Zhongfang Zhuang

Dongyu Zhang, Liang Wang, Xin Dai et al.

Sequential tabular data is one of the most commonly used data types in real-world applications. Different from conventional tabular data, where rows in a table are independent, sequential tabular data contains rich contextual and sequential information, where some fields are dynamically changing over time and others are static. Existing transformer-based approaches analyzing sequential tabular data overlook the differences between dynamic and static fields by replicating and filling static fields into each transformer, and ignore temporal information between rows, which leads to three major disadvantages: (1) computational overhead, (2) artificially simplified data for masked language modeling pre-training task that may yield less meaningful representations, and (3) disregarding the temporal behavioral patterns implied by time intervals. In this work, we propose FATA-Trans, a model with two field transformers for modeling sequential tabular data, where each processes static and dynamic field information separately. FATA-Trans is field- and time-aware for sequential tabular data. The field-type embedding in the method enables FATA-Trans to capture differences between static and dynamic fields. The time-aware position embedding exploits both order and time interval information between rows, which helps the model detect underlying temporal behavior in a sequence. Our experiments on three benchmark datasets demonstrate that the learned representations from FATA-Trans consistently outperform state-of-the-art solutions in the downstream tasks. We also present visualization studies to highlight the insights captured by the learned representations, enhancing our understanding of the underlying data. Our codes are available at https://github.com/zdy93/FATA-Trans.

Audrey Der, Chin-Chia Michael Yeh, Renjie Wu et al.

The most useful data mining primitives are distance measures. With an effective distance measure, it is possible to perform classification, clustering, anomaly detection, segmentation, etc. For single-event time series Euclidean Distance and Dynamic Time Warping distance are known to be extremely effective. However, for time series containing cyclical behaviors, the semantic meaningfulness of such comparisons is less clear. For example, on two separate days the telemetry from an athlete workout routine might be very similar. The second day may change the order in of performing push-ups and squats, adding repetitions of pull-ups, or completely omitting dumbbell curls. Any of these minor changes would defeat existing time series distance measures. Some bag-of-features methods have been proposed to address this problem, but we argue that in many cases, similarity is intimately tied to the shapes of subsequences within these longer time series. In such cases, summative features will lack discrimination ability. In this work we introduce PRCIS, which stands for Pattern Representation Comparison in Series. PRCIS is a distance measure for long time series, which exploits recent progress in our ability to summarize time series with dictionaries. We will demonstrate the utility of our ideas on diverse tasks and datasets.

Chin-Chia Michael Yeh, Xin Dai, Huiyuan Chen et al.

A foundation model is a machine learning model trained on a large and diverse set of data, typically using self-supervised learning-based pre-training techniques, that can be adapted to various downstream tasks. However, current research on time series pre-training has mostly focused on models pre-trained solely on data from a single domain, resulting in a lack of knowledge about other types of time series. However, current research on time series pre-training has predominantly focused on models trained exclusively on data from a single domain. As a result, these models possess domain-specific knowledge that may not be easily transferable to time series from other domains. In this paper, we aim to develop an effective time series foundation model by leveraging unlabeled samples from multiple domains. To achieve this, we repurposed the publicly available UCR Archive and evaluated four existing self-supervised learning-based pre-training methods, along with a novel method, on the datasets. We tested these methods using four popular neural network architectures for time series to understand how the pre-training methods interact with different network designs. Our experimental results show that pre-training improves downstream classification tasks by enhancing the convergence of the fine-tuning process. Furthermore, we found that the proposed pre-training method, when combined with the Transformer model, outperforms the alternatives.

Chin-Chia Michael Yeh, Mengting Gu, Yan Zheng et al.

