Siqiao Xue

Siqiao Xue, Xiaoming Shi, Zhixuan Chu et al.

Continuous-time event sequences play a vital role in real-world domains such as healthcare, finance, online shopping, social networks, and so on. To model such data, temporal point processes (TPPs) have emerged as the most natural and competitive models, making a significant impact in both academic and application communities. Despite the emergence of many powerful models in recent years, there hasn't been a central benchmark for these models and future research endeavors. This lack of standardization impedes researchers and practitioners from comparing methods and reproducing results, potentially slowing down progress in this field. In this paper, we present EasyTPP, the first central repository of research assets (e.g., data, models, evaluation programs, documentations) in the area of event sequence modeling. Our EasyTPP makes several unique contributions to this area: a unified interface of using existing datasets and adding new datasets; a wide range of evaluation programs that are easy to use and extend as well as facilitate reproducible research; implementations of popular neural TPPs, together with a rich library of modules by composing which one could quickly build complex models. All the data and implementation can be found at https://github.com/ant-research/EasyTemporalPointProcess. We will actively maintain this benchmark and welcome contributions from other researchers and practitioners. Our benchmark will help promote reproducible research in this field, thus accelerating research progress as well as making more significant real-world impacts.

Siqiao Xue, Yan Wang, Zhixuan Chu et al.

Neural Temporal Point Processes (TPPs) are the prevalent paradigm for modeling continuous-time event sequences, such as user activities on the web and financial transactions. In real-world applications, event data is typically received in a \emph{streaming} manner, where the distribution of patterns may shift over time. Additionally, \emph{privacy and memory constraints} are commonly observed in practical scenarios, further compounding the challenges. Therefore, the continuous monitoring of a TPP to learn the streaming event sequence is an important yet under-explored problem. Our work paper addresses this challenge by adopting Continual Learning (CL), which makes the model capable of continuously learning a sequence of tasks without catastrophic forgetting under realistic constraints. Correspondingly, we propose a simple yet effective framework, PromptTPP\footnote{Our code is available at {\small \url{ https://github.com/yanyanSann/PromptTPP}}}, by integrating the base TPP with a continuous-time retrieval prompt pool. The prompts, small learnable parameters, are stored in a memory space and jointly optimized with the base TPP, ensuring that the model learns event streams sequentially without buffering past examples or task-specific attributes. We present a novel and realistic experimental setup for modeling event streams, where PromptTPP consistently achieves state-of-the-art performance across three real user behavior datasets.

Shiyi Zhu, Jing Ye, Wei Jiang et al.

Self-attention and position embedding are two key modules in transformer-based Large Language Models (LLMs). However, the potential relationship between them is far from well studied, especially for long context window extending. In fact, anomalous behaviors harming long context extrapolation exist between Rotary Position Embedding (RoPE) and vanilla self-attention unveiled by our work. To address this issue, we propose a novel attention mechanism, CoCA (Collinear Constrained Attention). Specifically, we enforce a collinear constraint between $Q$ and $K$ to seamlessly integrate RoPE and self-attention. While only adding minimal computational and spatial complexity, this integration significantly enhances long context window extrapolation ability. We provide an optimized implementation, making it a drop-in replacement for any existing transformer-based models. Extensive experiments show that CoCA performs extraordinarily well in extending context windows. A CoCA-based GPT model, trained with a context length of 512, can seamlessly extend the context window up to 32K (60$\times$), without any fine-tuning. Additionally, by dropping CoCA in LLaMA-7B, we achieve extrapolation up to 32K within only 2K training length. Our code is publicly available at: https://github.com/codefuse-ai/Collinear-Constrained-Attention

Siqiao Xue, Zhaoyang Zhu, Wei Zhang et al.

