Sub-model extraction based federated learning has emerged as a popular strategy for training models on resource-constrained devices. However, existing methods treat all clients equally and extract sub-models using predetermined rules, which disregard the statistical heterogeneity across clients and may lead to fierce competition among them. Specifically, this paper identifies that when making predictions, different clients tend to activate different neurons of the entire model related to their respective distributions. If highly activated neurons from some clients with one distribution are incorporated into the sub-model allocated to other clients with different distributions, they will be forced to fit the new distributions, which can hinder their activation over the previous clients and result in a performance reduction. Motivated by this finding, we propose a novel method called FedDSE, which can reduce the conflicts among clients by extracting sub-models based on the data distribution of each client. The core idea of FedDSE is to empower each client to adaptively extract neurons from the entire model based on their activation over the local dataset. We theoretically show that FedDSE can achieve an improved classification score and convergence over general neural networks with the ReLU activation function. Experimental results on various datasets and models show that FedDSE outperforms all state-of-the-art baselines.
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Uncertainty reasoning and quantification play a critical role in decision making across various domains, prompting increased attention from both academia and industry. As real-world applications become more complex and data-driven, effectively handling uncertainty becomes paramount for accurate and reliable decision making. This workshop focuses on the critical topics of uncertainty reasoning and quantification in decision making. It provides a platform for experts and researchers from diverse backgrounds to exchange ideas on cutting-edge techniques and challenges in this field. The interdisciplinary nature of uncertainty reasoning and quantification, spanning artificial intelligence, machine learning, statistics, risk analysis, and decision science, will be explored. The workshop aims to address the need for robust and interpretable methods for modeling and quantifying uncertainty, fostering reasoning decision-making in various domains. Participants will have the opportunity to share research findings and practical experiences, promoting collaboration and advancing decision-making practices under uncertainty.
Time series data has become ubiquitous across various fields such as healthcare, finance, entertainment, and transportation, driven by advancements in sensing technologies that enable continuous monitoring and recording. This growth in data size and complexity presents new challenges for traditional analysis techniques, necessitating the development of advanced, interdisciplinary temporal mining algorithms. The goals of this workshop are to: (1) highlight significant challenges in learning and mining from time series data, such as irregular sampling, spatiotemporal structures, and uncertainty quantification; (2) discuss recent developments in algorithmic, theoretical, statistical, and systems-based approaches for addressing these challenges, including both classical methods and large language models (LLMs); and (3) synergize research efforts by exploring both new and open problems in time series analysis and mining. This workshop will focus on both the theoretical and practical aspects of time series data analysis, providing a platform for researchers and practitioners from academia, government, and industry to discuss potential research directions, critical technical issues, and present solutions for practical applications. Contributions from related fields such as AI, machine learning, data science, and statistics are also included.
Online controlled experiments play a crucial role in enabling data-driven decisions across a wide range of companies. Variance reduction is an effective technique to improve the sensitivity of experiments, achieving higher statistical power while using fewer samples and shorter experimental periods. However, typical variance reduction methods (e.g., regression-adjusted estimators) are built upon the intuitional assumption of Gaussian distributions and cannot properly characterize the real business metrics with heavy-tailed distributions. Furthermore, outliers diminish the correlation between pre-experiment covariates and outcome metrics, greatly limiting the effectiveness of variance reduction. In this paper, we develop a novel framework that integrates the Student's t-distribution with machine learning tools to fit heavy-tailed metrics and construct a robust average treatment effect estimator in online controlled experiments, which we call STATE. By adopting a variational EM method to optimize the loglikehood function, we can infer a robust solution that greatly eliminates the negative impact of outliers and achieves significant variance reduction. Moreover, we extend the STATE method from count metrics to ratio metrics by utilizing linear transformation that preserves unbiased estimation, whose variance reduction is more complex but less investigated in existing works. Finally, both simulations on synthetic data and long-term empirical results on Meituan experiment platform demonstrate the effectiveness of our method. Compared with the state-of-the-art estimators (CUPAC/MLRATE), STATE achieves over 50% variance reduction, indicating it can reach the same statistical power with only half of the observations, or half the experimental duration.