Graph neural networks (GNNs) are deep learning models designed specifically for graph data, and they typically rely on node features as the input to the first layer. When applying such a type of network on the graph without node features, one can extract simple graph-based node features (e.g., number of degrees) or learn the input node representations (i.e., embeddings) when training the network. While the latter approach, which trains node embeddings, more likely leads to better performance, the number of parameters associated with the embeddings grows linearly with the number of nodes. It is therefore impractical to train the input node embeddings together with GNNs within graphics processing unit (GPU) memory in an end-to-end fashion when dealing with industrial-scale graph data. Inspired by the embedding compression methods developed for natural language processing (NLP) tasks, we develop a node embedding compression method where each node is compactly represented with a bit vector instead of a floating-point vector. The parameters utilized in the compression method can be trained together with GNNs. We show that the proposed node embedding compression method achieves superior performance compared to the alternatives.

Prince O Aboagye, Yan Zheng, Michael Yeh et al.

Optimal Transport (OT) provides a useful geometric framework to estimate the permutation matrix under unsupervised cross-lingual word embedding (CLWE) models that pose the alignment task as a Wasserstein-Procrustes problem. However, linear programming algorithms and approximate OT solvers via Sinkhorn for computing the permutation matrix come with a significant computational burden since they scale cubically and quadratically, respectively, in the input size. This makes it slow and infeasible to compute OT distances exactly for a larger input size, resulting in a poor approximation quality of the permutation matrix and subsequently a less robust learned transfer function or mapper. This paper proposes an unsupervised projection-based CLWE model called quantized Wasserstein Procrustes (qWP). qWP relies on a quantization step of both the source and target monolingual embedding space to estimate the permutation matrix given a cheap sampling procedure. This approach substantially improves the approximation quality of empirical OT solvers given fixed computational cost. We demonstrate that qWP achieves state-of-the-art results on the Bilingual lexicon Induction (BLI) task.

Chin-Chia Michael Yeh, Huiyuan Chen, Xin Dai et al.

A Content-based Time Series Retrieval (CTSR) system is an information retrieval system for users to interact with time series emerged from multiple domains, such as finance, healthcare, and manufacturing. For example, users seeking to learn more about the source of a time series can submit the time series as a query to the CTSR system and retrieve a list of relevant time series with associated metadata. By analyzing the retrieved metadata, users can gather more information about the source of the time series. Because the CTSR system is required to work with time series data from diverse domains, it needs a high-capacity model to effectively measure the similarity between different time series. On top of that, the model within the CTSR system has to compute the similarity scores in an efficient manner as the users interact with the system in real-time. In this paper, we propose an effective and efficient CTSR model that outperforms alternative models, while still providing reasonable inference runtimes. To demonstrate the capability of the proposed method in solving business problems, we compare it against alternative models using our in-house transaction data. Our findings reveal that the proposed model is the most suitable solution compared to others for our transaction data problem.

Chin-Chia Michael Yeh, Yan Zheng, Menghai Pan et al.

Time series discords are a useful primitive for time series anomaly detection, and the matrix profile is capable of capturing discord effectively. There exist many research efforts to improve the scalability of discord discovery with respect to the length of time series. However, there is surprisingly little work focused on reducing the time complexity of matrix profile computation associated with dimensionality of a multidimensional time series. In this work, we propose a sketch for discord mining among multi-dimensional time series. After an initial pre-processing of the sketch as fast as reading the data, the discord mining has runtime independent of the dimensionality of the original data. On several real world examples from water treatment and transportation, the proposed algorithm improves the throughput by at least an order of magnitude (50X) and only has minimal impact on the quality of the approximated solution. Additionally, the proposed method can handle the dynamic addition or deletion of dimensions inconsequential overhead. This allows a data analyst to consider "what-if" scenarios in real time while exploring the data.

Chin-Chia Michael Yeh, Audrey Der, Uday Singh Saini et al.

The Matrix Profile (MP), a versatile tool for time series data mining, has been shown effective in time series anomaly detection (TSAD). This paper delves into the problem of anomaly detection in multidimensional time series, a common occurrence in real-world applications. For instance, in a manufacturing factory, multiple sensors installed across the site collect time-varying data for analysis. The Matrix Profile, named for its role in profiling the matrix storing pairwise distance between subsequences of univariate time series, becomes complex in multidimensional scenarios. If the input univariate time series has n subsequences, the pairwise distance matrix is a n x n matrix. In a multidimensional time series with d dimensions, the pairwise distance information must be stored in a n x n x d tensor. In this paper, we first analyze different strategies for condensing this tensor into a profile vector. We then investigate the potential of extending the MP to efficiently find k-nearest neighbors for anomaly detection. Finally, we benchmark the multidimensional MP against 19 baseline methods on 119 multidimensional TSAD datasets. The experiments covers three learning setups: unsupervised, supervised, and semi-supervised. MP is the only method that consistently delivers high performance across all setups.