Time series forecasting is critical across finance, healthcare, and cloud computing, yet progress is constrained by a fundamental bottleneck: the scarcity of large-scale, high-quality benchmarks. To address this gap, we introduce \textsc{QuitoBench}, a regime-balanced benchmark for time series forecasting with coverage across eight trend$\times$seasonality$\times$forecastability (TSF) regimes, designed to capture forecasting-relevant properties rather than application-defined domain labels. The benchmark is built upon \textsc{Quito}, a billion-scale time series corpus of application traffic from Alipay spanning nine business domains. Benchmarking 10 models from deep learning, foundation models, and statistical baselines across 232,200 evaluation instances, we report four key findings: (i) a context-length crossover where deep learning models lead at short context ($L=96$) but foundation models dominate at long context ($L \ge 576$); (ii) forecastability is the dominant difficulty driver, producing a $3.64 \times$ MAE gap across regimes; (iii) deep learning models match or surpass foundation models at $59 \times$ fewer parameters; and (iv) scaling the amount of training data provides substantially greater benefit than scaling model size for both model families. These findings are validated by strong cross-benchmark and cross-metric consistency. Our open-source release enables reproducible, regime-aware evaluation for time series forecasting research.

Xiaoyu Tan, Yongxin Deng, Chao Qu et al.

Recently, models for user representation learning have been widely applied in click-through-rate (CTR) and conversion-rate (CVR) prediction. Usually, the model learns a universal user representation as the input for subsequent scenario-specific models. However, in numerous industrial applications (e.g., recommendation and marketing), the business always operates such applications as various online activities among different user segmentation. These segmentation are always created by domain experts. Due to the difference in user distribution (i.e., user segmentation) and business objectives in subsequent tasks, learning solely on universal representation may lead to detrimental effects on both model performance and robustness. In this paper, we propose a novel learning framework that can first learn general universal user representation through information bottleneck. Then, merge and learn a segmentation-specific or a task-specific representation through neural interaction. We design the interactive learning process by leveraging a bipartite graph architecture to model the representation learning and merging between contextual clusters and each user segmentation. Our proposed method is evaluated in two open-source benchmarks, two offline business datasets, and deployed on two online marketing applications to predict users' CVR. The results demonstrate that our method can achieve superior performance and surpass the baseline methods.

Chen Pan, Fan Zhou, Xuanwei Hu et al.

Deciding the best future execution time is a critical task in many business activities while evolving time series forecasting, and optimal timing strategy provides such a solution, which is driven by observed data. This solution has plenty of valuable applications to reduce the operation costs. In this paper, we propose a mechanism that combines a probabilistic time series forecasting task and an optimal timing decision task as a first systematic attempt to tackle these practical problems with both solid theoretical foundation and real-world flexibility. Specifically, it generates the future paths of the underlying time series via probabilistic forecasting algorithms, which does not need a sophisticated mathematical dynamic model relying on strong prior knowledge as most other common practices. In order to find the optimal execution time, we formulate the decision task as an optimal stopping problem, and employ a recurrent neural network structure (RNN) to approximate the optimal times. Github repository: \url{github.com/ChenPopper/optimal_timing_TSF}.

Siqiao Xue, Chao Qu, Xiaoming Shi et al.

Predictive autoscaling (autoscaling with workload forecasting) is an important mechanism that supports autonomous adjustment of computing resources in accordance with fluctuating workload demands in the Cloud. In recent works, Reinforcement Learning (RL) has been introduced as a promising approach to learn the resource management policies to guide the scaling actions under the dynamic and uncertain cloud environment. However, RL methods face the following challenges in steering predictive autoscaling, such as lack of accuracy in decision-making, inefficient sampling and significant variability in workload patterns that may cause policies to fail at test time. To this end, we propose an end-to-end predictive meta model-based RL algorithm, aiming to optimally allocate resource to maintain a stable CPU utilization level, which incorporates a specially-designed deep periodic workload prediction model as the input and embeds the Neural Process to guide the learning of the optimal scaling actions over numerous application services in the Cloud. Our algorithm not only ensures the predictability and accuracy of the scaling strategy, but also enables the scaling decisions to adapt to the changing workloads with high sample efficiency. Our method has achieved significant performance improvement compared to the existing algorithms and has been deployed online at Alipay, supporting the autoscaling of applications for the world-leading payment platform.

Ming Jin, Qingsong Wen, Yuxuan Liang et al.