Fault intensity diagnosis (FID) plays a pivotal role in monitoring and maintaining mechanical devices within complex industrial systems. As current FID methods are based on chain of thought without considering dependencies among target classes. To capture and explore dependencies, we propose a hierarchical knowledge guided fault intensity diagnosis framework (HKG) inspired by the tree of thought, which is amenable to any representation learning methods. The HKG uses graph convolutional networks to map the hierarchical topological graph of class representations into a set of interdependent global hierarchical classifiers, where each node is denoted by word embeddings of a class. These global hierarchical classifiers are applied to learned deep features extracted by representation learning, allowing the entire model to be end-to-end learnable. In addition, we develop a re-weighted hierarchical knowledge correlation matrix (Re-HKCM) scheme by embedding inter-class hierarchical knowledge into a data-driven statistical correlation matrix (SCM) which effectively guides the information sharing of nodes in graphical convolutional neural networks and avoids over-smoothing issues. The Re-HKCM is derived from the SCM through a series of mathematical transformations. Extensive experiments are performed on four real-world datasets from different industrial domains (three cavitation datasets from SAMSON AG and one existing publicly) for FID, all showing superior results and outperform recent state-of-the-art FID methods.
Logs are ubiquitous digital footprints, playing an indispensable role in system diagnostics, security analysis, and performance optimization. The extraction of actionable insights from logs is critically dependent on the log parsing process, which converts raw logs into structured formats for downstream analysis. Yet, the complexities of contemporary systems and the dynamic nature of logs pose significant challenges to existing automatic parsing techniques. The emergence of Large Language Models (LLM) offers new horizons. With their expansive knowledge and contextual prowess, LLMs have been transformative across diverse applications. Building on this, we introduce LogParser-LLM, a novel log parser integrated with LLM capabilities. This union seamlessly blends semantic insights with statistical nuances, obviating the need for hyper-parameter tuning and labeled training data, while ensuring rapid adaptability through online parsing. Further deepening our exploration, we address the intricate challenge of parsing granularity, proposing a new metric and integrating human interactions to allow users to calibrate granularity to their specific needs. Our method's efficacy is empirically demonstrated through evaluations on the Loghub-2k and the large-scale LogPub benchmark. In evaluations on the LogPub benchmark, involving an average of 3.6 million logs per dataset across 14 datasets, our LogParser-LLM requires only 272.5 LLM invocations on average, achieving a 90.6% F1 score for grouping accuracy and an 81.1% for parsing accuracy. These results demonstrate the method's high efficiency and accuracy, outperforming current state-of-the-art log parsers, including pattern-based, neural network-based, and existing LLM-enhanced approaches.
Graph Neural Networks (GNNs) excel in diverse tasks, yet their applications in high-stakes domains are often hampered by unreliable predictions. Although numerous uncertainty quantification methods have been proposed to address this limitation, they often lackrigorous uncertainty estimates. This work makes the first attempt to introduce a distribution-free and model-agnostic uncertainty quantification approach to construct a predictive interval with a statistical guarantee for GNN-based link prediction. We term it asconformalized link prediction. Our approach builds upon conformal prediction (CP), a framework that promises to construct statistically robust prediction sets or intervals. There are two primary challenges: first, given dependent data like graphs, it is unclear whether the critical assumption in CP --- exchangeability --- still holds when applied to link prediction. Second, even if the exchangeability assumption is valid for conformalized link prediction, we need to ensure high efficiency, i.e., the resulting prediction set or the interval length is small enough to provide useful information. To tackle these challenges, we first theoretically and empirically establish a permutation invariance condition for the application of CP in link prediction tasks, along with an exact test-time coverage. Leveraging the important structural information in graphs, we then identify a novel and crucial connection between a graph's adherence to the power law distribution and the efficiency of CP. This insight leads to the development of a simple yet effective sampling-based method to align the graph structure with a power law distribution prior to the standard CP procedure. Extensive experiments demonstrate that for conformalized link prediction, our approach achieves the desired marginal coverage while significantly improving the efficiency of CP compared to baseline methods.