Chin-Chia Michael Yeh, Huiyuan Chen, Yujie Fan et al.

Time series classification is a widely studied problem in the field of time series data mining. Previous research has predominantly focused on scenarios where relevant or foreground subsequences have already been extracted, with each subsequence corresponding to a single label. However, real-world time series data often contain foreground subsequences that are intertwined with background subsequences. Successfully classifying these relevant subsequences requires not only distinguishing between different classes but also accurately identifying the foreground subsequences amidst the background. To address this challenge, we propose a novel subsequence classification method that represents each subsequence as an ego-network, providing crucial nearest neighbor information to the model. The ego-networks of all subsequences collectively form a time series subsequence graph, and we introduce an algorithm to efficiently construct this graph. Furthermore, we have demonstrated the significance of enforcing temporal consistency in the prediction of adjacent subsequences for the subsequence classification problem. To evaluate the effectiveness of our approach, we conducted experiments using 128 univariate and 30 multivariate time series datasets. The experimental results demonstrate the superior performance of our method compared to alternative approaches. Specifically, our method outperforms the baseline on 104 out of 158 datasets.

Audrey Der, Chin-Chia Michael Yeh, Yan Zheng et al.

Publishing and sharing data is crucial for the data mining community, allowing collaboration and driving open innovation. However, many researchers cannot release their data due to privacy regulations or fear of leaking confidential business information. To alleviate such issues, we propose the Time Series Synthesis Using the Matrix Profile (TSSUMP) method, where synthesized time series can be released in lieu of the original data. The TSSUMP method synthesizes time series by preserving similarity join information (i.e., Matrix Profile) while reducing the correlation between the synthesized and the original time series. As a result, neither the values for the individual time steps nor the local patterns (or shapes) from the original data can be recovered, yet the resulting data can be used for downstream tasks that data analysts are interested in. We concentrate on similarity joins because they are one of the most widely applied time series data mining routines across different data mining tasks. We test our method on a case study of ECG and gender masking prediction. In this case study, the gender information is not only removed from the synthesized time series, but the synthesized time series also preserves enough information from the original time series. As a result, unmodified data mining tools can obtain near-identical performance on the synthesized time series as on the original time series.

Chin-Chia Michael Yeh, Xin Dai, Yan Zheng et al.

Multitask learning (MTL) aims to develop a unified model that can handle a set of closely related tasks simultaneously. By optimizing the model across multiple tasks, MTL generally surpasses its non-MTL counterparts in terms of generalizability. Although MTL has been extensively researched in various domains such as computer vision, natural language processing, and recommendation systems, its application to time series data has received limited attention. In this paper, we investigate the application of MTL to the time series classification (TSC) problem. However, when we integrate the state-of-the-art 1D convolution-based TSC model with MTL, the performance of the TSC model actually deteriorates. By comparing the 1D convolution-based models with the Dynamic Time Warping (DTW) distance function, it appears that the underwhelming results stem from the limited expressive power of the 1D convolutional layers. To overcome this challenge, we propose a novel design for a 2D convolution-based model that enhances the model's expressiveness. Leveraging this advantage, our proposed method outperforms competing approaches on both the UCR Archive and an industrial transaction TSC dataset.

Chin-Chia Michael Yeh, Huiyuan Chen, Xin Dai et al.

