynamical system with one control parameter. The neural network system is created in two steps. First, the delay-coordinate embedding vectors are constructed form the original time series and their dimension is reduced with by means of a variational autoencoder to obtain the recovered state-space vectors. It is shown that an appropriate reduced dimension can be determined by analyzing the autoencoder training process. Second, pairs of the recovered state-space vectors at consecutive time steps supplied with a constant value playing the role of a control parameter are used to train another neural network to make it operate as a recurrent map. The regimes of thus created neural network system observed when its control parameter is varied are in very good accordance with those of the original system, though they were not explicitly presented during training.

15 pa...

15 pages, 15 figures, 3 tables

Leveraging LSTM for Predictive Modeling of Satellite Clock Bias 2024-11-11
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Satellite clock bias prediction plays a crucial role in enhancing the accuracy of satellite navigation systems. In this paper, we propose an approach utilizing Long Short-Term Memory (LSTM) networks to predict satellite clock bias. We gather data from the PRN 8 satellite of the Galileo and preprocess it to obtain a single difference sequence, crucial for normalizing the data. Normalization allows resampling of the data, ensuring that the predictions are equidistant and complete. Our methodology involves training the LSTM model on varying lengths of datasets, ranging from 7 days to 31 days. We employ a training set consisting of two days' worth of data in each case. Our LSTM model exhibits exceptional accuracy, with a Root Mean Square Error (RMSE) of 2.11 $\times$ 10$^{-11}$. Notably, our approach outperforms traditional methods used for similar time-series forecasting projects, being 170 times more accurate than RNN, 2.3 $\times$ 10$^7$ times more accurate than MLP, and 1.9 $\times$ 10$^4$ times more accurate than ARIMA. This study holds significant potential in enhancing the accuracy and efficiency of low-power receivers used in various devices, particularly those requiring power conservation. By providing more accurate predictions of satellite clock bias, the findings of this research can be integrated into the algorithms of such devices, enabling them to function with heightened precision while conserving power. Improved accuracy in clock bias predictions ensures that low-power receivers can maintain optimal performance levels, thereby enhancing the overall reliability and effectiveness of satellite navigation systems. Consequently, this advancement holds promise for a wide range of applications, including remote areas, IoT devices, wearable technology, and other devices where power efficiency and navigation accuracy are paramount.

6 Pag...

6 Pages, 6 figures (8 sub-figures), 5 Tables Index Terms-LSTM, Satellite Navigation, Deep Learning, Clock Bias

Causal-discovery-based root-cause analysis and its application in time-series prediction error diagnosis 2024-11-11
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Recent rapid advancements of machine learning have greatly enhanced the accuracy of prediction models, but most models remain "black boxes", making prediction error diagnosis challenging, especially with outliers. This lack of transparency hinders trust and reliability in industrial applications. Heuristic attribution methods, while helpful, often fail to capture true causal relationships, leading to inaccurate error attributions. Various root-cause analysis methods have been developed using Shapley values, yet they typically require predefined causal graphs, limiting their applicability for prediction errors in machine learning models. To address these limitations, we introduce the Causal-Discovery-based Root-Cause Analysis (CD-RCA) method that estimates causal relationships between the prediction error and the explanatory variables, without needing a pre-defined causal graph. By simulating synthetic error data, CD-RCA can identify variable contributions to outliers in prediction errors by Shapley values. Extensive simulations show CD-RCA outperforms current heuristic attribution methods, and a sensitivity analysis reveals new patterns where Shapley values may misattribute errors, paving the way for more accurate error attribution methods.

10 pa...

10 pages with 5 figures

Detecting relevant deviations from the white noise assumption for non-stationary time series 2024-11-11
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We consider the problem of detecting deviations from a white noise assumption in time series. Our approach differs from the numerous methods proposed for this purpose with respect to two aspects. First, we allow for non-stationary time series. Second, we address the problem that a white noise test, for example checking the residuals of a model fit, is usually not performed because one believes in this hypothesis, but thinks that the white noise hypothesis may be approximately true, because a postulated models describes the unknown relation well. This reflects a meanwhile classical paradigm of Box(1976) that "all models are wrong but some are useful". We address this point of view by investigating if the maximum deviation of the local autocovariance functions from 0 exceeds a given threshold $\Delta$ that can either be specified by the user or chosen in a data dependent way. The formulation of the problem in this form raises several mathematical challenges, which do not appear when one is testing the classical white noise hypothesis. We use high dimensional Gaussian approximations for dependent data to furnish a bootstrap test, prove its validity and showcase its performance on both synthetic and real data, in particular we inspect log returns of stock prices and show that our approach reflects some observations of Fama(1970) regarding the efficient market hypothesis.

Capturing research literature attitude towards Sustainable Development Goals: an LLM-based topic modeling approach 2024-11-11
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The world is facing a multitude of challenges that hinder the development of human civilization and the well-being of humanity on the planet. The Sustainable Development Goals (SDGs) were formulated by the United Nations in 2015 to address these global challenges by 2030. Natural language processing techniques can help uncover discussions on SDGs within research literature. We propose a completely automated pipeline to 1) fetch content from the Scopus database and prepare datasets dedicated to five groups of SDGs; 2) perform topic modeling, a statistical technique used to identify topics in large collections of textual data; and 3) enable topic exploration through keywords-based search and topic frequency time series extraction. For topic modeling, we leverage the stack of BERTopic scaled up to be applied on large corpora of textual documents (we find hundreds of topics on hundreds of thousands of documents), introducing i) a novel LLM-based embeddings computation for representing scientific abstracts in the continuous space and ii) a hyperparameter optimizer to efficiently find the best configuration for any new big datasets. We additionally produce the visualization of results on interactive dashboards reporting topics' temporal evolution. Results are made inspectable and explorable, contributing to the interpretability of the topic modeling process. Our proposed LLM-based topic modeling pipeline for big-text datasets allows users to capture insights on the evolution of the attitude toward SDGs within scientific abstracts in the 2006-2023 time span. All the results are reproducible by using our system; the workflow can be generalized to be applied at any point in time to any big corpus of textual documents.

27 pa...

27 pages, 8 figures, 5 tables

TX-Gen: Multi-Objective Optimization for Sparse Counterfactual Explanations for Time-Series Classification 2024-11-11
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In time-series classification, understanding model decisions is crucial for their application in high-stakes domains such as healthcare and finance. Counterfactual explanations, which provide insights by presenting alternative inputs that change model predictions, offer a promising solution. However, existing methods for generating counterfactual explanations for time-series data often struggle with balancing key objectives like proximity, sparsity, and validity. In this paper, we introduce TX-Gen, a novel algorithm for generating counterfactual explanations based on the Non-dominated Sorting Genetic Algorithm II (NSGA-II). TX-Gen leverages evolutionary multi-objective optimization to find a diverse set of counterfactuals that are both sparse and valid, while maintaining minimal dissimilarity to the original time series. By incorporating a flexible reference-guided mechanism, our method improves the plausibility and interpretability of the counterfactuals without relying on predefined assumptions. Extensive experiments on benchmark datasets demonstrate that TX-Gen outperforms existing methods in generating high-quality counterfactuals, making time-series models more transparent and interpretable.

Accep...

Accepted to EXPLAINS 2024

MP-PINN: A Multi-Phase Physics-Informed Neural Network for Epidemic Forecasting 2024-11-11
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Forecasting temporal processes such as virus spreading in epidemics often requires more than just observed time-series data, especially at the beginning of a wave when data is limited. Traditional methods employ mechanistic models like the SIR family, which make strong assumptions about the underlying spreading process, often represented as a small set of compact differential equations. Data-driven methods such as deep neural networks make no such assumptions and can capture the generative process in more detail, but fail in long-term forecasting due to data limitations. We propose a new hybrid method called MP-PINN (Multi-Phase Physics-Informed Neural Network) to overcome the limitations of these two major approaches. MP-PINN instils the spreading mechanism into a neural network, enabling the mechanism to update in phases over time, reflecting the dynamics of the epidemics due to policy interventions. Experiments on COVID-19 waves demonstrate that MP-PINN achieves superior performance over pure data-driven or model-driven approaches for both short-term and long-term forecasting.

Research on an intelligent fault diagnosis method for nuclear power plants based on ETCN-SSA combined algorithm 2024-11-11
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Utilizing fault diagnosis methods is crucial for nuclear power professionals to achieve efficient and accurate fault diagnosis for nuclear power plants (NPPs). The performance of traditional methods is limited by their dependence on complex feature extraction and skilled expert knowledge, which can be time-consuming and subjective. This paper proposes a novel intelligent fault diagnosis method for NPPs that combines enhanced temporal convolutional network (ETCN) with sparrow search algorithm (SSA). ETCN utilizes temporal convolutional network (TCN), self-attention (SA) mechanism and residual block for enhancing performance. ETCN excels at extracting local features and capturing time series information, while SSA adaptively optimizes its hyperparameters for superior performance. The proposed method's performance is experimentally verified on a CPR1000 simulation dataset. Compared to other advanced intelligent fault diagnosis methods, the proposed one demonstrates superior performance across all evaluation metrics. This makes it a promising tool for NPP intelligent fault diagnosis, ultimately enhancing operational reliability.

Multi-Modal Forecaster: Jointly Predicting Time Series and Textual Data 2024-11-11
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Current forecasting approaches are largely unimodal and ignore the rich textual data that often accompany the time series due to lack of well-curated multimodal benchmark dataset. In this work, we develop TimeText Corpus (TTC), a carefully curated, time-aligned text and time dataset for multimodal forecasting. Our dataset is composed of sequences of numbers and text aligned to timestamps, and includes data from two different domains: climate science and healthcare. Our data is a significant contribution to the rare selection of available multimodal datasets. We also propose the Hybrid Multi-Modal Forecaster (Hybrid-MMF), a multimodal LLM that jointly forecasts both text and time series data using shared embeddings. However, contrary to our expectations, our Hybrid-MMF model does not outperform existing baselines in our experiments. This negative result highlights the challenges inherent in multimodal forecasting. Our code and data are available at https://github.com/Rose-STL-Lab/Multimodal_ Forecasting.

21 pa...

21 pages, 4 tables, 2 figures

GIFT-Eval: A Benchmark For General Time Series Forecasting Model Evaluation 2024-11-11
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Time series foundation models excel in zero-shot forecasting, handling diverse tasks without explicit training. However, the advancement of these models has been hindered by the lack of comprehensive benchmarks. To address this gap, we introduce the General Time Series Forecasting Model Evaluation, GIFT-Eval, a pioneering benchmark aimed at promoting evaluation across diverse datasets. GIFT-Eval encompasses 23 datasets over 144,000 time series and 177 million data points, spanning seven domains, 10 frequencies, multivariate inputs, and prediction lengths ranging from short to long-term forecasts. To facilitate the effective pretraining and evaluation of foundation models, we also provide a non-leaking pretraining dataset containing approximately 230 billion data points. Additionally, we provide a comprehensive analysis of 17 baselines, which includes statistical models, deep learning models, and foundation models. We discuss each model in the context of various benchmark characteristics and offer a qualitative analysis that spans both deep learning and foundation models. We believe the insights from this analysis, along with access to this new standard zero-shot time series forecasting benchmark, will guide future developments in time series foundation models. Code, data, and the leaderboard can be found at https://github.com/SalesforceAIResearch/gift-eval .

TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables 2024-11-11
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Deep models have demonstrated remarkable performance in time series forecasting. However, due to the partially-observed nature of real-world applications, solely focusing on the target of interest, so-called endogenous variables, is usually insufficient to guarantee accurate forecasting. Notably, a system is often recorded into multiple variables, where the exogenous variables can provide valuable external information for endogenous variables. Thus, unlike well-established multivariate or univariate forecasting paradigms that either treat all the variables equally or ignore exogenous information, this paper focuses on a more practical setting: time series forecasting with exogenous variables. We propose a novel approach, TimeXer, to ingest external information to enhance the forecasting of endogenous variables. With deftly designed embedding layers, TimeXer empowers the canonical Transformer with the ability to reconcile endogenous and exogenous information, where patch-wise self-attention and variate-wise cross-attention are used simultaneously. Moreover, global endogenous tokens are learned to effectively bridge the causal information underlying exogenous series into endogenous temporal patches. Experimentally, TimeXer achieves consistent state-of-the-art performance on twelve real-world forecasting benchmarks and exhibits notable generality and scalability. Code is available at this repository: https://github.com/thuml/TimeXer.

Implicit Reasoning in Deep Time Series Forecasting 2024-11-10
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Recently, time series foundation models have shown promising zero-shot forecasting performance on time series from a wide range of domains. However, it remains unclear whether their success stems from a true understanding of temporal dynamics or simply from memorizing the training data. While implicit reasoning in language models has been studied, similar evaluations for time series models have been largely unexplored. This work takes an initial step toward assessing the reasoning abilities of deep time series forecasting models. We find that certain linear, MLP-based, and patch-based Transformer models generalize effectively in systematically orchestrated out-of-distribution scenarios, suggesting underexplored reasoning capabilities beyond simple pattern memorization.

Generalized Principal Component Analysis for Large-dimensional Matrix Factor Model 2024-11-10
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Matrix factor models have been growing popular dimension reduction tools for large-dimensional matrix time series. However, the heteroscedasticity of the idiosyncratic components has barely received any attention. Starting from the pseudo likelihood function, this paper introduces a Generalized Principal Component Analysis (GPCA) method for matrix factor model which takes the heteroscedasticity into account. Theoretically, we first derive the asymptotic distribution of the GPCA estimators by assuming the separable covariance matrices are known in advance. We then propose adaptive thresholding estimators for the separable covariance matrices and show that this would not alter the asymptotic distribution of the GPCA estimators under certain regular sparsity conditions in the high-dimensional covariance matrix estimation literature. The GPCA estimators are shown to be more efficient than the state-of-the-art methods under certain heteroscedasticity conditions. Thorough numerical studies are conducted to demonstrate the superiority of our method over the existing approaches. Analysis of a financial portfolio dataset illustrates the empirical usefulness of the proposed method.

Conditioning non-linear and infinite-dimensional diffusion processes 2024-11-10
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Generative diffusion models and many stochastic models in science and engineering naturally live in infinite dimensions before discretisation. To incorporate observed data for statistical and learning tasks, one needs to condition on observations. While recent work has treated conditioning linear processes in infinite dimensions, conditioning non-linear processes in infinite dimensions has not been explored. This paper conditions function valued stochastic processes without prior discretisation. To do so, we use an infinite-dimensional version of Girsanov's theorem to condition a function-valued stochastic process, leading to a stochastic differential equation (SDE) for the conditioned process involving the score. We apply this technique to do time series analysis for shapes of organisms in evolutionary biology, where we discretise via the Fourier basis and then learn the coefficients of the score function with score matching methods.

Local vs. Global Models for Hierarchical Forecasting 2024-11-10
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Hierarchical time series forecasting plays a crucial role in decision-making in various domains while presenting significant challenges for modelling as they involve multiple levels of aggregation, constraints, and availability of information. This study explores the influence of distinct information utilisation on the accuracy of hierarchical forecasts, proposing and evaluating locals and a range of Global Forecasting Models (GFMs). In contrast to local models, which forecast each series independently, we develop GFMs to exploit cross-series and cross-hierarchies information, improving both forecasting performance and computational efficiency. We employ reconciliation methods to ensure coherency in forecasts and use the Mean Absolute Scaled Error (MASE) and Multiple Comparisons with the Best (MCB) tests to assess statistical significance. The findings indicate that GFMs possess significant advantages for hierarchical forecasting, providing more accurate and computationally efficient solutions across different levels in a hierarchy. Two specific GFMs based on LightGBM are introduced, demonstrating superior accuracy and lower model complexity than their counterpart local models and conventional methods such as Exponential Smoothing (ES) and Autoregressive Integrated Moving Average (ARIMA).

Data-driven ODE modeling of the high-frequency complex dynamics via a low-frequency dynamics model 2024-11-10
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In our previous paper [N. Tsutsumi, K. Nakai and Y. Saiki, Chaos 32, 091101 (2022)], we proposed a method for constructing a system of differential equations of chaotic behavior from only observable deterministic time series, which we call the radial function-based regression (RfR) method. However, when the targeted variable's behavior is rather complex, the direct application of the RfR method does not function well. In this study, we propose a novel method of modeling such dynamics, including the high-frequency intermittent behavior of a fluid flow, by considering another variable (base variable) showing relatively simple, less intermittent behavior. We construct an autonomous joint model composed of two parts: the first is an autonomous system of a base variable, and the other concerns the targeted variable being affected by a term involving the base variable to demonstrate complex dynamics. The constructed joint model succeeded in not only inferring a short trajectory but also reconstructing chaotic sets and statistical properties obtained from a long trajectory such as the density distributions of the actual dynamics.

7pages, 6figures
When are dynamical systems learned from time series data statistically accurate? 2024-11-09
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Conventional notions of generalization often fail to describe the ability of learned models to capture meaningful information from dynamical data. A neural network that learns complex dynamics with a small test error may still fail to reproduce its \emph{physical} behavior, including associated statistical moments and Lyapunov exponents. To address this gap, we propose an ergodic theoretic approach to generalization of complex dynamical models learned from time series data. Our main contribution is to define and analyze generalization of a broad suite of neural representations of classes of ergodic systems, including chaotic systems, in a way that captures emulating underlying invariant, physical measures. Our results provide theoretical justification for why regression methods for generators of dynamical systems (Neural ODEs) fail to generalize, and why their statistical accuracy improves upon adding Jacobian information during training. We verify our results on a number of ergodic chaotic systems and neural network parameterizations, including MLPs, ResNets, Fourier Neural layers, and RNNs.

in NeuRIPS 2024
Acoustic Volume Rendering for Neural Impulse Response Fields 2024-11-09
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Realistic audio synthesis that captures accurate acoustic phenomena is essential for creating immersive experiences in virtual and augmented reality. Synthesizing the sound received at any position relies on the estimation of impulse response (IR), which characterizes how sound propagates in one scene along different paths before arriving at the listener's position. In this paper, we present Acoustic Volume Rendering (AVR), a novel approach that adapts volume rendering techniques to model acoustic impulse responses. While volume rendering has been successful in modeling radiance fields for images and neural scene representations, IRs present unique challenges as time-series signals. To address these challenges, we introduce frequency-domain volume rendering and use spherical integration to fit the IR measurements. Our method constructs an impulse response field that inherently encodes wave propagation principles and achieves state-of-the-art performance in synthesizing impulse responses for novel poses. Experiments show that AVR surpasses current leading methods by a substantial margin. Additionally, we develop an acoustic simulation platform, AcoustiX, which provides more accurate and realistic IR simulations than existing simulators. Code for AVR and AcoustiX are available at https://zitonglan.github.io/avr.

NeurI...

NeurIPS 2024 Spotlight

Scaling Law for Time Series Forecasting 2024-11-09
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Scaling law that rewards large datasets, complex models and enhanced data granularity has been observed in various fields of deep learning. Yet, studies on time series forecasting have cast doubt on scaling behaviors of deep learning methods for time series forecasting: while more training data improves performance, more capable models do not always outperform less capable models, and longer input horizons may hurt performance for some models. We propose a theory for scaling law for time series forecasting that can explain these seemingly abnormal behaviors. We take into account the impact of dataset size and model complexity, as well as time series data granularity, particularly focusing on the look-back horizon, an aspect that has been unexplored in previous theories. Furthermore, we empirically evaluate various models using a diverse set of time series forecasting datasets, which (1) verifies the validity of scaling law on dataset size and model complexity within the realm of time series forecasting, and (2) validates our theoretical framework, particularly regarding the influence of look back horizon. We hope our findings may inspire new models targeting time series forecasting datasets of limited size, as well as large foundational datasets and models for time series forecasting in future work. Code for our experiments has been made public at https://github.com/JingzheShi/ScalingLawForTimeSeriesForecasting.

Accep...

Accepted by NeurIPS 2024

FAN: Fourier Analysis Networks 2024-11-09
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Despite the remarkable success achieved by neural networks, particularly those represented by MLP and Transformer, we reveal that they exhibit potential flaws in the modeling and reasoning of periodicity, i.e., they tend to memorize the periodic data rather than genuinely understanding the underlying principles of periodicity. However, periodicity is a crucial trait in various forms of reasoning and generalization, underpinning predictability across natural and engineered systems through recurring patterns in observations. In this paper, we propose FAN, a novel network architecture based on Fourier Analysis, which empowers the ability to efficiently model and reason about periodic phenomena. By introducing Fourier Series, the periodicity is naturally integrated into the structure and computational processes of the neural network, thus achieving a more accurate expression and prediction of periodic patterns. As a promising substitute to multi-layer perceptron (MLP), FAN can seamlessly replace MLP in various models with fewer parameters and FLOPs. Through extensive experiments, we demonstrate the effectiveness of FAN in modeling and reasoning about periodic functions, and the superiority and generalizability of FAN across a range of real-world tasks, including symbolic formula representation, time series forecasting, and language modeling.

Early Prediction of Natural Gas Pipeline Leaks Using the MKTCN Model 2024-11-09
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Natural gas pipeline leaks pose severe risks, leading to substantial economic losses and potential hazards to human safety. In this study, we develop an accurate model for the early prediction of pipeline leaks. To the best of our knowledge, unlike previous anomaly detection, this is the first application to use internal pipeline data for early prediction of leaks. The modeling process addresses two main challenges: long-term dependencies and sample imbalance. First, we introduce a dilated convolution-based prediction model to capture long-term dependencies, as dilated convolution expands the model's receptive field without added computational cost. Second, to mitigate sample imbalance, we propose the MKTCN model, which incorporates the Kolmogorov-Arnold Network as the fully connected layer in a dilated convolution model, enhancing network generalization. Finally, we validate the MKTCN model through extensive experiments on two real-world datasets. Results demonstrate that MKTCN outperforms in generalization and classification, particularly under severe data imbalance, and effectively predicts leaks up to 5000 seconds in advance. Overall, the MKTCN model represents a significant advancement in early pipeline leak prediction, providing robust generalization and improved modeling of the long-term dependencies inherent in multi-dimensional time-series data.

12 pages, 6 figures
A Survey on Kolmogorov-Arnold Network 2024-11-09
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This systematic review explores the theoretical foundations, evolution, applications, and future potential of Kolmogorov-Arnold Networks (KAN), a neural network model inspired by the Kolmogorov-Arnold representation theorem. KANs distinguish themselves from traditional neural networks by using learnable, spline-parameterized functions instead of fixed activation functions, allowing for flexible and interpretable representations of high-dimensional functions. This review details KAN's architectural strengths, including adaptive edge-based activation functions that improve parameter efficiency and scalability in applications such as time series forecasting, computational biomedicine, and graph learning. Key advancements, including Temporal-KAN, FastKAN, and Partial Differential Equation (PDE) KAN, illustrate KAN's growing applicability in dynamic environments, enhancing interpretability, computational efficiency, and adaptability for complex function approximation tasks. Additionally, this paper discusses KAN's integration with other architectures, such as convolutional, recurrent, and transformer-based models, showcasing its versatility in complementing established neural networks for tasks requiring hybrid approaches. Despite its strengths, KAN faces computational challenges in high-dimensional and noisy data settings, motivating ongoing research into optimization strategies, regularization techniques, and hybrid models. This paper highlights KAN's role in modern neural architectures and outlines future directions to improve its computational efficiency, interpretability, and scalability in data-intensive applications.

BreakGPT: Leveraging Large Language Models for Predicting Asset Price Surges 2024-11-09
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This paper introduces BreakGPT, a novel large language model (LLM) architecture adapted specifically for time series forecasting and the prediction of sharp upward movements in asset prices. By leveraging both the capabilities of LLMs and Transformer-based models, this study evaluates BreakGPT and other Transformer-based models for their ability to address the unique challenges posed by highly volatile financial markets. The primary contribution of this work lies in demonstrating the effectiveness of combining time series representation learning with LLM prediction frameworks. We showcase BreakGPT as a promising solution for financial forecasting with minimal training and as a strong competitor for capturing both local and global temporal dependencies.

CQUESST: A dynamical stochastic framework for predicting soil-carbon sequestration 2024-11-09
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A statistical framework we call CQUESST (Carbon Quantification and Uncertainty from Evolutionary Soil STochastics), which models carbon sequestration and cycling in soils, is applied to a long-running agricultural experiment that controls for crop type, tillage, and season. The experiment, known as the Millenium Tillage Trial (MTT), ran on 42 field-plots for ten years from 2000-2010; here CQUESST is used to model soil carbon dynamically in six pools, in each of the 42 agricultural plots, and on a monthly time step for a decade. We show how CQUESST can be used to estimate soil-carbon cycling rates under different treatments. Our methods provide much-needed statistical tools for quantitatively inferring the effectiveness of different experimental treatments on soil-carbon sequestration. The decade-long data are of multiple observation types, and these interacting time series are ingested into a fully Bayesian model that has a dynamic stochastic model of multiple pools of soil carbon at its core. CQUESST's stochastic model is motivated by the deterministic RothC soil-carbon model based on nonlinear difference equations. We demonstrate how CQUESST can estimate soil-carbon fluxes for different experimental treatments while acknowledging uncertainties in soil-carbon dynamics, in physical parameters, and in observations. CQUESST is implemented efficiently in the probabilistic programming language Stan using its MapReduce parallelization, and it scales well for large numbers of field-plots, using software libraries that allow for computation to be shared over multiple nodes of high-performance computing clusters.

Time-MMD: Multi-Domain Multimodal Dataset for Time Series Analysis 2024-11-09
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Time series data are ubiquitous across a wide range of real-world domains. While real-world time series analysis (TSA) requires human experts to integrate numerical series data with multimodal domain-specific knowledge, most existing TSA models rely solely on numerical data, overlooking the significance of information beyond numerical series. This oversight is due to the untapped potential of textual series data and the absence of a comprehensive, high-quality multimodal dataset. To overcome this obstacle, we introduce Time-MMD, the first multi-domain, multimodal time series dataset covering 9 primary data domains. Time-MMD ensures fine-grained modality alignment, eliminates data contamination, and provides high usability. Additionally, we develop MM-TSFlib, the first multimodal time-series forecasting (TSF) library, seamlessly pipelining multimodal TSF evaluations based on Time-MMD for in-depth analyses. Extensive experiments conducted on Time-MMD through MM-TSFlib demonstrate significant performance enhancements by extending unimodal TSF to multimodality, evidenced by over 15% mean squared error reduction in general, and up to 40% in domains with rich textual data. More importantly, our datasets and library revolutionize broader applications, impacts, research topics to advance TSA. The dataset and library are available at https://github.com/AdityaLab/Time-MMD and https://github.com/AdityaLab/MM-TSFlib.

Accep...

Accepted by NeurIPS 2024 Datasets and Benchmarks Track

A Picture is Worth A Thousand Numbers: Enabling LLMs Reason about Time Series via Visualization 2024-11-09
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Large language models (LLMs), with demonstrated reasoning abilities across multiple domains, are largely underexplored for time-series reasoning (TsR), which is ubiquitous in the real world. In this work, we propose TimerBed, the first comprehensive testbed for evaluating LLMs' TsR performance. Specifically, TimerBed includes stratified reasoning patterns with real-world tasks, comprehensive combinations of LLMs and reasoning strategies, and various supervised models as comparison anchors. We perform extensive experiments with TimerBed, test multiple current beliefs, and verify the initial failures of LLMs in TsR, evidenced by the ineffectiveness of zero shot (ZST) and performance degradation of few shot in-context learning (ICL). Further, we identify one possible root cause: the numerical modeling of data. To address this, we propose a prompt-based solution VL-Time, using visualization-modeled data and language-guided reasoning. Experimental results demonstrate that Vl-Time enables multimodal LLMs to be non-trivial ZST and powerful ICL reasoners for time series, achieving about 140% average performance improvement and 99% average token costs reduction.

Approaching multifractal complexity in decentralized cryptocurrency trading 2024-11-08
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Multifractality is a concept that helps compactly grasping the most essential features of the financial dynamics. In its fully developed form, this concept applies to essentially all mature financial markets and even to more liquid cryptocurrencies traded on the centralized exchanges. A new element that adds complexity to cryptocurrency markets is the possibility of decentralized trading. Based on the extracted tick-by-tick transaction data from the Universal Router contract of the Uniswap decentralized exchange, from June 6, 2023, to June 30, 2024, the present study using Multifractal Detrended Fluctuation Analysis (MFDFA) shows that even though liquidity on these new exchanges is still much lower compared to centralized exchanges convincing traces of multifractality are already emerging on this new trading as well. The resulting multifractal spectra are however strongly left-side asymmetric which indicates that this multifractality comes primarily from large fluctuations and small ones are more of the uncorrelated noise type. What is particularly interesting here is the fact that multifractality is more developed for time series representing transaction volumes than rates of return. On the level of these larger events a trace of multifractal cross-correlations between the two characteristics is also observed.

From CNN to ConvRNN: Adapting Visualization Techniques for Time-Series Anomaly Detection 2024-11-08
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Nowadays, neural networks are commonly used to solve various problems. Unfortunately, despite their effectiveness, they are often perceived as black boxes capable of providing answers without explaining their decisions, which raises numerous ethical and legal concerns. Fortunately, the field of explainability helps users understand these results. This aspect of machine learning allows users to grasp the decision-making process of a model and verify the relevance of its outcomes. In this article, we focus on the learning process carried out by a time distributed convRNN, which performs anomaly detection from video data.

Response Theory via Generative Score Modeling 2024-11-08
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We introduce an approach for analyzing the responses of dynamical systems to external perturbations that combines score-based generative modeling with the Generalized Fluctuation-Dissipation Theorem (GFDT). The methodology enables accurate estimation of system responses, including those with non-Gaussian statistics. We numerically validate our approach using time-series data from three different stochastic partial differential equations of increasing complexity: an Ornstein-Uhlenbeck process with spatially correlated noise, a modified stochastic Allen-Cahn equation, and the 2D Navier-Stokes equations. We demonstrate the improved accuracy of the methodology over conventional methods and discuss its potential as a versatile tool for predicting the statistical behavior of complex dynamical systems.

In pr...

In press. Includes supplementary material in the file supp_material.pdf

Using Time-Aware Graph Neural Networks to Predict Temporal Centralities in Dynamic Graphs 2024-11-08
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Node centralities play a pivotal role in network science, social network analysis, and recommender systems. In temporal data, static path-based centralities like closeness or betweenness can give misleading results about the true importance of nodes in a temporal graph. To address this issue, temporal generalizations of betweenness and closeness have been defined that are based on the shortest time-respecting paths between pairs of nodes. However, a major issue of those generalizations is that the calculation of such paths is computationally expensive. Addressing this issue, we study the application of De Bruijn Graph Neural Networks (DBGNN), a time-aware graph neural network architecture, to predict temporal path-based centralities in time series data. We experimentally evaluate our approach in 13 temporal graphs from biological and social systems and show that it considerably improves the prediction of betweenness and closeness centrality compared to (i) a static Graph Convolutional Neural Network, (ii) an efficient sampling-based approximation technique for temporal betweenness, and (iii) two state-of-the-art time-aware graph learning techniques for dynamic graphs.

Accep...

Accepted at NeurIPS 2024

Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series 2024-11-08
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This paper proposes a Matrix Error Correction Model to identify cointegration relations in matrix-valued time series. We hereby allow separate cointegrating relations along the rows and columns of the matrix-valued time series and use information criteria to select the cointegration ranks. Through Monte Carlo simulations and a macroeconomic application, we demonstrate that our approach provides a reliable estimation of the number of cointegrating relationships.

10 pages, 2 figures
Machine learning-driven Anomaly Detection and Forecasting for Euclid Space Telescope Operations 2024-11-08
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State-of-the-art space science missions increasingly rely on automation due to spacecraft complexity and the costs of human oversight. The high volume of data, including scientific and telemetry data, makes manual inspection challenging. Machine learning offers significant potential to meet these demands. The Euclid space telescope, in its survey phase since February 2024, exemplifies this shift. Euclid's success depends on accurate monitoring and interpretation of housekeeping telemetry and science-derived data. Thousands of telemetry parameters, monitored as time series, may or may not impact the quality of scientific data. These parameters have complex interdependencies, often due to physical relationships (e.g., proximity of temperature sensors). Optimising science operations requires careful anomaly detection and identification of hidden parameter states. Moreover, understanding the interactions between known anomalies and physical quantities is crucial yet complex, as related parameters may display anomalies with varied timing and intensity. We address these challenges by analysing temperature anomalies in Euclid's telemetry from February to August 2024, focusing on eleven temperature parameters and 35 covariates. We use a predictive XGBoost model to forecast temperatures based on historical values, detecting anomalies as deviations from predictions. A second XGBoost model predicts anomalies from covariates, capturing their relationships to temperature anomalies. We identify the top three anomalies per parameter and analyse their interactions with covariates using SHAP (Shapley Additive Explanations), enabling rapid, automated analysis of complex parameter relationships. Our method demonstrates how machine learning can enhance telemetry monitoring, offering scalable solutions for other missions with similar data challenges.