In an era marked by the increasing adoption of Large Language Models (LLMs) for various tasks, there is a growing focus on exploring LLMs' capabilities in handling web data, particularly graph data. Dynamic graphs, which capture temporal network evolution patterns, are ubiquitous in real-world web data. Evaluating LLMs' competence in understanding spatial-temporal information on dynamic graphs is essential for their adoption in web applications, which remains unexplored in the literature. In this paper, we bridge the gap via proposing to evaluate LLMs' spatial-temporal understanding abilities on dynamic graphs, to the best of our knowledge, for the first time. Specifically, we propose the LLM4DyG benchmark, which includes nine specially designed tasks considering the capability evaluation of LLMs from both temporal and spatial dimensions. Then, we conduct extensive experiments to analyze the impacts of different data generators, data statistics, prompting techniques, and LLMs on the model performance. Finally, we propose Disentangled Spatial-Temporal Thoughts (DST2) for LLMs on dynamic graphs to enhance LLMs' spatial-temporal understanding abilities. Our main observations are: 1) LLMs have preliminary spatial-temporal understanding abilities on dynamic graphs, 2) Dynamic graph tasks show increasing difficulties for LLMs as the graph size and density increase, while not sensitive to the time span and data generation mechanism, 3) the proposed DST2 prompting method can help to improve LLMs' spatial-temporal understanding abilities on dynamic graphs for most tasks. The data and codes are publicly available at Github.
Modeling the evolution of physical dynamics is a foundational problem in science and engineering, and it is regarded as the modeling of an operator mapping between infinite-dimensional functional spaces. Operator learning methods, learning the underlying infinite-dimensional operator in a high-dimensional latent space, have shown significant potential in modeling physical dynamics. However, there remains insufficient research on how to approximate an infinite-dimensional operator using a finite-dimensional parameter space. Inappropriate dimensionality representation of the underlying operator leads to convergence difficulties, decreasing generalization capability, and violating the physical consistency. To address the problem, we present Neural Manifold Operator (NMO) to learn the invariant subspace with the intrinsic dimension to parameterize infinite-dimensional underlying operators. NMO achieves state-of-the-art performance in statistical and physical metrics and gains 23.35% average improvement on three real-world scenarios and four equation-governed scenarios across a wide range of multi-disciplinary fields. Our paradigm has demonstrated universal effectiveness across various model structure implementations, including Multi-Layer Perceptron, Convolutional Neural Networks, and Transformers. Experimentally, we prove that the intrinsic dimension calculated by our paradigm is the optimal dimensional representation of the underlying operators. We release our code at https://github.com/AI4EarthLab/Neural-Manifold-Operators.
From Supervised to Generative: A Novel Paradigm for Tabular Deep Learning with Large Language Models
PDF ↗Tabular data is foundational to predictive modeling in various crucial industries, including healthcare, finance, retail, sustainability, etc. Despite the progress made in specialized models, there is an increasing demand for universal models that can transfer knowledge, generalize from limited data, and follow human instructions. These are challenges that current tabular deep learning approaches have not fully tackled. Here we introduce Generative Tabular Learning (GTL), a novel framework that integrates the advanced functionalities of large language models (LLMs)-such as prompt-based zero-shot generalization and in-context learning-into tabular deep learning. GTL capitalizes on the pre-training of LLMs on diverse tabular data, enhancing their understanding of domain-specific knowledge, numerical sequences, and statistical dependencies critical for accurate predictions. Our empirical study spans 384 public datasets, rigorously analyzing GTL's convergence and scaling behaviors and assessing the impact of varied data templates. The GTL-enhanced LLaMA-2 model demonstrates superior zero-shot and in-context learning capabilities across numerous classification and regression tasks. Notably, it achieves this without fine-tuning, outperforming traditional methods and rivaling state-of-the-art models like GPT-4 in certain cases. Through GTL, we not only foster a deeper integration of LLMs' sophisticated abilities into tabular data comprehension and application but also offer a new training resource and a test bed for LLMs to enhance their ability to comprehend tabular data. To facilitate reproducible research, we release our code, data, and model checkpoints at https://github.com/microsoft/Industrial-Foundation-Models.