Time series data is ubiquitous across various domains such as finance, healthcare, and manufacturing, but their properties can vary significantly depending on the domain they originate from. The ability to perform Content-based Time Series Retrieval (CTSR) is crucial for identifying unknown time series examples. However, existing CTSR works typically focus on retrieving time series from a single domain database, which can be inadequate if the user does not know the source of the query time series. This limitation motivates us to investigate the CTSR problem in a scenario where the database contains time series from multiple domains. To facilitate this investigation, we introduce a CTSR benchmark dataset that comprises time series data from a variety of domains, such as motion, power demand, and traffic. This dataset is sourced from a publicly available time series classification dataset archive, making it easily accessible to researchers in the field. We compare several popular methods for modeling and retrieving time series data using this benchmark dataset. Additionally, we propose a novel distance learning model that outperforms the existing methods. Overall, our study highlights the importance of addressing the CTSR problem across multiple domains and provides a useful benchmark dataset for future research.

Audrey Der, Chin-Chia Michael Yeh, Xin Dai et al.

Self-supervised Pretrained Models (PTMs) have demonstrated remarkable performance in computer vision and natural language processing tasks. These successes have prompted researchers to design PTMs for time series data. In our experiments, most self-supervised time series PTMs were surpassed by simple supervised models. We hypothesize this undesired phenomenon may be caused by data scarcity. In response, we test six time series generation methods, use the generated data in pretraining in lieu of the real data, and examine the effects on classification performance. Our results indicate that replacing a real-data pretraining set with a greater volume of only generated samples produces noticeable improvement.

Xin Dai, Yujie Fan, Zhongfang Zhuang et al.

Pre-training on large models is prevalent and emerging with the ever-growing user-generated content in many machine learning application categories. It has been recognized that learning contextual knowledge from the datasets depicting user-content interaction plays a vital role in downstream tasks. Despite several studies attempting to learn contextual knowledge via pre-training methods, finding an optimal training objective and strategy for this type of task remains a challenging problem. In this work, we contend that there are two distinct aspects of contextual knowledge, namely the user-side and the content-side, for datasets where user-content interaction can be represented as a bipartite graph. To learn contextual knowledge, we propose a pre-training method that learns a bi-directional mapping between the spaces of the user-side and the content-side. We formulate the training goal as a contrastive learning task and propose a dual-Transformer architecture to encode the contextual knowledge. We evaluate the proposed method for the recommendation task. The empirical studies have demonstrated that the proposed method outperformed all the baselines with significant gains.

Yingtong Dou, Zhimeng Jiang, Tianyi Zhang et al.

We present TransactionGPT (TGPT), a foundation model for consumer transaction data within one of world's largest payment networks. TGPT is designed to understand and generate transaction trajectories while simultaneously supporting a variety of downstream prediction and classification tasks. We introduce a novel 3D-Transformer architecture specifically tailored for capturing the complex dynamics in payment transaction data. This architecture incorporates design innovations that enhance modality fusion and computational efficiency, while seamlessly enabling joint optimization with downstream objectives. Trained on billion-scale real-world transactions, TGPT significantly improves downstream classification performance against a competitive production model and exhibits advantages over baselines in generating future transactions. We conduct extensive empirical evaluations utilizing a diverse collection of company transaction datasets spanning multiple downstream tasks, thereby enabling a thorough assessment of TGPT's effectiveness and efficiency in comparison to established methodologies. Furthermore, we examine the incorporation of LLM-derived embeddings within TGPT and benchmark its performance against fine-tuned LLMs, demonstrating that TGPT achieves superior predictive accuracy as well as faster training and inference. We anticipate that the architectural innovations and practical guidelines from this work will advance foundation models for transaction-like data and catalyze future research in this emerging field.

Chin-Chia Michael Yeh, Yujie Fan, Xin Dai et al.

Spatial-temporal forecasting systems play a crucial role in addressing numerous real-world challenges. In this paper, we investigate the potential of addressing spatial-temporal forecasting problems using general time series forecasting models, i.e., models that do not leverage the spatial relationships among the nodes. We propose a all-Multi-Layer Perceptron (all-MLP) time series forecasting architecture called RPMixer. The all-MLP architecture was chosen due to its recent success in time series forecasting benchmarks. Furthermore, our method capitalizes on the ensemble-like behavior of deep neural networks, where each individual block within the network behaves like a base learner in an ensemble model, particularly when identity mapping residual connections are incorporated. By integrating random projection layers into our model, we increase the diversity among the blocks' outputs, thereby improving the overall performance of the network. Extensive experiments conducted on the largest spatial-temporal forecasting benchmark datasets demonstrate that the proposed method outperforms alternative methods, including both spatial-temporal graph models and general forecasting models.

