LGJan 22, 2025Code
A Unified Invariant Learning Framework for Graph ClassificationYongduo Sui, Jie Sun, Shuyao Wang et al.
Invariant learning demonstrates substantial potential for enhancing the generalization of graph neural networks (GNNs) with out-of-distribution (OOD) data. It aims to recognize stable features in graph data for classification, based on the premise that these features causally determine the target label, and their influence is invariant to changes in distribution. Along this line, most studies have attempted to pinpoint these stable features by emphasizing explicit substructures in the graph, such as masked or attentive subgraphs, and primarily enforcing the invariance principle in the semantic space, i.e., graph representations. However, we argue that focusing only on the semantic space may not accurately identify these stable features. To address this, we introduce the Unified Invariant Learning (UIL) framework for graph classification. It provides a unified perspective on invariant graph learning, emphasizing both structural and semantic invariance principles to identify more robust stable features. In the graph space, UIL adheres to the structural invariance principle by reducing the distance between graphons over a set of stable features across different environments. Simultaneously, to confirm semantic invariance, UIL underscores that the acquired graph representations should demonstrate exemplary performance across diverse environments. We present both theoretical and empirical evidence to confirm our method's ability to recognize superior stable features. Moreover, through a series of comprehensive experiments complemented by in-depth analyses, we demonstrate that UIL considerably enhances OOD generalization, surpassing the performance of leading baseline methods. Our codes are available at https://github.com/yongduosui/UIL.
84.0AIMay 14
Herculean: An Agentic Benchmark for Financial IntelligenceXueqing Peng, Zhuohan Xie, Yupeng Cao et al.
As AI agents improve, the central question is no longer whether they can solve isolated well-defined financial tasks, but whether they can reliably carry out financial professional work. Existing financial benchmarks offer only a partial view of this ability, as they primarily evaluate static competencies such as question answering, retrieval, summarization, and classification. We introduce Herculean, the first skilled benchmark for agentic financial intelligence spanning four representative workflows, including Trading, Hedging, Market Insights, and Auditing. Each workflow is instantiated as a standardized MCP-based skill environment with its own tools, interaction dynamics, constraints, and success criteria, enabling consistent end-to-end assessment of heterogeneous agent systems. Across frontier agents, we find agents perform relatively well on Trading and Market Insights, but struggle substantially on Hedging and Auditing, where long-horizon coordination, state consistency, and structured verification are critical. Overall, our results point to a key gap in current agents in turning financial reasoning into dependable workflow execution in high-stakes financial workflows.
IRFeb 5, 2024
Dynamic Sparse Learning: A Novel Paradigm for Efficient RecommendationShuyao Wang, Yongduo Sui, Jiancan Wu et al.
In the realm of deep learning-based recommendation systems, the increasing computational demands, driven by the growing number of users and items, pose a significant challenge to practical deployment. This challenge is primarily twofold: reducing the model size while effectively learning user and item representations for efficient recommendations. Despite considerable advancements in model compression and architecture search, prevalent approaches face notable constraints. These include substantial additional computational costs from pre-training/re-training in model compression and an extensive search space in architecture design. Additionally, managing complexity and adhering to memory constraints is problematic, especially in scenarios with strict time or space limitations. Addressing these issues, this paper introduces a novel learning paradigm, Dynamic Sparse Learning (DSL), tailored for recommendation models. DSL innovatively trains a lightweight sparse model from scratch, periodically evaluating and dynamically adjusting each weight's significance and the model's sparsity distribution during the training. This approach ensures a consistent and minimal parameter budget throughout the full learning lifecycle, paving the way for "end-to-end" efficiency from training to inference. Our extensive experimental results underline DSL's effectiveness, significantly reducing training and inference costs while delivering comparable recommendation performance.
IVJun 20, 2024
CriDiff: Criss-cross Injection Diffusion Framework via Generative Pre-train for Prostate SegmentationTingwei Liu, Miao Zhang, Leiye Liu et al.
Recently, the Diffusion Probabilistic Model (DPM)-based methods have achieved substantial success in the field of medical image segmentation. However, most of these methods fail to enable the diffusion model to learn edge features and non-edge features effectively and to inject them efficiently into the diffusion backbone. Additionally, the domain gap between the images features and the diffusion model features poses a great challenge to prostate segmentation. In this paper, we proposed CriDiff, a two-stage feature injecting framework with a Crisscross Injection Strategy (CIS) and a Generative Pre-train (GP) approach for prostate segmentation. The CIS maximizes the use of multi-level features by efficiently harnessing the complementarity of high and low-level features. To effectively learn multi-level of edge features and non-edge features, we proposed two parallel conditioners in the CIS: the Boundary Enhance Conditioner (BEC) and the Core Enhance Conditioner (CEC), which discriminatively model the image edge regions and non-edge regions, respectively. Moreover, the GP approach eases the inconsistency between the images features and the diffusion model without adding additional parameters. Extensive experiments on four benchmark datasets demonstrate the effectiveness of the proposed method and achieve state-of-the-art performance on four evaluation metrics.