DPSW-Sketch: A Differentially Private Sketch Framework for Frequency Estimation over Sliding Windows
PDF ↗The sliding window model of computation captures scenarios in which data are continually arriving in the form of a stream, and only the most recent w items are used for analysis. In this setting, an algorithm needs to accurately track some desired statistics over the sliding window using a small space. When data streams contain sensitive information about individuals, the algorithm is also urgently needed to provide a provable guarantee of privacy. In this paper, we focus on the two fundamental problems of privately (1) estimating the frequency of an arbitrary item and (2) identifying the most frequent items (i.e., heavy hitters), in the sliding window model. We propose DPSW-Sketch, a sliding window framework based on the count-min sketch that not only satisfies differential privacy over the stream but also approximates the results for frequency and heavy-hitter queries within bounded errors in sublinear time and space w.r.t. w. Extensive experiments on five real-world and synthetic datasets show that DPSW-Sketch provides significantly better utility-privacy trade-offs than state-of-the-art methods.
Deep graph prompt tuning (DeepGPT), which only tunes a set of continuous prompts for graph transformers, significantly decreases the storage usage during training. However, DeepGPT is limited by its uniform prompts to input graphs with various structures. This is because different graph structures dictate various feature interactions between nodes, while the uniform prompts are not dynamic to tailor the feature transformation for the graph topology. In this paper, we propose a Topo-specific Graph Prompt Tuning (TGPT ), which provides topo-specific prompts tailored to the topological structures of input graphs. Specifically, TGPT learns trainable embeddings for graphlets and frequencies, where graphlets are fundamental sub-graphs that describe the structure around specific nodes. Based on the statistic data about graphlets of input graph, topo-specific prompts are generated by graphlet embeddings and frequency embeddings. The topo-specific prompts include node-level topo-specific prompts for specified nodes, a graph-level topo-specific prompt for the entire graph, and a task-specific prompt to learn task-related information. They are all inserted into specific graph nodes to perform feature transformation, providing specified feature transformation for input graphs with different topological structures. Extensive experiments show that our method outperforms existing lightweight fine-tuning methods and DeepGPT in molecular graph classification and regression with comparable parameters.
Continuous learning from an immense volume of data streams becomes exceptionally critical in the internet era. However, data streams often do not conform to the same distribution over time, leading to a phenomenon called concept drift. Since a fixed static model is unreliable for inferring concept-drifted data streams, establishing an adaptive mechanism for detecting concept drift is crucial. Current methods for concept drift detection primarily assume that the labels or error rates of downstream models are given and/or underlying statistical properties exist in data streams. These approaches, however, struggle to address high-dimensional data streams with intricate irregular distribution shifts, which are more prevalent in real-world scenarios. In this paper, we propose MCD-DD, a novel concept drift detection method based on maximum concept discrepancy, inspired by the maximum mean discrepancy. Our method can adaptively identify varying forms of concept drift by contrastive learning of concept embeddings without relying on labels or statistical properties. With thorough experiments under synthetic and real-world scenarios, we demonstrate that the proposed method outperforms existing baselines in identifying concept drifts and enables qualitative analysis with high explainability.