Alex Reneau, Jerry Yao-Chieh Hu, Zhongfang Zhuang et al.

In deep learning, processing multidimensional inputs (e.g., images, medical scans, and time series) is an important task that often requires flattening the inputs. We introduce $\mathit{NdLinear}$, a drop-in replacement for linear layers that operates directly on tensors, requiring no flattening. By applying transformations separately along each dimension, NdLinear preserves native data structure while achieving dramatic parameter reductions, often by orders of magnitude, with minimal memory overhead. We prove NdLinear maintains expressivity through structured Tucker decomposition while preserving VC-dimension scaling. Extensive experiments demonstrate NdLinear's capacity to achieve significant parameter reductions with substantial wall-clock efficiency gains and minimal memory overhead. For instance, our $\mathit{NdLinear-LoRA}$ matches or exceeds standard LoRA on language reasoning tasks using up to $9\times$ fewer parameters. Experiments across CNNs, RNNs, Transformers, and MLPs on vision, language, time-series, and tabular tasks consistently demonstrate NdLinear's efficiency gains. While excelling at axis-separable tasks, NdLinear has limitations with entangled spatial interactions. By processing data in its original N-dimensional form, NdLinear provides a theoretically grounded, practical component for building more efficient neural architectures.

Jiarui Sun, Chin-Chia Michael Yeh, Yujie Fan et al.

Time series forecasting at scale presents significant challenges for modern prediction systems, particularly when dealing with large sets of synchronized series, such as in a global payment network. In such systems, three key challenges must be overcome for accurate and scalable predictions: 1) emergence of new entities, 2) disappearance of existing entities, and 3) the large number of entities present in the data. The recently proposed Inverted Transformer (iTransformer) architecture has shown promising results by effectively handling variable entities. However, its practical application in large-scale settings is limited by quadratic time and space complexity ($O(N^2)$) with respect to the number of entities $N$. In this paper, we introduce EiFormer, an improved inverted transformer architecture that maintains the adaptive capabilities of iTransformer while reducing computational complexity to linear scale ($O(N)$). Our key innovation lies in restructuring the attention mechanism to eliminate redundant computations without sacrificing model expressiveness. Additionally, we incorporate a random projection mechanism that not only enhances efficiency but also improves prediction accuracy through better feature representation. Extensive experiments on the public LargeST benchmark dataset and a proprietary large-scale time series dataset demonstrate that EiFormer significantly outperforms existing methods in both computational efficiency and forecasting accuracy. Our approach enables practical deployment of transformer-based forecasting in industrial applications where handling time series at scale is essential.

Chin-Chia Michael Yeh, Xiran Fan, Zhimeng Jiang et al.

Spatio-temporal data, prevalent in real-world applications such as traffic monitoring, financial transactions, and ride-share demands, represents a specialized case of multivariate time series characterized by high dimensionality. This high dimensionality necessitates computationally efficient models and benefits from applying univariate forecasting approaches through channel-independent strategies. SparseTSF, a recently proposed competitive univariate forecasting model, leverages periodicity to achieve compactness by focusing on cross-period dynamics, extending the Pareto frontier in terms of model size and predictive performance. However, it underperforms on spatio-temporal data due to limited capture of intra-period temporal dependencies. To address this limitation, we propose UltraSTF, which integrates a cross-period forecasting component with an ultra-compact shape bank component. Our model efficiently captures recurring patterns in time series using the attention mechanism of the shape bank component, significantly enhancing its capability to learn intra-period dynamics. UltraSTF achieves state-of-the-art performance on the LargeST benchmark while utilizing fewer than 0.2% of the parameters required by the second-best methods, thereby further extending the Pareto frontier of existing approaches.

Audrey Der, Chin-Chia Michael Yeh, Yan Zheng et al.