Prese...

Presented at IAC 2024

Unmasking the Role of Remote Sensors in Comfort, Energy and Demand Response 2024-11-08
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In single-zone multi-node systems (SZMRSs), temperature controls rely on a single probe near the thermostat, resulting in temperature discrepancies that cause thermal discomfort and energy waste. Augmenting smart thermostats (STs) with per-room sensors has gained acceptance by major ST manufacturers. This paper leverages additional sensory information to empirically characterize the services provided by buildings, including thermal comfort, energy efficiency, and demand response (DR). Utilizing room-level time-series data from 1,000 houses, metadata from 110,000 houses across the United States, and data from two real-world testbeds, we examine the limitations of SZMNSs and explore the potential of remote sensors. We discovered that comfortable DR durations (CDRDs) for rooms are typically 70% longer or 40% shorter than for the room with the thermostat. When averaging, rooms at the control temperature's bounds are typically deviated around -3{\deg}F to 2.5{\deg}F from the average. Moreover, in 95% of houses, we identified rooms experiencing notably higher solar gains compared to the rest of the rooms, while 85% and 70% of houses demonstrated lower heat input and poor insulation, respectively. Lastly, it became evident that the consumption of cooling energy escalates with the increase in the number of sensors, whereas heating usage experiences fluctuations ranging from -19% to +25%. This study serves as a benchmark for assessing the thermal comfort and DR services in the existing housing stock, while also highlighting the energy efficiency impacts of sensing technologies. Our approach sets the stage for more granular, precise control strategies of SZMNSs.

13 Fi...

13 Figures, 8 Tables, 25 Pages. Published in Data-Centric Engineering Journal

Discovering Latent Structural Causal Models from Spatio-Temporal Data 2024-11-08
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Many important phenomena in scientific fields such as climate, neuroscience, and epidemiology are naturally represented as spatiotemporal gridded data with complex interactions. For example, in climate science, researchers aim to uncover how large-scale events, such as the North Atlantic Oscillation (NAO) and the Antarctic Oscillation (AAO), influence other global processes. Inferring causal relationships from these data is a challenging problem compounded by the high dimensionality of such data and the correlations between spatially proximate points. We present SPACY (SPAtiotemporal Causal discoverY), a novel framework based on variational inference, designed to explicitly model latent time-series and their causal relationships from spatially confined modes in the data. Our method uses an end-to-end training process that maximizes an evidence-lower bound (ELBO) for the data likelihood. Theoretically, we show that, under some conditions, the latent variables are identifiable up to transformation by an invertible matrix. Empirically, we show that SPACY outperforms state-of-the-art baselines on synthetic data, remains scalable for large grids, and identifies key known phenomena from real-world climate data.

Robust estimation for high-dimensional time series with heavy tails 2024-11-07
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We study in this paper the problem of least absolute deviation (LAD) regression for high-dimensional heavy-tailed time series which have finite $\alpha$-th moment with $\alpha \in (1,2]$. To handle the heavy-tailed dependent data, we propose a Catoni type truncated minimization problem framework and obtain an $\mathcal{O}\big( \big( (d_1+d_2) (d_1\land d_2) \log^2 n / n \big)^{(\alpha - 1)/\alpha} \big)$ order excess risk, where $d_1$ and $d_2$ are the dimensionality and $n$ is the number of samples. We apply our result to study the LAD regression on high-dimensional heavy-tailed vector autoregressive (VAR) process. Simulations for the VAR($p$) model show that our new estimator with truncation are essential because the risk of the classical LAD has a tendency to blow up. We further apply our estimation to the real data and find that ours fits the data better than the classical LAD.

Multivariate Probabilistic Time Series Forecasting with Correlated Errors 2024-11-07
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Accurately modeling the correlation structure of errors is critical for reliable uncertainty quantification in probabilistic time series forecasting. While recent deep learning models for multivariate time series have developed efficient parameterizations for time-varying contemporaneous covariance, but they often assume temporal independence of errors for simplicity. However, real-world data often exhibit significant error autocorrelation and cross-lag correlation due to factors such as missing covariates. In this paper, we introduce a plug-and-play method that learns the covariance structure of errors over multiple steps for autoregressive models with Gaussian-distributed errors. To ensure scalable inference and computational efficiency, we model the contemporaneous covariance using a low-rank-plus-diagonal parameterization and capture cross-covariance through a group of independent latent temporal processes. The learned covariance matrix is then used to calibrate predictions based on observed residuals. We evaluate our method on probabilistic models built on RNNs and Transformer architectures, and the results confirm the effectiveness of our approach in improving predictive accuracy and uncertainty quantification without significantly increasing the parameter size.

38th ...

38th Conference on Neural Information Processing Systems (NeurIPS 2024). This paper extends the work presented in arXiv:2305.17028 to a multivariate setting

Which bits went where? Past and future transfer entropy decomposition with the information bottleneck 2024-11-07
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Whether the system under study is a shoal of fish, a collection of neurons, or a set of interacting atmospheric and oceanic processes, transfer entropy measures the flow of information between time series and can detect possible causal relationships. Much like mutual information, transfer entropy is generally reported as a single value summarizing an amount of shared variation, yet a more fine-grained accounting might illuminate much about the processes under study. Here we propose to decompose transfer entropy and localize the bits of variation on both sides of information flow: that of the originating process's past and that of the receiving process's future. We employ the information bottleneck (IB) to compress the time series and identify the transferred entropy. We apply our method to decompose the transfer entropy in several synthetic recurrent processes and an experimental mouse dataset of concurrent behavioral and neural activity. Our approach highlights the nuanced dynamics within information flow, laying a foundation for future explorations into the intricate interplay of temporal processes in complex systems.

NeurI...

NeurIPS 2024 workshop "Machine learning and the physical sciences" Camera ready

C3T: Cross-modal Transfer Through Time for Human Action Recognition 2024-11-07
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In order to unlock the potential of diverse sensors, we investigate a method to transfer knowledge between modalities using the structure of a unified multimodal representation space for Human Action Recognition (HAR). We formalize and explore an understudied cross-modal transfer setting we term Unsupervised Modality Adaptation (UMA), where the modality used in testing is not used in supervised training, i.e. zero labeled instances of the test modality are available during training. We develop three methods to perform UMA: Student-Teacher (ST), Contrastive Alignment (CA), and Cross-modal Transfer Through Time (C3T). Our extensive experiments on various camera+IMU datasets compare these methods to each other in the UMA setting, and to their empirical upper bound in the supervised setting. The results indicate C3T is the most robust and highest performing by at least a margin of 8%, and nears the supervised setting performance even in the presence of temporal noise. This method introduces a novel mechanism for aligning signals across time-varying latent vectors, extracted from the receptive field of temporal convolutions. Our findings suggest that C3T has significant potential for developing generalizable models for time-series sensor data, opening new avenues for multi-modal learning in various applications.

Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Series 2024-11-07
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Large pre-trained models excel in zero/few-shot learning for language and vision tasks but face challenges in multivariate time series (TS) forecasting due to diverse data characteristics. Consequently, recent research efforts have focused on developing pre-trained TS forecasting models. These models, whether built from scratch or adapted from large language models (LLMs), excel in zero/few-shot forecasting tasks. However, they are limited by slow performance, high computational demands, and neglect of cross-channel and exogenous correlations. To address this, we introduce Tiny Time Mixers (TTM), a compact model (starting from 1M parameters) with effective transfer learning capabilities, trained exclusively on public TS datasets. TTM, based on the light-weight TSMixer architecture, incorporates innovations like adaptive patching, diverse resolution sampling, and resolution prefix tuning to handle pre-training on varied dataset resolutions with minimal model capacity. Additionally, it employs multi-level modeling to capture channel correlations and infuse exogenous signals during fine-tuning. TTM outperforms existing popular benchmarks in zero/few-shot forecasting by (4-40%), while reducing computational requirements significantly. Moreover, TTMs are lightweight and can be executed even on CPU-only machines, enhancing usability and fostering wider adoption in resource-constrained environments. The model weights for reproducibility and research use are available at https://huggingface.co/ibm/ttm-research-r2/, while enterprise-use weights under the Apache license can be accessed as follows: the initial TTM-Q variant at https://huggingface.co/ibm-granite/granite-timeseries-ttm-r1, and the latest variants (TTM-B, TTM-E, TTM-A) weights are available at https://huggingface.co/ibm-granite/granite-timeseries-ttm-r2.

Accep...

Accepted at the 38th Conference on Neural Information Processing Systems (NeurIPS 2024)

Reduced Data-Driven Turbulence Closure for Capturing Long-Term Statistics 2024-11-07
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We introduce a simple, stochastic, a-posteriori, turbulence closure model based on a reduced subgrid scale term. This subgrid scale term is tailor-made to capture the statistics of a small set of spatially-integrate quantities of interest (QoIs), with only one unresolved scalar time series per QoI. In contrast to other data-driven surrogates the dimension of the "learning problem" is reduced from an evolving field to one scalar time series per QoI. We use an a-posteriori, nudging approach to find the distribution of the scalar series over time. This approach has the advantage of taking the interaction between the solver and the surrogate into account. A stochastic surrogate parametrization is obtained by random sampling from the found distribution for the scalar time series. Compared to an a-priori trained convolutional neural network, evaluating the new method is computationally much cheaper and gives similar long-term statistics.

19 pa...

19 pages, 15 figures, submitted to Elsevier

MCDFN: Supply Chain Demand Forecasting via an Explainable Multi-Channel Data Fusion Network Model 2024-11-07
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Accurate demand forecasting is crucial for optimizing supply chain management. Traditional methods often fail to capture complex patterns from seasonal variability and special events. Despite advancements in deep learning, interpretable forecasting models remain a challenge. To address this, we introduce the Multi-Channel Data Fusion Network (MCDFN), a hybrid architecture that integrates Convolutional Neural Networks (CNN), Long Short-Term Memory networks (LSTM), and Gated Recurrent Units (GRU) to enhance predictive performance by extracting spatial and temporal features from time series data. Our comparative benchmarking demonstrates that MCDFN outperforms seven other deep-learning models, achieving superior metrics: MSE (23.5738), RMSE (4.8553), MAE (3.9991), and MAPE (20.1575%). Additionally, MCDFN's predictions were statistically indistinguishable from actual values, confirmed by a paired t-test with a 5% p-value and a 10-fold cross-validated statistical paired t-test. We apply explainable AI techniques like ShapTime and Permutation Feature Importance to enhance interpretability. This research advances demand forecasting methodologies and offers practical guidelines for integrating MCDFN into supply chain systems, highlighting future research directions for scalability and user-friendly deployment.

EffiCANet: Efficient Time Series Forecasting with Convolutional Attention 2024-11-07
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The exponential growth of multivariate time series data from sensor networks in domains like industrial monitoring and smart cities requires efficient and accurate forecasting models. Current deep learning methods often fail to adequately capture long-range dependencies and complex inter-variable relationships, especially under real-time processing constraints. These limitations arise as many models are optimized for either short-term forecasting with limited receptive fields or long-term accuracy at the cost of efficiency. Additionally, dynamic and intricate interactions between variables in real-world data further complicate modeling efforts. To address these limitations, we propose EffiCANet, an Efficient Convolutional Attention Network designed to enhance forecasting accuracy while maintaining computational efficiency. EffiCANet integrates three key components: (1) a Temporal Large-kernel Decomposed Convolution (TLDC) module that captures long-term temporal dependencies while reducing computational overhead; (2) an Inter-Variable Group Convolution (IVGC) module that captures complex and evolving relationships among variables; and (3) a Global Temporal-Variable Attention (GTVA) mechanism that prioritizes critical temporal and inter-variable features. Extensive evaluations across nine benchmark datasets show that EffiCANet achieves the maximum reduction of 10.02% in MAE over state-of-the-art models, while cutting computational costs by 26.2% relative to conventional large-kernel convolution methods, thanks to its efficient decomposition strategy.

Peri-midFormer: Periodic Pyramid Transformer for Time Series Analysis 2024-11-07
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Time series analysis finds wide applications in fields such as weather forecasting, anomaly detection, and behavior recognition. Previous methods attempted to model temporal variations directly using 1D time series. However, this has been quite challenging due to the discrete nature of data points in time series and the complexity of periodic variation. In terms of periodicity, taking weather and traffic data as an example, there are multi-periodic variations such as yearly, monthly, weekly, and daily, etc. In order to break through the limitations of the previous methods, we decouple the implied complex periodic variations into inclusion and overlap relationships among different level periodic components based on the observation of the multi-periodicity therein and its inclusion relationships. This explicitly represents the naturally occurring pyramid-like properties in time series, where the top level is the original time series and lower levels consist of periodic components with gradually shorter periods, which we call the periodic pyramid. To further extract complex temporal variations, we introduce self-attention mechanism into the periodic pyramid, capturing complex periodic relationships by computing attention between periodic components based on their inclusion, overlap, and adjacency relationships. Our proposed Peri-midFormer demonstrates outstanding performance in five mainstream time series analysis tasks, including short- and long-term forecasting, imputation, classification, and anomaly detection.

38th ...

38th Conference on Neural Information Processing Systems (NeurIPS 2024)

Series-to-Series Diffusion Bridge Model 2024-11-07
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Diffusion models have risen to prominence in time series forecasting, showcasing their robust capability to model complex data distributions. However, their effectiveness in deterministic predictions is often constrained by instability arising from their inherent stochasticity. In this paper, we revisit time series diffusion models and present a comprehensive framework that encompasses most existing diffusion-based methods. Building on this theoretical foundation, we propose a novel diffusion-based time series forecasting model, the Series-to-Series Diffusion Bridge Model ($\mathrm{S^2DBM}$), which leverages the Brownian Bridge process to reduce randomness in reverse estimations and improves accuracy by incorporating informative priors and conditions derived from historical time series data. Experimental results demonstrate that $\mathrm{S^2DBM}$ delivers superior performance in point-to-point forecasting and competes effectively with other diffusion-based models in probabilistic forecasting.

Abstracted Shapes as Tokens -- A Generalizable and Interpretable Model for Time-series Classification 2024-11-07
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In time-series analysis, many recent works seek to provide a unified view and representation for time-series across multiple domains, leading to the development of foundation models for time-series data. Despite diverse modeling techniques, existing models are black boxes and fail to provide insights and explanations about their representations. In this paper, we present VQShape, a pre-trained, generalizable, and interpretable model for time-series representation learning and classification. By introducing a novel representation for time-series data, we forge a connection between the latent space of VQShape and shape-level features. Using vector quantization, we show that time-series from different domains can be described using a unified set of low-dimensional codes, where each code can be represented as an abstracted shape in the time domain. On classification tasks, we show that the representations of VQShape can be utilized to build interpretable classifiers, achieving comparable performance to specialist models. Additionally, in zero-shot learning, VQShape and its codebook can generalize to previously unseen datasets and domains that are not included in the pre-training process. The code and pre-trained weights are available at https://github.com/YunshiWen/VQShape.

Accep...

Accepted by Neural Information Processing Systems (NeurIPS) 2024

Robust Real-Time Mortality Prediction in the Intensive Care Unit using Temporal Difference Learning 2024-11-06
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The task of predicting long-term patient outcomes using supervised machine learning is a challenging one, in part because of the high variance of each patient's trajectory, which can result in the model over-fitting to the training data. Temporal difference (TD) learning, a common reinforcement learning technique, may reduce variance by generalising learning to the pattern of state transitions rather than terminal outcomes. However, in healthcare this method requires several strong assumptions about patient states, and there appears to be limited literature evaluating the performance of TD learning against traditional supervised learning methods for long-term health outcome prediction tasks. In this study, we define a framework for applying TD learning to real-time irregularly sampled time series data using a Semi-Markov Reward Process. We evaluate the model framework in predicting intensive care mortality and show that TD learning under this framework can result in improved model robustness compared to standard supervised learning methods. and that this robustness is maintained even when validated on external datasets. This approach may offer a more reliable method when learning to predict patient outcomes using high-variance irregular time series data.

To be...

To be published in the Proceedings of the 4th Machine Learning for Health symposium, Proceedings of Machine Learning Research (PMLR)

Effective Capacity of a Battery Energy Storage System Captive to a Wind Farm 2024-11-06
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Wind energy's role in the global electric grid is set to expand significantly. New York State alone anticipates offshore wind farms (WFs) contributing 9GW by 2035. Integration of energy storage emerges as crucial for this advancement. In this study, we focus on a WF paired with a captive battery energy storage system (BESS). We aim to ascertain the capacity credit for a BESS with specified energy and power ratings. Unlike prior methods rooted in reliability theory, we define a power alignment function, which leads to a straightforward definition of capacity and incremental capacity for the BESS. We develop a solution method based on a linear programming formulation. Our analysis utilizes wind data, collected by NYSERDA off Long Island's coast and load demand data from NYISO. Additionally, we present theoretical insights into BESS sizing and a key time-series property influencing BESS capacity, aiding in simulating wind and demand for estimating BESS energy requirements.

Skills or Degree? The Rise of Skill-Based Hiring for AI and Green Jobs 2024-11-06
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Emerging professions in fields like Artificial Intelligence (AI) and sustainability (green jobs) are experiencing labour shortages as industry demand outpaces labour supply. In this context, our study aims to understand whether employers have begun focusing more on individual skills rather than formal qualifications in their recruitment processes. We analysed a large time-series dataset of approximately eleven million online job vacancies in the UK from 2018 to mid-2024, drawing on diverse literature on technological change and labour market signalling. Our findings provide evidence that employers have initiated "skill-based hiring" for AI roles, adopting more flexible hiring practices to expand the available talent pool. From 2018-2023, demand for AI roles grew by 21% as a proportion of all postings (and accelerated into 2024). Simultaneously, mentions of university education requirements for AI roles declined by 15%. Our regression analysis shows that university degrees have a significantly lower wage premium for both AI and green roles. In contrast, AI skills command a wage premium of 23%, exceeding the value of degrees up until the PhD-level (33%). In occupations with high demand for AI skills, the premium for skills is high, and the reward for degrees is relatively low. We recommend leveraging alternative skill-building formats such as apprenticeships, on-the-job training, MOOCs, vocational education and training, micro-certificates, and online bootcamps to fully utilise human capital and address talent shortages.

51 pa...

51 pages, 9 figures, 6 tables

Towards Resource-Efficient Federated Learning in Industrial IoT for Multivariate Time Series Analysis 2024-11-06
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Anomaly and missing data constitute a thorny problem in industrial applications. In recent years, deep learning enabled anomaly detection has emerged as a critical direction, however the improved detection accuracy is achieved with the utilization of large neural networks, increasing their storage and computational cost. Moreover, the data collected in edge devices contain user privacy, introducing challenges that can be successfully addressed by the privacy-preserving distributed paradigm, known as federated learning (FL). This framework allows edge devices to train and exchange models increasing also the communication cost. Thus, to deal with the increased communication, processing and storage challenges of the FL based deep anomaly detection NN pruning is expected to have significant benefits towards reducing the processing, storage and communication complexity. With this focus, a novel compression-based optimization problem is proposed at the server-side of a FL paradigm that fusses the received local models broadcast and performs pruning generating a more compressed model. Experiments in the context of anomaly detection and missing value imputation demonstrate that the proposed FL scenario along with the proposed compressed-based method are able to achieve high compression rates (more than $99.7%$) with negligible performance losses (less than $1.18%$ ) as compared to the centralized solutions.

FLEXtime: Filterbank learning for explaining time series 2024-11-06
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State-of-the-art methods for explaining predictions based on time series are built on learning an instance-wise saliency mask for each time step. However, for many types of time series, the salient information is found in the frequency domain. Adopting existing methods to the frequency domain involves naively zeroing out frequency content in the signals, which goes against established signal processing theory. Therefore, we propose a new method entitled FLEXtime, that uses a filterbank to split the time series into frequency bands and learns the optimal combinations of these bands. FLEXtime avoids the drawbacks of zeroing out frequency bins and is more stable and easier to train compared to the naive method. Our extensive evaluation shows that FLEXtime on average outperforms state-of-the-art explainability methods across a range of datasets. FLEXtime fills an important gap in the time series explainability literature and can provide a valuable tool for a wide range of time series like EEG and audio.

Estimating breakpoints between climate states in the Cenozoic Era 2024-11-06
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This study presents a statistical time-domain approach for identifying transitions between climate states, referred to as breakpoints, using well-established econometric tools. We analyze a 67.1 million year record of the oxygen isotope ratio delta-O-18 derived from benthic foraminifera. The dataset is presented in Westerhold et al. (2020), where the authors use recurrence analysis to identify six climate states. Fixing the number of breakpoints to five, our procedure results in breakpoint estimates that closely align with those identified by Westerhold et al. (2020). By treating the number of breakpoints as a parameter to be estimated, we provide the statistical justification for more than five breakpoints in the time series. Further, our approach offers the advantage of constructing confidence intervals for the breakpoints, and it allows for testing the number of breakpoints present in the time series.

Autho...

Authors in alphabetical order

Multiple change-point detection for some point processes 2024-11-06
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The aim of change-point detection is to identify behavioral shifts within time series data. This article focuses on scenarios where the data is derived from an inhomogeneous Poisson process or a marked Poisson process. We present a methodology for detecting multiple offline change-points using a minimum contrast estimator. Specifically, we address how to manage the continuous nature of the process given the available discrete observations. Additionally, we select the appropriate number of changes via a cross-validation procedure which is particularly effective given the characteristics of the Poisson process. Lastly, we show how to use this methodology to self-exciting processes with changes in the intensity. Through experiments, with both simulated and real datasets, we showcase the advantages of the proposed method, which has been implemented in the R package \texttt{CptPointProcess}.

Generalized Dynamic Brain Functional Connectivity Based on Random Convolutions 2024-11-06
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Dynamic functional connectivity (DFC) analysis has been widely applied to functional magnetic resonance imaging (fMRI) data to reveal time-varying dynamic changes of brain states. The sliding window method is by far the most popular DFC analysis method due to its simplicity. However, the sliding window method comes with some assumptions, namely the typically approach uses a single window which captures dynamics only within a specific frequency range. In this study, we propose a generalized approach to dynamics via a multi-dimensional random convolution (RandCon) DFC method that is able to effectively capture time-varying DFC at arbitrary time scales by extracting different local features from fMRI time series using a number of multi-dimensional random convolution kernels without the need for learning kernel weights. Compared to a standard sliding window method, multiplication of temporal derivatives (MTD) and phase synchrony methods, RandCon with the smallest kernel size (3 time points) showed notable improvements in performance on simulated data, particularly in terms of DFC temporal and spatial estimation in very short window/kernel size under different noise levels. Results from real fMRI data indicated that RandCon was more sensitive to gender differences than competing methods. Furthermore, we show that the sliding window method can be considered a special case of the proposed multi-dimensional convolution framework. The proposed method is simple and efficient significantly broadens the scope of dynamic functional connectivity research and offer theoretical and practical potential.

Fully Automated Correlated Time Series Forecasting in Minutes 2024-11-06
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Societal and industrial infrastructures and systems increasingly leverage sensors that emit correlated time series. Forecasting of future values of such time series based on recorded historical values has important benefits. Automatically designed models achieve higher accuracy than manually designed models. Given a forecasting task, which includes a dataset and a forecasting horizon, automated design methods automatically search for an optimal forecasting model for the task in a manually designed search space, and then train the identified model using the dataset to enable the forecasting. Existing automated methods face three challenges. First, the search space is constructed by human experts, rending the methods only semi-automated and yielding search spaces prone to subjective biases. Second, it is time consuming to search for an optimal model. Third, training the identified model for a new task is also costly. These challenges limit the practicability of automated methods in real-world settings. To contend with the challenges, we propose a fully automated and highly efficient correlated time series forecasting framework where the search and training can be done in minutes. The framework includes a data-driven, iterative strategy to automatically prune a large search space to obtain a high-quality search space for a new forecasting task. It includes a zero-shot search strategy to efficiently identify the optimal model in the customized search space. And it includes a fast parameter adaptation strategy to accelerate the training of the identified model. Experiments on seven benchmark datasets offer evidence that the framework is capable of state-of-the-art accuracy and is much more efficient than existing methods.

accep...

accepted by PVLDB 2025

Timer-XL: Long-Context Transformers for Unified Time Series Forecasting 2024-11-06
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We present Timer-XL, a generative Transformer for unified time series forecasting. To uniformly predict 1D and 2D time series, we generalize next token prediction, predominantly adopted for causal generation of 1D sequences, to multivariate next token prediction. The proposed paradigm uniformly formulates various forecasting scenarios as a long-context generation problem. We opt for the generative Transformer, which can capture global-range and causal dependencies while providing contextual flexibility, to implement unified forecasting on univariate series characterized by non-stationarity, multivariate time series with complicated dynamics and correlations, and covariate-informed contexts that include both endogenous and exogenous variables. Technically, we propose a universal TimeAttention to facilitate generative Transformers on time series, which can effectively capture fine-grained intra- and inter-series dependencies of flattened time series tokens (patches) and is further strengthened by position embeddings in both temporal and variable dimensions. Timer-XL achieves state-of-the-art performance across challenging forecasting benchmarks through a unified approach. As a large time series model, it demonstrates notable model transferability by large-scale pre-training, as well as contextual flexibility in token lengths, positioning it as a one-for-all forecaster.

Expectile Periodograms 2024-11-06
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In this paper, we introduce a novel periodogram-like function called expectile periodograms, for detecting and estimating hidden periodicities in time series. The expectile periodograms are constructed from trigonometric expectile regression, in which a specially designed objective function is used to substitute the squared $l_2$ norm that leads to the ordinary periodograms. Analogous to quantile periodograms, the expectile periodograms provide a broader view of the time series than the ordinary periodograms by examining different expectile levels, while achieving higher computational efficiency. Simulations demonstrate the efficiency and robustness of the expectile periodograms in the presence of hidden periodicities. Finally, we leverage the inherent two-dimensional characteristics of the expectile periodograms and train a deep-learning (DL) model to classify the earthquake waveform data. Remarkably, our approach achieves higher classification testing accuracy when juxtaposed with alternative periodogram-based methodologies.

The VIX as Stochastic Volatility for Corporate Bonds 2024-11-06
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Classic stochastic volatility models assume volatility is unobservable. We use the VIX for consider it observable, and use the Volatility Index: S&P 500 VIX. This index was designed to measure volatility of S&P 500. We apply it to a different segment: Corporate bond markets. We fit time series models for spreads between corporate and 10-year Treasury bonds. Next, we divide residuals by VIX. Our main idea is such division makes residuals closer to the ideal case of a Gaussian white noise. This is remarkable, since these residuals and VIX come from separate market segments. We also discuss total returns of Bank of America corporate bonds. We conclude with the analysis of long-term behavior of these models.

12 pa...

12 pages, 2 figures, 8 graphs. Keywords: stochastic volatility, ergodic Markov process, stationary distribution, autoregression, kurtosis

From Similarity to Superiority: Channel Clustering for Time Series Forecasting 2024-11-06
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Time series forecasting has attracted significant attention in recent decades. Previous studies have demonstrated that the Channel-Independent (CI) strategy improves forecasting performance by treating different channels individually, while it leads to poor generalization on unseen instances and ignores potentially necessary interactions between channels. Conversely, the Channel-Dependent (CD) strategy mixes all channels with even irrelevant and indiscriminate information, which, however, results in oversmoothing issues and limits forecasting accuracy. There is a lack of channel strategy that effectively balances individual channel treatment for improved forecasting performance without overlooking essential interactions between channels. Motivated by our observation of a correlation between the time series model's performance boost against channel mixing and the intrinsic similarity on a pair of channels, we developed a novel and adaptable Channel Clustering Module (CCM). CCM dynamically groups channels characterized by intrinsic similarities and leverages cluster information instead of individual channel identities, combining the best of CD and CI worlds. Extensive experiments on real-world datasets demonstrate that CCM can (1) boost the performance of CI and CD models by an average margin of 2.4% and 7.2% on long-term and short-term forecasting, respectively; (2) enable zero-shot forecasting with mainstream time series forecasting models; (3) uncover intrinsic time series patterns among channels and improve interpretability of complex time series models.

NeurIPS 2024
Formal Logic-guided Robust Federated Learning against Poisoning Attacks 2024-11-06
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Federated Learning (FL) offers a promising solution to the privacy concerns associated with centralized Machine Learning (ML) by enabling decentralized, collaborative learning. However, FL is vulnerable to various security threats, including poisoning attacks, where adversarial clients manipulate the training data or model updates to degrade overall model performance. Recognizing this threat, researchers have focused on developing defense mechanisms to counteract poisoning attacks in FL systems. However, existing robust FL methods predominantly focus on computer vision tasks, leaving a gap in addressing the unique challenges of FL with time series data. In this paper, we present FLORAL, a defense mechanism designed to mitigate poisoning attacks in federated learning for time-series tasks, even in scenarios with heterogeneous client data and a large number of adversarial participants. Unlike traditional model-centric defenses, FLORAL leverages logical reasoning to evaluate client trustworthiness by aligning their predictions with global time-series patterns, rather than relying solely on the similarity of client updates. Our approach extracts logical reasoning properties from clients, then hierarchically infers global properties, and uses these to verify client updates. Through formal logic verification, we assess the robustness of each client contribution, identifying deviations indicative of adversarial behavior. Experimental results on two datasets demonstrate the superior performance of our approach compared to existing baseline methods, highlighting its potential to enhance the robustness of FL to time series applications. Notably, FLORAL reduced the prediction error by 93.27% in the best-case scenario compared to the second-best baseline. Our code is available at https://anonymous.4open.science/r/FLORAL-Robust-FTS.

12 pa...

12 pages, 4 figures, 6 tables

An Experimental Study on Decomposition-Based Deep Ensemble Learning for Traffic Flow Forecasting 2024-11-06
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Traffic flow forecasting is a crucial task in intelligent transport systems. Deep learning offers an effective solution, capturing complex patterns in time-series traffic flow data to enable the accurate prediction. However, deep learning models are prone to overfitting the intricate details of flow data, leading to poor generalisation. Recent studies suggest that decomposition-based deep ensemble learning methods may address this issue by breaking down a time series into multiple simpler signals, upon which deep learning models are built and ensembled to generate the final prediction. However, few studies have compared the performance of decomposition-based ensemble methods with non-decomposition-based ones which directly utilise raw time-series data. This work compares several decomposition-based and non-decomposition-based deep ensemble learning methods. Experimental results on three traffic datasets demonstrate the superiority of decomposition-based ensemble methods, while also revealing their sensitivity to aggregation strategies and forecasting horizons.

This ...

This work has been accepted by the 2024 Australasian Joint Conference on Artificial Intelligence (AJCAI 2024)

Heteroscedastic Temporal Variational Autoencoder For Irregular Time Series 2024-11-05
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Irregularly sampled time series commonly occur in several domains where they present a significant challenge to standard deep learning models. In this paper, we propose a new deep learning framework for probabilistic interpolation of irregularly sampled time series that we call the Heteroscedastic Temporal Variational Autoencoder (HeTVAE). HeTVAE includes a novel input layer to encode information about input observation sparsity, a temporal VAE architecture to propagate uncertainty due to input sparsity, and a heteroscedastic output layer to enable variable uncertainty in output interpolations. Our results show that the proposed architecture is better able to reflect variable uncertainty through time due to sparse and irregular sampling than a range of baseline and traditional models, as well as recently proposed deep latent variable models that use homoscedastic output layers.

Accep...

Accepted at International Conference on Learning Representations (ICLR) 2022

Utilizing RNN for Real-time Cryptocurrency Price Prediction and Trading Strategy Optimization 2024-11-05
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This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall short. By leveraging RNNs' capability to capture long-term patterns in time-series data, this research aims to improve accuracy in price prediction and develop effective trading strategies. The project follows a structured approach involving data collection, preprocessing, and model refinement, followed by rigorous backtesting for profitability and risk assessment. This work contributes to both the academic and practical fields by providing a robust predictive model and optimized trading strategies that address the challenges of cryptocurrency trading.

10 pa...

10 pages, 16 figures, 1 table

Statistical Properties of Deep Neural Networks with Dependent Data 2024-11-05
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This paper establishes statistical properties of deep neural network (DNN) estimators under dependent data. Two general results for nonparametric sieve estimators directly applicable to DNN estimators are given. The first establishes rates for convergence in probability under nonstationary data. The second provides non-asymptotic probability bounds on $\mathcal{L}^{2}$-errors under stationary $\beta$-mixing data. I apply these results to DNN estimators in both regression and classification contexts imposing only a standard H"older smoothness assumption. The DNN architectures considered are common in applications, featuring fully connected feedforward networks with any continuous piecewise linear activation function, unbounded weights, and a width and depth that grows with sample size. The framework provided also offers potential for research into other DNN architectures and time-series applications.