Temporal data, notably time series and spatio-temporal data, are prevalent in real-world applications. They capture dynamic system measurements and are produced in vast quantities by both physical and virtual sensors. Analyzing these data types is vital to harnessing the rich information they encompass and thus benefits a wide range of downstream tasks. Recent advances in large language and other foundational models have spurred increased use of these models in time series and spatio-temporal data mining. Such methodologies not only enable enhanced pattern recognition and reasoning across diverse domains but also lay the groundwork for artificial general intelligence capable of comprehending and processing common temporal data. In this survey, we offer a comprehensive and up-to-date review of large models tailored (or adapted) for time series and spatio-temporal data, spanning four key facets: data types, model categories, model scopes, and application areas/tasks. Our objective is to equip practitioners with the knowledge to develop applications and further research in this underexplored domain. We primarily categorize the existing literature into two major clusters: large models for time series analysis (LM4TS) and spatio-temporal data mining (LM4STD). On this basis, we further classify research based on model scopes (i.e., general vs. domain-specific) and application areas/tasks. We also provide a comprehensive collection of pertinent resources, including datasets, model assets, and useful tools, categorized by mainstream applications. This survey coalesces the latest strides in large model-centric research on time series and spatio-temporal data, underscoring the solid foundations, current advances, practical applications, abundant resources, and future research opportunities.

Siqiao Xue, Fan Zhou, Yi Xu et al.

We present WeaverBird, an intelligent dialogue system designed specifically for the finance domain. Our system harnesses a large language model of GPT architecture that has been tuned using extensive corpora of finance-related text. As a result, our system possesses the capability to understand complex financial queries, such as "How should I manage my investments during inflation?", and provide informed responses. Furthermore, our system incorporates a local knowledge base and a search engine to retrieve relevant information. The final responses are conditioned on the search results and include proper citations to the sources, thus enjoying an enhanced credibility. Through a range of finance-related questions, we have demonstrated the superior performance of our system compared to other models. To experience our system firsthand, users can interact with our live demo at https://weaverbird.ttic.edu, as well as watch our 2-min video illustration at https://www.youtube.com/watch?v=yofgeqnlrMc.

Ke Du, Yimin Peng, Chao Gao et al.

DORAEMON is an open-source PyTorch library that unifies visual object modeling and representation learning across diverse scales. A single YAML-driven workflow covers classification, retrieval and metric learning; more than 1000 pretrained backbones are exposed through a timm-compatible interface, together with modular losses, augmentations and distributed-training utilities. Reproducible recipes match or exceed reference results on ImageNet-1K, MS-Celeb-1M and Stanford online products, while one-command export to ONNX or HuggingFace bridges research and deployment. By consolidating datasets, models, and training techniques into one platform, DORAEMON offers a scalable foundation for rapid experimentation in visual recognition and representation learning, enabling efficient transfer of research advances to real-world applications. The repository is available at https://github.com/wuji3/DORAEMON.

Siqiao Xue, Xiaoming Shi, James Y Zhang et al.

In this paper, we tackle the important yet under-investigated problem of making long-horizon prediction of event sequences. Existing state-of-the-art models do not perform well at this task due to their autoregressive structure. We propose HYPRO, a hybridly normalized probabilistic model that naturally fits this task: its first part is an autoregressive base model that learns to propose predictions; its second part is an energy function that learns to reweight the proposals such that more realistic predictions end up with higher probabilities. We also propose efficient training and inference algorithms for this model. Experiments on multiple real-world datasets demonstrate that our proposed HYPRO model can significantly outperform previous models at making long-horizon predictions of future events. We also conduct a range of ablation studies to investigate the effectiveness of each component of our proposed methods.

Siqiao Xue, Zihan Liao, Jin Qin et al.

Code search has usually been evaluated as first-stage retrieval, even though production systems rely on broader pipelines with reranking and developer-style queries. Existing benchmarks also suffer from data contamination, label noise, and degenerate binary relevance. In this paper, we introduce \textsc{CoREB}, a contamination-limited, multitask \underline{co}de \underline{r}etrieval and r\underline{e}ranking \underline{b}enchmark, together with a fine-tuned code reranker, that goes beyond retrieval to cover the full code search pipeline. \textsc{CoREB} is built from counterfactually rewritten LiveCodeBench problems in five programming languages and delivered as timed releases with graded relevance judgments. We benchmark eleven embedding models and five rerankers across three tasks: text-to-code, code-to-text, and code-to-code. Our experiments reveal that: \circone code-specialised embeddings dominate code-to-code retrieval (${\sim}2{\times}$ over general encoders), yet no single model wins all three tasks; \circtwo short keyword queries, the format closest to real developer search, collapse every model to near-zero nDCG@10; \circthree off-the-shelf rerankers are task-asymmetric, with a 12-point swing on code-to-code and no baseline net-positive across all tasks; \circfour our fine-tuned \textsc{CoREB-Reranker} is the first to achieve consistent gains across all three tasks. The data and model are released.