In recent years there has been significant progress in time series anomaly detection. However, after detecting an (perhaps tentative) anomaly, can we explain it? Such explanations would be useful to triage anomalies. For example, in an oil refinery, should we respond to an anomaly by dispatching a hydraulic engineer, or an intern to replace the battery on a sensor? There have been some parallel efforts to explain anomalies, however many proposed techniques produce explanations that are indirect, and often seem more complex than the anomaly they seek to explain. Our review of the literature/checklists/user-manuals used by frontline practitioners in various domains reveals an interesting near-universal commonality. Most practitioners discuss, explain and report anomalies in the following format: The anomaly would be like normal data A, if not for the corruption B. The reader will appreciate that is a type of counterfactual explanation. In this work we introduce a domain agnostic counterfactual explanation technique to produce explanations for time series anomalies. As we will show, our method can produce both visual and text-based explanations that are objectively correct, intuitive and in many circumstances, directly actionable.

Prince Aboagye, Yan Zheng, Junpeng Wang et al.

The emergence of pre-trained models has significantly impacted Natural Language Processing (NLP) and Computer Vision to relational datasets. Traditionally, these models are assessed through fine-tuned downstream tasks. However, this raises the question of how to evaluate these models more efficiently and more effectively. In this study, we explore a novel approach where we leverage the meta-features associated with each entity as a source of worldly knowledge and employ entity representations from the models. We propose using the consistency between these representations and the meta-features as a metric for evaluating pre-trained models. Our method's effectiveness is demonstrated across various domains, including models with relational datasets, large language models and image models.

Zhongfang Zhuang, Xiangnan Kong, Elke Rundensteiner et al.

One-shot learning has become an important research topic in the last decade with many real-world applications. The goal of one-shot learning is to classify unlabeled instances when there is only one labeled example per class. Conventional problem setting of one-shot learning mainly focuses on the data that is already in feature space (such as images). However, the data instances in real-world applications are often more complex and feature vectors may not be available. In this paper, we study the problem of one-shot learning on attributed sequences, where each instance is composed of a set of attributes (e.g., user profile) and a sequence of categorical items (e.g., clickstream). This problem is important for a variety of real-world applications ranging from fraud prevention to network intrusion detection. This problem is more challenging than conventional one-shot learning since there are dependencies between attributes and sequences. We design a deep learning framework OLAS to tackle this problem. The proposed OLAS utilizes a twin network to generalize the features from pairwise attributed sequence examples. Empirical results on real-world datasets demonstrate the proposed OLAS can outperform the state-of-the-art methods under a rich variety of parameter settings.

Zhongfang Zhuang

Recent research in feature learning has been extended to sequence data, where each instance consists of a sequence of heterogeneous items with a variable length. However, in many real-world applications, the data exists in the form of attributed sequences, which is composed of a set of fixed-size attributes and variable-length sequences with dependencies between them. In the attributed sequence context, feature learning remains challenging due to the dependencies between sequences and their associated attributes. In this dissertation, we focus on analyzing and building deep learning models for four new problems on attributed sequences. Our extensive experiments on real-world datasets demonstrate that the proposed solutions significantly improve the performance of each task over the state-of-the-art methods on attributed sequences.

Chin-Chia Michael Yeh, Yan Zheng, Junpeng Wang et al.

The matrix profile is an effective data mining tool that provides similarity join functionality for time series data. Users of the matrix profile can either join a time series with itself using intra-similarity join (i.e., self-join) or join a time series with another time series using inter-similarity join. By invoking either or both types of joins, the matrix profile can help users discover both conserved and anomalous structures in the data. Since the introduction of the matrix profile five years ago, multiple efforts have been made to speed up the computation with approximate joins; however, the majority of these efforts only focus on self-joins. In this work, we show that it is possible to efficiently perform approximate inter-time series similarity joins with error bounded guarantees by creating a compact "dictionary" representation of time series. Using the dictionary representation instead of the original time series, we are able to improve the throughput of an anomaly mining system by at least 20X, with essentially no decrease in accuracy. As a side effect, the dictionaries also summarize the time series in a semantically meaningful way and can provide intuitive and actionable insights. We demonstrate the utility of our dictionary-based inter-time series similarity joins on domains as diverse as medicine and transportation.