85 pa...

85 pages, 2 figures, removed partially linear model section and uploaded as a separate paper (arXiv:2410.22574v1)

Trajectory

Title Date Abstract Comment
Integrated Precoder and Trajectory Design for MIMO UAV-Assisted Relay System With Finite-Alphabet Inputs 2024-11-13
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Unmanned aerial vehicles (UAVs) are gaining widespread use in wireless relay systems due to their exceptional flexibility and cost-effectiveness. This paper focuses on the integrated design of UAV trajectories and the precoders at both the transmitter and UAV in a UAV-assisted relay communication system, accounting for transmit power constraints and UAV flight limitations. Unlike previous works that primarily address multiple-input single-output (MISO) systems with Gaussian inputs, we investigate a more realistic scenario involving multiple-input multiple-output (MIMO) systems with finite-alphabet inputs. To tackle the challenging and inherently non-convex problem, we propose an efficient solution algorithm that leverages successive convex approximation and alternating optimization techniques. Simulation results validate the effectiveness of the proposed algorithm, demonstrating its capability to optimize system performance.

DiVR: incorporating context from diverse VR scenes for human trajectory prediction 2024-11-13
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Virtual environments provide a rich and controlled setting for collecting detailed data on human behavior, offering unique opportunities for predicting human trajectories in dynamic scenes. However, most existing approaches have overlooked the potential of these environments, focusing instead on static contexts without considering userspecific factors. Employing the CREATTIVE3D dataset, our work models trajectories recorded in virtual reality (VR) scenes for diverse situations including road-crossing tasks with user interactions and simulated visual impairments. We propose Diverse Context VR Human Motion Prediction (DiVR), a cross-modal transformer based on the Perceiver architecture that integrates both static and dynamic scene context using a heterogeneous graph convolution network. We conduct extensive experiments comparing DiVR against existing architectures including MLP, LSTM, and transformers with gaze and point cloud context. Additionally, we also stress test our model's generalizability across different users, tasks, and scenes. Results show that DiVR achieves higher accuracy and adaptability compared to other models and to static graphs. This work highlights the advantages of using VR datasets for context-aware human trajectory modeling, with potential applications in enhancing user experiences in the metaverse. Our source code is publicly available at https://gitlab.inria.fr/ffrancog/creattive3d-divr-model.

Efficient Trajectory Generation in 3D Environments with Multi-Level Map Construction 2024-11-13
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We propose a robust and efficient framework to generate global trajectories for ground robots in complex 3D environments. The proposed method takes point cloud as input and efficiently constructs a multi-level map using triangular patches as the basic elements. A kinematic path search is adopted on the patches, where motion primitives on different patches combine to form the global min-time cost initial trajectory. We use a same-level expansion method to locate the nearest obstacle for each trajectory waypoint and construct an objective function with curvature, smoothness and obstacle terms for optimization. We evaluate the method on several complex 3D point cloud maps. Compared to existing methods, our method demonstrates higher robustness to point cloud noise, enabling the generation of high quality trajectory while maintaining high computational efficiency. Our code will be publicly available at https://github.com/ck-tian/MLMC-planner.

In-Trajectory Inverse Reinforcement Learning: Learn Incrementally Before An Ongoing Trajectory Terminates 2024-11-12
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Inverse reinforcement learning (IRL) aims to learn a reward function and a corresponding policy that best fit the demonstrated trajectories of an expert. However, current IRL works cannot learn incrementally from an ongoing trajectory because they have to wait to collect at least one complete trajectory to learn. To bridge the gap, this paper considers the problem of learning a reward function and a corresponding policy while observing the initial state-action pair of an ongoing trajectory and keeping updating the learned reward and policy when new state-action pairs of the ongoing trajectory are observed. We formulate this problem as an online bi-level optimization problem where the upper level dynamically adjusts the learned reward according to the newly observed state-action pairs with the help of a meta-regularization term, and the lower level learns the corresponding policy. We propose a novel algorithm to solve this problem and guarantee that the algorithm achieves sub-linear local regret $O(\sqrt{T}+\log T+\sqrt{T}\log T)$. If the reward function is linear, we prove that the proposed algorithm achieves sub-linear regret $O(\log T)$. Experiments are used to validate the proposed algorithm.

UniTE: A Survey and Unified Pipeline for Pre-training Spatiotemporal Trajectory Embeddings 2024-11-12
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Spatiotemporal trajectories are sequences of timestamped locations, which enable a variety of analyses that in turn enable important real-world applications. It is common to map trajectories to vectors, called embeddings, before subsequent analyses. Thus, the qualities of embeddings are very important. Methods for pre-training embeddings, which leverage unlabeled trajectories for training universal embeddings, have shown promising applicability across different tasks, thus attracting considerable interest. However, research progress on this topic faces two key challenges: a lack of a comprehensive overview of existing methods, resulting in several related methods not being well-recognized, and the absence of a unified pipeline, complicating the development of new methods and the analysis of methods. We present UniTE, a survey and a unified pipeline for this domain. In doing so, we present a comprehensive list of existing methods for pre-training trajectory embeddings, which includes methods that either explicitly or implicitly employ pre-training techniques. Further, we present a unified and modular pipeline with publicly available underlying code, simplifying the process of constructing and evaluating methods for pre-training trajectory embeddings. Additionally, we contribute a selection of experimental results using the proposed pipeline on real-world datasets. Implementation of the pipeline is publicly available at https://github.com/Logan-Lin/UniTE.

Cross-Domain Transfer Learning using Attention Latent Features for Multi-Agent Trajectory Prediction 2024-11-12
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With the advancements of sensor hardware, traffic infrastructure and deep learning architectures, trajectory prediction of vehicles has established a solid foundation in intelligent transportation systems. However, existing solutions are often tailored to specific traffic networks at particular time periods. Consequently, deep learning models trained on one network may struggle to generalize effectively to unseen networks. To address this, we proposed a novel spatial-temporal trajectory prediction framework that performs cross-domain adaption on the attention representation of a Transformer-based model. A graph convolutional network is also integrated to construct dynamic graph feature embeddings that accurately model the complex spatial-temporal interactions between the multi-agent vehicles across multiple traffic domains. The proposed framework is validated on two case studies involving the cross-city and cross-period settings. Experimental results show that our proposed framework achieves superior trajectory prediction and domain adaptation performances over the state-of-the-art models.

Accep...

Accepted at the IEEE International Conference on Systems, Man, and Cybernetics 2024

Tracing the Roots: Leveraging Temporal Dynamics in Diffusion Trajectories for Origin Attribution 2024-11-12
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Diffusion models have revolutionized image synthesis, garnering significant research interest in recent years. Diffusion is an iterative algorithm in which samples are generated step-by-step, starting from pure noise. This process introduces the notion of diffusion trajectories, i.e., paths from the standard Gaussian distribution to the target image distribution. In this context, we study discriminative algorithms operating on these trajectories. Specifically, given a pre-trained diffusion model, we consider the problem of classifying images as part of the training dataset, generated by the model or originating from an external source. Our approach demonstrates the presence of patterns across steps that can be leveraged for classification. We also conduct ablation studies, which reveal that using higher-order gradient features to characterize the trajectories leads to significant performance gains and more robust algorithms.

'Explaining RL Decisions with Trajectories': A Reproducibility Study 2024-11-11
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This work investigates the reproducibility of the paper 'Explaining RL decisions with trajectories'. The original paper introduces a novel approach in explainable reinforcement learning based on the attribution decisions of an agent to specific clusters of trajectories encountered during training. We verify the main claims from the paper, which state that (i) training on less trajectories induces a lower initial state value, (ii) trajectories in a cluster present similar high-level patterns, (iii) distant trajectories influence the decision of an agent, and (iv) humans correctly identify the attributed trajectories to the decision of the agent. We recover the environments used by the authors based on the partial original code they provided for one of the environments (Grid-World), and implemented the remaining from scratch (Seaquest, HalfCheetah, Breakout and Q*Bert). While we confirm that (i), (ii), and (iii) partially hold, we extend on the largely qualitative experiments from the authors by introducing a quantitative metric to further support (iii), and new experiments and visual results for (i). Moreover, we investigate the use of different clustering algorithms and encoder architectures to further support (ii). We could not support (iv), given the limited extent of the original experiments. We conclude that, while some of the claims can be supported, further investigations and experiments could be of interest. We recognise the novelty of the work from the authors and hope that our work paves the way for clearer and more transparent approaches.

Quadrotor Trajectory Tracking Using Linear and Nonlinear Model Predictive Control 2024-11-11
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Accurate trajectory tracking is an essential characteristic for the safe navigation of a quadrotor in cluttered or disturbed environments. In this paper, we present in detail two state-of-the-art model-based control frameworks for trajectory tracking: the Linear Model Predictive Controller (LMPC) and the Nonlinear Model Predictive Controller (NMPC). Additionally, the kinematic and dynamic models of the quadrotor are comprehensively described. Finally, a simulation system is implemented to verify feasibility, demonstrating the effectiveness of both controllers.

In Vi...

In Vietnamese language, in the 25th National Conference on Electronics, Communications and Information Technology (REV-ECIT 2022), Hanoi, Vietnam

$\mathsf{QuITO}$ $\textsf{v.2}$: Trajectory Optimization with Uniform Error Guarantees under Path Constraints 2024-11-11
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This article introduces a new transcription, change point localization, and mesh refinement scheme for direct optimization-based solutions and for uniform approximation of optimal control trajectories associated with a class of nonlinear constrained optimal control problems (OCPs). The base transcription algorithm for which we establish the refinement algorithm is a direct multiple shooting technique -- $\mathsf{QuITO}$ $\textsf{v.2}$ (Quasi-Interpolation based Trajectory Optimization). The mesh refinement technique consists of two steps -- localization of certain irregular regions in an optimal control trajectory via wavelets, followed by a targeted $h$-refinement approach around such regions of irregularity. Theoretical approximation guarantees on uniform grids are presented for optimal controls with certain regularity properties, along with guarantees of localization of change points by wavelet transform. Numerical illustrations are provided for control profiles involving discontinuities to show the effectiveness of the localization and refinement strategy. We also announce, and make freely available, a new software package based on $\mathsf{QuITO}$ $\textsf{v.2}$ along with all its functionalities for completeness. The package is available at: https://github.com/chatterjee-d/QuITOv2.git.

Submi...

Submitted; 42 pages, comments are welcome

Time-delayed Dynamic Mode Decomposition for families of periodic trajectories in Cislunar Space 2024-11-10
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In recent years, the development of the Lunar Gateway and Artemis missions has renewed interest in lunar exploration, including both manned and unmanned missions. This interest necessitates accurate initial orbit determination (IOD) and orbit prediction (OP) in this domain, which faces significant challenges such as severe nonlinearity, sensitivity to initial conditions, large state-space volume, and sparse, faint, and unreliable measurements. This paper explores the capability of data-driven Koopman operator-based approximations for OP in these scenarios. Three stable periodic trajectories from distinct cislunar families are analyzed. The analysis includes theoretical justification for using a linear time-invariant system as the data-driven surrogate. This theoretical framework is supported by experimental validation. Furthermore, the accuracy is assessed by comparing the spectral content captured to period estimates derived from the fast Fourier transform (FFT) and Poincare-like sections.

arXiv...

arXiv admin note: text overlap with arXiv:2401.13784

RRT* Based Optimal Trajectory Generation with Linear Temporal Logic Specifications under Kinodynamic Constraints 2024-11-09
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In this paper, we present a novel RRT*-based strategy for generating kinodynamically feasible paths that satisfy temporal logic specifications. Our approach integrates a robustness metric for Linear Temporal Logics (LTL) with the system's motion constraints, ensuring that the resulting trajectories are both optimal and executable. We introduce a cost function that recursively computes the robustness of temporal logic specifications while penalizing time and control effort, striking a balance between path feasibility and logical correctness. We validate our approach with simulations and real-world experiments in complex environments, demonstrating its effectiveness in producing robust and practical motion plans. This work represents a significant step towards expanding the applicability of motion planning algorithms to more complex, real-world scenarios.

Online Omnidirectional Jumping Trajectory Planning for Quadrupedal Robots on Uneven Terrains 2024-11-09
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Natural terrain complexity often necessitates agile movements like jumping in animals to improve traversal efficiency. To enable similar capabilities in quadruped robots, complex real-time jumping maneuvers are required. Current research does not adequately address the problem of online omnidirectional jumping and neglects the robot's kinodynamic constraints during trajectory generation. This paper proposes a general and complete cascade online optimization framework for omnidirectional jumping for quadruped robots. Our solution systematically encompasses jumping trajectory generation, a trajectory tracking controller, and a landing controller. It also incorporates environmental perception to navigate obstacles that standard locomotion cannot bypass, such as jumping from high platforms. We introduce a novel jumping plane to parameterize omnidirectional jumping motion and formulate a tightly coupled optimization problem accounting for the kinodynamic constraints, simultaneously optimizing CoM trajectory, Ground Reaction Forces (GRFs), and joint states. To meet the online requirements, we propose an accelerated evolutionary algorithm as the trajectory optimizer to address the complexity of kinodynamic constraints. To ensure stability and accuracy in environmental perception post-landing, we introduce a coarse-to-fine relocalization method that combines global Branch and Bound (BnB) search with Maximum a Posteriori (MAP) estimation for precise positioning during navigation and jumping. The proposed framework achieves jump trajectory generation in approximately 0.1 seconds with a warm start and has been successfully validated on two quadruped robots on uneven terrains. Additionally, we extend the framework's versatility to humanoid robots.

Submitted to IJRR
TranSPORTmer: A Holistic Approach to Trajectory Understanding in Multi-Agent Sports 2024-11-09
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Understanding trajectories in multi-agent scenarios requires addressing various tasks, including predicting future movements, imputing missing observations, inferring the status of unseen agents, and classifying different global states. Traditional data-driven approaches often handle these tasks separately with specialized models. We introduce TranSPORTmer, a unified transformer-based framework capable of addressing all these tasks, showcasing its application to the intricate dynamics of multi-agent sports scenarios like soccer and basketball. Using Set Attention Blocks, TranSPORTmer effectively captures temporal dynamics and social interactions in an equivariant manner. The model's tasks are guided by an input mask that conceals missing or yet-to-be-predicted observations. Additionally, we introduce a CLS extra agent to classify states along soccer trajectories, including passes, possessions, uncontrolled states, and out-of-play intervals, contributing to an enhancement in modeling trajectories. Evaluations on soccer and basketball datasets show that TranSPORTmer outperforms state-of-the-art task-specific models in player forecasting, player forecasting-imputation, ball inference, and ball imputation. https://youtu.be/8VtSRm8oGoE

Accep...

Accepted to ACCV 2024

Energy-efficient Hybrid Model Predictive Trajectory Planning for Autonomous Electric Vehicles 2024-11-09
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To tackle the twin challenges of limited battery life and lengthy charging durations in electric vehicles (EVs), this paper introduces an Energy-efficient Hybrid Model Predictive Planner (EHMPP), which employs an energy-saving optimization strategy. EHMPP focuses on refining the design of the motion planner to be seamlessly integrated with the existing automatic driving algorithms, without additional hardware. It has been validated through simulation experiments on the Prescan, CarSim, and Matlab platforms, demonstrating that it can increase passive recovery energy by 11.74% and effectively track motor speed and acceleration at optimal power. To sum up, EHMPP not only aids in trajectory planning but also significantly boosts energy efficiency in autonomous EVs.

Accep...

Accepted at the IEEE International Conference on Systems, Man, and Cybernetics (SMC) 2024

Safe Reinforcement Learning of Robot Trajectories in the Presence of Moving Obstacles 2024-11-08
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In this paper, we present an approach for learning collision-free robot trajectories in the presence of moving obstacles. As a first step, we train a backup policy to generate evasive movements from arbitrary initial robot states using model-free reinforcement learning. When learning policies for other tasks, the backup policy can be used to estimate the potential risk of a collision and to offer an alternative action if the estimated risk is considered too high. No matter which action is selected, our action space ensures that the kinematic limits of the robot joints are not violated. We analyze and evaluate two different methods for estimating the risk of a collision. A physics simulation performed in the background is computationally expensive but provides the best results in deterministic environments. If a data-based risk estimator is used instead, the computational effort is significantly reduced, but an additional source of error is introduced. For evaluation, we successfully learn a reaching task and a basketball task while keeping the risk of collisions low. The results demonstrate the effectiveness of our approach for deterministic and stochastic environments, including a human-robot scenario and a ball environment, where no state can be considered permanently safe. By conducting experiments with a real robot, we show that our approach can generate safe trajectories in real time.

IEEE ...

IEEE Robotics and Automation Letters (RA-L); 8 pages; 7 figures

Generating Synthetic Functional Data for Privacy-Preserving GPS Trajectories 2024-11-08
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This research presents FDASynthesis, a novel algorithm designed to generate synthetic GPS trajectory data while preserving privacy. After pre-processing the input GPS data, human mobility traces are modeled as multidimensional curves using Functional Data Analysis (FDA). Then, the synthesis process identifies the K-nearest trajectories and averages their Square-Root Velocity Functions (SRVFs) to generate synthetic data. This results in synthetic trajectories that maintain the utility of the original data while ensuring privacy. Although applied for human mobility research, FDASynthesis is highly adaptable to different types of functional data, offering a scalable solution in various application domains.

Updat...

Updated version, correction of the notation

SG-I2V: Self-Guided Trajectory Control in Image-to-Video Generation 2024-11-07
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Methods for image-to-video generation have achieved impressive, photo-realistic quality. However, adjusting specific elements in generated videos, such as object motion or camera movement, is often a tedious process of trial and error, e.g., involving re-generating videos with different random seeds. Recent techniques address this issue by fine-tuning a pre-trained model to follow conditioning signals, such as bounding boxes or point trajectories. Yet, this fine-tuning procedure can be computationally expensive, and it requires datasets with annotated object motion, which can be difficult to procure. In this work, we introduce SG-I2V, a framework for controllable image-to-video generation that is self-guided$\unicode{x2013}$offering zero-shot control by relying solely on the knowledge present in a pre-trained image-to-video diffusion model without the need for fine-tuning or external knowledge. Our zero-shot method outperforms unsupervised baselines while being competitive with supervised models in terms of visual quality and motion fidelity.

Proje...

Project page: https://kmcode1.github.io/Projects/SG-I2V/

Optimal Flow Matching: Learning Straight Trajectories in Just One Step 2024-11-07
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Over the several recent years, there has been a boom in development of Flow Matching (FM) methods for generative modeling. One intriguing property pursued by the community is the ability to learn flows with straight trajectories which realize the Optimal Transport (OT) displacements. Straightness is crucial for the fast integration (inference) of the learned flow's paths. Unfortunately, most existing flow straightening methods are based on non-trivial iterative FM procedures which accumulate the error during training or exploit heuristics based on minibatch OT. To address these issues, we develop and theoretically justify the novel \textbf{Optimal Flow Matching} (OFM) approach which allows recovering the straight OT displacement for the quadratic transport in just one FM step. The main idea of our approach is the employment of vector field for FM which are parameterized by convex functions.

Pose2Trajectory: Using Transformers on Body Pose to Predict Tennis Player's Trajectory 2024-11-07
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Tracking the trajectory of tennis players can help camera operators in production. Predicting future movement enables cameras to automatically track and predict a player's future trajectory without human intervention. Predicting future human movement in the context of complex physical tasks is also intellectually satisfying. Swift advancements in sports analytics and the wide availability of videos for tennis have inspired us to propose a novel method called Pose2Trajectory, which predicts a tennis player's future trajectory as a sequence derived from their body joints' data and ball position. Demonstrating impressive accuracy, our approach capitalizes on body joint information to provide a comprehensive understanding of the human body's geometry and motion, thereby enhancing the prediction of the player's trajectory. We use encoder-decoder Transformer architecture trained on the joints and trajectory information of the players with ball positions. The predicted sequence can provide information to help close-up cameras to keep tracking the tennis player, following centroid coordinates. We generate a high-quality dataset from multiple videos to assist tennis player movement prediction using object detection and human pose estimation methods. It contains bounding boxes and joint information for tennis players and ball positions in singles tennis games. Our method shows promising results in predicting the tennis player's movement trajectory with different sequence prediction lengths using the joints and trajectory information with the ball position.

TrajGPT: Controlled Synthetic Trajectory Generation Using a Multitask Transformer-Based Spatiotemporal Model 2024-11-07
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Human mobility modeling from GPS-trajectories and synthetic trajectory generation are crucial for various applications, such as urban planning, disaster management and epidemiology. Both of these tasks often require filling gaps in a partially specified sequence of visits - a new problem that we call "controlled" synthetic trajectory generation. Existing methods for next-location prediction or synthetic trajectory generation cannot solve this problem as they lack the mechanisms needed to constrain the generated sequences of visits. Moreover, existing approaches (1) frequently treat space and time as independent factors, an assumption that fails to hold true in real-world scenarios, and (2) suffer from challenges in accuracy of temporal prediction as they fail to deal with mixed distributions and the inter-relationships of different modes with latent variables (e.g., day-of-the-week). These limitations become even more pronounced when the task involves filling gaps within sequences instead of solely predicting the next visit. We introduce TrajGPT, a transformer-based, multi-task, joint spatiotemporal generative model to address these issues. Taking inspiration from large language models, TrajGPT poses the problem of controlled trajectory generation as that of text infilling in natural language. TrajGPT integrates the spatial and temporal models in a transformer architecture through a Bayesian probability model that ensures that the gaps in a visit sequence are filled in a spatiotemporally consistent manner. Our experiments on public and private datasets demonstrate that TrajGPT not only excels in controlled synthetic visit generation but also outperforms competing models in next-location prediction tasks - Relatively, TrajGPT achieves a 26-fold improvement in temporal accuracy while retaining more than 98% of spatial accuracy on average.

10 pa...

10 pages, 3 figures, 32nd ACM SIGSPATIAL International Conference on Advances in Geographic Information Systems (ACM SIGSPATIAL 2024)

GTA: Generative Trajectory Augmentation with Guidance for Offline Reinforcement Learning 2024-11-07
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Offline Reinforcement Learning (Offline RL) presents challenges of learning effective decision-making policies from static datasets without any online interactions. Data augmentation techniques, such as noise injection and data synthesizing, aim to improve Q-function approximation by smoothing the learned state-action region. However, these methods often fall short of directly improving the quality of offline datasets, leading to suboptimal results. In response, we introduce GTA, Generative Trajectory Augmentation, a novel generative data augmentation approach designed to enrich offline data by augmenting trajectories to be both high-rewarding and dynamically plausible. GTA applies a diffusion model within the data augmentation framework. GTA partially noises original trajectories and then denoises them with classifier-free guidance via conditioning on amplified return value. Our results show that GTA, as a general data augmentation strategy, enhances the performance of widely used offline RL algorithms across various tasks with unique challenges. Furthermore, we conduct a quality analysis of data augmented by GTA and demonstrate that GTA improves the quality of the data. Our code is available at https://github.com/Jaewoopudding/GTA

NeurI...

NeurIPS 2024. Previously accepted (Spotlight) to ICLR 2024 Workshop on Generative Models for Decision Making. Jaewoo Lee and Sujin Yun are equal contribution authors

Efficient Trajectory Forecasting and Generation with Conditional Flow Matching 2024-11-07
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Trajectory prediction and generation are crucial for autonomous robots in dynamic environments. While prior research has typically focused on either prediction or generation, our approach unifies these tasks to provide a versatile framework and achieve state-of-the-art performance. While diffusion models excel in trajectory generation, their iterative sampling process is computationally intensive, hindering robotic systems' dynamic capabilities. We introduce Trajectory Conditional Flow Matching (T-CFM), a novel approach using flow matching techniques to learn a solver time-varying vector field for efficient, fast trajectory generation. T-CFM demonstrates effectiveness in adversarial tracking, real-world aircraft trajectory forecasting, and long-horizon planning, outperforming state-of-the-art baselines with 35% higher predictive accuracy and 142% improved planning performance. Crucially, T-CFM achieves up to 100$\times$ speed-up compared to diffusion models without sacrificing accuracy, enabling real-time decision making in robotics. Codebase: https://github.com/CORE-Robotics-Lab/TCFM

Optimal Convex Cover as Collision-free Space Approximation for Trajectory Generation 2024-11-06
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We propose an online iterative algorithm to find an optimal convex cover to under-approximate the free space for autonomous navigation to delineate Safe Flight Corridors (SFC). The convex cover consists of a set of polytopes such that the union of the polytopes represents obstacle-free space, allowing us to find trajectories for robots that lie within the convex cover. In order to find the SFC that facilitates optimal trajectory generation, we iteratively find overlapping polytopes of maximum volumes that include specified waypoints initialized by a geometric or kinematic planner. Constraints at waypoints appear in two alternating stages of a joint optimization problem, which is solved by a method inspired by the Alternating Direction Method of Multipliers (ADMM) with partially distributed variables. We validate the effectiveness of our proposed algorithm using a range of parameterized environments and show its applications for two-stage motion planning.

ET-SEED: Efficient Trajectory-Level SE(3) Equivariant Diffusion Policy 2024-11-06
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Imitation learning, e.g., diffusion policy, has been proven effective in various robotic manipulation tasks. However, extensive demonstrations are required for policy robustness and generalization. To reduce the demonstration reliance, we leverage spatial symmetry and propose ET-SEED, an efficient trajectory-level SE(3) equivariant diffusion model for generating action sequences in complex robot manipulation tasks. Further, previous equivariant diffusion models require the per-step equivariance in the Markov process, making it difficult to learn policy under such strong constraints. We theoretically extend equivariant Markov kernels and simplify the condition of equivariant diffusion process, thereby significantly improving training efficiency for trajectory-level SE(3) equivariant diffusion policy in an end-to-end manner. We evaluate ET-SEED on representative robotic manipulation tasks, involving rigid body, articulated and deformable object. Experiments demonstrate superior data efficiency and manipulation proficiency of our proposed method, as well as its ability to generalize to unseen configurations with only a few demonstrations. Website: https://et-seed.github.io/

Accep...

Accept to CoRL 2024 Workshop on X-Embodiment Robot Learning

Efficient and Robust Freeway Traffic Speed Estimation under Oblique Grid using Vehicle Trajectory Data 2024-11-06
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Accurately estimating spatiotemporal traffic states on freeways is a significant challenge due to limited sensor deployment and potential data corruption. In this study, we propose an efficient and robust low-rank model for precise spatiotemporal traffic speed state estimation (TSE) using lowpenetration vehicle trajectory data. Leveraging traffic wave priors, an oblique grid-based matrix is first designed to transform the inherent dependencies of spatiotemporal traffic states into the algebraic low-rankness of a matrix. Then, with the enhanced traffic state low-rankness in the oblique matrix, a low-rank matrix completion method is tailored to explicitly capture spatiotemporal traffic propagation characteristics and precisely reconstruct traffic states. In addition, an anomaly-tolerant module based on a sparse matrix is developed to accommodate corrupted data input and thereby improve the TSE model robustness. Notably, driven by the understanding of traffic waves, the computational complexity of the proposed efficient method is only correlated with the problem size itself, not with dataset size and hyperparameter selection prevalent in existing studies. Extensive experiments demonstrate the effectiveness, robustness, and efficiency of the proposed model. The performance of the proposed method achieves up to a 12% improvement in Root Mean Squared Error (RMSE) in the TSE scenarios and an 18% improvement in RMSE in the robust TSE scenarios, and it runs more than 20 times faster than the state-of-the-art (SOTA) methods.

accepted by T-ITS
Biomechanics-Aware Trajectory Optimization for Navigation during Robotic Physiotherapy 2024-11-06
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Robotic devices hold promise for aiding patients in orthopedic rehabilitation. However, current robotic-assisted physiotherapy methods struggle including biomechanical metrics in their control algorithms, crucial for safe and effective therapy. This paper introduces BATON, a Biomechanics-Aware Trajectory Optimization approach to robotic Navigation of human musculoskeletal loads. The method integrates a high-fidelity musculoskeletal model of the human shoulder into real-time control of robot-patient interaction during rotator cuff tendon rehabilitation. We extract skeletal dynamics and tendon loading information from an OpenSim shoulder model to solve an optimal control problem, generating strain-minimizing trajectories. Trajectories were realized on a healthy subject by an impedance-controlled robot while estimating the state of the subject's shoulder. Target poses were prescribed to design personalized rehabilitation across a wide range of shoulder motion avoiding high-strain areas. BATON was designed with real-time capabilities, enabling continuous trajectory replanning to address unforeseen variations in tendon strain, such as those from changing muscle activation of the subject.

13 pa...

13 pages, 9 figures, under review

UniTraj: Universal Human Trajectory Modeling from Billion-Scale Worldwide Traces 2024-11-06
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Human trajectory modeling is essential for deciphering movement patterns and supporting advanced applications across various domains. However, existing methods are often tailored to specific tasks and regions, resulting in limitations related to task specificity, regional dependency, and data quality sensitivity. Addressing these challenges requires a universal human trajectory foundation model capable of generalizing and scaling across diverse tasks and geographic contexts. To this end, we propose UniTraj, a Universal human Trajectory foundation model that is task-adaptive, region-independent, and highly generalizable. To further enhance performance, we construct WorldTrace, the first large-scale, high-quality, globally distributed dataset sourced from open web platforms, encompassing 2.45 million trajectories with billions of points across 70 countries. Through multiple resampling and masking strategies designed for pre-training, UniTraj effectively overcomes geographic and task constraints, adapting to heterogeneous data quality. Extensive experiments across multiple trajectory analysis tasks and real-world datasets demonstrate that UniTraj consistently outperforms existing approaches in terms of scalability and adaptability. These results underscore the potential of UniTraj as a versatile, robust solution for a wide range of trajectory analysis applications, with WorldTrace serving as an ideal but non-exclusive foundation for training.

How to Drawjectory? -- Trajectory Planning using Programming by Demonstration 2024-11-06
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A flight trajectory defines how exactly a quadrocopter moves in the three-dimensional space from one position to another. Automatic flight trajectory planning faces challenges such as high computational effort and a lack of precision. Hence, when low computational effort or precise control is required, programming the flight route trajectory manually might be preferable. However, this requires in-depth knowledge of how to accurately plan flight trajectories in three-dimensional space. We propose planning quadrocopter flight trajectories manually using the Programming by Demonstration (PbD) approach -- simply drawing the trajectory in the three-dimensional space by hand. This simplifies the planning process and reduces the level of in-depth knowledge required. We implemented the approach in the context of the Quadcopter Lab at Ulm University. In order to evaluate our approach, we compare the precision and accuracy of the trajectories drawn by a user using our approach as well as the required time with those manually programmed using a domain specific language. The evaluation shows that the Drawjectory workflow is, on average, 78.7 seconds faster without a significant loss of precision, shown by an average deviation 6.67 cm.

Revisiting CNNs for Trajectory Similarity Learning 2024-11-05
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Similarity search is a fundamental but expensive operator in querying trajectory data, due to its quadratic complexity of distance computation. To mitigate the computational burden for long trajectories, neural networks have been widely employed for similarity learning and each trajectory is encoded as a high-dimensional vector for similarity search with linear complexity. Given the sequential nature of trajectory data, previous efforts have been primarily devoted to the utilization of RNNs or Transformers. In this paper, we argue that the common practice of treating trajectory as sequential data results in excessive attention to capturing long-term global dependency between two sequences. Instead, our investigation reveals the pivotal role of local similarity, prompting a revisit of simple CNNs for trajectory similarity learning. We introduce ConvTraj, incorporating both 1D and 2D convolutions to capture sequential and geo-distribution features of trajectories, respectively. In addition, we conduct a series of theoretical analyses to justify the effectiveness of ConvTraj. Experimental results on four real-world large-scale datasets demonstrate that ConvTraj achieves state-of-the-art accuracy in trajectory similarity search. Owing to the simple network structure of ConvTraj, the training and inference speed on the Porto dataset with 1.6 million trajectories are increased by at least $240$x and $2.16$x, respectively. The source code and dataset can be found at \textit{\url{https://github.com/Proudc/ConvTraj}}.