Siqiao Xue, Xiaoming Shi, Hongyan Hao et al.

Point process is the dominant paradigm for modeling event sequences occurring at irregular intervals. In this paper we aim at modeling latent dynamics of event propagation in graph, where the event sequence propagates in a directed weighted graph whose nodes represent event marks (e.g., event types). Most existing works have only considered encoding sequential event history into event representation and ignored the information from the latent graph structure. Besides they also suffer from poor model explainability, i.e., failing to uncover causal influence across a wide variety of nodes. To address these problems, we propose a Graph Regularized Point Process (GRPP) that can be decomposed into: 1) a graph propagation model that characterizes the event interactions across nodes with neighbors and inductively learns node representations; 2) a temporal attentive intensity model, whose excitation and time decay factors of past events on the current event are constructed via the contextualization of the node embedding. Moreover, by applying a graph regularization method, GRPP provides model interpretability by uncovering influence strengths between nodes. Numerical experiments on various datasets show that GRPP outperforms existing models on both the propagation time and node prediction by notable margins.

Gangwei Jiang, Caigao Jiang, Siqiao Xue et al.

Continual pre-training has been urgent for adapting a pre-trained model to a multitude of domains and tasks in the fast-evolving world. In practice, a continually pre-trained model is expected to demonstrate not only greater capacity when fine-tuned on pre-trained domains but also a non-decreasing performance on unseen ones. In this work, we first investigate such anytime fine-tuning effectiveness of existing continual pre-training approaches, concluding with unanimously decreased performance on unseen domains. To this end, we propose a prompt-guided continual pre-training method, where we train a hypernetwork to generate domain-specific prompts by both agreement and disagreement losses. The agreement loss maximally preserves the generalization of a pre-trained model to new domains, and the disagreement one guards the exclusiveness of the generated hidden states for each domain. Remarkably, prompts by the hypernetwork alleviate the domain identity when fine-tuning and promote knowledge transfer across domains. Our method achieved improvements of 3.57% and 3.4% on two real-world datasets (including domain shift and temporal shift), respectively, demonstrating its efficacy.

Hongyan Hao, Zhixuan Chu, Shiyi Zhu et al.

Predictive Autoscaling is used to forecast the workloads of servers and prepare the resources in advance to ensure service level objectives (SLOs) in dynamic cloud environments. However, in practice, its prediction task often suffers from performance degradation under abnormal traffics caused by external events (such as sales promotional activities and applications re-configurations), for which a common solution is to re-train the model with data of a long historical period, but at the expense of high computational and storage costs. To better address this problem, we propose a replay-based continual learning method, i.e., Density-based Memory Selection and Hint-based Network Learning Model (DMSHM), using only a small part of the historical log to achieve accurate predictions. First, we discover the phenomenon of sample overlap when applying replay-based continual learning in prediction tasks. In order to surmount this challenge and effectively integrate new sample distribution, we propose a density-based sample selection strategy that utilizes kernel density estimation to calculate sample density as a reference to compute sample weight, and employs weight sampling to construct a new memory set. Then we implement hint-based network learning based on hint representation to optimize the parameters. Finally, we conduct experiments on public and industrial datasets to demonstrate that our proposed method outperforms state-of-the-art continual learning methods in terms of memory capacity and prediction accuracy. Furthermore, we demonstrate remarkable practicability of DMSHM in real industrial applications.

Caigao Jiang, Siqiao Xue, James Zhang et al.