Chin-Chia Michael Yeh, Zhongfang Zhuang, Junpeng Wang et al.

Predicting metrics associated with entities' transnational behavior within payment processing networks is essential for system monitoring. Multivariate time series, aggregated from the past transaction history, can provide valuable insights for such prediction. The general multivariate time series prediction problem has been well studied and applied across several domains, including manufacturing, medical, and entomology. However, new domain-related challenges associated with the data such as concept drift and multi-modality have surfaced in addition to the real-time requirements of handling the payment transaction data at scale. In this work, we study the problem of multivariate time series prediction for estimating transaction metrics associated with entities in the payment transaction database. We propose a model with five unique components to estimate the transaction metrics from multi-modality data. Four of these components capture interaction, temporal, scale, and shape perspectives, and the fifth component fuses these perspectives together. We also propose a hybrid offline/online training scheme to address concept drift in the data and fulfill the real-time requirements. Combining the estimation model with a graphical user interface, the prototype transaction metric estimation system has demonstrated its potential benefit as a tool for improving a payment processing company's system monitoring capability.

Zhongfang Zhuang, Xiangnan Kong, Elke Rundensteiner et al.

Distance metric learning has attracted much attention in recent years, where the goal is to learn a distance metric based on user feedback. Conventional approaches to metric learning mainly focus on learning the Mahalanobis distance metric on data attributes. Recent research on metric learning has been extended to sequential data, where we only have structural information in the sequences, but no attribute is available. However, real-world applications often involve attributed sequence data (e.g., clickstreams), where each instance consists of not only a set of attributes (e.g., user session context) but also a sequence of categorical items (e.g., user actions). In this paper, we study the problem of metric learning on attributed sequences. Unlike previous work on metric learning, we now need to go beyond the Mahalanobis distance metric in the attribute feature space while also incorporating the structural information in sequences. We propose a deep learning framework, called MLAS (Metric Learning on Attributed Sequences), to learn a distance metric that effectively measures dissimilarities between attributed sequences. Empirical results on real-world datasets demonstrate that the proposed MLAS framework significantly improves the performance of metric learning compared to state-of-the-art methods on attributed sequences.

Chin-Chia Michael Yeh, Zhongfang Zhuang, Yan Zheng et al.

Digital payment volume has proliferated in recent years with the rapid growth of small businesses and online shops. When processing these digital transactions, recognizing each merchant's real identity (i.e., business type) is vital to ensure the integrity of payment processing systems. Conventionally, this problem is formulated as a time series classification problem solely using the merchant transaction history. However, with the large scale of the data, and changing behaviors of merchants and consumers over time, it is extremely challenging to achieve satisfying performance from off-the-shelf classification methods. In this work, we approach this problem from a multi-modal learning perspective, where we use not only the merchant time series data but also the information of merchant-merchant relationship (i.e., affinity) to verify the self-reported business type (i.e., merchant category) of a given merchant. Specifically, we design two individual encoders, where one is responsible for encoding temporal information and the other is responsible for affinity information, and a mechanism to fuse the outputs of the two encoders to accomplish the identification task. Our experiments on real-world credit card transaction data between 71,668 merchants and 433,772,755 customers have demonstrated the effectiveness and efficiency of the proposed model.

Chin-Chia Michael Yeh, Dhruv Gelda, Zhongfang Zhuang et al.

Representation learning is a fundamental building block for analyzing entities in a database. While the existing embedding learning methods are effective in various data mining problems, their applicability is often limited because these methods have pre-determined assumptions on the type of semantics captured by the learned embeddings, and the assumptions may not well align with specific downstream tasks. In this work, we propose an embedding learning framework that 1) uses an input format that is agnostic to input data type, 2) is flexible in terms of the relationships that can be embedded into the learned representations, and 3) provides an intuitive pathway to incorporate domain knowledge into the embedding learning process. Our proposed framework utilizes a set of entity-relation-matrices as the input, which quantifies the affinities among different entities in the database. Moreover, a sampling mechanism is carefully designed to establish a direct connection between the input and the information captured by the output embeddings. To complete the representation learning toolbox, we also outline a simple yet effective post-processing technique to properly visualize the learned embeddings. Our empirical results demonstrate that the proposed framework, in conjunction with a set of relevant entity-relation-matrices, outperforms the existing state-of-the-art approaches in various data mining tasks.