NEOviz: Uncertainty-Driven Visual Analysis of Asteroid Trajectories 2024-11-05
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We introduce NEOviz, an interactive visualization system designed to assist planetary defense experts in the visual analysis of the movements of near-Earth objects in the Solar System that might prove hazardous to Earth. Asteroids are often discovered using optical telescopes and their trajectories are calculated from images, resulting in an inherent asymmetric uncertainty in their position and velocity. Consequently, we typically cannot determine the exact trajectory of an asteroid, and an ensemble of trajectories must be generated to estimate an asteroid's movement over time. When propagating these ensembles over decades, it is challenging to visualize the varying paths and determine their potential impact on Earth, which could cause catastrophic damage. NEOviz equips experts with the necessary tools to effectively analyze the existing catalog of asteroid observations. In particular, we present a novel approach for visualizing the 3D uncertainty region through which an asteroid travels, while providing accurate spatial context in relation to system-critical infrastructure such as Earth, the Moon, and artificial satellites. Furthermore, we use NEOviz to visualize the divergence of asteroid trajectories, capturing high-variance events in an asteroid's orbital properties. For potential impactors, we combine the 3D visualization with an uncertainty-aware impact map to illustrate the potential risks to human populations. NEOviz was developed with continuous input from members of the planetary defense community through a participatory design process. It is exemplified in three real-world use cases and evaluated via expert feedback interviews.

Advanced computer vision for extracting georeferenced vehicle trajectories from drone imagery 2024-11-04
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This paper presents a framework for extracting georeferenced vehicle trajectories from high-altitude drone footage, addressing key challenges in urban traffic monitoring and limitations of traditional ground-based systems. We employ state-of-the-art computer vision and deep learning to create an end-to-end pipeline that enhances vehicle detection, tracking, and trajectory stabilization. Conducted in the Songdo International Business District, South Korea, the study used a multi-drone experiment over 20 intersections, capturing approximately 12TB of 4K video data over four days. We developed a novel track stabilization method that uses detected vehicle bounding boxes as exclusion masks during image registration, which, combined with advanced georeferencing techniques, accurately transforms vehicle coordinates into real-world geographical data. Additionally, our framework includes robust vehicle dimension estimation and detailed road segmentation for in-depth traffic analysis. The framework produced two high-quality datasets: the Songdo Traffic dataset, comprising nearly 1 million unique vehicle trajectories, and the Songdo Vision dataset, containing over 5,000 human-annotated frames with about 300,000 vehicle instances in four classes. Comparisons between drone-derived data and high-precision sensor data from an instrumented probe vehicle highlight the accuracy and consistency of our framework's extraction in dense urban settings. By publicly releasing these datasets and the pipeline source code, this work sets new benchmarks for data quality, reproducibility, and scalability in traffic research. Results demonstrate the potential of integrating drone technology with advanced computer vision for precise, cost-effective urban traffic monitoring, providing valuable resources for the research community to develop intelligent transportation systems and improve traffic management strategies.

Hyper-SD: Trajectory Segmented Consistency Model for Efficient Image Synthesis 2024-11-04
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Recently, a series of diffusion-aware distillation algorithms have emerged to alleviate the computational overhead associated with the multi-step inference process of Diffusion Models (DMs). Current distillation techniques often dichotomize into two distinct aspects: i) ODE Trajectory Preservation; and ii) ODE Trajectory Reformulation. However, these approaches suffer from severe performance degradation or domain shifts. To address these limitations, we propose Hyper-SD, a novel framework that synergistically amalgamates the advantages of ODE Trajectory Preservation and Reformulation, while maintaining near-lossless performance during step compression. Firstly, we introduce Trajectory Segmented Consistency Distillation to progressively perform consistent distillation within pre-defined time-step segments, which facilitates the preservation of the original ODE trajectory from a higher-order perspective. Secondly, we incorporate human feedback learning to boost the performance of the model in a low-step regime and mitigate the performance loss incurred by the distillation process. Thirdly, we integrate score distillation to further improve the low-step generation capability of the model and offer the first attempt to leverage a unified LoRA to support the inference process at all steps. Extensive experiments and user studies demonstrate that Hyper-SD achieves SOTA performance from 1 to 8 inference steps for both SDXL and SD1.5. For example, Hyper-SDXL surpasses SDXL-Lightning by +0.68 in CLIP Score and +0.51 in Aes Score in the 1-step inference.

Accep...

Accepted by NeurIPS 2024 (Camera-Ready Version). Project Page: https://hyper-sd.github.io/

Intrinsic Dimensionality of Fermi-Pasta-Ulam-Tsingou High-Dimensional Trajectories Through Manifold Learning 2024-11-04
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A data-driven approach based on unsupervised machine learning is proposed to infer the intrinsic dimensions $m^{\ast}$ of the high-dimensional trajectories of the Fermi-Pasta-Ulam-Tsingou (FPUT) model. Principal component analysis (PCA) is applied to trajectory data consisting of $n_s = 4,000,000$ datapoints, of the FPUT $\beta$ model with $N = 32$ coupled oscillators, revealing a critical relationship between $m^{\ast}$ and the model's nonlinear strength. For weak nonlinearities, $m^{\ast} \ll n$, where $n = 2N$. In contrast, for strong nonlinearities, $m^{\ast} \rightarrow n - 1$, consistently with the ergodic hypothesis. Furthermore, one of the potential limitations of PCA is addressed through an analysis with t-distributed stochastic neighbor embedding ($t$-SNE). Accordingly, we found strong evidence suggesting that the datapoints lie near or on a curved low-dimensional manifold for weak nonlinearities.

20 pages, 18 figures
Enhancing Social Robot Navigation with Integrated Motion Prediction and Trajectory Planning in Dynamic Human Environments 2024-11-04
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Navigating safely in dynamic human environments is crucial for mobile service robots, and social navigation is a key aspect of this process. In this paper, we proposed an integrative approach that combines motion prediction and trajectory planning to enable safe and socially-aware robot navigation. The main idea of the proposed method is to leverage the advantages of Socially Acceptable trajectory prediction and Timed Elastic Band (TEB) by incorporating human interactive information including position, orientation, and motion into the objective function of the TEB algorithms. In addition, we designed social constraints to ensure the safety of robot navigation. The proposed system is evaluated through physical simulation using both quantitative and qualitative metrics, demonstrating its superior performance in avoiding human and dynamic obstacles, thereby ensuring safe navigation. The implementations are open source at: \url{https://github.com/thanhnguyencanh/SGan-TEB.git}

In th...

In the 24th International Conference on Control, Automation, and Systems (ICCAS 2024), Jeju, Korea

Estimating Generalization Performance Along the Trajectory of Proximal SGD in Robust Regression 2024-11-03
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This paper studies the generalization performance of iterates obtained by Gradient Descent (GD), Stochastic Gradient Descent (SGD) and their proximal variants in high-dimensional robust regression problems. The number of features is comparable to the sample size and errors may be heavy-tailed. We introduce estimators that precisely track the generalization error of the iterates along the trajectory of the iterative algorithm. These estimators are provably consistent under suitable conditions. The results are illustrated through several examples, including Huber regression, pseudo-Huber regression, and their penalized variants with non-smooth regularizer. We provide explicit generalization error estimates for iterates generated from GD and SGD, or from proximal SGD in the presence of a non-smooth regularizer. The proposed risk estimates serve as effective proxies for the actual generalization error, allowing us to determine the optimal stopping iteration that minimizes the generalization error. Extensive simulations confirm the effectiveness of the proposed generalization error estimates.

Camer...

Camera-ready version of NeurIPS 2024 paper

Interaction-Aware Trajectory Prediction for Safe Motion Planning in Autonomous Driving: A Transformer-Transfer Learning Approach 2024-11-03
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A critical aspect of safe and efficient motion planning for autonomous vehicles (AVs) is to handle the complex and uncertain behavior of surrounding human-driven vehicles (HDVs). Despite intensive research on driver behavior prediction, existing approaches typically overlook the interactions between AVs and HDVs assuming that HDV trajectories are not affected by AV actions. To address this gap, we present a transformer-transfer learning-based interaction-aware trajectory predictor for safe motion planning of autonomous driving, focusing on a vehicle-to-vehicle (V2V) interaction scenario consisting of an AV and an HDV. Specifically, we construct a transformer-based interaction-aware trajectory predictor using widely available datasets of HDV trajectory data and further transfer the learned predictor using a small set of AV-HDV interaction data. Then, to better incorporate the proposed trajectory predictor into the motion planning module of AVs, we introduce an uncertainty quantification method to characterize the errors of the predictor, which are integrated into the path-planning process. Our experimental results demonstrate the value of explicitly considering interactions and handling uncertainties.

Labeled random finite sets vs. trajectory random finite sets 2024-11-03
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The paper [12] discussed two approaches for multitarget tracking (MTT): the generalized labeled multi-Bernoulli (GLMB) filter and three Poisson multi-Bernoulli mixture (PMBM) filters. The paper [13] discussed two frameworks for multitarget trajectory representation--labeled random finite set (LRFS) and set of trajectories (SoT)--and the merging of SoT and PMBM into trajectory PMBM (TPMBM) theory. This paper summarizes and augments the main findings of [12], [13]--specifcally, why SoT, PMBM, and TPMBM are physically and mathematically erroneous.

6 pages, 1 figur4e
TrajRoute: Rethinking Routing with a Simple Trajectory-Based Approach -- Forget the Maps and Traffic! 2024-11-02
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The abundance of vehicle trajectory data offers a new opportunity to compute driving routes between origins and destinations. Current graph-based routing pipelines, while effective, involve substantial costs in constructing, maintaining, and updating road network graphs to reflect real-time conditions. In this study, we propose a new trajectory-based routing paradigm that bypasses current workflows by directly utilizing raw trajectory data to compute efficient routes. Our method, named TrajRoute, uniquely "follows" historical trajectories from a source to a destination, constructing paths that reflect actual driver behavior and implicit preferences. To supplement areas with sparse trajectory data, the road network is also incorporated into TrajRoute's index, and tunable parameters are introduced to control the balance between road segments and trajectories, ensuring a unified and adaptable routing approach. We experimentally verify our approach by comparing it to an existing online routing service. Our results demonstrate that as the number of trajectories covering the road network increases, TrajRoute produces increasingly accurate travel time and route length estimates while gradually eliminating the need to downgrade to the road network. This highlights the potential of simpler, data-driven pipelines for routing, offering lower-maintenance alternatives to conventional systems.

GPTR: Gaussian Process Trajectory Representation for Continuous-Time Motion Estimation 2024-11-02
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Continuous-time trajectory representation has gained significant popularity in recent years, as it offers an elegant formulation that allows the fusion of a larger number of sensors and sensing modalities, overcoming limitations of traditional discrete-time frameworks. To bolster the adoption of the continuous-time paradigm, we propose a so-called Gaussian Process Trajectory Representation (GPTR) framework for continuous-time motion estimation (CTME) tasks. Our approach stands out by employing a third-order random jerk model, featuring closed-form expressions for both rotational and translational state derivatives. This model provides smooth, continuous trajectory representations that are crucial for precise estimation of complex motion. To support the wider robotics and computer vision communities, we have made the source code for GPTR available as a light-weight header-only library. This format was chosen for its ease of integration, allowing developers to incorporate GPTR into existing systems without needing extensive code modifications. Moreover, we also provide a set of optimization examples with LiDAR, camera, IMU, UWB factors, and closed-form analytical Jacobians under the proposed GP framework. Our experiments demonstrate the efficacy and efficiency of GP-based trajectory representation in various motion estimation tasks, and the examples can serve as the prototype to help researchers quickly develop future applications such as batch optimization, calibration, sensor fusion, trajectory planning, etc., with continuous-time trajectory representation. Our project is accessible at https://github.com/brytsknguyen/gptr .

The s...

The source code has been released. All feedbacks are welcome

SPOT: SE(3) Pose Trajectory Diffusion for Object-Centric Manipulation 2024-11-01
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We introduce SPOT, an object-centric imitation learning framework. The key idea is to capture each task by an object-centric representation, specifically the SE(3) object pose trajectory relative to the target. This approach decouples embodiment actions from sensory inputs, facilitating learning from various demonstration types, including both action-based and action-less human hand demonstrations, as well as cross-embodiment generalization. Additionally, object pose trajectories inherently capture planning constraints from demonstrations without the need for manually crafted rules. To guide the robot in executing the task, the object trajectory is used to condition a diffusion policy. We show improvement compared to prior work on RLBench simulated tasks. In real-world evaluation, using only eight demonstrations shot on an iPhone, our approach completed all tasks while fully complying with task constraints. Project page: https://nvlabs.github.io/object_centric_diffusion

RopeTP: Global Human Motion Recovery via Integrating Robust Pose Estimation with Diffusion Trajectory Prior 2024-11-01
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We present RopeTP, a novel framework that combines Robust pose estimation with a diffusion Trajectory Prior to reconstruct global human motion from videos. At the heart of RopeTP is a hierarchical attention mechanism that significantly improves context awareness, which is essential for accurately inferring the posture of occluded body parts. This is achieved by exploiting the relationships with visible anatomical structures, enhancing the accuracy of local pose estimations. The improved robustness of these local estimations allows for the reconstruction of precise and stable global trajectories. Additionally, RopeTP incorporates a diffusion trajectory model that predicts realistic human motion from local pose sequences. This model ensures that the generated trajectories are not only consistent with observed local actions but also unfold naturally over time, thereby improving the realism and stability of 3D human motion reconstruction. Extensive experimental validation shows that RopeTP surpasses current methods on two benchmark datasets, particularly excelling in scenarios with occlusions. It also outperforms methods that rely on SLAM for initial camera estimates and extensive optimization, delivering more accurate and realistic trajectories.

Accep...

Accepted by WACV 2025 (Round 1)

Pedestrian Trajectory Prediction with Missing Data: Datasets, Imputation, and Benchmarking 2024-10-31
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Pedestrian trajectory prediction is crucial for several applications such as robotics and self-driving vehicles. Significant progress has been made in the past decade thanks to the availability of pedestrian trajectory datasets, which enable trajectory prediction methods to learn from pedestrians' past movements and predict future trajectories. However, these datasets and methods typically assume that the observed trajectory sequence is complete, ignoring real-world issues such as sensor failure, occlusion, and limited fields of view that can result in missing values in observed trajectories. To address this challenge, we present TrajImpute, a pedestrian trajectory prediction dataset that simulates missing coordinates in the observed trajectory, enhancing real-world applicability. TrajImpute maintains a uniform distribution of missing data within the observed trajectories. In this work, we comprehensively examine several imputation methods to reconstruct the missing coordinates and benchmark them for imputing pedestrian trajectories. Furthermore, we provide a thorough analysis of recent trajectory prediction methods and evaluate the performance of these models on the imputed trajectories. Our experimental evaluation of the imputation and trajectory prediction methods offers several valuable insights. Our dataset provides a foundational resource for future research on imputation-aware pedestrian trajectory prediction, potentially accelerating the deployment of these methods in real-world applications. Publicly accessible links to the datasets and code files are available at https://github.com/Pranav-chib/TrajImpute.

Accep...

Accepted at NeurIPS 2024

Conformalized Prediction of Post-Fault Voltage Trajectories Using Pre-trained and Finetuned Attention-Driven Neural Operators 2024-10-31
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This paper proposes a new data-driven methodology for predicting intervals of post-fault voltage trajectories in power systems. We begin by introducing the Quantile Attention-Fourier Deep Operator Network (QAF-DeepONet), designed to capture the complex dynamics of voltage trajectories and reliably estimate quantiles of the target trajectory without any distributional assumptions. The proposed operator regression model maps the observed portion of the voltage trajectory to its unobserved post-fault trajectory. Our methodology employs a pre-training and fine-tuning process to address the challenge of limited data availability. To ensure data privacy in learning the pre-trained model, we use merging via federated learning with data from neighboring buses, enabling the model to learn the underlying voltage dynamics from such buses without directly sharing their data. After pre-training, we fine-tune the model with data from the target bus, allowing it to adapt to unique dynamics and operating conditions. Finally, we integrate conformal prediction into the fine-tuned model to ensure coverage guarantees for the predicted intervals. We evaluated the performance of the proposed methodology using the New England 39-bus test system considering detailed models of voltage and frequency controllers. Two metrics, Prediction Interval Coverage Probability (PICP) and Prediction Interval Normalized Average Width (PINAW), are used to numerically assess the model's performance in predicting intervals. The results show that the proposed approach offers practical and reliable uncertainty quantification in predicting the interval of post-fault voltage trajectories.

Learning Cooperative Trajectory Representations for Motion Forecasting 2024-10-31
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Motion forecasting is an essential task for autonomous driving, and utilizing information from infrastructure and other vehicles can enhance forecasting capabilities. Existing research mainly focuses on leveraging single-frame cooperative information to enhance the limited perception capability of the ego vehicle, while underutilizing the motion and interaction context of traffic participants observed from cooperative devices. In this paper, we propose a forecasting-oriented representation paradigm to utilize motion and interaction features from cooperative information. Specifically, we present V2X-Graph, a representative framework to achieve interpretable and end-to-end trajectory feature fusion for cooperative motion forecasting. V2X-Graph is evaluated on V2X-Seq in vehicle-to-infrastructure (V2I) scenarios. To further evaluate on vehicle-to-everything (V2X) scenario, we construct the first real-world V2X motion forecasting dataset V2X-Traj, which contains multiple autonomous vehicles and infrastructure in every scenario. Experimental results on both V2X-Seq and V2X-Traj show the advantage of our method. We hope both V2X-Graph and V2X-Traj will benefit the further development of cooperative motion forecasting. Find the project at https://github.com/AIR-THU/V2X-Graph.

Accep...

Accepted by NeurIPS 2024

Continuous Dynamic Modeling via Neural ODEs for Popularity Trajectory Prediction 2024-10-31
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Popularity prediction for information cascades has significant applications across various domains, including opinion monitoring and advertising recommendations. While most existing methods consider this as a discrete problem, popularity actually evolves continuously, exhibiting rich dynamic properties such as change rates and growth patterns. In this paper, we argue that popularity trajectory prediction is more practical, as it aims to forecast the entire trajectory of how popularity unfolds over arbitrary future time. This approach offers insights into both instantaneous popularity and the underlying dynamic properties. However, traditional methods for popularity trajectory prediction primarily rely on specific diffusion mechanism assumptions, which may not align well with real-world dynamics and compromise their performance. To address these limitations, we propose NODEPT, a novel approach based on neural ordinary differential equations (ODEs) for popularity trajectory prediction. NODEPT models the continuous dynamics of the underlying diffusion system using neural ODEs. We first employ an encoder to initialize the latent state representations of information cascades, consisting of two representation learning modules that capture the co-evolution structural characteristics and temporal patterns of cascades from different perspectives. More importantly, we then introduce an ODE-based generative module that learns the dynamics of the diffusion system in the latent space. Finally, a decoder transforms the latent state into the prediction of the future popularity trajectory. Our experimental results on three real-world datasets demonstrate the superiority and rationality of the proposed NODEPT method.

The t...

The time complexity analysis in section 4.4 contains error; we overlooked the impact of the memory module

Transformer-based Model Predictive Control: Trajectory Optimization via Sequence Modeling 2024-10-31
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Model predictive control (MPC) has established itself as the primary methodology for constrained control, enabling general-purpose robot autonomy in diverse real-world scenarios. However, for most problems of interest, MPC relies on the recursive solution of highly non-convex trajectory optimization problems, leading to high computational complexity and strong dependency on initialization. In this work, we present a unified framework to combine the main strengths of optimization-based and learning-based methods for MPC. Our approach entails embedding high-capacity, transformer-based neural network models within the optimization process for trajectory generation, whereby the transformer provides a near-optimal initial guess, or target plan, to a non-convex optimization problem. Our experiments, performed in simulation and the real world onboard a free flyer platform, demonstrate the capabilities of our framework to improve MPC convergence and runtime. Compared to purely optimization-based approaches, results show that our approach can improve trajectory generation performance by up to 75%, reduce the number of solver iterations by up to 45%, and improve overall MPC runtime by 7x without loss in performance.

8 pag...

8 pages, 7 figures. Datasets, videos and code available at: https://transformermpc.github.io

Latent Plan Transformer for Trajectory Abstraction: Planning as Latent Space Inference 2024-10-31
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In tasks aiming for long-term returns, planning becomes essential. We study generative modeling for planning with datasets repurposed from offline reinforcement learning. Specifically, we identify temporal consistency in the absence of step-wise rewards as one key technical challenge. We introduce the Latent Plan Transformer (LPT), a novel model that leverages a latent variable to connect a Transformer-based trajectory generator and the final return. LPT can be learned with maximum likelihood estimation on trajectory-return pairs. In learning, posterior sampling of the latent variable naturally integrates sub-trajectories to form a consistent abstraction despite the finite context. At test time, the latent variable is inferred from an expected return before policy execution, realizing the idea of planning as inference. Our experiments demonstrate that LPT can discover improved decisions from sub-optimal trajectories, achieving competitive performance across several benchmarks, including Gym-Mujoco, Franka Kitchen, Maze2D, and Connect Four. It exhibits capabilities in nuanced credit assignments, trajectory stitching, and adaptation to environmental contingencies. These results validate that latent variable inference can be a strong alternative to step-wise reward prompting.

DiffTORI: Differentiable Trajectory Optimization for Deep Reinforcement and Imitation Learning 2024-10-31
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This paper introduces DiffTORI, which utilizes Differentiable Trajectory Optimization as the policy representation to generate actions for deep Reinforcement and Imitation learning. Trajectory optimization is a powerful and widely used algorithm in control, parameterized by a cost and a dynamics function. The key to our approach is to leverage the recent progress in differentiable trajectory optimization, which enables computing the gradients of the loss with respect to the parameters of trajectory optimization. As a result, the cost and dynamics functions of trajectory optimization can be learned end-to-end. DiffTORI addresses the ``objective mismatch'' issue of prior model-based RL algorithms, as the dynamics model in DiffTORI is learned to directly maximize task performance by differentiating the policy gradient loss through the trajectory optimization process. We further benchmark DiffTORI for imitation learning on standard robotic manipulation task suites with high-dimensional sensory observations and compare our method to feed-forward policy classes as well as Energy-Based Models (EBM) and Diffusion. Across 15 model-based RL tasks and 35 imitation learning tasks with high-dimensional image and point cloud inputs, DiffTORI outperforms prior state-of-the-art methods in both domains.

NeurI...

NeurIPS 2024 (Spotlight)

Dual Agent Learning Based Aerial Trajectory Tracking 2024-10-31
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This paper presents a novel reinforcement learning framework for trajectory tracking of unmanned aerial vehicles in cluttered environments using a dual-agent architecture. Traditional optimization methods for trajectory tracking face significant computational challenges and lack robustness in dynamic environments. Our approach employs deep reinforcement learning (RL) to overcome these limitations, leveraging 3D pointcloud data to perceive the environment without relying on memory-intensive obstacle representations like occupancy grids. The proposed system features two RL agents: one for predicting UAV velocities to follow a reference trajectory and another for managing collision avoidance in the presence of obstacles. This architecture ensures real-time performance and adaptability to uncertainties. We demonstrate the efficacy of our approach through simulated and real-world experiments, highlighting improvements over state-of-the-art RL and optimization-based methods. Additionally, a curriculum learning paradigm is employed to scale the algorithms to more complex environments, ensuring robust trajectory tracking and obstacle avoidance in both static and dynamic scenarios.

DisCo: Distributed Contact-Rich Trajectory Optimization for Forceful Multi-Robot Collaboration 2024-10-30
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We present DisCo, a distributed algorithm for contact-rich, multi-robot tasks. DisCo is a distributed contact-implicit trajectory optimization algorithm, which allows a group of robots to optimize a time sequence of forces to objects and to their environment to accomplish tasks such as collaborative manipulation, robot team sports, and modular robot locomotion. We build our algorithm on a variant of the Alternating Direction Method of Multipliers (ADMM), where each robot computes its own contact forces and contact-switching events from a smaller single-robot, contact-implicit trajectory optimization problem, while cooperating with other robots through dual variables, enforcing constraints between robots. Each robot iterates between solving its local problem, and communicating over a wireless mesh network to enforce these consistency constraints with its neighbors, ultimately converging to a coordinated plan for the group. The local problems solved by each robot are significantly less challenging than a centralized problem with all robots' contact forces and switching events, improving the computational efficiency, while also preserving the privacy of some aspects of each robot's operation. We demonstrate the effectiveness of our algorithm in simulations of collaborative manipulation, multi-robot team sports scenarios, and in modular robot locomotion, where DisCo achieves $3$x higher success rates with a 2.5x to 5x faster computation time. Further, we provide results of hardware experiments on a modular truss robot, with three collaborating truss nodes planning individually while working together to produce a punctuated rolling-gate motion of the composite structure. Videos are available on the project page: https://disco-opt.github.io.

Long-Term Human Trajectory Prediction using 3D Dynamic Scene Graphs 2024-10-30
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We present a novel approach for long-term human trajectory prediction in indoor human-centric environments, which is essential for long-horizon robot planning in these environments. State-of-the-art human trajectory prediction methods are limited by their focus on collision avoidance and short-term planning, and their inability to model complex interactions of humans with the environment. In contrast, our approach overcomes these limitations by predicting sequences of human interactions with the environment and using this information to guide trajectory predictions over a horizon of up to 60s. We leverage Large Language Models (LLMs) to predict interactions with the environment by conditioning the LLM prediction on rich contextual information about the scene. This information is given as a 3D Dynamic Scene Graph that encodes the geometry, semantics, and traversability of the environment into a hierarchical representation. We then ground these interaction sequences into multi-modal spatio-temporal distributions over human positions using a probabilistic approach based on continuous-time Markov Chains. To evaluate our approach, we introduce a new semi-synthetic dataset of long-term human trajectories in complex indoor environments, which also includes annotations of human-object interactions. We show in thorough experimental evaluations that our approach achieves a 54% lower average negative log-likelihood and a 26.5% lower Best-of-20 displacement error compared to the best non-privileged (i.e., evaluated in a zero-shot fashion on the dataset) baselines for a time horizon of 60s.

8 pag...

8 pages, 6 figures. Accepted at IEEE Robotics and Automation Letters (RA-L). Code released at: https://github.com/MIT-SPARK/LP2

Embedding Trajectory for Out-of-Distribution Detection in Mathematical Reasoning 2024-10-30
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Real-world data deviating from the independent and identically distributed (i.i.d.) assumption of in-distribution training data poses security threats to deep networks, thus advancing out-of-distribution (OOD) detection algorithms. Detection methods in generative language models (GLMs) mainly focus on uncertainty estimation and embedding distance measurement, with the latter proven to be most effective in traditional linguistic tasks like summarization and translation. However, another complex generative scenario mathematical reasoning poses significant challenges to embedding-based methods due to its high-density feature of output spaces, but this feature causes larger discrepancies in the embedding shift trajectory between different samples in latent spaces. Hence, we propose a trajectory-based method TV score, which uses trajectory volatility for OOD detection in mathematical reasoning. Experiments show that our method outperforms all traditional algorithms on GLMs under mathematical reasoning scenarios and can be extended to more applications with high-density features in output spaces, such as multiple-choice questions.

Accep...

Accepted by NeurIPS 2024

Constrained Trajectory Optimization for Hybrid Dynamical Systems 2024-10-30
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Hybrid dynamical systems pose significant challenges for effective planning and control, especially when additional constraints such as obstacle avoidance, state boundaries, and actuation limits are present. In this letter, we extend the recently proposed Hybrid iLQR method [1] to handle state and input constraints within an indirect optimization framework, aiming to preserve computational efficiency and ensure dynamic feasibility. Specifically, we incorporate two constraint handling mechanisms into the Hybrid iLQR: Discrete Barrier State and Augmented Lagrangian methods. Comprehensive simulations across various operational situations are conducted to evaluate and compare the performance of these extended methods in terms of convergence and their ability to handle infeasible starting trajectories. Results indicate that while the Discrete Barrier State approach is more computationally efficient, the Augmented Lagrangian method outperforms it in complex and real-world scenarios with infeasible initial trajectories.

6 pages 4 figures
MPPI-IPDDP: Hybrid Method of Collision-Free Smooth Trajectory Generation for Autonomous Robots 2024-10-30
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This paper presents a hybrid trajectory optimization method designed to generate collision-free, smooth trajectories for autonomous mobile robots. By combining sampling-based Model Predictive Path Integral (MPPI) control with gradient-based Interior-Point Differential Dynamic Programming (IPDDP), we leverage their respective strengths in exploration and smoothing. The proposed method, MPPI-IPDDP, involves three steps: First, MPPI control is used to generate a coarse trajectory. Second, a collision-free convex corridor is constructed. Third, IPDDP is applied to smooth the coarse trajectory, utilizing the collision-free corridor from the second step. To demonstrate the effectiveness of our approach, we apply the proposed algorithm to trajectory optimization for differential-drive wheeled mobile robots and point-mass quadrotors. In comparisons with other MPPI variants and continuous optimization-based solvers, our method shows superior performance in terms of computational robustness and trajectory smoothness. Code: https://github.com/i-ASL/mppi-ipddp Video: https://youtu.be/-oUAt5sd9Bk

Choice between Partial Trajectories 2024-10-30
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As AI agents generate increasingly sophisticated behaviors, manually encoding human preferences to guide these agents becomes more challenging. To address this, it has been suggested that agents instead learn preferences from human choice data. This approach requires a model of choice behavior that the agent can use to interpret the data. For choices between partial trajectories of states and actions, previous models assume choice probabilities to be determined by the partial return or the cumulative advantage. We consider an alternative model based instead on the bootstrapped return, which adds to the partial return an estimate of the future return. Benefits of the bootstrapped return model stem from its treatment of human beliefs. Unlike partial return, choices based on bootstrapped return reflect human beliefs about the environment. Further, while recovering the reward function from choices based on cumulative advantage requires that those beliefs are correct, doing so from choices based on bootstrapped return does not. To motivate the bootstrapped return model, we formulate axioms and prove an Alignment Theorem. This result formalizes how, for a general class of human preferences, such models are able to disentangle goals from beliefs. This ensures recovery of an aligned reward function when learning from choices based on bootstrapped return. The bootstrapped return model also affords greater robustness to choice behavior. Even when choices are based on partial return, learning via a bootstrapped return model recovers an aligned reward function. The same holds with choices based on the cumulative advantage if the human and the agent both adhere to correct and consistent beliefs about the environment. On the other hand, if choices are based on bootstrapped return, learning via partial return or cumulative advantage models does not generally produce an aligned reward function.

An Overtaking Trajectory Planning Framework Based on Spatio-temporal Topology and Reachable Set Analysis Ensuring Time Efficiency 2024-10-30
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Generating overtaking trajectories in high-speed scenarios presents significant challenges and is typically addressed through hierarchical planning methods. However, this method has two primary drawbacks. First, heuristic algorithms can only provide a single initial solution, which may lead to local optima and consequently diminish the quality of the solution. Second, the time efficiency of trajectory refinement based on numerical optimization is insufficient. To overcome these limitations, this paper proposes an overtaking trajectory planning framework based on spatio-temporal topology and reachable set analysis (SROP), to improve trajectory quality and time efficiency. Specifically, this paper introduces topological classes to describe trajectories representing different overtaking behaviors, which support the spatio-temporal topological search method employed by the upper-layer planner to identify diverse initial paths. This approach helps prevent getting stuck in local optima, enhancing the overall solution quality by considering multiple initial solutions from distinct topologies. Moreover, the reachable set method is integrated into the lower-layer planner for parallel trajectory evaluation. This method enhances planning efficiency by decoupling vehicle model constraints from the optimization process, enabling parallel computation while ensuring control feasibility. Simulation results show that the proposed method improves the smoothness of generated trajectories by 66.8% compared to state-of-the-art methods, highlighting its effectiveness in enhancing trajectory quality. Additionally, this method reduces computation time by 62.9%, demonstrating its efficiency.

trajmsm: An R package for Trajectory Analysis and Causal Modeling 2024-10-29
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The R package trajmsm provides functions designed to simplify the estimation of the parameters of a model combining latent class growth analysis (LCGA), a trajectory analysis technique, and marginal structural models (MSMs) called LCGA-MSM. LCGA summarizes similar patterns of change over time into a few distinct categories called trajectory groups, which are then included as "treatments" in the MSM. MSMs are a class of causal models that correctly handle treatment-confounder feedback. The parameters of LCGA-MSMs can be consistently estimated using different estimators, such as inverse probability weighting (IPW), g-computation, and pooled longitudinal targeted maximum likelihood estimation (pooled LTMLE). These three estimators of the parameters of LCGA-MSMs are currently implemented in our package. In the context of a time-dependent outcome, we previously proposed a combination of LCGA and history-restricted MSMs (LCGA-HRMSMs). Our package provides additional functions to estimate the parameters of such models. Version 0.1.3 of the package is currently available on CRAN.

19 pa...