Learning user sequence behaviour embedding is very sophisticated and challenging due to the complicated feature interactions over time and high dimensions of user features. Recent emerging foundation models, e.g., BERT and its variants, encourage a large body of researchers to investigate in this field. However, unlike natural language processing (NLP) tasks, the parameters of user behaviour model come mostly from user embedding layer, which makes most existing works fail in training a universal user embedding of large scale. Furthermore, user representations are learned from multiple downstream tasks, and the past research work do not address the seesaw phenomenon. In this paper, we propose SUPERMOE, a generic framework to obtain high quality user representation from multiple tasks. Specifically, the user behaviour sequences are encoded by MoE transformer, and we can thus increase the model capacity to billions of parameters, or even to trillions of parameters. In order to deal with seesaw phenomenon when learning across multiple tasks, we design a new loss function with task indicators. We perform extensive offline experiments on public datasets and online experiments on private real-world business scenarios. Our approach achieves the best performance over state-of-the-art models, and the results demonstrate the effectiveness of our framework.

Shuai Xiao, Chen Pan, Min Wang et al.

Automatic bill payment is an important part of business operations in fintech companies. The practice of deduction was mainly based on the total amount or heuristic search by dividing the bill into smaller parts to deduct as much as possible. This article proposes an end-to-end approach of automatically learning the optimal deduction paths (deduction amount in order), which reduces the cost of manual path design and maximizes the amount of successful deduction. Specifically, in view of the large search space of the paths and the extreme sparsity of historical successful deduction records, we propose a deep hierarchical reinforcement learning approach which abstracts the action into a two-level hierarchical space: an upper agent that determines the number of steps of deductions each day and a lower agent that decides the amount of deduction at each step. In such a way, the action space is structured via prior knowledge and the exploration space is reduced. Moreover, the inherited information incompleteness of the business makes the environment just partially observable. To be precise, the deducted amounts indicate merely the lower bounds of the available account balance. To this end, we formulate the problem as a partially observable Markov decision problem (POMDP) and employ an environment correction algorithm based on the characteristics of the business. In the world's largest electronic payment business, we have verified the effectiveness of this scheme offline and deployed it online to serve millions of users.

Chao Gao, Siqiao Xue, Yimin Peng et al.

In this paper, we present LookBench (We use the term "look" to reflect retrieval that mirrors how people shop -- finding the exact item, a close substitute, or a visually consistent alternative.), a live, holistic and challenging benchmark for fashion image retrieval in real e-commerce settings. LookBench includes both recent product images sourced from live websites and AI-generated fashion images, reflecting contemporary trends and use cases. Each test sample is time-stamped and we intend to update the benchmark periodically, enabling contamination-aware evaluation aligned with declared training cutoffs. Grounded in our fine-grained attribute taxonomy, LookBench covers single-item and outfit-level retrieval across. Our experiments reveal that LookBench poses a significant challenge on strong baselines, with many models achieving below $60\%$ Recall@1. Our proprietary model achieves the best performance on LookBench, and we release an open-source counterpart that ranks second, with both models attaining state-of-the-art results on legacy Fashion200K evaluations. LookBench is designed to be updated semi-annually with new test samples and progressively harder task variants, providing a durable measure of progress. We publicly release our leaderboard, dataset, evaluation code, and trained models.

Siqiao Xue, Danrui Qi, Caigao Jiang et al.

The recent breakthroughs in large language models (LLMs) are positioned to transition many areas of software. The technologies of interacting with data particularly have an important entanglement with LLMs as efficient and intuitive data interactions are paramount. In this paper, we present DB-GPT, a revolutionary and product-ready Python library that integrates LLMs into traditional data interaction tasks to enhance user experience and accessibility. DB-GPT is designed to understand data interaction tasks described by natural language and provide context-aware responses powered by LLMs, making it an indispensable tool for users ranging from novice to expert. Its system design supports deployment across local, distributed, and cloud environments. Beyond handling basic data interaction tasks like Text-to-SQL with LLMs, it can handle complex tasks like generative data analysis through a Multi-Agents framework and the Agentic Workflow Expression Language (AWEL). The Service-oriented Multi-model Management Framework (SMMF) ensures data privacy and security, enabling users to employ DB-GPT with private LLMs. Additionally, DB-GPT offers a series of product-ready features designed to enable users to integrate DB-GPT within their product environments easily. The code of DB-GPT is available at Github(https://github.com/eosphoros-ai/DB-GPT) which already has over 10.7k stars. Please install DB-GPT for your own usage with the instructions(https://github.com/eosphoros-ai/DB-GPT#install) and watch a 5-minute introduction video on Youtube(https://youtu.be/n_8RI1ENyl4) to further investigate DB-GPT.