We introduce the Robustness of Hierarchically Organized Time Series (RHiOTS) framework, designed to assess the robustness of hierarchical time series forecasting models and algorithms on real-world datasets. Hierarchical time series, where lower-level forecasts must sum to upper-level ones, are prevalent in various contexts, such as retail sales across countries. Current empirical evaluations of forecasting methods are often limited to a small set of benchmark datasets, offering a narrow view of algorithm behavior. RHiOTS addresses this gap by systematically altering existing datasets and modifying the characteristics of individual series and their interrelations. It uses a set of parameterizable transformations to simulate those changes in the data distribution. Additionally, RHiOTS incorporates an innovative visualization component, turning complex, multidimensional robustness evaluation results into intuitive, easily interpretable visuals. This approach allows an in-depth analysis of algorithm and model behavior under diverse conditions. We illustrate the use of RHiOTS by analyzing the predictive performance of several algorithms. Our findings show that traditional statistical methods are more robust than state-of-the-art deep learning algorithms, except when the transformation effect is highly disruptive. Furthermore, we found no significant differences in the robustness of the algorithms when applying specific reconciliation methods, such as MinT. RHiOTS provides researchers with a comprehensive tool for understanding the nuanced behavior of forecasting algorithms, offering a more reliable basis for selecting the most appropriate method for a given problem.
The traditional evaluation of information retrieval (IR) systems is generally very costly as it requires manual relevance annotation from human experts. Recent advancements in generative artificial intelligence -specifically large language models (LLMs)- can generate relevance annotations at an enormous scale with relatively small computational costs. Potentially, this could alleviate the costs traditionally associated with IR evaluation and make it applicable to numerous low-resource applications. However, generated relevance annotations are not immune to (systematic) errors, and as a result, directly using them for evaluation produces unreliable results. In this work, we propose two methods based on prediction-powered inference and conformal risk control that utilize computer-generated relevance annotations to place reliable confidence intervals (CIs) around IR evaluation metrics. Our proposed methods require a small number of reliable annotations from which the methods can statistically analyze the errors in the generated annotations. Using this information, we can place CIs around evaluation metrics with strong theoretical guarantees. Unlike existing approaches, our conformal risk control method is specifically designed for ranking metrics and can vary its CIs per query and document. Our experimental results show that our CIs accurately capture both the variance and bias in evaluation based on LLM annotations, better than the typical empirical bootstrapping estimates. We hope our contributions bring reliable evaluation to the many IR applications where this was traditionally infeasible.
Social networks represent complex ecosystems where the interactions between users or groups play a pivotal role in information dissemination, opinion formation, and social interactions. Effectively harnessing event sequence data within social networks to unearth interactions among users or groups has persistently posed a challenging frontier within the realm of point processes. Current deep point process models face inherent limitations within the context of social networks, constraining both their interpretability and expressive power. These models encounter challenges in capturing interactions among users or groups and often rely on parameterized extrapolation methods when modeling intensity over non-event intervals, limiting their capacity to capture intricate intensity patterns, particularly beyond observed events. To address these challenges, this study proposes modifications to Transformer Hawkes processes (THP), leading to the development of interpretable Transformer Hawkes processes (ITHP). ITHP inherits the strengths of THP while aligning with statistical nonlinear Hawkes processes, thereby enhancing its interpretability and providing valuable insights into interactions between users or groups. Additionally, ITHP enhances the flexibility of the intensity function over non-event intervals, making it better suited to capture complex event propagation patterns in social networks. Experimental results, both on synthetic and real data, demonstrate the effectiveness of ITHP in overcoming the identified limitations. Moreover, they highlight ITHP's applicability in the context of exploring the complex impact of users or groups within social networks. Our code is available at https://github.com/waystogetthere/Interpretable-Transformer- Hawkes-Process.git.
Preserving individual privacy while enabling collaborative data sharing is crucial for organizations. Synthetic data generation is one solution, producing artificial data that mirrors the statistical properties of private data. While numerous techniques have been devised under differential privacy, they predominantly assume data is centralized. However, data is often distributed across multiple clients in a federated manner. In this work, we initiate the study of federated synthetic tabular data generation. Building upon a SOTA central method known as AIM, we present DistAIM and FLAIM. We first show that it is straightforward to distribute AIM, extending a recent approach based on secure multi-party computation which necessitates additional overhead, making it less suited to federated scenarios. We then demonstrate that naively federating AIM can lead to substantial degradation in utility under the presence of heterogeneity. To mitigate both issues, we propose an augmented FLAIM approach that maintains a private proxy of heterogeneity. We simulate our methods across a range of benchmark datasets under different degrees of heterogeneity and show we can improve utility while reducing overhead.