19 pages, 13 tables, 3 figures

Opt2Skill: Imitating Dynamically-feasible Whole-Body Trajectories for Versatile Humanoid Loco-Manipulation 2024-10-29
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Humanoid robots are designed to perform diverse loco-manipulation tasks. However, they face challenges due to their high-dimensional and unstable dynamics, as well as the complex contact-rich nature of the tasks. Model-based optimal control methods offer precise and systematic control but are limited by high computational complexity and accurate contact sensing. On the other hand, reinforcement learning (RL) provides robustness and handles high-dimensional spaces but suffers from inefficient learning, unnatural motion, and sim-to-real gaps. To address these challenges, we introduce Opt2Skill, an end-to-end pipeline that combines model-based trajectory optimization with RL to achieve robust whole-body loco-manipulation. We generate reference motions for the Digit humanoid robot using differential dynamic programming (DDP) and train RL policies to track these trajectories. Our results demonstrate that Opt2Skill outperforms pure RL methods in both training efficiency and task performance, with optimal trajectories that account for torque limits enhancing trajectory tracking. We successfully transfer our approach to real-world applications.

Individualised recovery trajectories of patients with impeded mobility, using distance between probability distributions of learnt graphs 2024-10-29
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Patients who are undergoing physical rehabilitation, benefit from feedback that follows from reliable assessment of their cumulative performance attained at a given time. In this paper, we provide a method for the learning of the recovery trajectory of an individual patient, as they undertake exercises as part of their physical therapy towards recovery of their loss of movement ability, following a critical illness. The difference between the Movement Recovery Scores (MRSs) attained by a patient, when undertaking a given exercise routine on successive instances, is given by a statistical distance/divergence between the (posterior) probabilities of random graphs that are Bayesianly learnt using time series data on locations of 20 of the patient's joints, recorded on an e-platform as the patient exercises. This allows for the computation of the MRS on every occasion the patient undertakes this exercise, using which, the recovery trajectory is drawn. We learn each graph as a Random Geometric Graph drawn in a probabilistic metric space, and identify the closed-form marginal posterior of any edge of the graph, given the correlation structure of the multivariate time series data on joint locations. On the basis of our recovery learning, we offer recommendations on the optimal exercise routines for patients with given level of mobility impairment.

ATLAS: Adapting Trajectory Lengths and Step-Size for Hamiltonian Monte Carlo 2024-10-28
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Hamiltonian Monte-Carlo (HMC) and its auto-tuned variant, the No U-Turn Sampler (NUTS) can struggle to accurately sample distributions with complex geometries, e.g., varying curvature, due to their constant step size for leapfrog integration and fixed mass matrix. In this work, we develop a strategy to locally adapt the step size parameter of HMC at every iteration by evaluating a low-rank approximation of the local Hessian and estimating its largest eigenvalue. We combine it with a strategy to similarly adapt the trajectory length by monitoring the no U-turn condition, resulting in an adaptive sampler, ATLAS: adapting trajectory length and step-size. We further use a delayed rejection framework for making multiple proposals that improves the computational efficiency of ATLAS, and develop an approach for automatically tuning its hyperparameters during warmup. We compare ATLAS with state-of-the-art samplers like NUTS on a suite of synthetic and real world examples, and show that i) unlike NUTS, ATLAS is able to accurately sample difficult distributions with complex geometries, ii) it is computationally competitive to NUTS for simpler distributions, and iii) it is more robust to the tuning of hyperparamters.

Code ...

Code available at https://github.com/modichirag/AtlasSampler

Trajectory Flow Matching with Applications to Clinical Time Series Modeling 2024-10-28
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Modeling stochastic and irregularly sampled time series is a challenging problem found in a wide range of applications, especially in medicine. Neural stochastic differential equations (Neural SDEs) are an attractive modeling technique for this problem, which parameterize the drift and diffusion terms of an SDE with neural networks. However, current algorithms for training Neural SDEs require backpropagation through the SDE dynamics, greatly limiting their scalability and stability. To address this, we propose Trajectory Flow Matching (TFM), which trains a Neural SDE in a simulation-free manner, bypassing backpropagation through the dynamics. TFM leverages the flow matching technique from generative modeling to model time series. In this work we first establish necessary conditions for TFM to learn time series data. Next, we present a reparameterization trick which improves training stability. Finally, we adapt TFM to the clinical time series setting, demonstrating improved performance on three clinical time series datasets both in terms of absolute performance and uncertainty prediction.

NeurI...

NeurIPS 2024 Spotlight

Combining Deep Reinforcement Learning with a Jerk-Bounded Trajectory Generator for Kinematically Constrained Motion Planning 2024-10-28
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Deep reinforcement learning (DRL) is emerging as a promising method for adaptive robotic motion and complex task automation, effectively addressing the limitations of traditional control methods. However, ensuring safety throughout both the learning process and policy deployment remains a key challenge due to the risky exploration inherent in DRL, as well as the discrete nature of actions taken at intervals. These discontinuities, despite being part of a continuous action space, can lead to abrupt changes between successive actions, causing instability and unsafe intermediate states. To address these challenges, this paper proposes an integrated framework that combines DRL with a jerk-bounded trajectory generator (JBTG) and a robust low-level control strategy, significantly enhancing the safety, stability, and reliability of robotic manipulators. The low-level controller ensures the precise execution of DRL-generated commands, while the JBTG refines these motions to produce smooth, continuous trajectories that prevent abrupt or unsafe actions. The framework also includes pre-calculated safe velocity zones for smooth braking, preventing joint limit violations and ensuring compliance with kinematic constraints. This approach not only guarantees the robustness and safety of the robotic system but also optimizes motion control, making it suitable for practical applications. The effectiveness of the proposed framework is demonstrated through its application to a highly complex heavy-duty manipulator.

This ...

This paper has been submitted to the IEEE for potential publication

Heterogeneous Interaction Modeling With Reduced Accumulated Error for Multi-Agent Trajectory Prediction 2024-10-28
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Dynamical complex systems composed of interactive heterogeneous agents are prevalent in the world, including urban traffic systems and social networks. Modeling the interactions among agents is the key to understanding and predicting the dynamics of the complex system, e.g., predicting the trajectories of traffic participants in the city. Compared with interaction modeling in homogeneous systems such as pedestrians in a crowded scene, heterogeneous interaction modeling is less explored. Worse still, the error accumulation problem becomes more severe since the interactions are more complex. To tackle the two problems, this paper proposes heterogeneous interaction modeling with reduced accumulated error for multi-agent trajectory prediction. Based on the historical trajectories, our method infers the dynamic interaction graphs among agents, featured by directed interacting relations and interacting effects. A heterogeneous attention mechanism is defined on the interaction graphs for aggregating the influence from heterogeneous neighbors to the target agent. To alleviate the error accumulation problem, this paper analyzes the error sources from the spatial and temporal perspectives, and proposes to introduce the graph entropy and the mixup training strategy for reducing the two types of errors respectively. Our method is examined on three real-world datasets containing heterogeneous agents, and the experimental results validate the superiority of our method.

20 pa...

20 pages, accepted by IEEE TNNLS

TrajAgent: An Agent Framework for Unified Trajectory Modelling 2024-10-27
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Trajectory modeling, which includes research on trajectory data pattern mining and future prediction, has widespread applications in areas such as life services, urban transportation, and public administration. Numerous methods have been proposed to address specific problems within trajectory modelling. However, due to the heterogeneity of data and the diversity of trajectory tasks, achieving unified trajectory modelling remains an important yet challenging task. In this paper, we propose TrajAgent, a large language model-based agentic framework, to unify various trajectory modelling tasks. In TrajAgent, we first develop UniEnv, an execution environment with a unified data and model interface, to support the execution and training of various models. Building on UniEnv, we introduce TAgent, an agentic workflow designed for automatic trajectory modelling across various trajectory tasks. Specifically, we design AutOpt, a systematic optimization module within TAgent, to further improve the performance of the integrated model. With diverse trajectory tasks input in natural language, TrajAgent automatically generates competitive results via training and executing appropriate models. Extensive experiments on four tasks using four real-world datasets demonstrate the effectiveness of TrajAgent in unified trajectory modelling, achieving an average performance improvement of 15.43% over baseline methods.

12 pa...

12 pages; the code will be openly accessible at: https://github.com/tsinghua-fib-lab/TrajAgent

Is Mamba Compatible with Trajectory Optimization in Offline Reinforcement Learning? 2024-10-27
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Transformer-based trajectory optimization methods have demonstrated exceptional performance in offline Reinforcement Learning (offline RL). Yet, it poses challenges due to substantial parameter size and limited scalability, which is particularly critical in sequential decision-making scenarios where resources are constrained such as in robots and drones with limited computational power. Mamba, a promising new linear-time sequence model, offers performance on par with transformers while delivering substantially fewer parameters on long sequences. As it remains unclear whether Mamba is compatible with trajectory optimization, this work aims to conduct comprehensive experiments to explore the potential of Decision Mamba (dubbed DeMa) in offline RL from the aspect of data structures and essential components with the following insights: (1) Long sequences impose a significant computational burden without contributing to performance improvements since DeMa's focus on sequences diminishes approximately exponentially. Consequently, we introduce a Transformer-like DeMa as opposed to an RNN-like DeMa. (2) For the components of DeMa, we identify the hidden attention mechanism as a critical factor in its success, which can also work well with other residual structures and does not require position embedding. Extensive evaluations demonstrate that our specially designed DeMa is compatible with trajectory optimization and surpasses previous methods, outperforming Decision Transformer (DT) with higher performance while using 30% fewer parameters in Atari, and exceeding DT with only a quarter of the parameters in MuJoCo.

23 pages, 11 figures
DAWN-ICL: Strategic Planning of Problem-solving Trajectories for Zero-Shot In-Context Learning 2024-10-26
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Zero-shot in-context learning (ZS-ICL) aims to conduct in-context learning (ICL) without using human-annotated demonstrations. Most ZS-ICL methods use large language models (LLMs) to generate (input, label) pairs as pseudo-demonstrations and leverage historical pseudo-demonstrations to help solve the current problem. They assume that problems are from the same task and traverse them in a random order. However, in real-world scenarios, problems usually come from diverse tasks, and only a few belong to the same task. The random traversing order may generate unreliable pseudo-demonstrations and lead to error accumulation. To address this problem, we reformulate ZS-ICL as a planning problem and propose a Demonstration-aware Monte Carlo Tree Search (MCTS) approach (DAWN-ICL), which leverages MCTS to strategically plan the problem-solving trajectories for ZS-ICL. In addition, to achieve effective and efficient Q value estimation, we propose a novel demonstration-aware Q-value function and use it to enhance the selection phase and accelerate the expansion and simulation phases in MCTS. Extensive experiments demonstrate the effectiveness and efficiency of DAWN-ICL on in-domain and cross-domain scenarios, and it even outperforms ICL using human-annotated labels. The code is available at https://github.com/RUCAIBox/MCTS4ZSICL.

PMM-Net: Single-stage Multi-agent Trajectory Prediction with Patching-based Embedding and Explicit Modal Modulation 2024-10-25
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Analyzing and forecasting trajectories of agents like pedestrians plays a pivotal role for embodied intelligent applications. The inherent indeterminacy of human behavior and complex social interaction among a rich variety of agents make this task more challenging than common time-series forecasting. In this letter, we aim to explore a distinct formulation for multi-agent trajectory prediction framework. Specifically, we proposed a patching-based temporal feature extraction module and a graph-based social feature extraction module, enabling effective feature extraction and cross-scenario generalization. Moreover, we reassess the role of social interaction and present a novel method based on explicit modality modulation to integrate temporal and social features, thereby constructing an efficient single-stage inference pipeline. Results on public benchmark datasets demonstrate the superior performance of our model compared with the state-of-the-art methods. The code is available at: github.com/TIB-K330/pmm-net.

Context-Aware Trajectory Anomaly Detection 2024-10-24
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Trajectory anomaly detection is crucial for effective decision-making in urban and human mobility management. Existing methods of trajectory anomaly detection generally focus on training a trajectory generative model and evaluating the likelihood of reconstructing a given trajectory. However, previous work often lacks important contextual information on the trajectory, such as the agent's information (e.g., agent ID) or geographic information (e.g., Points of Interest (POI)), which could provide additional information on accurately capturing anomalous behaviors. To fill this gap, we propose a context-aware anomaly detection approach that models contextual information related to trajectories. The proposed method is based on a trajectory reconstruction framework guided by contextual factors such as agent ID and contextual POI embedding. The injection of contextual information aims to improve the performance of anomaly detection. We conducted experiments in two cities and demonstrated that the proposed approach significantly outperformed existing methods by effectively modeling contextual information. Overall, this paper paves a new direction for advancing trajectory anomaly detection.

A Historical Trajectory Assisted Optimization Method for Zeroth-Order Federated Learning 2024-10-24
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Federated learning heavily relies on distributed gradient descent techniques. In the situation where gradient information is not available, the gradients need to be estimated from zeroth-order information, which typically involves computing finite-differences along isotropic random directions. This method suffers from high estimation errors, as the geometric features of the objective landscape may be overlooked during the isotropic sampling. In this work, we propose a non-isotropic sampling method to improve the gradient estimation procedure. Gradients in our method are estimated in a subspace spanned by historical trajectories of solutions, aiming to encourage the exploration of promising regions and hence improve the convergence. The proposed method uses a covariance matrix for sampling which is a convex combination of two parts. The first part is a thin projection matrix containing the basis of the subspace which is designed to improve the exploitation ability. The second part is the historical trajectories. We implement this method in zeroth-order federated settings, and show that the convergence rate aligns with existing ones while introducing no significant overheads in communication or local computation. The effectiveness of our proposal is verified on several numerical experiments in comparison to several commonly-used zeroth-order federated optimization algorithms.

VECTOR: Velocity-Enhanced GRU Neural Network for Real-Time 3D UAV Trajectory Prediction 2024-10-24
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This paper tackles the challenge of real-time 3D trajectory prediction for UAVs, which is critical for applications such as aerial surveillance and defense. Existing prediction models that rely primarily on position data struggle with accuracy, especially when UAV movements fall outside the position domain used in training. Our research identifies a gap in utilizing velocity estimates, first-order dynamics, to better capture the dynamics and enhance prediction accuracy and generalizability in any position domain. To bridge this gap, we propose a new trajectory prediction method using Gated Recurrent Units (GRUs) within sequence-based neural networks. Unlike traditional methods that rely on RNNs or transformers, this approach forecasts future velocities and positions based on historical velocity data instead of positions. This is designed to enhance prediction accuracy and scalability, overcoming challenges faced by conventional models in handling complex UAV dynamics. The methodology employs both synthetic and real-world 3D UAV trajectory data, capturing a wide range of flight patterns, speeds, and agility. Synthetic data is generated using the Gazebo simulator and PX4 Autopilot, while real-world data comes from the UZH-FPV and Mid-Air drone racing datasets. The GRU-based models significantly outperform state-of-the-art RNN approaches, with a mean square error (MSE) as low as 2 x 10^-8. Overall, our findings confirm the effectiveness of incorporating velocity data in improving the accuracy of UAV trajectory predictions across both synthetic and real-world scenarios, in and out of position data distributions. Finally, we open-source our 5000 trajectories dataset and a ROS 2 package to facilitate the integration with existing ROS-based UAV systems.

A mathematical model describing the trajectory of the bearing in an internal gear pump 2024-10-24
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This paper presents a mathematical model for determining the movement of the bearing in an internal gear pump. The paper also performs simulation calculations to find the movement trajectory of the shaft with the given input data.

in Vi...

in Vietnamese language

DMTG: A Human-Like Mouse Trajectory Generation Bot Based on Entropy-Controlled Diffusion Networks 2024-10-23
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CAPTCHAs protect against resource misuse and data theft by distinguishing human activity from automated bots. Advances in machine learning have made traditional image and text-based CAPTCHAs vulnerable to attacks, leading modern CAPTCHAs, such as GeeTest and Akamai, to incorporate behavioral analysis like mouse trajectory detection. Existing bypass techniques struggle to fully mimic human behavior, making it difficult to evaluate the effectiveness of anti-bot measures. To address this, we propose a diffusion model-based mouse trajectory generation framework (DMTG), which controls trajectory complexity and produces realistic human-like mouse movements. DMTG also provides white-box and black-box testing methods to assess its ability to bypass CAPTCHA systems. In experiments, DMTG reduces bot detection accuracy by 4.75%-9.73% compared to other models. Additionally, it mimics physical human behaviors, such as slow initiation and directional force differences, demonstrating improved performance in both simulation and real-world CAPTCHA scenarios.

Trajectory Optimization for Spatial Microstructure Control in Electron Beam Metal Additive Manufacturing 2024-10-23
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Metal additive manufacturing (AM) opens the possibility for spatial control of as-fabricated microstructure and properties. However, since the solid state diffusional transformations that drive microstructure outcomes are governed by nonlinear ODEs in terms of temperature, which is itself governed by PDEs over the entire part domain, solving for the system inputs needed to achieve desired microstructure distributions has proven difficult. In this work, we present a trajectory optimization approach for spatial control of microstructure in metal AM, which we demonstrate by controlling the hardness of a low-alloy steel in electron beam powder bed fusion (EB-PBF). To this end, we present models for thermal and microstructural dynamics. Next, we use experimental data to identify the parameters of the microstructure transformation dynamics. We then pose spatial microstructure control as a finite-horizon optimal control problem. The optimal power field trajectory is computed using an augmented Lagrangian differential dynamic programming (AL-DDP) method with GPU acceleration. The resulting time-varying power fields are then realized on an EB-PBF machine through an approximation scheme. Measurements of the resultant hardness shows that the optimized power field trajectory is able to closely produce the desired hardness distribution.

6 pages, 6 figures
LeTO: Learning Constrained Visuomotor Policy with Differentiable Trajectory Optimization 2024-10-23
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This paper introduces LeTO, a method for learning constrained visuomotor policy with differentiable trajectory optimization. Our approach integrates a differentiable optimization layer into the neural network. By formulating the optimization layer as a trajectory optimization problem, we enable the model to end-to-end generate actions in a safe and constraint-controlled fashion without extra modules. Our method allows for the introduction of constraint information during the training process, thereby balancing the training objectives of satisfying constraints, smoothing the trajectories, and minimizing errors with demonstrations. This ``gray box" method marries optimization-based safety and interpretability with powerful representational abilities of neural networks. We quantitatively evaluate LeTO in simulation and in the real robot. The results demonstrate that LeTO performs well in both simulated and real-world tasks. In addition, it is capable of generating trajectories that are less uncertain, higher quality, and smoother compared to existing imitation learning methods. Therefore, it is shown that LeTO provides a practical example of how to achieve the integration of neural networks with trajectory optimization. We release our code at https://github.com/ZhengtongXu/LeTO.

FreeVS: Generative View Synthesis on Free Driving Trajectory 2024-10-23
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Existing reconstruction-based novel view synthesis methods for driving scenes focus on synthesizing camera views along the recorded trajectory of the ego vehicle. Their image rendering performance will severely degrade on viewpoints falling out of the recorded trajectory, where camera rays are untrained. We propose FreeVS, a novel fully generative approach that can synthesize camera views on free new trajectories in real driving scenes. To control the generation results to be 3D consistent with the real scenes and accurate in viewpoint pose, we propose the pseudo-image representation of view priors to control the generation process. Viewpoint transformation simulation is applied on pseudo-images to simulate camera movement in each direction. Once trained, FreeVS can be applied to any validation sequences without reconstruction process and synthesis views on novel trajectories. Moreover, we propose two new challenging benchmarks tailored to driving scenes, which are novel camera synthesis and novel trajectory synthesis, emphasizing the freedom of viewpoints. Given that no ground truth images are available on novel trajectories, we also propose to evaluate the consistency of images synthesized on novel trajectories with 3D perception models. Experiments on the Waymo Open Dataset show that FreeVS has a strong image synthesis performance on both the recorded trajectories and novel trajectories. Project Page: https://freevs24.github.io/

Proje...

Project Page: https://freevs24.github.io/

Graph Neural Networks

Title Date Abstract Comment
Flow reconstruction in time-varying geometries using graph neural networks 2024-11-13
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The paper presents a Graph Attention Convolutional Network (GACN) for flow reconstruction from very sparse data in time-varying geometries. The model incorporates a feature propagation algorithm as a preprocessing step to handle extremely sparse inputs, leveraging information from neighboring nodes to initialize missing features. In addition, a binary indicator is introduced as a validity mask to distinguish between the original and propagated data points, enabling more effective learning from sparse inputs. Trained on a unique data set of Direct Numerical Simulations (DNS) of a motored engine at a technically relevant operating condition, the GACN shows robust performance across different resolutions and domain sizes and can effectively handle unstructured data and variable input sizes. The model is tested on previously unseen DNS data as well as on an experimental data set from Particle Image Velocimetry (PIV) measurements that were not considered during training. A comparative analysis shows that the GACN consistently outperforms both a conventional Convolutional Neural Network (CNN) and cubic interpolation methods on the DNS and PIV test sets by achieving lower reconstruction errors and better capturing fine-scale turbulent structures. In particular, the GACN effectively reconstructs flow fields from domains up to 14 times larger than those observed during training, with the performance advantage increasing for larger domains.

ScaleNet: Scale Invariance Learning in Directed Graphs 2024-11-13
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Graph Neural Networks (GNNs) have advanced relational data analysis but lack invariance learning techniques common in image classification. In node classification with GNNs, it is actually the ego-graph of the center node that is classified. This research extends the scale invariance concept to node classification by drawing an analogy to image processing: just as scale invariance being used in image classification to capture multi-scale features, we propose the concept of scaled ego-graphs''. Scaled ego-graphs generalize traditional ego-graphs by replacing undirected single-edges with scaled-edges'', which are ordered sequences of multiple directed edges. We empirically assess the performance of the proposed scale invariance in graphs on seven benchmark datasets, across both homophilic and heterophilic structures. Our scale-invariance-based graph learning outperforms inception models derived from random walks by being simpler, faster, and more accurate. The scale invariance explains inception models' success on homophilic graphs and limitations on heterophilic graphs. To ensure applicability of inception model to heterophilic graphs as well, we further present ScaleNet, an architecture that leverages multi-scaled features. ScaleNet achieves state-of-the-art results on five out of seven datasets (four homophilic and one heterophilic) and matches top performance on the remaining two, demonstrating its excellent applicability. This represents a significant advance in graph learning, offering a unified framework that enhances node classification across various graph types. Our code is available at https://github.com/Qin87/ScaleNet/tree/July25.

Scale...

Scale invariance in node classification is demonstrated and applied in graph transformation to develop ScaleNet, which achieves state-of-the-art performance on both homophilic and heterophilic directed graphs

Gaussian Mixture Models Based Augmentation Enhances GNN Generalization 2024-11-13
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Graph Neural Networks (GNNs) have shown great promise in tasks like node and graph classification, but they often struggle to generalize, particularly to unseen or out-of-distribution (OOD) data. These challenges are exacerbated when training data is limited in size or diversity. To address these issues, we introduce a theoretical framework using Rademacher complexity to compute a regret bound on the generalization error and then characterize the effect of data augmentation. This framework informs the design of GMM-GDA, an efficient graph data augmentation (GDA) algorithm leveraging the capability of Gaussian Mixture Models (GMMs) to approximate any distribution. Our approach not only outperforms existing augmentation techniques in terms of generalization but also offers improved time complexity, making it highly suitable for real-world applications.

GeSubNet: Gene Interaction Inference for Disease Subtype Network Generation 2024-11-13
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Retrieving gene functional networks from knowledge databases presents a challenge due to the mismatch between disease networks and subtype-specific variations. Current solutions, including statistical and deep learning methods, often fail to effectively integrate gene interaction knowledge from databases or explicitly learn subtype-specific interactions. To address this mismatch, we propose GeSubNet, which learns a unified representation capable of predicting gene interactions while distinguishing between different disease subtypes. Graphs generated by such representations can be considered subtype-specific networks. GeSubNet is a multi-step representation learning framework with three modules: First, a deep generative model learns distinct disease subtypes from patient gene expression profiles. Second, a graph neural network captures representations of prior gene networks from knowledge databases, ensuring accurate physical gene interactions. Finally, we integrate these two representations using an inference loss that leverages graph generation capabilities, conditioned on the patient separation loss, to refine subtype-specific information in the learned representation. GeSubNet consistently outperforms traditional methods, with average improvements of 30.6%, 21.0%, 20.1%, and 56.6% across four graph evaluation metrics, averaged over four cancer datasets. Particularly, we conduct a biological simulation experiment to assess how the behavior of selected genes from over 11,000 candidates affects subtypes or patient distributions. The results show that the generated network has the potential to identify subtype-specific genes with an 83% likelihood of impacting patient distribution shifts. The GeSubNet resource is available: https://anonymous.4open.science/r/GeSubNet/

Under...

Under review as a conference paper at ICLR 2025

Graph Neural Networks in Supply Chain Analytics and Optimization: Concepts, Perspectives, Dataset and Benchmarks 2024-11-13
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Graph Neural Networks (GNNs) have recently gained traction in transportation, bioinformatics, language and image processing, but research on their application to supply chain management remains limited. Supply chains are inherently graph-like, making them ideal for GNN methodologies, which can optimize and solve complex problems. The barriers include a lack of proper conceptual foundations, familiarity with graph applications in SCM, and real-world benchmark datasets for GNN-based supply chain research. To address this, we discuss and connect supply chains with graph structures for effective GNN application, providing detailed formulations, examples, mathematical definitions, and task guidelines. Additionally, we present a multi-perspective real-world benchmark dataset from a leading FMCG company in Bangladesh, focusing on supply chain planning. We discuss various supply chain tasks using GNNs and benchmark several state-of-the-art models on homogeneous and heterogeneous graphs across six supply chain analytics tasks. Our analysis shows that GNN-based models consistently outperform statistical Machine Learning and other Deep Learning models by around 10-30% in regression, 10-30% in classification and detection tasks, and 15-40% in anomaly detection tasks on designated metrics. With this work, we lay the groundwork for solving supply chain problems using GNNs, supported by conceptual discussions, methodological insights, and a comprehensive dataset.

27 Pa...

27 Pages. Extended journal version of SupplyGraph (arXiv:2401.15299). In Review

DM4Steal: Diffusion Model For Link Stealing Attack On Graph Neural Networks 2024-11-13
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Graph has become increasingly integral to the advancement of recommendation systems, particularly with the fast development of graph neural network(GNN). By exploring the virtue of rich node features and link information, GNN is designed to provide personalized and accurate suggestions. Meanwhile, the privacy leakage of GNN in such contexts has also captured special attention. Prior work has revealed that a malicious user can utilize auxiliary knowledge to extract sensitive link data of the target graph, integral to recommendation systems, via the decision made by the target GNN model. This poses a significant risk to the integrity and confidentiality of data used in recommendation system. Though important, previous works on GNN's privacy leakage are still challenged in three aspects, i.e., limited stealing attack scenarios, sub-optimal attack performance, and adaptation against defense. To address these issues, we propose a diffusion model based link stealing attack, named DM4Steal. It differs previous work from three critical aspects. (i) Generality: aiming at six attack scenarios with limited auxiliary knowledge, we propose a novel training strategy for diffusion models so that DM4Steal is transferable to diverse attack scenarios. (ii) Effectiveness: benefiting from the retention of semantic structure in the diffusion model during the training process, DM4Steal is capable to learn the precise topology of the target graph through the GNN decision process. (iii) Adaptation: when GNN is defensive (e.g., DP, Dropout), DM4Steal relies on the stability that comes from sampling the score model multiple times to keep performance degradation to a minimum, thus DM4Steal implements successful adaptive attack on defensive GNN.

We fo...

We found that there were critical problems in our paper, and we needed to redo the experiment, which was incomplete

A Heterogeneous Graph Neural Network Fusing Functional and Structural Connectivity for MCI Diagnosis 2024-11-13
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Brain connectivity alternations associated with brain disorders have been widely reported in resting-state functional imaging (rs-fMRI) and diffusion tensor imaging (DTI). While many dual-modal fusion methods based on graph neural networks (GNNs) have been proposed, they generally follow homogenous fusion ways ignoring rich heterogeneity of dual-modal information. To address this issue, we propose a novel method that integrates functional and structural connectivity based on heterogeneous graph neural networks (HGNNs) to better leverage the rich heterogeneity in dual-modal images. We firstly use blood oxygen level dependency and whiter matter structure information provided by rs-fMRI and DTI to establish homo-meta-path, capturing node relationships within the same modality. At the same time, we propose to establish hetero-meta-path based on structure-function coupling and brain community searching to capture relations among cross-modal nodes. Secondly, we further introduce a heterogeneous graph pooling strategy that automatically balances homo- and hetero-meta-path, effectively leveraging heterogeneous information and preventing feature confusion after pooling. Thirdly, based on the flexibility of heterogeneous graphs, we propose a heterogeneous graph data augmentation approach that can conveniently address the sample imbalance issue commonly seen in clinical diagnosis. We evaluate our method on ADNI-3 dataset for mild cognitive impairment (MCI) diagnosis. Experimental results indicate the proposed method is effective and superior to other algorithms, with a mean classification accuracy of 93.3%.

Federated Graph Learning with Graphless Clients 2024-11-13
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Federated Graph Learning (FGL) is tasked with training machine learning models, such as Graph Neural Networks (GNNs), for multiple clients, each with its own graph data. Existing methods usually assume that each client has both node features and graph structure of its graph data. In real-world scenarios, however, there exist federated systems where only a part of the clients have such data while other clients (i.e. graphless clients) may only have node features. This naturally leads to a novel problem in FGL: how to jointly train a model over distributed graph data with graphless clients? In this paper, we propose a novel framework FedGLS to tackle the problem in FGL with graphless clients. In FedGLS, we devise a local graph learner on each graphless client which learns the local graph structure with the structure knowledge transferred from other clients. To enable structure knowledge transfer, we design a GNN model and a feature encoder on each client. During local training, the feature encoder retains the local graph structure knowledge together with the GNN model via knowledge distillation, and the structure knowledge is transferred among clients in global update. Our extensive experiments demonstrate the superiority of the proposed FedGLS over five baselines.

Accep...

Accepted by Transactions on Machine Learning Research (TMLR)

Arrhythmia Classification Using Graph Neural Networks Based on Correlation Matrix 2024-11-13
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With the advancements in graph neural network, there has been increasing interest in applying this network to ECG signal analysis. In this study, we generated an adjacency matrix using correlation matrix of extracted features and applied a graph neural network to classify arrhythmias. The proposed model was compared with existing approaches from the literature. The results demonstrated that precision and recall for all arrhythmia classes exceeded 50%, suggesting that this method can be considered an approach for arrhythmia classification.

Accep...

Accepted for BIBM 2024 AIBH Workshop

General Geospatial Inference with a Population Dynamics Foundation Model 2024-11-13
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Supporting the health and well-being of dynamic populations around the world requires governmental agencies, organizations and researchers to understand and reason over complex relationships between human behavior and local contexts in order to identify high-risk groups and strategically allocate limited resources. Traditional approaches to these classes of problems often entail developing manually curated, task-specific features and models to represent human behavior and the natural and built environment, which can be challenging to adapt to new, or even, related tasks. To address this, we introduce a Population Dynamics Foundation Model (PDFM) that aims to capture the relationships between diverse data modalities and is applicable to a broad range of geospatial tasks. We first construct a geo-indexed dataset for postal codes and counties across the United States, capturing rich aggregated information on human behavior from maps, busyness, and aggregated search trends, and environmental factors such as weather and air quality. We then model this data and the complex relationships between locations using a graph neural network, producing embeddings that can be adapted to a wide range of downstream tasks using relatively simple models. We evaluate the effectiveness of our approach by benchmarking it on 27 downstream tasks spanning three distinct domains: health indicators, socioeconomic factors, and environmental measurements. The approach achieves state-of-the-art performance on all 27 geospatial interpolation tasks, and on 25 out of the 27 extrapolation and super-resolution tasks. We combined the PDFM with a state-of-the-art forecasting foundation model, TimesFM, to predict unemployment and poverty, achieving performance that surpasses fully supervised forecasting. The full set of embeddings and sample code are publicly available for researchers.

28 pa...

28 pages, 16 figures, preprint; v2: updated github url

On the Utilization of Unique Node Identifiers in Graph Neural Networks 2024-11-12
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Graph Neural Networks have inherent representational limitations due to their message-passing structure. Recent work has suggested that these limitations can be overcome by using unique node identifiers (UIDs). Here we argue that despite the advantages of UIDs, one of their disadvantages is that they lose the desirable property of permutation-equivariance. We thus propose to focus on UID models that are permutation-equivariant, and present theoretical arguments for their advantages. Motivated by this, we propose a method to regularize UID models towards permutation equivariance, via a contrastive loss. We empirically demonstrate that our approach improves generalization and extrapolation abilities while providing faster training convergence. On the recent BREC expressiveness benchmark, our proposed method achieves state-of-the-art performance compared to other random-based approaches.