Yan Wang, Zhixuan Chu, Tao Zhou et al.

Asynchronous time series, also known as temporal event sequences, are the basis of many applications throughout different industries. Temporal point processes(TPPs) are the standard method for modeling such data. Existing TPP models have focused on parameterizing the conditional distribution of future events instead of explicitly modeling event interactions, imposing challenges for event predictions. In this paper, we propose a novel approach that leverages Neural Relational Inference (NRI) to learn a relation graph that infers interactions while simultaneously learning the dynamics patterns from observational data. Our approach, the Contrastive Relational Inference-based Hawkes Process (CRIHP), reasons about event interactions under a variational inference framework. It utilizes intensity-based learning to search for prototype paths to contrast relationship constraints. Extensive experiments on three real-world datasets demonstrate the effectiveness of our model in capturing event interactions for event sequence modeling tasks. Code will be integrated into the EasyTPP framework.

Gangwei Jiang, Caigao Jiang, Zhaoyi Li et al.

Catastrophic forgetting (CF) poses a significant challenge in machine learning, where a model forgets previously learned information upon learning new tasks. Despite the advanced capabilities of Large Language Models (LLMs), they continue to face challenges with CF during continual learning. The majority of existing research focuses on analyzing forgetting patterns through a singular training sequence, thereby overlooking the intricate effects that diverse tasks have on model behavior. Our study explores CF across various settings, discovering that model forgetting is influenced by both the specific training tasks and the models themselves. To this end, we interpret forgetting by examining the function vector (FV), a compact representation of functions in LLMs, offering a model-dependent indicator for the occurrence of CF. Through theoretical and empirical analyses, we demonstrated that CF in LLMs primarily stems from biases in function activation rather than the overwriting of task processing functions. Leveraging these insights, we propose a novel function vector guided training methodology, incorporating a regularization technique to stabilize the FV and mitigate forgetting. Empirical tests on four benchmarks confirm the effectiveness of our proposed training method, substantiating our theoretical framework concerning CF and model function dynamics. We plan to make our code publicly accessible in the near future.

Zhixuan Chu, Lei Zhang, Yichen Sun et al.

The rapid advancement in text-to-video (T2V) generative models has enabled the synthesis of high-fidelity video content guided by textual descriptions. Despite this significant progress, these models are often susceptible to hallucination, generating contents that contradict the input text, which poses a challenge to their reliability and practical deployment. To address this critical issue, we introduce the SoraDetector, a novel unified framework designed to detect hallucinations across diverse large T2V models, including the cutting-edge Sora model. Our framework is built upon a comprehensive analysis of hallucination phenomena, categorizing them based on their manifestation in the video content. Leveraging the state-of-the-art keyframe extraction techniques and multimodal large language models, SoraDetector first evaluates the consistency between extracted video content summary and textual prompts, then constructs static and dynamic knowledge graphs (KGs) from frames to detect hallucination both in single frames and across frames. Sora Detector provides a robust and quantifiable measure of consistency, static and dynamic hallucination. In addition, we have developed the Sora Detector Agent to automate the hallucination detection process and generate a complete video quality report for each input video. Lastly, we present a novel meta-evaluation benchmark, T2VHaluBench, meticulously crafted to facilitate the evaluation of advancements in T2V hallucination detection. Through extensive experiments on videos generated by Sora and other large T2V models, we demonstrate the efficacy of our approach in accurately detecting hallucinations. The code and dataset can be accessed via GitHub.

Yi Huang, Fangyin Cheng, Fan Zhou et al.

