Bin Zhang

Kai Sun, Peibo Duan, Levin Kuhlmann et al.

The Spiking Neural Network (SNN) has drawn increasing attention for its energy-efficient, event-driven processing and biological plausibility. To train SNNs via backpropagation, surrogate gradients are used to approximate the non-differentiable spike function, but they only maintain nonzero derivatives within a narrow range of membrane potentials near the firing threshold, referred to as the surrogate gradient support width gamma. We identify a major challenge, termed the dilemma of gamma: a relatively large gamma leads to overactivation, characterized by excessive neuron firing, which in turn increases energy consumption, whereas a small gamma causes vanishing gradients and weakens temporal dependencies. To address this, we propose a temporal Inhibitory Leaky Integrate-and-Fire (ILIF) neuron model, inspired by biological inhibitory mechanisms. This model incorporates interconnected inhibitory units for membrane potential and current, effectively mitigating overactivation while preserving gradient propagation. Theoretical analysis demonstrates ILIF effectiveness in overcoming the gamma dilemma, and extensive experiments on multiple datasets show that ILIF improves energy efficiency by reducing firing rates, stabilizes training, and enhances accuracy. The code is available at github.com/kaisun1/ILIF.

Zhipeng Liu, Peibo Duan, Mingyang Geng et al.

Stock trend prediction involves forecasting the future price movements by analyzing historical data and various market indicators. With the advancement of machine learning, graph neural networks (GNNs) have been extensively employed in stock prediction due to their powerful capability to capture spatiotemporal dependencies of stocks. However, despite the efforts of various GNN stock predictors to enhance predictive performance, the improvements remain limited, as they focus solely on analyzing historical spatiotemporal dependencies, overlooking the correlation between historical and future patterns. In this study, we propose a novel distillation-based future-aware GNN framework (DishFT-GNN) for stock trend prediction. Specifically, DishFT-GNN trains a teacher model and a student model, iteratively. The teacher model learns to capture the correlation between distribution shifts of historical and future data, which is then utilized as intermediate supervision to guide the student model to learn future-aware spatiotemporal embeddings for accurate prediction. Through extensive experiments on two real-world datasets, we verify the state-of-the-art performance of DishFT-GNN.