Foundation Models for the Electric Power Grid 2024-11-12
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Foundation models (FMs) currently dominate news headlines. They employ advanced deep learning architectures to extract structural information autonomously from vast datasets through self-supervision. The resulting rich representations of complex systems and dynamics can be applied to many downstream applications. Therefore, FMs can find uses in electric power grids, challenged by the energy transition and climate change. In this paper, we call for the development of, and state why we believe in, the potential of FMs for electric grids. We highlight their strengths and weaknesses amidst the challenges of a changing grid. We argue that an FM learning from diverse grid data and topologies could unlock transformative capabilities, pioneering a new approach in leveraging AI to redefine how we manage complexity and uncertainty in the electric grid. Finally, we discuss a power grid FM concept, namely GridFM, based on graph neural networks and show how different downstream tasks benefit.

Major...

Major equal contributors: H.F.H., T.B., B.G., L.S.A.M., A.P., A.V., J.W.; Significant equal contributors: J.B., A.B.M., S.C., I.F., B.H., R.J., K.K., V.M., F.M., M.D.M., O.R., H.S., L.X., E.S.Y., A.Z.; Other equal contributors: A.J.B., R.J.B., B.P.B., J.S., S.S; Lead contact: H.F.H

A Manifold Perspective on the Statistical Generalization of Graph Neural Networks 2024-11-12
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Graph Neural Networks (GNNs) extend convolutional neural networks to operate on graphs. Despite their impressive performances in various graph learning tasks, the theoretical understanding of their generalization capability is still lacking. Previous GNN generalization bounds ignore the underlying graph structures, often leading to bounds that increase with the number of nodes -- a behavior contrary to the one experienced in practice. In this paper, we take a manifold perspective to establish the statistical generalization theory of GNNs on graphs sampled from a manifold in the spectral domain. As demonstrated empirically, we prove that the generalization bounds of GNNs decrease linearly with the size of the graphs in the logarithmic scale, and increase linearly with the spectral continuity constants of the filter functions. Notably, our theory explains both node-level and graph-level tasks. Our result has two implications: i) guaranteeing the generalization of GNNs to unseen data over manifolds; ii) providing insights into the practical design of GNNs, i.e., restrictions on the discriminability of GNNs are necessary to obtain a better generalization performance. We demonstrate our generalization bounds of GNNs using synthetic and multiple real-world datasets.

37 pa...

37 pages,25 figures, 10 tables

Learn from Heterophily: Heterophilous Information-enhanced Graph Neural Network 2024-11-12
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Under circumstances of heterophily, where nodes with different labels tend to be connected based on semantic meanings, Graph Neural Networks (GNNs) often exhibit suboptimal performance. Current studies on graph heterophily mainly focus on aggregation calibration or neighbor extension and address the heterophily issue by utilizing node features or structural information to improve GNN representations. In this paper, we propose and demonstrate that the valuable semantic information inherent in heterophily can be utilized effectively in graph learning by investigating the distribution of neighbors for each individual node within the graph. The theoretical analysis is carried out to demonstrate the efficacy of the idea in enhancing graph learning. Based on this analysis, we propose HiGNN, an innovative approach that constructs an additional new graph structure, that integrates heterophilous information by leveraging node distribution to enhance connectivity between nodes that share similar semantic characteristics. We conduct empirical assessments on node classification tasks using both homophilous and heterophilous benchmark datasets and compare HiGNN to popular GNN baselines and SoTA methods, confirming the effectiveness in improving graph representations. In addition, by incorporating heterophilous information, we demonstrate a notable enhancement in existing GNN-based approaches, and the homophily degree across real-world datasets, thus affirming the efficacy of our approach.

Rethinking Structure Learning For Graph Neural Networks 2024-11-12
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To improve the performance of Graph Neural Networks (GNNs), Graph Structure Learning (GSL) has been extensively applied to reconstruct or refine original graph structures, effectively addressing issues like heterophily, over-squashing, and noisy structures. While GSL is generally thought to improve GNN performance, it often leads to longer training times and more hyperparameter tuning. Besides, the distinctions among current GSL methods remain ambiguous from the perspective of GNN training, and there is a lack of theoretical analysis to quantify their effectiveness. Recent studies further suggest that, under fair comparisons with the same hyperparameter tuning, GSL does not consistently outperform baseline GNNs. This motivates us to ask a critical question: is GSL really useful for GNNs? To address this question, this paper makes two key contributions. First, we propose a new GSL framework, which includes three steps: GSL base (the representation used for GSL) construction, new structure construction, and view fusion, to better understand the effectiveness of GSL in GNNs. Second, after graph convolution, we analyze the differences in mutual information (MI) between node representations derived from the original topology and those from the newly constructed topology. Surprisingly, our empirical observations and theoretical analysis show that no matter which type of graph structure construction methods are used, after feeding the same GSL bases to the newly constructed graph, there is no MI gain compared to the original GSL bases. To fairly reassess the effectiveness of GSL, we conduct ablation experiments and find that it is the pretrained GSL bases that enhance GNN performance, and in most cases, GSL cannot improve GNN performance. This finding encourages us to rethink the essential components in GNNs, such as self-training and structural encoding, in GNN design rather than GSL.

Is Graph Convolution Always Beneficial For Every Feature? 2024-11-12
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Graph Neural Networks (GNNs) have demonstrated strong capabilities in processing structured data. While traditional GNNs typically treat each feature dimension equally during graph convolution, we raise an important question: Is the graph convolution operation equally beneficial for each feature? If not, the convolution operation on certain feature dimensions can possibly lead to harmful effects, even worse than the convolution-free models. In prior studies, to assess the impacts of graph convolution on features, people proposed metrics based on feature homophily to measure feature consistency with the graph topology. However, these metrics have shown unsatisfactory alignment with GNN performance and have not been effectively employed to guide feature selection in GNNs. To address these limitations, we introduce a novel metric, Topological Feature Informativeness (TFI), to distinguish between GNN-favored and GNN-disfavored features, where its effectiveness is validated through both theoretical analysis and empirical observations. Based on TFI, we propose a simple yet effective Graph Feature Selection (GFS) method, which processes GNN-favored and GNN-disfavored features separately, using GNNs and non-GNN models. Compared to original GNNs, GFS significantly improves the extraction of useful topological information from each feature with comparable computational costs. Extensive experiments show that after applying GFS to 8 baseline and state-of-the-art (SOTA) GNN architectures across 10 datasets, 83.75% of the GFS-augmented cases show significant performance boosts. Furthermore, our proposed TFI metric outperforms other feature selection methods. These results validate the effectiveness of both GFS and TFI. Additionally, we demonstrate that GFS's improvements are robust to hyperparameter tuning, highlighting its potential as a universal method for enhancing various GNN architectures.

xCG: Explainable Cell Graphs for Survival Prediction in Non-Small Cell Lung Cancer 2024-11-12
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Understanding how deep learning models predict oncology patient risk can provide critical insights into disease progression, support clinical decision-making, and pave the way for trustworthy and data-driven precision medicine. Building on recent advances in the spatial modeling of the tumor microenvironment using graph neural networks, we present an explainable cell graph (xCG) approach for survival prediction. We validate our model on a public cohort of imaging mass cytometry (IMC) data for 416 cases of lung adenocarcinoma. We explain survival predictions in terms of known phenotypes on the cell level by computing risk attributions over cell graphs, for which we propose an efficient grid-based layer-wise relevance propagation (LRP) method. Our ablation studies highlight the importance of incorporating the cancer stage and model ensembling to improve the quality of risk estimates. Our xCG method, together with the IMC data, is made publicly available to support further research.

Findi...

Findings paper presented at Machine Learning for Health (ML4H) symposium 2024, December 15-16, 2024, Vancouver, Canada, 11 pages

Quantum Information-Empowered Graph Neural Network for Hyperspectral Change Detection 2024-11-12
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Change detection (CD) is a critical remote sensing technique for identifying changes in the Earth's surface over time. The outstanding substance identifiability of hyperspectral images (HSIs) has significantly enhanced the detection accuracy, making hyperspectral change detection (HCD) an essential technology. The detection accuracy can be further upgraded by leveraging the graph structure of HSIs, motivating us to adopt the graph neural networks (GNNs) in solving HCD. For the first time, this work introduces quantum deep network (QUEEN) into HCD. Unlike GNN and CNN, both extracting the affine-computing features, QUEEN provides fundamentally different unitary-computing features. We demonstrate that through the unitary feature extraction procedure, QUEEN provides radically new information for deciding whether there is a change or not. Hierarchically, a graph feature learning (GFL) module exploits the graph structure of the bitemporal HSIs at the superpixel level, while a quantum feature learning (QFL) module learns the quantum features at the pixel level, as a complementary to GFL by preserving pixel-level detailed spatial information not retained in the superpixels. In the final classification stage, a quantum classifier is designed to cooperate with a traditional fully connected classifier. The superior HCD performance of the proposed QUEEN-empowered GNN (i.e., QUEEN-G) will be experimentally demonstrated on real hyperspectral datasets.

This ...

This work has been accepted by IEEE Transactions on Geoscience and Remote Sensing (TGRS)

Graph Agent Network: Empowering Nodes with Inference Capabilities for Adversarial Resilience 2024-11-12
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End-to-end training with global optimization have popularized graph neural networks (GNNs) for node classification, yet inadvertently introduced vulnerabilities to adversarial edge-perturbing attacks. Adversaries can exploit the inherent opened interfaces of GNNs' input and output, perturbing critical edges and thus manipulating the classification results. Current defenses, due to their persistent utilization of global-optimization-based end-to-end training schemes, inherently encapsulate the vulnerabilities of GNNs. This is specifically evidenced in their inability to defend against targeted secondary attacks. In this paper, we propose the Graph Agent Network (GAgN) to address the aforementioned vulnerabilities of GNNs. GAgN is a graph-structured agent network in which each node is designed as an 1-hop-view agent. Through the decentralized interactions between agents, they can learn to infer global perceptions to perform tasks including inferring embeddings, degrees and neighbor relationships for given nodes. This empowers nodes to filtering adversarial edges while carrying out classification tasks. Furthermore, agents' limited view prevents malicious messages from propagating globally in GAgN, thereby resisting global-optimization-based secondary attacks. We prove that single-hidden-layer multilayer perceptrons (MLPs) are theoretically sufficient to achieve these functionalities. Experimental results show that GAgN effectively implements all its intended capabilities and, compared to state-of-the-art defenses, achieves optimal classification accuracy on the perturbed datasets.

Identifying Backdoored Graphs in Graph Neural Network Training: An Explanation-Based Approach with Novel Metrics 2024-11-12
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Graph Neural Networks (GNNs) have gained popularity in numerous domains, yet they are vulnerable to backdoor attacks that can compromise their performance and ethical application. The detection of these attacks is crucial for maintaining the reliability and security of GNN classification tasks, but effective detection techniques are lacking. Recognizing the challenge in detecting such intrusions, we devised a novel detection method that creatively leverages graph-level explanations. By extracting and transforming secondary outputs from GNN explanation mechanisms, we developed seven innovative metrics for effective detection of backdoor attacks on GNNs. Additionally, we develop an adaptive attack to rigorously evaluate our approach. We test our method on multiple benchmark datasets and examine its efficacy against various attack models. Our results show that our method can achieve high detection performance, marking a significant advancement in safeguarding GNNs against backdoor attacks.

An Efficient Privacy-aware Split Learning Framework for Satellite Communications 2024-11-12
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In the rapidly evolving domain of satellite communications, integrating advanced machine learning techniques, particularly split learning, is crucial for enhancing data processing and model training efficiency across satellites, space stations, and ground stations. Traditional ML approaches often face significant challenges within satellite networks due to constraints such as limited bandwidth and computational resources. To address this gap, we propose a novel framework for more efficient SL in satellite communications. Our approach, Dynamic Topology Informed Pruning, namely DTIP, combines differential privacy with graph and model pruning to optimize graph neural networks for distributed learning. DTIP strategically applies differential privacy to raw graph data and prunes GNNs, thereby optimizing both model size and communication load across network tiers. Extensive experiments across diverse datasets demonstrate DTIP's efficacy in enhancing privacy, accuracy, and computational efficiency. Specifically, on Amazon2M dataset, DTIP maintains an accuracy of 0.82 while achieving a 50% reduction in floating-point operations per second. Similarly, on ArXiv dataset, DTIP achieves an accuracy of 0.85 under comparable conditions. Our framework not only significantly improves the operational efficiency of satellite communications but also establishes a new benchmark in privacy-aware distributed learning, potentially revolutionizing data handling in space-based networks.

10 pages
Enhancing Link Prediction with Fuzzy Graph Attention Networks and Dynamic Negative Sampling 2024-11-12
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Link prediction is crucial for understanding complex networks but traditional Graph Neural Networks (GNNs) often rely on random negative sampling, leading to suboptimal performance. This paper introduces Fuzzy Graph Attention Networks (FGAT), a novel approach integrating fuzzy rough sets for dynamic negative sampling and enhanced node feature aggregation. Fuzzy Negative Sampling (FNS) systematically selects high-quality negative edges based on fuzzy similarities, improving training efficiency. FGAT layer incorporates fuzzy rough set principles, enabling robust and discriminative node representations. Experiments on two research collaboration networks demonstrate FGAT's superior link prediction accuracy, outperforming state-of-the-art baselines by leveraging the power of fuzzy rough sets for effective negative sampling and node feature learning.

Machines and Mathematical Mutations: Using GNNs to Characterize Quiver Mutation Classes 2024-11-12
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Machine learning is becoming an increasingly valuable tool in mathematics, enabling one to identify subtle patterns across collections of examples so vast that they would be impossible for a single researcher to feasibly review and analyze. In this work, we use graph neural networks to investigate quiver mutation -- an operation that transforms one quiver (or directed multigraph) into another -- which is central to the theory of cluster algebras with deep connections to geometry, topology, and physics. In the study of cluster algebras, the question of mutation equivalence is of fundamental concern: given two quivers, can one efficiently determine if one quiver can be transformed into the other through a sequence of mutations? Currently, this question has only been resolved in specific cases. In this paper, we use graph neural networks and AI explainability techniques to discover mutation equivalence criteria for the previously unknown case of quivers of type $\tilde{D}_n$. Along the way, we also show that even without explicit training to do so, our model captures structure within its hidden representation that allows us to reconstruct known criteria from type $D_n$, adding to the growing evidence that modern machine learning models are capable of learning abstract and general rules from mathematical data.

Explainable Identification of Hate Speech towards Islam using Graph Neural Networks 2024-11-12
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Islamophobic language on online platforms fosters intolerance, making detection and elimination crucial for promoting harmony. Traditional hate speech detection models rely on NLP techniques like tokenization, part-of-speech tagging, and encoder-decoder models. However, Graph Neural Networks (GNNs), with their ability to utilize relationships between data points, offer more effective detection and greater explainability. In this work, we represent speeches as nodes and connect them with edges based on their context and similarity to develop the graph. This study introduces a novel paradigm using GNNs to identify and explain hate speech towards Islam. Our model leverages GNNs to understand the context and patterns of hate speech by connecting texts via pretrained NLP-generated word embeddings, achieving state-of-the-art performance and enhancing detection accuracy while providing valuable explanations. This highlights the potential of GNNs in combating online hate speech and fostering a safer, more inclusive online environment.

Accep...

Accepted in: (i) NeurIPS 2023 : Muslims in ML Workshop (Non-archival) (https://www.musiml.org/schedule/#:~:text=Azmine%20Toushik%20Wasi) (ii) EMNLP 2024 : NLP for Positive Impact Workshop (Archival; ACL Anthology: https://aclanthology.org/2024.nlp4pi-1.23/)

Know Your Neighborhood: General and Zero-Shot Capable Binary Function Search Powered by Call Graphlets 2024-11-11
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Binary code similarity detection is an important problem with applications in areas such as malware analysis, vulnerability research and license violation detection. This paper proposes a novel graph neural network architecture combined with a novel graph data representation called call graphlets. A call graphlet encodes the neighborhood around each function in a binary executable, capturing the local and global context through a series of statistical features. A specialized graph neural network model operates on this graph representation, learning to map it to a feature vector that encodes semantic binary code similarities using deep-metric learning. The proposed approach is evaluated across five distinct datasets covering different architectures, compiler tool chains, and optimization levels. Experimental results show that the combination of call graphlets and the novel graph neural network architecture achieves comparable or state-of-the-art performance compared to baseline techniques across cross-architecture, mono-architecture and zero shot tasks. In addition, our proposed approach also performs well when evaluated against an out-of-domain function inlining task. The work provides a general and effective graph neural network-based solution for conducting binary code similarity detection.

13 pa...

13 pages, Under-Review

Active Sensing for Multiuser Beam Tracking with Reconfigurable Intelligent Surface 2024-11-11
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This paper studies a beam tracking problem in which an access point (AP), in collaboration with a reconfigurable intelligent surface (RIS), dynamically adjusts its downlink beamformers and the reflection pattern at the RIS in order to maintain reliable communications with multiple mobile user equipments (UEs). Specifically, the mobile UEs send uplink pilots to the AP periodically during the channel sensing intervals, the AP then adaptively configures the beamformers and the RIS reflection coefficients for subsequent data transmission based on the received pilots. This is an active sensing problem, because channel sensing involves configuring the RIS coefficients during the pilot stage and the optimal sensing strategy should exploit the trajectory of channel state information (CSI) from previously received pilots. Analytical solution to such an active sensing problem is very challenging. In this paper, we propose a deep learning framework utilizing a recurrent neural network (RNN) to automatically summarize the time-varying CSI obtained from the periodically received pilots into state vectors. These state vectors are then mapped to the AP beamformers and RIS reflection coefficients for subsequent downlink data transmissions, as well as the RIS reflection coefficients for the next round of uplink channel sensing. The mappings from the state vectors to the downlink beamformers and the RIS reflection coefficients for both channel sensing and downlink data transmission are performed using graph neural networks (GNNs) to account for the interference among the UEs. Simulations demonstrate significant and interpretable performance improvement of the proposed approach over the existing data-driven methods with nonadaptive channel sensing schemes.

Privacy-Preserving Graph-Based Machine Learning with Fully Homomorphic Encryption for Collaborative Anti-Money Laundering 2024-11-11
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Combating money laundering has become increasingly complex with the rise of cybercrime and digitalization of financial transactions. Graph-based machine learning techniques have emerged as promising tools for Anti-Money Laundering (AML) detection, capturing intricate relationships within money laundering networks. However, the effectiveness of AML solutions is hindered by data silos within financial institutions, limiting collaboration and overall efficacy. This research presents a novel privacy-preserving approach for collaborative AML machine learning, facilitating secure data sharing across institutions and borders while preserving privacy and regulatory compliance. Leveraging Fully Homomorphic Encryption (FHE), computations are directly performed on encrypted data, ensuring the confidentiality of financial data. Notably, FHE over the Torus (TFHE) was integrated with graph-based machine learning using Zama Concrete ML. The research contributes two key privacy-preserving pipelines. First, the development of a privacy-preserving Graph Neural Network (GNN) pipeline was explored. Optimization techniques like quantization and pruning were used to render the GNN FHE-compatible. Second, a privacy-preserving graph-based XGBoost pipeline leveraging Graph Feature Preprocessor (GFP) was successfully developed. Experiments demonstrated strong predictive performance, with the XGBoost model consistently achieving over 99% accuracy, F1-score, precision, and recall on the balanced AML dataset in both unencrypted and FHE-encrypted inference settings. On the imbalanced dataset, the incorporation of graph-based features improved the F1-score by 8%. The research highlights the need to balance the trade-off between privacy and computational efficiency.

14th ...

14th International Conference on Security, Privacy, and Applied Cryptographic Engineering (SPACE) 2024

Learning Dynamics from Multicellular Graphs with Deep Neural Networks 2024-11-11
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Multicellular self-assembly into functional structures is a dynamic process that is critical in the development and diseases, including embryo development, organ formation, tumor invasion, and others. Being able to infer collective cell migratory dynamics from their static configuration is valuable for both understanding and predicting these complex processes. However, the identification of structural features that can indicate multicellular motion has been difficult, and existing metrics largely rely on physical instincts. Here we show that using a graph neural network (GNN), the motion of multicellular collectives can be inferred from a static snapshot of cell positions, in both experimental and synthetic datasets.

Accep...

Accepted for publication at PRX Life

Deep Augmentation: Self-Supervised Learning with Transformations in Activation Space 2024-11-11
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We introduce Deep Augmentation, an approach to implicit data augmentation using dropout or PCA to transform a targeted layer within a neural network to improve performance and generalization. We demonstrate Deep Augmentation through extensive experiments on contrastive learning tasks in NLP, computer vision, and graph learning. We observe substantial performance gains with Transformers, ResNets, and Graph Neural Networks as the underlying models in contrastive learning, but observe inverse effects on the corresponding supervised problems. Our analysis suggests that Deep Augmentation alleviates co-adaptation between layers, a problem exhibited by self-supervised learning where ground truth labels are not available. We use this observation to formulate a method for selecting which layer to target; in particular, our experimentation reveals that targeting deeper layers with Deep Augmentation outperforms augmenting the input data. The simple network- and modality-agnostic nature of this approach enables its integration into various machine learning pipelines.

Efficient Unsupervised Domain Adaptation Regression for Spatial-Temporal Air Quality Sensor Fusion 2024-11-11
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The deployment of affordable Internet of Things (IoT) sensors for air pollution monitoring has increased in recent years due to their scalability and cost-effectiveness. However, accurately calibrating these sensors in uncontrolled environments remains a significant challenge. While expensive reference sensors can provide accurate ground truth data, they are often deployed on a limited scale due to high costs, leading to a scarcity of labeled data. In diverse urban environments, data distributions constantly shift due to varying factors such as traffic patterns, industrial activities, and weather conditions, which impact sensor readings. Consequently, traditional machine learning models -- despite their increasing deployment for environmental sensor calibration -- often struggle to provide reliable pollutant measurements across different locations due to domain shifts. To address these challenges, we propose a novel unsupervised domain adaptation (UDA) method specifically tailored for regression tasks on graph-structured data. Our approach leverages Graph Neural Networks (GNNs) to model the relationships between sensors. To effectively capture critical spatial-temporal interactions, we incorporate spatial-temporal graph neural networks (STGNNs), which extend GNNs by incorporating temporal dynamics. To handle the resulting larger embeddings, we propose a domain adaptation method using a closed-form solution inspired by the Tikhonov-regularized least-squares problem. This method leverages Cholesky decomposition and power iteration to align the subspaces between source and target domains. By aligning these subspaces, our approach allows low-cost IoT sensors to learn calibration parameters from expensive reference sensors. This facilitates reliable pollutant measurements in new locations without the need for additional costly equipment.

Federated Graph Condensation with Information Bottleneck Principles 2024-11-11
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Graph condensation, which reduces the size of a large-scale graph by synthesizing a small-scale condensed graph as its substitution, has immediately benefited various graph learning tasks. However, existing graph condensation methods rely on centralized data storage, which is unfeasible for real-world decentralized data distribution, and overlook data holders' privacy-preserving requirements. To bridge the gap, we propose and study the novel problem of federated graph condensation for graph neural networks (GNNs). Specifically, we first propose a general framework for federated graph condensation, in which we decouple the typical gradient matching process for graph condensation into client-side gradient calculation and server-side gradient matching. In this way, the burdensome computation cost in client-side is largely alleviated. Besides, our empirical studies show that under the federated setting, the condensed graph will consistently leak data membership privacy, i.e., the condensed graph during the federated training can be utilized to steal the training data under the membership inference attacks (MIA). To tackle this issue, we innovatively incorporate information bottleneck principles into the federated graph condensation, which only needs to extract partial node features in one local pre-training step and utilize the features during federated training. Extensive experiments on real-world datasets demonstrate that our framework can consistently protect membership privacy during training. Meanwhile, it also achieves comparable and even superior performance against existing centralized graph condensation and federated graph learning methods.

14 pages
Predicting ionic conductivity in solids from the machine-learned potential energy landscape 2024-11-11
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Discovering new superionic materials is essential for advancing solid-state batteries, which offer improved energy density and safety compared to the traditional lithium-ion batteries with liquid electrolytes. Conventional computational methods for identifying such materials are resource-intensive and not easily scalable. Recently, universal interatomic potential models have been developed using equivariant graph neural networks. These models are trained on extensive datasets of first-principles force and energy calculations. One can achieve significant computational advantages by leveraging them as the foundation for traditional methods of assessing the ionic conductivity, such as molecular dynamics or nudged elastic band techniques. However, the generalization error from model inference on diverse atomic structures arising in such calculations can compromise the reliability of the results. In this work, we propose an approach for the quick and reliable evaluation of ionic conductivity through the analysis of a universal interatomic potential. Our method incorporates a set of heuristic structure descriptors that effectively employ the rich knowledge of the underlying model while requiring minimal generalization capabilities. Using our descriptors, we rank lithium-containing materials in the Materials Project database according to their expected ionic conductivity. Eight out of the ten highest-ranked materials are confirmed to be superionic at room temperature in first-principles calculations. Notably, our method achieves a speed-up factor of approximately 50 compared to molecular dynamics driven by a machine-learning potential, and is at least 3,000 times faster compared to first-principles molecular dynamics.

Deep graph kernel point processes 2024-11-11
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Point process models are widely used for continuous asynchronous event data, where each data point includes time and additional information called "marks", which can be locations, nodes, or event types. This paper presents a novel point process model for discrete event data over graphs, where the event interaction occurs within a latent graph structure. Our model builds upon Hawkes's classic influence kernel-based formulation in the original self-exciting point processes work to capture the influence of historical events on future events' occurrence. The key idea is to represent the influence kernel by Graph Neural Networks (GNN) to capture the underlying graph structure while harvesting the strong representation power of GNNs. Compared with prior works focusing on directly modeling the conditional intensity function using neural networks, our kernel presentation herds the repeated event influence patterns more effectively by combining statistical and deep models, achieving better model estimation/learning efficiency and superior predictive performance. Our work significantly extends the existing deep spatio-temporal kernel for point process data, which is inapplicable to our setting due to the fundamental difference in the nature of the observation space being Euclidean rather than a graph. We present comprehensive experiments on synthetic and real-world data to show the superior performance of the proposed approach against the state-of-the-art in predicting future events and uncovering the relational structure among data.

PRAGA: Prototype-aware Graph Adaptive Aggregation for Spatial Multi-modal Omics Analysis 2024-11-11
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Spatial multi-modal omics technology, highlighted by Nature Methods as an advanced biological technique in 2023, plays a critical role in resolving biological regulatory processes with spatial context. Recently, graph neural networks based on K-nearest neighbor (KNN) graphs have gained prominence in spatial multi-modal omics methods due to their ability to model semantic relations between sequencing spots. However, the fixed KNN graph fails to capture the latent semantic relations hidden by the inevitable data perturbations during the biological sequencing process, resulting in the loss of semantic information. In addition, the common lack of spot annotation and class number priors in practice further hinders the optimization of spatial multi-modal omics models. Here, we propose a novel spatial multi-modal omics resolved framework, termed PRototype-Aware Graph Adaptative Aggregation for Spatial Multi-modal Omics Analysis (PRAGA). PRAGA constructs a dynamic graph to capture latent semantic relations and comprehensively integrate spatial information and feature semantics. The learnable graph structure can also denoise perturbations by learning cross-modal knowledge. Moreover, a dynamic prototype contrastive learning is proposed based on the dynamic adaptability of Bayesian Gaussian Mixture Models to optimize the multi-modal omics representations for unknown biological priors. Quantitative and qualitative experiments on simulated and real datasets with 7 competing methods demonstrate the superior performance of PRAGA.

Shedding Light on Problems with Hyperbolic Graph Learning 2024-11-11
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Recent papers in the graph machine learning literature have introduced a number of approaches for hyperbolic representation learning. The asserted benefits are improved performance on a variety of graph tasks, node classification and link prediction included. Claims have also been made about the geometric suitability of particular hierarchical graph datasets to representation in hyperbolic space. Despite these claims, our work makes a surprising discovery: when simple Euclidean models with comparable numbers of parameters are properly trained in the same environment, in most cases, they perform as well, if not better, than all introduced hyperbolic graph representation learning models, even on graph datasets previously claimed to be the most hyperbolic as measured by Gromov $\delta$-hyperbolicity (i.e., perfect trees). This observation gives rise to a simple question: how can this be? We answer this question by taking a careful look at the field of hyperbolic graph representation learning as it stands today, and find that a number of papers fail to diligently present baselines, make faulty modelling assumptions when constructing algorithms, and use misleading metrics to quantify geometry of graph datasets. We take a closer look at each of these three problems, elucidate the issues, perform an analysis of methods, and introduce a parametric family of benchmark datasets to ascertain the applicability of (hyperbolic) graph neural networks.

Preprint
Inductive Graph Few-shot Class Incremental Learning 2024-11-11
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Node classification with Graph Neural Networks (GNN) under a fixed set of labels is well known in contrast to Graph Few-Shot Class Incremental Learning (GFSCIL), which involves learning a GNN classifier as graph nodes and classes growing over time sporadically. We introduce inductive GFSCIL that continually learns novel classes with newly emerging nodes while maintaining performance on old classes without accessing previous data. This addresses the practical concern of transductive GFSCIL, which requires storing the entire graph with historical data. Compared to the transductive GFSCIL, the inductive setting exacerbates catastrophic forgetting due to inaccessible previous data during incremental training, in addition to overfitting issue caused by label sparsity. Thus, we propose a novel method, called Topology-based class Augmentation and Prototype calibration (TAP). To be specific, it first creates a triple-branch multi-topology class augmentation method to enhance model generalization ability. As each incremental session receives a disjoint subgraph with nodes of novel classes, the multi-topology class augmentation method helps replicate such a setting in the base session to boost backbone versatility. In incremental learning, given the limited number of novel class samples, we propose an iterative prototype calibration to improve the separation of class prototypes. Furthermore, as backbone fine-tuning poses the feature distribution drift, prototypes of old classes start failing over time, we propose the prototype shift method for old classes to compensate for the drift. We showcase the proposed method on four datasets.

Graph Neural Networks for modelling breast biomechanical compression 2024-11-10
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Breast compression simulation is essential for accurate image registration from 3D modalities to X-ray procedures like mammography. It accounts for tissue shape and position changes due to compression, ensuring precise alignment and improved analysis. Although Finite Element Analysis (FEA) is reliable for approximating soft tissue deformation, it struggles with balancing accuracy and computational efficiency. Recent studies have used data-driven models trained on FEA results to speed up tissue deformation predictions. We propose to explore Physics-based Graph Neural Networks (PhysGNN) for breast compression simulation. PhysGNN has been used for data-driven modelling in other domains, and this work presents the first investigation of their potential in predicting breast deformation during mammographic compression. Unlike conventional data-driven models, PhysGNN, which incorporates mesh structural information and enables inductive learning on unstructured grids, is well-suited for capturing complex breast tissue geometries. Trained on deformations from incremental FEA simulations, PhysGNN's performance is evaluated by comparing predicted nodal displacements with those from finite element (FE) simulations. This deep learning (DL) framework shows promise for accurate, rapid breast deformation approximations, offering enhanced computational efficiency for real-world scenarios.

Deep ...

Deep Breath @ MICCAI 2024

Towards Graph Neural Network Surrogates Leveraging Mechanistic Expert Knowledge for Pandemic Response 2024-11-10
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During the COVID-19 crisis, mechanistic models have been proven fundamental to guide evidence-based decision making. However, time-critical decisions in a dynamically changing environment restrict the time available for modelers to gather supporting evidence. As infectious disease dynamics are often heterogeneous on a spatial or demographic scale, models should be resolved accordingly. In addition, with a large number of potential interventions, all scenarios can barely be computed on time, even when using supercomputing facilities. We suggest to combine complex mechanistic models with data-driven surrogate models to allow for on-the-fly model adaptations by public health experts. We build upon a spatially and demographically resolved infectious disease model and train a graph neural network for data sets representing early phases of the pandemic. The resulting networks reached an execution time of less than a second, a significant speedup compared to the metapopulation approach. The suggested approach yields potential for on-the-fly execution and, thus, integration of disease dynamics models in low-barrier website applications. For the approach to be used with decision-making, datasets with larger variance will have to be considered.