In recent years, Large Language Models (LLMs) have demonstrated remarkable capabilities in data analytics when integrated with Multi-Agent Systems (MAS). However, these systems often struggle with complex tasks that involve diverse functional requirements and intricate data processing challenges, necessitating customized solutions that lack broad applicability. Furthermore, current MAS fail to emulate essential human-like traits such as self-planning, self-monitoring, and collaborative work in dynamic environments, leading to inefficiencies and resource wastage. To address these limitations, we propose ROMAS, a novel Role-Based M ulti-A gent System designed to adapt to various scenarios while enabling low code development and one-click deployment. ROMAS has been effectively deployed in DB-GPT [Xue et al., 2023a, 2024b], a well-known project utilizing LLM-powered database analytics, showcasing its practical utility in real-world scenarios. By integrating role-based collaborative mechanisms for self-monitoring and self-planning, and leveraging existing MAS capabilities to enhance database interactions, ROMAS offers a more effective and versatile solution. Experimental evaluations of ROMAS demonstrate its superiority across multiple scenarios, highlighting its potential to advance the field of multi-agent data analytics.

Fan Zhou, Chen Pan, Lintao Ma et al.

Time series forecasts of different temporal granularity are widely used in real-world applications, e.g., sales prediction in days and weeks for making different inventory plans. However, these tasks are usually solved separately without ensuring coherence, which is crucial for aligning downstream decisions. Previous works mainly focus on ensuring coherence with some straightforward methods, e.g., aggregation from the forecasts of fine granularity to the coarse ones, and allocation from the coarse granularity to the fine ones. These methods merely take the temporal hierarchical structure to maintain coherence without improving the forecasting accuracy. In this paper, we propose a novel granularity message-passing mechanism (GMP) that leverages temporal hierarchy information to improve forecasting performance and also utilizes an adaptive reconciliation (AR) strategy to maintain coherence without performance loss. Furthermore, we introduce an optimization module to achieve task-based targets while adhering to more real-world constraints. Experiments on real-world datasets demonstrate that our framework (GMP-AR) achieves superior performances on temporal hierarchical forecasting tasks compared to state-of-the-art methods. In addition, our framework has been successfully applied to a real-world task of payment traffic management in Alipay by integrating with the task-based optimization module.

Xiaoming Shi, Siqiao Xue, Kangrui Wang et al.

Large language models have shown astonishing performance on a wide range of reasoning tasks. In this paper, we investigate whether they could reason about real-world events and help improve the prediction performance of event sequence models. We design LAMP, a framework that integrates a large language model in event prediction. Particularly, the language model performs abductive reasoning to assist an event sequence model: the event model proposes predictions on future events given the past; instructed by a few expert-annotated demonstrations, the language model learns to suggest possible causes for each proposal; a search module finds out the previous events that match the causes; a scoring function learns to examine whether the retrieved events could actually cause the proposal. Through extensive experiments on several challenging real-world datasets, we demonstrate that our framework -- thanks to the reasoning capabilities of large language models -- could significantly outperform the state-of-the-art event sequence models.

Chao Qu, Xiaoyu Tan, Siqiao Xue et al.

We consider a sequential decision making problem where the agent faces the environment characterized by the stochastic discrete events and seeks an optimal intervention policy such that its long-term reward is maximized. This problem exists ubiquitously in social media, finance and health informatics but is rarely investigated by the conventional research in reinforcement learning. To this end, we present a novel framework of the model-based reinforcement learning where the agent's actions and observations are asynchronous stochastic discrete events occurring in continuous-time. We model the dynamics of the environment by Hawkes process with external intervention control term and develop an algorithm to embed such process in the Bellman equation which guides the direction of the value gradient. We demonstrate the superiority of our method in both synthetic simulator and real-world problem.

Hongyan Hao, Yan Wang, Siqiao Xue et al.

With the development of feed-forward models, the default model for sequence modeling has gradually evolved to replace recurrent networks. Many powerful feed-forward models based on convolutional networks and attention mechanism were proposed and show more potential to handle sequence modeling tasks. We wonder that is there an architecture that can not only achieve an approximate substitution of recurrent network, but also absorb the advantages of feed-forward models. So we propose an exploratory architecture referred to Temporal Convolutional Attention-based Network (TCAN) which combines temporal convolutional network and attention mechanism. TCAN includes two parts, one is Temporal Attention (TA) which captures relevant features inside the sequence, the other is Enhanced Residual (ER) which extracts shallow layer's important information and transfers to deep layers. We improve the state-of-the-art results of bpc/perplexity to 30.28 on word-level PTB, 1.092 on character-level PTB, and 9.20 on WikiText-2.