High-Dimensional Distributed Sparse Classification with Scalable Communication-Efficient Global Updates
PDF ↗As the size of datasets used in statistical learning continues to grow, distributed training of models has attracted increasing attention. These methods partition the data and exploit parallelism to reduce memory and runtime, but suffer increasingly from communication costs as the data size or the number of iterations grows. Recent work on linear models has shown that a surrogate likelihood can be optimized locally to iteratively improve on an initial solution in a communication-efficient manner. However, existing versions of these methods experience multiple shortcomings as the data size becomes massive, including diverging updates and efficiently handling sparsity. In this work we develop solutions to these problems which enable us to learn a communication-efficient distributed logistic regression model even beyond millions of features. In our experiments we demonstrate a large improvement in accuracy over distributed algorithms with only a few distributed update steps needed, and similar or faster runtimes. Our code is available at https://github.com/FutureComputing4AI/ProxCSL.
Driven by the powerful representation ability of Graph Neural Networks (GNNs), plentiful GNN models have been widely deployed in many real-world applications. Nevertheless, due to distribution disparities between different demographic groups, fairness in high-stake decision-making systems is receiving increasing attention. Although lots of recent works devoted to improving the fairness of GNNs and achieved considerable success, they all require significant architectural changes or additional loss functions requiring more hyper-parameter tuning. Surprisingly, we find that simple re-balancing methods can easily match or surpass existing fair GNN methods. We claim that the imbalance across different demographic groups is a significant source of unfairness, resulting in imbalanced contributions from each group to the parameters updating. However, these simple re-balancing methods have their own shortcomings during training. In this paper, we propose FairGB, Fair Graph Neural Network via re-Balancing, which mitigates the unfairness of GNNs by group balancing. Technically, FairGB consists of two modules: counterfactual node mixup and contribution alignment loss. Firstly, we select counterfactual pairs across inter-domain and inter-class, and interpolate the ego-networks to generate new samples. Guided by analysis, we can reveal the debiasing mechanism of our model by the causal view and prove that our strategy can make sensitive attributes statistically independent from target labels. Secondly, we reweigh the contribution of each group according to gradients. By combining these two modules, they can mutually promote each other. Experimental results on benchmark datasets show that our method can achieve state-of-the-art results concerning both utility and fairness metrics. Code is available at https://github.com/ZhixunLEE/FairGB.
Unsupervised anomaly detection in multivariate time series (MTS) has always been a challenging problem, and the modeling based on reconstruction has garnered significant attention. The insensitivity of these methods towards normal patterns poses challenges in distinguishing between normal and abnormal points. Firstly, the general reconstruction strategies may exhibit limited sensitivity to spatio-temporal dependencies, and their performance remains largely unaffected by such dependencies. Secondly, most methods fail to model the heteroscedastic uncertainty in MTS, hindering their abilities to derive a distinguishable criterion. For instance, normal data with high noise levels may lead to detection failure due to excessively high reconstruction errors. In this work, we emphasize the necessity of sensitivity to normal patterns, which could improve the discrimination between normal and abnormal points remarkably. To this end, we propose SensitiveHUE, a probabilistic network by implementing both reconstruction and heteroscedastic uncertainty estimation. Its core includes a statistical feature removal strategy to ensure the dependency sensitive property, and a novel MTS-NLL loss for modeling the normal patterns in important regions. Experimental results demonstrate that SensitiveHUE exhibits nontrivial sensitivity to normal patterns and outperforms the existing state-of-the-art alternatives by a large margin. Code is publicly available at this URL\footnotehttp://github.com/yuesuoqingqiu/SensitiveHUE.