22 pages, 8 figures
Higher Order Structures For Graph Explanations 2024-11-10
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Graph Neural Networks (GNNs) have emerged as powerful tools for learning representations of graph-structured data, demonstrating remarkable performance across various tasks. Recognising their importance, there has been extensive research focused on explaining GNN predictions, aiming to enhance their interpretability and trustworthiness. However, GNNs and their explainers face a notable challenge: graphs are primarily designed to model pair-wise relationships between nodes, which can make it tough to capture higher-order, multi-node interactions. This characteristic can pose difficulties for existing explainers in fully representing multi-node relationships. To address this gap, we present Framework For Higher-Order Representations In Graph Explanations (FORGE), a framework that enables graph explainers to capture such interactions by incorporating higher-order structures, resulting in more accurate and faithful explanations. Extensive evaluation shows that on average real-world datasets from the GraphXAI benchmark and synthetic datasets across various graph explainers, FORGE improves average explanation accuracy by 1.9x and 2.25x, respectively. We perform ablation studies to confirm the importance of higher-order relations in improving explanations, while our scalability analysis demonstrates FORGE's efficacy on large graphs.

Randomized Message-Interception Smoothing: Gray-box Certificates for Graph Neural Networks 2024-11-10
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Randomized smoothing is one of the most promising frameworks for certifying the adversarial robustness of machine learning models, including Graph Neural Networks (GNNs). Yet, existing randomized smoothing certificates for GNNs are overly pessimistic since they treat the model as a black box, ignoring the underlying architecture. To remedy this, we propose novel gray-box certificates that exploit the message-passing principle of GNNs: We randomly intercept messages and carefully analyze the probability that messages from adversarially controlled nodes reach their target nodes. Compared to existing certificates, we certify robustness to much stronger adversaries that control entire nodes in the graph and can arbitrarily manipulate node features. Our certificates provide stronger guarantees for attacks at larger distances, as messages from farther-away nodes are more likely to get intercepted. We demonstrate the effectiveness of our method on various models and datasets. Since our gray-box certificates consider the underlying graph structure, we can significantly improve certifiable robustness by applying graph sparsification.

Accep...

Accepted at NeurIPS 2022

Constraints and Variables Reduction for Optimal Power Flow Using Hierarchical Graph Neural Networks with Virtual Node-Splitting 2024-11-09
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Power system networks are often modeled as homogeneous graphs, which limits the ability of graph neural network (GNN) to capture individual generator features at the same nodes. By introducing the proposed virtual node-splitting strategy, generator-level attributes like costs, limits, and ramp rates can be fully captured by GNN models, improving GNN's learning capacity and prediction accuracy. Optimal power flow (OPF) problem is used for real-time grid operations. Limited timeframe motivates studies to create size-reduced OPF (ROPF) models to relieve the computational complexity. In this paper, with virtual node-splitting, a novel two-stage adaptive hierarchical GNN is developed to (i) predict critical lines that would be congested, and then (ii) predict base generators that would operate at the maximum capacity. This will substantially reduce the constraints and variables needed for OPF, creating the proposed ROPFLG model with reduced monitor lines and reduced generator-specific variables and constraints. Two ROPF models, ROPFL and ROPFG, with just reduced lines or generators respectively, are also implemented as additional benchmark models. Case studies show that the proposed ROPFLG consistently outperforms the benchmark full OPF (FOPF) and the other two ROPF methods, achieving significant computational time savings while reliably finding optimal solutions.

Learning From Graph-Structured Data: Addressing Design Issues and Exploring Practical Applications in Graph Representation Learning 2024-11-09
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Graphs serve as fundamental descriptors for systems composed of interacting elements, capturing a wide array of data types, from molecular interactions to social networks and knowledge graphs. In this paper, we present an exhaustive review of the latest advancements in graph representation learning and Graph Neural Networks (GNNs). GNNs, tailored to handle graph-structured data, excel in deriving insights and predictions from intricate relational information, making them invaluable for tasks involving such data. Graph representation learning, a pivotal approach in analyzing graph-structured data, facilitates numerous downstream tasks and applications across machine learning, data mining, biomedicine, and healthcare. Our work delves into the capabilities of GNNs, examining their foundational designs and their application in addressing real-world challenges. We introduce a GNN equipped with an advanced high-order pooling function, adept at capturing complex node interactions within graph-structured data. This pooling function significantly enhances the GNN's efficacy in both node- and graph-level tasks. Additionally, we propose a molecular graph generative model with a GNN as its core framework. This GNN backbone is proficient in learning invariant and equivariant molecular characteristics. Employing these features, the molecular graph generative model is capable of simultaneously learning and generating molecular graphs with atom-bond structures and precise atom positions. Our models undergo thorough experimental evaluations and comparisons with established methods, showcasing their superior performance in addressing diverse real-world challenges with various datasets.

arXiv...

arXiv admin note: text overlap with arXiv:2205.11691, arXiv:2304.14621

GNN-SKAN: Harnessing the Power of SwallowKAN to Advance Molecular Representation Learning with GNNs 2024-11-09
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Effective molecular representation learning is crucial for advancing molecular property prediction and drug design. Mainstream molecular representation learning approaches are based on Graph Neural Networks (GNNs). However, these approaches struggle with three significant challenges: insufficient annotations, molecular diversity, and architectural limitations such as over-squashing, which leads to the loss of critical structural details. To address these challenges, we introduce a new class of GNNs that integrates the Kolmogorov-Arnold Networks (KANs), known for their robust data-fitting capabilities and high accuracy in small-scale AI + Science tasks. By incorporating KANs into GNNs, our model enhances the representation of molecular structures. We further advance this approach with a variant called SwallowKAN (SKAN), which employs adaptive Radial Basis Functions (RBFs) as the core of the non-linear neurons. This innovation improves both computational efficiency and adaptability to diverse molecular structures. Building on the strengths of SKAN, we propose a new class of GNNs, GNN-SKAN, and its augmented variant, GNN-SKAN+, which incorporates a SKAN-based classifier to further boost performance. To our knowledge, this is the first work to integrate KANs into GNN architectures tailored for molecular representation learning. Experiments across 6 classification datasets, 6 regression datasets, and 4 few-shot learning datasets demonstrate that our approach achieves new state-of-the-art performance in terms of accuracy and computational cost.

10 pages, 6 figures
Generalizing Hyperedge Expansion for Hyper-relational Knowledge Graph Modeling 2024-11-09
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By representing knowledge in a primary triple associated with additional attribute-value qualifiers, hyper-relational knowledge graph (HKG) that generalizes triple-based knowledge graph (KG) has been attracting research attention recently. Compared with KG, HKG is enriched with the semantic qualifiers as well as the hyper-relational graph structure. However, to model HKG, existing studies mainly focus on either semantic information or structural information therein, which however fail to capture both simultaneously. To tackle this issue, in this paper, we generalize the hyperedge expansion in hypergraph learning and propose an equivalent transformation for HKG modeling, referred to as TransEQ. Specifically, the equivalent transformation transforms a HKG to a KG, which considers both semantic and structural characteristics. Then an encoder-decoder framework is developed to bridge the modeling research between KG and HKG. In the encoder part, KG-based graph neural networks are leveraged for structural modeling; while in the decoder part, various HKG-based scoring functions are exploited for semantic modeling. Especially, we design the sharing embedding mechanism in the encoder-decoder framework with semantic relatedness captured. We further theoretically prove that TransEQ preserves complete information in the equivalent transformation, and also achieves full expressivity. Finally, extensive experiments on three benchmarks demonstrate the superior performance of TransEQ in terms of both effectiveness and efficiency. On the largest benchmark WikiPeople, TransEQ significantly improves the state-of-the-art models by 15% on MRR.

Robust Graph Neural Networks via Unbiased Aggregation 2024-11-09
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The adversarial robustness of Graph Neural Networks (GNNs) has been questioned due to the false sense of security uncovered by strong adaptive attacks despite the existence of numerous defenses. In this work, we delve into the robustness analysis of representative robust GNNs and provide a unified robust estimation point of view to understand their robustness and limitations. Our novel analysis of estimation bias motivates the design of a robust and unbiased graph signal estimator. We then develop an efficient Quasi-Newton Iterative Reweighted Least Squares algorithm to solve the estimation problem, which is unfolded as robust unbiased aggregation layers in GNNs with theoretical guarantees. Our comprehensive experiments confirm the strong robustness of our proposed model under various scenarios, and the ablation study provides a deep understanding of its advantages. Our code is available at https://github.com/chris-hzc/RUNG.

NeurI...

NeurIPS 2024 poster. 28 pages, 14 figures

GFT: Graph Foundation Model with Transferable Tree Vocabulary 2024-11-09
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Inspired by the success of foundation models in applications such as ChatGPT, as graph data has been ubiquitous, one can envision the far-reaching impacts that can be brought by Graph Foundation Models (GFMs) with broader applications in the areas such as scientific research, social network analysis, drug discovery, and e-commerce. Despite the significant progress of pre-trained graph neural networks, there haven't been GFMs that can achieve desired performance on various graph-learning-related tasks. Building GFMs may rely on a vocabulary that encodes transferable patterns shared among different tasks and domains. Unlike image and text, defining such transferable patterns for graphs remains an open question. In this paper, we aim to bridge this gap by rethinking the transferable patterns on graphs as computation trees -- i.e., tree structures derived from the message-passing process. Based on this insight, we propose a cross-task, cross-domain graph foundation model named GFT, short for Graph Foundation model with transferable Tree vocabulary. By treating computation trees as tokens within the transferable vocabulary, GFT improves model generalization and reduces the risk of negative transfer. The theoretical analyses and extensive experimental studies have demonstrated the transferability of computation trees and shown the effectiveness of GFT across diverse tasks and domains in graph learning. The open source code and data are available at https://github.com/Zehong-Wang/GFT.

Accep...

Accepted by NeurIPS 2024

Topology-aware Reinforcement Feature Space Reconstruction for Graph Data 2024-11-08
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Feature space is an environment where data points are vectorized to represent the original dataset. Reconstructing a good feature space is essential to augment the AI power of data, improve model generalization, and increase the availability of downstream ML models. Existing literature, such as feature transformation and feature selection, is labor-intensive (e.g., heavy reliance on empirical experience) and mostly designed for tabular data. Moreover, these methods regard data samples as independent, which ignores the unique topological structure when applied to graph data, thus resulting in a suboptimal reconstruction feature space. Can we consider the topological information to automatically reconstruct feature space for graph data without heavy experiential knowledge? To fill this gap, we leverage topology-aware reinforcement learning to automate and optimize feature space reconstruction for graph data. Our approach combines the extraction of core subgraphs to capture essential structural information with a graph neural network (GNN) to encode topological features and reduce computing complexity. Then we introduce three reinforcement agents within a hierarchical structure to systematically generate meaningful features through an iterative process, effectively reconstructing the feature space. This framework provides a principled solution for attributed graph feature space reconstruction. The extensive experiments demonstrate the effectiveness and efficiency of including topological awareness.

xAI-Drop: Don't Use What You Cannot Explain 2024-11-08
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Graph Neural Networks (GNNs) have emerged as the predominant paradigm for learning from graph-structured data, offering a wide range of applications from social network analysis to bioinformatics. Despite their versatility, GNNs face challenges such as lack of generalization and poor interpretability, which hinder their wider adoption and reliability in critical applications. Dropping has emerged as an effective paradigm for improving the generalization capabilities of GNNs. However, existing approaches often rely on random or heuristic-based selection criteria, lacking a principled method to identify and exclude nodes that contribute to noise and over-complexity in the model. In this work, we argue that explainability should be a key indicator of a model's quality throughout its training phase. To this end, we introduce xAI-Drop, a novel topological-level dropping regularizer that leverages explainability to pinpoint noisy network elements to be excluded from the GNN propagation mechanism. An empirical evaluation on diverse real-world datasets demonstrates that our method outperforms current state-of-the-art dropping approaches in accuracy, and improves explanation quality.

YOSO: You-Only-Sample-Once via Compressed Sensing for Graph Neural Network Training 2024-11-08
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Graph neural networks (GNNs) have become essential tools for analyzing non-Euclidean data across various domains. During training stage, sampling plays an important role in reducing latency by limiting the number of nodes processed, particularly in large-scale applications. However, as the demand for better prediction performance grows, existing sampling algorithms become increasingly complex, leading to significant overhead. To mitigate this, we propose YOSO (You-Only-Sample-Once), an algorithm designed to achieve efficient training while preserving prediction accuracy. YOSO introduces a compressed sensing (CS)-based sampling and reconstruction framework, where nodes are sampled once at input layer, followed by a lossless reconstruction at the output layer per epoch. By integrating the reconstruction process with the loss function of specific learning tasks, YOSO not only avoids costly computations in traditional compressed sensing (CS) methods, such as orthonormal basis calculations, but also ensures high-probability accuracy retention which equivalent to full node participation. Experimental results on node classification and link prediction demonstrate the effectiveness and efficiency of YOSO, reducing GNN training by an average of 75% compared to state-of-the-art methods, while maintaining accuracy on par with top-performing baselines.

Using Time-Aware Graph Neural Networks to Predict Temporal Centralities in Dynamic Graphs 2024-11-08
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Node centralities play a pivotal role in network science, social network analysis, and recommender systems. In temporal data, static path-based centralities like closeness or betweenness can give misleading results about the true importance of nodes in a temporal graph. To address this issue, temporal generalizations of betweenness and closeness have been defined that are based on the shortest time-respecting paths between pairs of nodes. However, a major issue of those generalizations is that the calculation of such paths is computationally expensive. Addressing this issue, we study the application of De Bruijn Graph Neural Networks (DBGNN), a time-aware graph neural network architecture, to predict temporal path-based centralities in time series data. We experimentally evaluate our approach in 13 temporal graphs from biological and social systems and show that it considerably improves the prediction of betweenness and closeness centrality compared to (i) a static Graph Convolutional Neural Network, (ii) an efficient sampling-based approximation technique for temporal betweenness, and (iii) two state-of-the-art time-aware graph learning techniques for dynamic graphs.

Accep...

Accepted at NeurIPS 2024

Streaming Network for Continual Learning of Object Relocations under Household Context Drifts 2024-11-08
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In most applications, robots need to adapt to new environments and be multi-functional without forgetting previous information. This requirement gains further importance in real-world scenarios where robots operate in coexistence with humans. In these complex environments, human actions inevitably lead to changes, requiring robots to adapt accordingly. To effectively address these dynamics, the concept of continual learning proves essential. It not only enables learning models to integrate new knowledge while preserving existing information but also facilitates the acquisition of insights from diverse contexts. This aspect is particularly relevant to the issue of context-switching, where robots must navigate and adapt to changing situational dynamics. Our approach introduces a novel approach to effectively tackle the problem of context drifts by designing a Streaming Graph Neural Network that incorporates both regularization and rehearsal techniques. Our Continual_GTM model enables us to retain previous knowledge from different contexts, and it is more effective than traditional fine-tuning approaches. We evaluated the efficacy of Continual_GTM in predicting human routines within household environments, leveraging spatio-temporal object dynamics across diverse scenarios.

Almost Surely Asymptotically Constant Graph Neural Networks 2024-11-08
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We present a new angle on the expressive power of graph neural networks (GNNs) by studying how the predictions of real-valued GNN classifiers, such as those classifying graphs probabilistically, evolve as we apply them on larger graphs drawn from some random graph model. We show that the output converges to a constant function, which upper-bounds what these classifiers can uniformly express. This strong convergence phenomenon applies to a very wide class of GNNs, including state of the art models, with aggregates including mean and the attention-based mechanism of graph transformers. Our results apply to a broad class of random graph models, including sparse and dense variants of the Erd\H{o}s-R'enyi model, the stochastic block model, and the Barab'asi-Albert model. We empirically validate these findings, observing that the convergence phenomenon appears not only on random graphs but also on some real-world graphs.

NeurI...

NeurIPS '24 camera-ready version; 10 body pages, 29 appendix pages, 11 figures

EUREKHA: Enhancing User Representation for Key Hackers Identification in Underground Forums 2024-11-08
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Underground forums serve as hubs for cybercriminal activities, offering a space for anonymity and evasion of conventional online oversight. In these hidden communities, malicious actors collaborate to exchange illicit knowledge, tools, and tactics, driving a range of cyber threats from hacking techniques to the sale of stolen data, malware, and zero-day exploits. Identifying the key instigators (i.e., key hackers), behind these operations is essential but remains a complex challenge. This paper presents a novel method called EUREKHA (Enhancing User Representation for Key Hacker Identification in Underground Forums), designed to identify these key hackers by modeling each user as a textual sequence. This sequence is processed through a large language model (LLM) for domain-specific adaptation, with LLMs acting as feature extractors. These extracted features are then fed into a Graph Neural Network (GNN) to model user structural relationships, significantly improving identification accuracy. Furthermore, we employ BERTopic (Bidirectional Encoder Representations from Transformers Topic Modeling) to extract personalized topics from user-generated content, enabling multiple textual representations per user and optimizing the selection of the most representative sequence. Our study demonstrates that fine-tuned LLMs outperform state-of-the-art methods in identifying key hackers. Additionally, when combined with GNNs, our model achieves significant improvements, resulting in approximately 6% and 10% increases in accuracy and F1-score, respectively, over existing methods. EUREKHA was tested on the Hack-Forums dataset, and we provide open-source access to our code.

Accep...

Accepted at IEEE Trustcom 2024

Generalization, Expressivity, and Universality of Graph Neural Networks on Attributed Graphs 2024-11-08
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We analyze the universality and generalization of graph neural networks (GNNs) on attributed graphs, i.e., with node attributes. To this end, we propose pseudometrics over the space of all attributed graphs that describe the fine-grained expressivity of GNNs. Namely, GNNs are both Lipschitz continuous with respect to our pseudometrics and can separate attributed graphs that are distant in the metric. Moreover, we prove that the space of all attributed graphs is relatively compact with respect to our metrics. Based on these properties, we prove a universal approximation theorem for GNNs and generalization bounds for GNNs on any data distribution of attributed graphs. The proposed metrics compute the similarity between the structures of attributed graphs via a hierarchical optimal transport between computation trees. Our work extends and unites previous approaches which either derived theory only for graphs with no attributes, derived compact metrics under which GNNs are continuous but without separation power, or derived metrics under which GNNs are continuous and separate points but the space of graphs is not relatively compact, which prevents universal approximation and generalization analysis.

GraphXAIN: Narratives to Explain Graph Neural Networks 2024-11-08
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Graph Neural Networks (GNNs) are a powerful technique for machine learning on graph-structured data, yet they pose interpretability challenges, especially for non-expert users. Existing GNN explanation methods often yield technical outputs such as subgraphs and feature importance scores, which are not easily understood. Building on recent insights from social science and other Explainable AI (XAI) methods, we propose GraphXAIN, a natural language narrative that explains individual predictions made by GNNs. We present a model-agnostic and explainer-agnostic XAI approach that complements graph explainers by generating GraphXAINs, using Large Language Models (LLMs) and integrating graph data, individual predictions from GNNs, explanatory subgraphs, and feature importances. We define XAI Narratives and XAI Descriptions, highlighting their distinctions and emphasizing the importance of narrative principles in effective explanations. By incorporating natural language narratives, our approach supports graph practitioners and non-expert users, aligning with social science research on explainability and enhancing user understanding and trust in complex GNN models. We demonstrate GraphXAIN's capabilities on a real-world graph dataset, illustrating how its generated narratives can aid understanding compared to traditional graph explainer outputs or other descriptive explanation methods.

15 pages, 9 figures
Post-Hoc Robustness Enhancement in Graph Neural Networks with Conditional Random Fields 2024-11-08
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Graph Neural Networks (GNNs), which are nowadays the benchmark approach in graph representation learning, have been shown to be vulnerable to adversarial attacks, raising concerns about their real-world applicability. While existing defense techniques primarily concentrate on the training phase of GNNs, involving adjustments to message passing architectures or pre-processing methods, there is a noticeable gap in methods focusing on increasing robustness during inference. In this context, this study introduces RobustCRF, a post-hoc approach aiming to enhance the robustness of GNNs at the inference stage. Our proposed method, founded on statistical relational learning using a Conditional Random Field, is model-agnostic and does not require prior knowledge about the underlying model architecture. We validate the efficacy of this approach across various models, leveraging benchmark node classification datasets.

When are 1.58 bits enough? A Bottom-up Exploration of BitNet Quantization 2024-11-08
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Contemporary machine learning models, such as language models, are powerful, but come with immense resource requirements both at training and inference time. It has been shown that decoder-only language models can be trained to a competitive state with ternary weights (1.58 bits per weight), facilitating efficient inference. Here, we start our exploration with non-transformer model architectures, investigating 1.58-bit training for multi-layer perceptrons and graph neural networks. Then, we explore 1.58-bit training in other transformer-based language models, namely encoder-only and encoder-decoder models. Our results show that in all of these settings, 1.58-bit training is on par with or sometimes even better than the standard 32/16-bit models.

10 pa...

10 pages, 2 tables, 6 figures

Distributed-Order Fractional Graph Operating Network 2024-11-08
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We introduce the Distributed-order fRActional Graph Operating Network (DRAGON), a novel continuous Graph Neural Network (GNN) framework that incorporates distributed-order fractional calculus. Unlike traditional continuous GNNs that utilize integer-order or single fractional-order differential equations, DRAGON uses a learnable probability distribution over a range of real numbers for the derivative orders. By allowing a flexible and learnable superposition of multiple derivative orders, our framework captures complex graph feature updating dynamics beyond the reach of conventional models. We provide a comprehensive interpretation of our framework's capability to capture intricate dynamics through the lens of a non-Markovian graph random walk with node feature updating driven by an anomalous diffusion process over the graph. Furthermore, to highlight the versatility of the DRAGON framework, we conduct empirical evaluations across a range of graph learning tasks. The results consistently demonstrate superior performance when compared to traditional continuous GNN models. The implementation code is available at \url{https://github.com/zknus/NeurIPS-2024-DRAGON}.

AsEP: Benchmarking Deep Learning Methods for Antibody-specific Epitope Prediction 2024-11-07
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Epitope identification is vital for antibody design yet challenging due to the inherent variability in antibodies. While many deep learning methods have been developed for general protein binding site prediction tasks, whether they work for epitope prediction remains an understudied research question. The challenge is also heightened by the lack of a consistent evaluation pipeline with sufficient dataset size and epitope diversity. We introduce a filtered antibody-antigen complex structure dataset, AsEP (Antibody-specific Epitope Prediction). AsEP is the largest of its kind and provides clustered epitope groups, allowing the community to develop and test novel epitope prediction methods and evaluate their generalisability. AsEP comes with an easy-to-use interface in Python and pre-built graph representations of each antibody-antigen complex while also supporting customizable embedding methods. Using this new dataset, we benchmark several representative general protein-binding site prediction methods and find that their performances fall short of expectations for epitope prediction. To address this, we propose a novel method, WALLE, which leverages both unstructured modeling from protein language models and structural modeling from graph neural networks. WALLE demonstrate up to 3-10X performance improvement over the baseline methods. Our empirical findings suggest that epitope prediction benefits from combining sequential features provided by language models with geometrical information from graph representations. This provides a guideline for future epitope prediction method design. In addition, we reformulate the task as bipartite link prediction, allowing convenient model performance attribution and interpretability. We open source our data and code at https://github.com/biochunan/AsEP-dataset.

Exploiting the Structure of Two Graphs with Graph Neural Networks 2024-11-07
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Graph neural networks (GNNs) have emerged as a promising solution to deal with unstructured data, outperforming traditional deep learning architectures. However, most of the current GNN models are designed to work with a single graph, which limits their applicability in many real-world scenarios where multiple graphs may be involved. To address this limitation, we propose a novel graph-based deep learning architecture to handle tasks where two sets of signals exist, each defined on a different graph. First we consider the setting where the input is represented as a signal on top of one graph (input graph) and the output is a graph signal defined over a different graph (output graph). For this setup, we propose a three-block architecture where we first process the input data using a GNN that operates over the input graph, then apply a transformation function that operates in a latent space and maps the signals from the input to the output graph, and finally implement a second GNN that operates over the output graph. Our goal is not to propose a single specific definition for each of the three blocks, but rather to provide a flexible approach to solve tasks involving data defined on two graphs. The second part of the paper addresses a self-supervised setup, where the focus is not on the output space but on the underlying latent space and, inspired by Canonical Correlation Analysis, we seek informative representations of the data that can be leveraged to solve a downstream task. By leveraging information from multiple graphs, the proposed architecture can capture more intricate relationships between different entities in the data. We test this in several experimental setups using synthetic and real world datasets, and observe that the proposed architecture works better than traditional deep learning architectures, showcasing the importance of leveraging the information of the two graphs.

Enhancing Missing Data Imputation through Combined Bipartite Graph and Complete Directed Graph 2024-11-07
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In this paper, we aim to address a significant challenge in the field of missing data imputation: identifying and leveraging the interdependencies among features to enhance missing data imputation for tabular data. We introduce a novel framework named the Bipartite and Complete Directed Graph Neural Network (BCGNN). Within BCGNN, observations and features are differentiated as two distinct node types, and the values of observed features are converted into attributed edges linking them. The bipartite segment of our framework inductively learns embedding representations for nodes, efficiently utilizing the comprehensive information encapsulated in the attributed edges. In parallel, the complete directed graph segment adeptly outlines and communicates the complex interdependencies among features. When compared to contemporary leading imputation methodologies, BCGNN consistently outperforms them, achieving a noteworthy average reduction of 15% in mean absolute error for feature imputation tasks under different missing mechanisms. Our extensive experimental investigation confirms that an in-depth grasp of the interdependence structure substantially enhances the model's feature embedding ability. We also highlight the model's superior performance in label prediction tasks involving missing data, and its formidable ability to generalize to unseen data points.

Sampling-guided Heterogeneous Graph Neural Network with Temporal Smoothing for Scalable Longitudinal Data Imputation 2024-11-07
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In this paper, we propose a novel framework, the Sampling-guided Heterogeneous Graph Neural Network (SHT-GNN), to effectively tackle the challenge of missing data imputation in longitudinal studies. Unlike traditional methods, which often require extensive preprocessing to handle irregular or inconsistent missing data, our approach accommodates arbitrary missing data patterns while maintaining computational efficiency. SHT-GNN models both observations and covariates as distinct node types, connecting observation nodes at successive time points through subject-specific longitudinal subnetworks, while covariate-observation interactions are represented by attributed edges within bipartite graphs. By leveraging subject-wise mini-batch sampling and a multi-layer temporal smoothing mechanism, SHT-GNN efficiently scales to large datasets, while effectively learning node representations and imputing missing data. Extensive experiments on both synthetic and real-world datasets, including the Alzheimer's Disease Neuroimaging Initiative (ADNI) dataset, demonstrate that SHT-GNN significantly outperforms existing imputation methods, even with high missing data rates. The empirical results highlight SHT-GNN's robust imputation capabilities and superior performance, particularly in the context of complex, large-scale longitudinal data.

Centrality Graph Shift Operators for Graph Neural Networks 2024-11-07
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Graph Shift Operators (GSOs), such as the adjacency and graph Laplacian matrices, play a fundamental role in graph theory and graph representation learning. Traditional GSOs are typically constructed by normalizing the adjacency matrix by the degree matrix, a local centrality metric. In this work, we instead propose and study Centrality GSOs (CGSOs), which normalize adjacency matrices by global centrality metrics such as the PageRank, $k$-core or count of fixed length walks. We study spectral properties of the CGSOs, allowing us to get an understanding of their action on graph signals. We confirm this understanding by defining and running the spectral clustering algorithm based on different CGSOs on several synthetic and real-world datasets. We furthermore outline how our CGSO can act as the message passing operator in any Graph Neural Network and in particular demonstrate strong performance of a variant of the Graph Convolutional Network and Graph Attention Network using our CGSOs on several real-world benchmark datasets.

Cybercrime Prediction via Geographically Weighted Learning 2024-11-07
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Inspired by the success of Geographically Weighted Regression and its accounting for spatial variations, we propose GeogGNN -- A graph neural network model that accounts for geographical latitude and longitudinal points. Using a synthetically generated dataset, we apply the algorithm for a 4-class classification problem in cybersecurity with seemingly realistic geographic coordinates centered in the Gulf Cooperation Council region. We demonstrate that it has higher accuracy than standard neural networks and convolutional neural networks that treat the coordinates as features. Encouraged by the speed-up in model accuracy by the GeogGNN model, we provide a general mathematical result that demonstrates that a geometrically weighted neural network will, in principle, always display higher accuracy in the classification of spatially dependent data by making use of spatial continuity and local averaging features.

17 pa...

17 pages, 8 figures, Submitted to the International Jordanian Cybersecurity Conference 2024 (IJCC24)

Deep-Graph-Sprints: Accelerated Representation Learning in Continuous-Time Dynamic Graphs 2024-11-07
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Continuous-time dynamic graphs (CTDGs) are essential for modeling interconnected, evolving systems. Traditional methods for extracting knowledge from these graphs often depend on feature engineering or deep learning. Feature engineering is limited by the manual and time-intensive nature of crafting features, while deep learning approaches suffer from high inference latency, making them impractical for real-time applications. This paper introduces Deep-Graph-Sprints (DGS), a novel deep learning architecture designed for efficient representation learning on CTDGs with low-latency inference requirements. We benchmark DGS against state-of-the-art (SOTA) feature engineering and graph neural network methods using five diverse datasets. The results indicate that DGS achieves competitive performance while inference speed improves between 4x and 12x compared to other deep learning approaches on our benchmark datasets. Our method effectively bridges the gap between deep representation learning and low-latency application requirements for CTDGs.

Higher-Order GNNs Meet Efficiency: Sparse Sobolev Graph Neural Networks 2024-11-07
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Graph Neural Networks (GNNs) have shown great promise in modeling relationships between nodes in a graph, but capturing higher-order relationships remains a challenge for large-scale networks. Previous studies have primarily attempted to utilize the information from higher-order neighbors in the graph, involving the incorporation of powers of the shift operator, such as the graph Laplacian or adjacency matrix. This approach comes with a trade-off in terms of increased computational and memory demands. Relying on graph spectral theory, we make a fundamental observation: the regular and the Hadamard power of the Laplacian matrix behave similarly in the spectrum. This observation has significant implications for capturing higher-order information in GNNs for various tasks such as node classification and semi-supervised learning. Consequently, we propose a novel graph convolutional operator based on the sparse Sobolev norm of graph signals. Our approach, known as Sparse Sobolev GNN (S2-GNN), employs Hadamard products between matrices to maintain the sparsity level in graph representations. S2-GNN utilizes a cascade of filters with increasing Hadamard powers to generate a diverse set of functions. We theoretically analyze the stability of S2-GNN to show the robustness of the model against possible graph perturbations. We also conduct a comprehensive evaluation of S2-GNN across various graph mining, semi-supervised node classification, and computer vision tasks. In particular use cases, our algorithm demonstrates competitive performance compared to state-of-the-art GNNs in terms of performance and running time.

Identifying Performance Issues in Cloud Service Systems Based on Relational-Temporal Features 2024-11-07
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Cloud systems are susceptible to performance issues, which may cause service-level agreement violations and financial losses. In current practice, crucial metrics are monitored periodically to provide insight into the operational status of components. Identifying performance issues is often formulated as an anomaly detection problem, which is tackled by analyzing each metric independently. However, this approach overlooks the complex dependencies existing among cloud components. Some graph neural network-based methods take both temporal and relational information into account, however, the correlation violations in the metrics that serve as indicators of underlying performance issues are difficult for them to identify. Furthermore, a large volume of components in a cloud system results in a vast array of noisy metrics. This complexity renders it impractical for engineers to fully comprehend the correlations, making it challenging to identify performance issues accurately. To address these limitations, we propose Identifying Performance Issues based on Relational-Temporal Features (ISOLATE ), a learning-based approach that leverages both the relational and temporal features of metrics to identify performance issues. In particular, it adopts a graph neural network with attention to characterizing the relations among metrics and extracts long-term and multi-scale temporal patterns using a GRU and a convolution network, respectively. The learned graph attention weights can be further used to localize the correlation-violated metrics. Moreover, to relieve the impact of noisy data, ISOLATE utilizes a positive unlabeled learning strategy that tags pseudo-labels based on a small portion of confirmed negative examples. Extensive evaluation on both public and industrial datasets shows that ISOLATE outperforms all baseline models with 0.945 F1-score and 0.920 Hit rate@3.

Accep...

Accepted in ACM Transactions on Software Engineering and Methodology (TOSEM)

Commute Graph Neural Networks 2024-11-07
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Graph Neural Networks (GNNs) have shown remarkable success in learning from graph-structured data. However, their application to directed graphs (digraphs) presents unique challenges, primarily due to the inherent asymmetry in node relationships. Traditional GNNs are adept at capturing unidirectional relations but fall short in encoding the mutual path dependencies between nodes, such as asymmetrical shortest paths typically found in digraphs. Recognizing this gap, we introduce Commute Graph Neural Networks (CGNN), an approach that seamlessly integrates node-wise commute time into the message passing scheme. The cornerstone of CGNN is an efficient method for computing commute time using a newly formulated digraph Laplacian. Commute time is then integrated into the neighborhood aggregation process, with neighbor contributions weighted according to their respective commute time to the central node in each layer. It enables CGNN to directly capture the mutual, asymmetric relationships in digraphs. Extensive experiments confirm the superior performance of CGNN.