Zhongfang Zhuang, Chin-Chia Michael Yeh, Liang Wang et al.

Recently, digital payment systems have significantly changed people's lifestyles. New challenges have surfaced in monitoring and guaranteeing the integrity of payment processing systems. One important task is to predict the future transaction statistics of each merchant. These predictions can thus be used to steer other tasks, ranging from fraud detection to recommendation. This problem is challenging as we need to predict not only multivariate time series but also multi-steps into the future. In this work, we propose a multi-stream RNN model for multi-step merchant transaction predictions tailored to these requirements. The proposed multi-stream RNN summarizes transaction data in different granularity and makes predictions for multiple steps in the future. Our extensive experimental results have demonstrated that the proposed model is capable of outperforming existing state-of-the-art methods.

Chin-Chia Michael Yeh, Zhongfang Zhuang, Wei Zhang et al.

The multivariate time series generated from merchant transaction history can provide critical insights for payment processing companies. The capability of predicting merchants' future is crucial for fraud detection and recommendation systems. Conventionally, this problem is formulated to predict one multivariate time series under the multi-horizon setting. However, real-world applications often require more than one future trend prediction considering the uncertainties, where more than one multivariate time series needs to be predicted. This problem is called multi-future prediction. In this work, we combine the two research directions and propose to study this new problem: multi-future, multi-horizon and multivariate time series prediction. This problem is crucial as it has broad use cases in the financial industry to reduce the risk while improving user experience by providing alternative futures. This problem is also challenging as now we not only need to capture the patterns and insights from the past but also train a model that has a strong inference capability to project multiple possible outcomes. To solve this problem, we propose a new model using convolutional neural networks and a simple yet effective encoder-decoder structure to learn the time series pattern from multiple perspectives. We use experiments on real-world merchant transaction data to demonstrate the effectiveness of our proposed model. We also provide extensive discussions on different model design choices in our experimental section.

Zhongfang Zhuang, Xiangnan Kong, Elke Rundensteiner et al.

Mining tasks over sequential data, such as clickstreams and gene sequences, require a careful design of embeddings usable by learning algorithms. Recent research in feature learning has been extended to sequential data, where each instance consists of a sequence of heterogeneous items with a variable length. However, many real-world applications often involve attributed sequences, where each instance is composed of both a sequence of categorical items and a set of attributes. In this paper, we study this new problem of attributed sequence embedding, where the goal is to learn the representations of attributed sequences in an unsupervised fashion. This problem is core to many important data mining tasks ranging from user behavior analysis to the clustering of gene sequences. This problem is challenging due to the dependencies between sequences and their associated attributes. We propose a deep multimodal learning framework, called NAS, to produce embeddings of attributed sequences. The embeddings are task independent and can be used on various mining tasks of attributed sequences. We demonstrate the effectiveness of our embeddings of attributed sequences in various unsupervised learning tasks on real-world datasets.

Yuwei Wang, Yan Zheng, Yanqing Peng et al.

Embeddings are one of the fundamental building blocks for data analysis tasks. Embeddings are already essential tools for large language models and image analysis, and their use is being extended to many other research domains. The generation of these distributed representations is often a data- and computation-expensive process; yet the holistic analysis and adjustment of them after they have been created is still a developing area. In this paper, we first propose a very general quantitatively measure for the presence of features in the embedding data based on if it can be learned. We then devise a method to remove or alleviate undesired features in the embedding while retaining the essential structure of the data. We use a Domain Adversarial Network (DAN) to generate a non-affine transformation, but we add constraints to ensure the essential structure of the embedding is preserved. Our empirical results demonstrate that the proposed algorithm significantly outperforms the state-of-art unsupervised algorithm on several data sets, including novel applications from the industry.