Prompt-Based Spatio-Temporal Graph Transfer Learning 2024-11-07
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Spatio-temporal graph neural networks have proven efficacy in capturing complex dependencies for urban computing tasks such as forecasting and kriging. Yet, their performance is constrained by the reliance on extensive data for training on a specific task, thereby limiting their adaptability to new urban domains with varied task demands. Although transfer learning has been proposed to remedy this problem by leveraging knowledge across domains, the cross-task generalization still remains under-explored in spatio-temporal graph transfer learning due to the lack of a unified framework. To bridge the gap, we propose Spatio-Temporal Graph Prompting (STGP), a prompt-based framework capable of adapting to multi-diverse tasks in a data-scarce domain. Specifically, we first unify different tasks into a single template and introduce a task-agnostic network architecture that aligns with this template. This approach enables capturing dependencies shared across tasks. Furthermore, we employ learnable prompts to achieve domain and task transfer in a two-stage prompting pipeline, facilitating the prompts to effectively capture domain knowledge and task-specific properties. Our extensive experiments demonstrate that STGP outperforms state-of-the-art baselines in three tasks-forecasting, kriging, and extrapolation-achieving an improvement of up to 10.7%.

Financial Fraud Detection using Jump-Attentive Graph Neural Networks 2024-11-07
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As the availability of financial services online continues to grow, the incidence of fraud has surged correspondingly. Fraudsters continually seek new and innovative ways to circumvent the detection algorithms in place. Traditionally, fraud detection relied on rule-based methods, where rules were manually created based on transaction data features. However, these techniques soon became ineffective due to their reliance on manual rule creation and their inability to detect complex data patterns. Today, a significant portion of the financial services sector employs various machine learning algorithms, such as XGBoost, Random Forest, and neural networks, to model transaction data. While these techniques have proven more efficient than rule-based methods, they still fail to capture interactions between different transactions and their interrelationships. Recently, graph-based techniques have been adopted for financial fraud detection, leveraging graph topology to aggregate neighborhood information of transaction data using Graph Neural Networks (GNNs). Despite showing improvements over previous methods, these techniques still struggle to keep pace with the evolving camouflaging tactics of fraudsters and suffer from information loss due to over-smoothing. In this paper, we propose a novel algorithm that employs an efficient neighborhood sampling method, effective for camouflage detection and preserving crucial feature information from non-similar nodes. Additionally, we introduce a novel GNN architecture that utilizes attention mechanisms and preserves holistic neighborhood information to prevent information loss. We test our algorithm on financial data to show that our method outperforms other state-of-the-art graph algorithms.

Inter...

International Conference on Machine Learning and Applications 2024

GraphTeam: Facilitating Large Language Model-based Graph Analysis via Multi-Agent Collaboration 2024-11-07
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Graphs are widely used for modeling relational data in real-world scenarios, such as social networks and urban computing. Existing LLM-based graph analysis approaches either integrate graph neural networks (GNNs) for specific machine learning tasks, limiting their transferability, or rely solely on LLMs' internal reasoning ability, resulting in suboptimal performance. To address these limitations, we take advantage of recent advances in LLM-based agents, which have shown capabilities of utilizing external knowledge or tools for problem solving. By simulating human problem-solving strategies such as analogy and collaboration, we propose a multi-agent system based on LLMs named GraphTeam, for graph analysis. GraphTeam consists of five LLM-based agents from three modules, and the agents with different specialities can collaborate with each other to address complex problems. Specifically, (1) input-output normalization module: the question agent extracts and refines four key arguments from the original question, facilitating the problem understanding, and the answer agent organizes the results to meet the output requirement; (2) external knowledge retrieval module: we first build a knowledge base consisting of relevant documentation and experience information, and then the search agent retrieves the most relevant entries for each question. (3) problem-solving module: given the retrieved information from search agent, the coding agent uses established algorithms via programming to generate solutions, and in case the coding agent does not work, the reasoning agent will directly compute the results without programming. Extensive experiments on six graph analysis benchmarks demonstrate that GraphTeam achieves state-of-the-art performance with an average 25.85% improvement over the best baseline in terms of accuracy. The code and data are available at https://github.com/BUPT-GAMMA/GraphTeam.

ComFairGNN: Community Fair Graph Neural Network 2024-11-07
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Graph Neural Networks (GNNs) have become the leading approach for addressing graph analytical problems in various real-world scenarios. However, GNNs may produce biased predictions against certain demographic subgroups due to node attributes and neighbors surrounding a node. Most current research on GNN fairness focuses predominantly on debiasing GNNs using oversimplified fairness evaluation metrics, which can give a misleading impression of fairness. Understanding the potential evaluation paradoxes due to the complicated nature of the graph structure is crucial for developing effective GNN debiasing mechanisms. In this paper, we examine the effectiveness of current GNN debiasing methods in terms of unfairness evaluation. Specifically, we introduce a community-level strategy to measure bias in GNNs and evaluate debiasing methods at this level. Further, We introduce ComFairGNN, a novel framework designed to mitigate community-level bias in GNNs. Our approach employs a learnable coreset-based debiasing function that addresses bias arising from diverse local neighborhood distributions during GNNs neighborhood aggregation. Comprehensive evaluations on three benchmark datasets demonstrate our model's effectiveness in both accuracy and fairness metrics.

GaGSL: Global-augmented Graph Structure Learning via Graph Information Bottleneck 2024-11-07
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Graph neural networks (GNNs) are prominent for their effectiveness in processing graph data for semi-supervised node classification tasks. Most works of GNNs assume that the observed structure accurately represents the underlying node relationships. However, the graph structure is inevitably noisy or incomplete in reality, which can degrade the quality of graph representations. Therefore, it is imperative to learn a clean graph structure that balances performance and robustness. In this paper, we propose a novel method named \textit{Global-augmented Graph Structure Learning} (GaGSL), guided by the Graph Information Bottleneck (GIB) principle. The key idea behind GaGSL is to learn a compact and informative graph structure for node classification tasks. Specifically, to mitigate the bias caused by relying solely on the original structure, we first obtain augmented features and augmented structure through global feature augmentation and global structure augmentation. We then input the augmented features and augmented structure into a structure estimator with different parameters for optimization and re-definition of the graph structure, respectively. The redefined structures are combined to form the final graph structure. Finally, we employ GIB based on mutual information to guide the optimization of the graph structure to obtain the minimum sufficient graph structure. Comprehensive evaluations across a range of datasets reveal the outstanding performance and robustness of GaGSL compared with the state-of-the-art methods.

Learning to Communicate and Collaborate in a Competitive Multi-Agent Setup to Clean the Ocean from Macroplastics 2024-11-06
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Finding a balance between collaboration and competition is crucial for artificial agents in many real-world applications. We investigate this using a Multi-Agent Reinforcement Learning (MARL) setup on the back of a high-impact problem. The accumulation and yearly growth of plastic in the ocean cause irreparable damage to many aspects of oceanic health and the marina system. To prevent further damage, we need to find ways to reduce macroplastics from known plastic patches in the ocean. Here we propose a Graph Neural Network (GNN) based communication mechanism that increases the agents' observation space. In our custom environment, agents control a plastic collecting vessel. The communication mechanism enables agents to develop a communication protocol using a binary signal. While the goal of the agent collective is to clean up as much as possible, agents are rewarded for the individual amount of macroplastics collected. Hence agents have to learn to communicate effectively while maintaining high individual performance. We compare our proposed communication mechanism with a multi-agent baseline without the ability to communicate. Results show communication enables collaboration and increases collective performance significantly. This means agents have learned the importance of communication and found a balance between collaboration and competition.

Tackl...

Tackling Climate Change with Machine Learning Workshop at the 11th International Conference on Learning Representations (ICLR 2023)

Graph neural networks and non-commuting operators 2024-11-06
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Graph neural networks (GNNs) provide state-of-the-art results in a wide variety of tasks which typically involve predicting features at the vertices of a graph. They are built from layers of graph convolutions which serve as a powerful inductive bias for describing the flow of information among the vertices. Often, more than one data modality is available. This work considers a setting in which several graphs have the same vertex set and a common vertex-level learning task. This generalizes standard GNN models to GNNs with several graph operators that do not commute. We may call this model graph-tuple neural networks (GtNN). In this work, we develop the mathematical theory to address the stability and transferability of GtNNs using properties of non-commuting non-expansive operators. We develop a limit theory of graphon-tuple neural networks and use it to prove a universal transferability theorem that guarantees that all graph-tuple neural networks are transferable on convergent graph-tuple sequences. In particular, there is no non-transferable energy under the convergence we consider here. Our theoretical results extend well-known transferability theorems for GNNs to the case of several simultaneous graphs (GtNNs) and provide a strict improvement on what is currently known even in the GNN case. We illustrate our theoretical results with simple experiments on synthetic and real-world data. To this end, we derive a training procedure that provably enforces the stability of the resulting model.

NeurIPS 2024
Multi-branch Spatio-Temporal Graph Neural Network For Efficient Ice Layer Thickness Prediction 2024-11-06
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Understanding spatio-temporal patterns in polar ice layers is essential for tracking changes in ice sheet balance and assessing ice dynamics. While convolutional neural networks are widely used in learning ice layer patterns from raw echogram images captured by airborne snow radar sensors, noise in the echogram images prevents researchers from getting high-quality results. Instead, we focus on geometric deep learning using graph neural networks, aiming to build a spatio-temporal graph neural network that learns from thickness information of the top ice layers and predicts for deeper layers. In this paper, we developed a novel multi-branch spatio-temporal graph neural network that used the GraphSAGE framework for spatio features learning and a temporal convolution operation to capture temporal changes, enabling different branches of the network to be more specialized and focusing on a single learning task. We found that our proposed multi-branch network can consistently outperform the current fused spatio-temporal graph neural network in both accuracy and efficiency.

Topology-guided Hypergraph Transformer Network: Unveiling Structural Insights for Improved Representation 2024-11-06
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Hypergraphs, with their capacity to depict high-order relationships, have emerged as a significant extension of traditional graphs. Although Graph Neural Networks (GNNs) have remarkable performance in graph representation learning, their extension to hypergraphs encounters challenges due to their intricate structures. Furthermore, current hypergraph transformers, a special variant of GNN, utilize semantic feature-based self-attention, ignoring topological attributes of nodes and hyperedges. To address these challenges, we propose a Topology-guided Hypergraph Transformer Network (THTN). In this model, we first formulate a hypergraph from a graph while retaining its structural essence to learn higher-order relations within the graph. Then, we design a simple yet effective structural and spatial encoding module to incorporate the topological and spatial information of the nodes into their representation. Further, we present a structure-aware self-attention mechanism that discovers the important nodes and hyperedges from both semantic and structural viewpoints. By leveraging these two modules, THTN crafts an improved node representation, capturing both local and global topological expressions. Extensive experiments conducted on node classification tasks demonstrate that the performance of the proposed model consistently exceeds that of the existing approaches.

10 pages, 3 figures
Reconsidering the Performance of GAE in Link Prediction 2024-11-06
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Various graph neural networks (GNNs) with advanced training techniques and model designs have been proposed for link prediction tasks. However, outdated baseline models may lead to an overestimation of the benefits provided by these novel approaches. To address this, we systematically investigate the potential of Graph Autoencoders (GAE) by meticulously tuning hyperparameters and utilizing the trick of orthogonal embedding and linear propagation. Our findings reveal that a well-optimized GAE can match the performance of more complex models while offering greater computational efficiency.

Assessing and Enhancing Graph Neural Networks for Combinatorial Optimization: Novel Approaches and Application in Maximum Independent Set Problems 2024-11-06
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Combinatorial optimization (CO) problems are challenging as the computation time grows exponentially with the input. Graph Neural Networks (GNNs) show promise for researchers in solving CO problems. This study investigates the effectiveness of GNNs in solving the maximum independent set (MIS) problem, inspired by the intriguing findings of Schuetz et al., and aimed to enhance this solver. Despite the promise shown by GNNs, some researchers observed discrepancies when reproducing the findings, particularly compared to the greedy algorithm, for instance. We reproduced Schuetz' Quadratic Unconstrained Binary Optimization (QUBO) unsupervised approach and explored the possibility of combining it with a supervised learning approach for solving MIS problems. While the QUBO unsupervised approach did not guarantee maximal or optimal solutions, it provided a solid first guess for post-processing techniques like greedy decoding or tree-based methods. Moreover, our findings indicated that the supervised approach could further refine the QUBO unsupervised solver, as the learned model assigned meaningful probabilities for each node as initial node features, which could then be improved with the QUBO unsupervised approach. Thus, GNNs offer a valuable method for solving CO problems by integrating learned graph structures rather than relying solely on traditional heuristic functions. This research highlights the potential of GNNs to boost solver performance by leveraging ground truth during training and using optimization functions to learn structural graph information, marking a pioneering step towards improving prediction accuracy in a non-autoregressive manner.

Beyond Grid Data: Exploring Graph Neural Networks for Earth Observation 2024-11-06
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Earth Observation (EO) data analysis has been significantly revolutionized by deep learning (DL), with applications typically limited to grid-like data structures. Graph Neural Networks (GNNs) emerge as an important innovation, propelling DL into the non-Euclidean domain. Naturally, GNNs can effectively tackle the challenges posed by diverse modalities, multiple sensors, and the heterogeneous nature of EO data. To introduce GNNs in the related domains, our review begins by offering fundamental knowledge on GNNs. Then, we summarize the generic problems in EO, to which GNNs can offer potential solutions. Following this, we explore a broad spectrum of GNNs' applications to scientific problems in Earth systems, covering areas such as weather and climate analysis, disaster management, air quality monitoring, agriculture, land cover classification, hydrological process modeling, and urban modeling. The rationale behind adopting GNNs in these fields is explained, alongside methodologies for organizing graphs and designing favorable architectures for various tasks. Furthermore, we highlight methodological challenges of implementing GNNs in these domains and possible solutions that could guide future research. While acknowledging that GNNs are not a universal solution, we conclude the paper by comparing them with other popular architectures like transformers and analyzing their potential synergies.

Accep...

Accepted for publication in Geoscience and Remote Sensing Magazine (GRSM)

Graph Neural Networks with Coarse- and Fine-Grained Division for Mitigating Label Sparsity and Noise 2024-11-06
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Graph Neural Networks (GNNs) have gained considerable prominence in semi-supervised learning tasks in processing graph-structured data, primarily owing to their message-passing mechanism, which largely relies on the availability of clean labels. However, in real-world scenarios, labels on nodes of graphs are inevitably noisy and sparsely labeled, significantly degrading the performance of GNNs. Exploring robust GNNs for semi-supervised node classification in the presence of noisy and sparse labels remains a critical challenge. Therefore, we propose a novel \textbf{G}raph \textbf{N}eural \textbf{N}etwork with \textbf{C}oarse- and \textbf{F}ine-\textbf{G}rained \textbf{D}ivision for mitigating label sparsity and noise, namely GNN-CFGD. The key idea of GNN-CFGD is reducing the negative impact of noisy labels via coarse- and fine-grained division, along with graph reconstruction. Specifically, we first investigate the effectiveness of linking unlabeled nodes to cleanly labeled nodes, demonstrating that this approach is more effective in combating labeling noise than linking to potentially noisy labeled nodes. Based on this observation, we introduce a Gaussian Mixture Model (GMM) based on the memory effect to perform a coarse-grained division of the given labels into clean and noisy labels. Next, we propose a clean labels oriented link that connects unlabeled nodes to cleanly labeled nodes, aimed at mitigating label sparsity and promoting supervision propagation. Furthermore, to provide refined supervision for noisy labeled nodes and additional supervision for unlabeled nodes, we fine-grain the noisy labeled and unlabeled nodes into two candidate sets based on confidence, respectively. Extensive experiments on various datasets demonstrate the superior effectiveness and robustness of GNN-CFGD.

Can Graph Neural Networks Expose Training Data Properties? An Efficient Risk Assessment Approach 2024-11-06
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Graph neural networks (GNNs) have attracted considerable attention due to their diverse applications. However, the scarcity and quality limitations of graph data present challenges to their training process in practical settings. To facilitate the development of effective GNNs, companies and researchers often seek external collaboration. Yet, directly sharing data raises privacy concerns, motivating data owners to train GNNs on their private graphs and share the trained models. Unfortunately, these models may still inadvertently disclose sensitive properties of their training graphs (e.g., average default rate in a transaction network), leading to severe consequences for data owners. In this work, we study graph property inference attack to identify the risk of sensitive property information leakage from shared models. Existing approaches typically train numerous shadow models for developing such attack, which is computationally intensive and impractical. To address this issue, we propose an efficient graph property inference attack by leveraging model approximation techniques. Our method only requires training a small set of models on graphs, while generating a sufficient number of approximated shadow models for attacks. To enhance diversity while reducing errors in the approximated models, we apply edit distance to quantify the diversity within a group of approximated models and introduce a theoretically guaranteed criterion to evaluate each model's error. Subsequently, we propose a novel selection mechanism to ensure that the retained approximated models achieve high diversity and low error. Extensive experiments across six real-world scenarios demonstrate our method's substantial improvement, with average increases of 2.7% in attack accuracy and 4.1% in ROC-AUC, while being 6.5$\times$ faster compared to the best baseline.

In NeurIPS'24
SEGMN: A Structure-Enhanced Graph Matching Network for Graph Similarity Learning 2024-11-06
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Graph similarity computation (GSC) aims to quantify the similarity score between two graphs. Although recent GSC methods based on graph neural networks (GNNs) take advantage of intra-graph structures in message passing, few of them fully utilize the structures presented by edges to boost the representation of their connected nodes. Moreover, previous cross-graph node embedding matching lacks the perception of the overall structure of the graph pair, due to the fact that the node representations from GNNs are confined to the intra-graph structure, causing the unreasonable similarity score. Intuitively, the cross-graph structure represented in the assignment graph is helpful to rectify the inappropriate matching. Therefore, we propose a structure-enhanced graph matching network (SEGMN). Equipped with a dual embedding learning module and a structure perception matching module, SEGMN achieves structure enhancement in both embedding learning and cross-graph matching. The dual embedding learning module incorporates adjacent edge representation into each node to achieve a structure-enhanced representation. The structure perception matching module achieves cross-graph structure enhancement through assignment graph convolution. The similarity score of each cross-graph node pair can be rectified by aggregating messages from structurally relevant node pairs. Experimental results on benchmark datasets demonstrate that SEGMN outperforms the state-of-the-art GSC methods in the GED regression task, and the structure perception matching module is plug-and-play, which can further improve the performance of the baselines by up to 25%.

Advanced RAG Models with Graph Structures: Optimizing Complex Knowledge Reasoning and Text Generation 2024-11-06
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This study aims to optimize the existing retrieval-augmented generation model (RAG) by introducing a graph structure to improve the performance of the model in dealing with complex knowledge reasoning tasks. The traditional RAG model has the problem of insufficient processing efficiency when facing complex graph structure information (such as knowledge graphs, hierarchical relationships, etc.), which affects the quality and consistency of the generated results. This study proposes a scheme to process graph structure data by combining graph neural network (GNN), so that the model can capture the complex relationship between entities, thereby improving the knowledge consistency and reasoning ability of the generated text. The experiment used the Natural Questions (NQ) dataset and compared it with multiple existing generation models. The results show that the graph-based RAG model proposed in this paper is superior to the traditional generation model in terms of quality, knowledge consistency, and reasoning ability, especially when dealing with tasks that require multi-dimensional reasoning. Through the combination of the enhancement of the retrieval module and the graph neural network, the model in this study can better handle complex knowledge background information and has broad potential value in multiple practical application scenarios.

DFA-GNN: Forward Learning of Graph Neural Networks by Direct Feedback Alignment 2024-11-05
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Graph neural networks are recognized for their strong performance across various applications, with the backpropagation algorithm playing a central role in the development of most GNN models. However, despite its effectiveness, BP has limitations that challenge its biological plausibility and affect the efficiency, scalability and parallelism of training neural networks for graph-based tasks. While several non-BP training algorithms, such as the direct feedback alignment, have been successfully applied to fully-connected and convolutional network components for handling Euclidean data, directly adapting these non-BP frameworks to manage non-Euclidean graph data in GNN models presents significant challenges. These challenges primarily arise from the violation of the i.i.d. assumption in graph data and the difficulty in accessing prediction errors for all samples (nodes) within the graph. To overcome these obstacles, in this paper we propose DFA-GNN, a novel forward learning framework tailored for GNNs with a case study of semi-supervised learning. The proposed method breaks the limitations of BP by using a dedicated forward training mechanism. Specifically, DFA-GNN extends the principles of DFA to adapt to graph data and unique architecture of GNNs, which incorporates the information of graph topology into the feedback links to accommodate the non-Euclidean characteristics of graph data. Additionally, for semi-supervised graph learning tasks, we developed a pseudo error generator that spreads residual errors from training data to create a pseudo error for each unlabeled node. These pseudo errors are then utilized to train GNNs using DFA. Extensive experiments on 10 public benchmarks reveal that our learning framework outperforms not only previous non-BP methods but also the standard BP methods, and it exhibits excellent robustness against various types of noise and attacks.

DA-MoE: Addressing Depth-Sensitivity in Graph-Level Analysis through Mixture of Experts 2024-11-05
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Graph neural networks (GNNs) are gaining popularity for processing graph-structured data. In real-world scenarios, graph data within the same dataset can vary significantly in scale. This variability leads to depth-sensitivity, where the optimal depth of GNN layers depends on the scale of the graph data. Empirically, fewer layers are sufficient for message passing in smaller graphs, while larger graphs typically require deeper networks to capture long-range dependencies and global features. However, existing methods generally use a fixed number of GNN layers to generate representations for all graphs, overlooking the depth-sensitivity issue in graph structure data. To address this challenge, we propose the depth adaptive mixture of expert (DA-MoE) method, which incorporates two main improvements to GNN backbone: \textbf{1)} DA-MoE employs different GNN layers, each considered an expert with its own parameters. Such a design allows the model to flexibly aggregate information at different scales, effectively addressing the depth-sensitivity issue in graph data. \textbf{2)} DA-MoE utilizes GNN to capture the structural information instead of the linear projections in the gating network. Thus, the gating network enables the model to capture complex patterns and dependencies within the data. By leveraging these improvements, each expert in DA-MoE specifically learns distinct graph patterns at different scales. Furthermore, comprehensive experiments on the TU dataset and open graph benchmark (OGB) have shown that DA-MoE consistently surpasses existing baselines on various tasks, including graph, node, and link-level analyses. The code are available at \url{https://github.com/Celin-Yao/DA-MoE}.

8pages
SurfGNN: A robust surface-based prediction model with interpretability for coactivation maps of spatial and cortical features 2024-11-05
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Current brain surface-based prediction models often overlook the variability of regional attributes at the cortical feature level. While graph neural networks (GNNs) excel at capturing regional differences, they encounter challenges when dealing with complex, high-density graph structures. In this work, we consider the cortical surface mesh as a sparse graph and propose an interpretable prediction model-Surface Graph Neural Network (SurfGNN). SurfGNN employs topology-sampling learning (TSL) and region-specific learning (RSL) structures to manage individual cortical features at both lower and higher scales of the surface mesh, effectively tackling the challenges posed by the overly abundant mesh nodes and addressing the issue of heterogeneity in cortical regions. Building on this, a novel score-weighted fusion (SWF) method is implemented to merge nodal representations associated with each cortical feature for prediction. We apply our model to a neonatal brain age prediction task using a dataset of harmonized MR images from 481 subjects (503 scans). SurfGNN outperforms all existing state-of-the-art methods, demonstrating an improvement of at least 9.0% and achieving a mean absolute error (MAE) of 0.827+0.056 in postmenstrual weeks. Furthermore, it generates feature-level activation maps, indicating its capability to identify robust regional variations in different morphometric contributions for prediction.

15 pages, 6 figures
Distributed Graph Neural Network Design for Sum Ergodic Spectral Efficiency Maximization in Cell-Free Massive MIMO 2024-11-05
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This paper proposes a distributed learning-based framework to tackle the sum ergodic rate maximization problem in cell-free massive multiple-input multiple-output (MIMO) systems by utilizing the graph neural network (GNN). Different from centralized schemes, which gather all the channel state information (CSI) at the central processing unit (CPU) for calculating the resource allocation, the local resource of access points (APs) is exploited in the proposed distributed GNN-based framework to allocate transmit powers. Specifically, APs can use a unique GNN model to allocate their power based on the local CSI. The GNN model is trained at the CPU using the local CSI of one AP, with partially exchanged information from other APs to calculate the loss function to reflect system characteristics, capturing comprehensive network information while avoiding computation burden. Numerical results show that the proposed distributed learning-based approach achieves a sum ergodic rate close to that of centralized learning while outperforming the model-based optimization.

6 pag...

6 pages, 4 figures, and 4 tables. Accepted by IEEE TVT

Predicting the Temperature-Dependent CMC of Surfactant Mixtures with Graph Neural Networks 2024-11-05
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Surfactants are key ingredients in foaming and cleansing products across various industries such as personal and home care, industrial cleaning, and more, with the critical micelle concentration (CMC) being of major interest. Predictive models for CMC of pure surfactants have been developed based on recent ML methods, however, in practice surfactant mixtures are typically used due to to performance, environmental, and cost reasons. This requires accounting for synergistic/antagonistic interactions between surfactants; however, predictive ML models for a wide spectrum of mixtures are missing so far. Herein, we develop a graph neural network (GNN) framework for surfactant mixtures to predict the temperature-dependent CMC. We collect data for 108 surfactant binary mixtures, to which we add data for pure species from our previous work [Brozos et al. (2024), J. Chem. Theory Comput.]. We then develop and train GNNs and evaluate their accuracy across different prediction test scenarios for binary mixtures relevant to practical applications. The final GNN models demonstrate very high predictive performance when interpolating between different mixture compositions and for new binary mixtures with known species. Extrapolation to binary surfactant mixtures where either one or both surfactant species are not seen before, yields accurate results for the majority of surfactant systems. We further find superior accuracy of the GNN over a semi-empirical model based on activity coefficients, which has been widely used to date. We then explore if GNN models trained solely on binary mixture and pure species data can also accurately predict the CMCs of ternary mixtures. Finally, we experimentally measure the CMC of 4 commercial surfactants that contain up to four species and industrial relevant mixtures and find a very good agreement between measured and predicted CMC values.

Query-Efficient Adversarial Attack Against Vertical Federated Graph Learning 2024-11-05
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Graph neural network (GNN) has captured wide attention due to its capability of graph representation learning for graph-structured data. However, the distributed data silos limit the performance of GNN. Vertical federated learning (VFL), an emerging technique to process distributed data, successfully makes GNN possible to handle the distributed graph-structured data. Despite the prosperous development of vertical federated graph learning (VFGL), the robustness of VFGL against the adversarial attack has not been explored yet. Although numerous adversarial attacks against centralized GNNs are proposed, their attack performance is challenged in the VFGL scenario. To the best of our knowledge, this is the first work to explore the adversarial attack against VFGL. A query-efficient hybrid adversarial attack framework is proposed to significantly improve the centralized adversarial attacks against VFGL, denoted as NA2, short for Neuron-based Adversarial Attack. Specifically, a malicious client manipulates its local training data to improve its contribution in a stealthy fashion. Then a shadow model is established based on the manipulated data to simulate the behavior of the server model in VFGL. As a result, the shadow model can improve the attack success rate of various centralized attacks with a few queries. Extensive experiments on five real-world benchmarks demonstrate that NA2 improves the performance of the centralized adversarial attacks against VFGL, achieving state-of-the-art performance even under potential adaptive defense where the defender knows the attack method. Additionally, we provide interpretable experiments of the effectiveness of NA2 via sensitive neurons identification and visualization of t-SNE.

JPEC: A Novel Graph Neural Network for Competitor Retrieval in Financial Knowledge Graphs 2024-11-05
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Knowledge graphs have gained popularity for their ability to organize and analyze complex data effectively. When combined with graph embedding techniques, such as graph neural networks (GNNs), knowledge graphs become a potent tool in providing valuable insights. This study explores the application of graph embedding in identifying competitors from a financial knowledge graph. Existing state-of-the-art(SOTA) models face challenges due to the unique attributes of our knowledge graph, including directed and undirected relationships, attributed nodes, and minimal annotated competitor connections. To address these challenges, we propose a novel graph embedding model, JPEC(JPMorgan Proximity Embedding for Competitor Detection), which utilizes graph neural network to learn from both first-order and second-order node proximity together with vital features for competitor retrieval. JPEC had outperformed most existing models in extensive experiments, showcasing its effectiveness in competitor retrieval.

5 pag...

5 pages, 4 figures, accepted by SIGIR'24

Fine Grained Insider Risk Detection 2024-11-04
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We present a method to detect departures from business-justified workflows among support agents. Our goal is to assist auditors in identifying agent actions that cannot be explained by the activity within their surrounding context, where normal activity patterns are established from historical data. We apply our method to help audit millions of actions of over three thousand support agents. We collect logs from the tools used by support agents and construct a bipartite graph of Actions and Entities representing all the actions of the agents, as well as background information about entities. From this graph, we sample subgraphs rooted on security-significant actions taken by the agents. Each subgraph captures the relevant context of the root action in terms of other actions, entities and their relationships. We then prioritize the rooted-subgraphs for auditor review using feed-forward and graph neural networks, as well as nearest neighbors techniques. To alleviate the issue of scarce labeling data, we use contrastive learning and domain-specific data augmentations. Expert auditors label the top ranked subgraphs as worth auditing" or not worth auditing" based on the company's business policies. This system finds subgraphs that are worth auditing with high enough precision to be used in production.

Enhancing Graph Neural Networks in Large-scale Traffic Incident Analysis with Concurrency Hypothesis 2024-11-04
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Despite recent progress in reducing road fatalities, the persistently high rate of traffic-related deaths highlights the necessity for improved safety interventions. Leveraging large-scale graph-based nationwide road network data across 49 states in the USA, our study first posits the Concurrency Hypothesis from intuitive observations, suggesting a significant likelihood of incidents occurring at neighboring nodes within the road network. To quantify this phenomenon, we introduce two novel metrics, Average Neighbor Crash Density (ANCD) and Average Neighbor Crash Continuity (ANCC), and subsequently employ them in statistical tests to validate the hypothesis rigorously. Building upon this foundation, we propose the Concurrency Prior (CP) method, a powerful approach designed to enhance the predictive capabilities of general Graph Neural Network (GNN) models in semi-supervised traffic incident prediction tasks. Our method allows GNNs to incorporate concurrent incident information, as mentioned in the hypothesis, via tokenization with negligible extra parameters. The extensive experiments, utilizing real-world data across states and cities in the USA, demonstrate that integrating CP into 12 state-of-the-art GNN architectures leads to significant improvements, with gains ranging from 3% to 13% in F1 score and 1.3% to 9% in AUC metrics. The code is publicly available at https://github.com/xiwenc1/Incident-GNN-CP.

Accep...

Accepted by Sigspatial 2024

Federated GNNs for EEG-Based Stroke Assessment 2024-11-04
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Machine learning (ML) has the potential to become an essential tool in supporting clinical decision-making processes, offering enhanced diagnostic capabilities and personalized treatment plans. However, outsourcing medical records to train ML models using patient data raises legal, privacy, and security concerns. Federated learning has emerged as a promising paradigm for collaborative ML, meeting healthcare institutions' requirements for robust models without sharing sensitive data and compromising patient privacy. This study proposes a novel method that combines federated learning (FL) and Graph Neural Networks (GNNs) to predict stroke severity using electroencephalography (EEG) signals across multiple medical institutions. Our approach enables multiple hospitals to jointly train a shared GNN model on their local EEG data without exchanging patient information. Specifically, we address a regression problem by predicting the National Institutes of Health Stroke Scale (NIHSS), a key indicator of stroke severity. The proposed model leverages a masked self-attention mechanism to capture salient brain connectivity patterns and employs EdgeSHAP to provide post-hoc explanations of the neurological states after a stroke. We evaluated our method on EEG recordings from four institutions, achieving a mean absolute error (MAE) of 3.23 in predicting NIHSS, close to the average error made by human experts (MAE $\approx$ 3.0). This demonstrates the method's effectiveness in providing accurate and explainable predictions while maintaining data privacy.

13 pa...

13 pages, 5 figures, Proceedings of the II edition of the Workshop on Unifying Representations in Neural Models (UniReps 2024)

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