PMMay 29
Regime-Adaptive Continual Learning for Portfolio ManagementChaofan Pan, Lingfei Ren, Linbo Xiong et al.
Financial markets are inherently non-stationary, exhibiting frequent regime shifts and structural changes that render traditional Portfolio Management (PM) approaches ineffective. Existing remedies, such as rolling-window retraining and naive online fine-tuning, are hindered by high computational costs and insufficient knowledge utilization, respectively, resulting in low returns and limited adaptability. Continual learning (CL) offers a promising paradigm by enabling trading agents to accumulate and transfer knowledge across sequential tasks. In this paper, we propose \textbf{Re}gime-aware \textbf{C}ontinual \textbf{A}daptive \textbf{P}ortfolio management (\textbf{ReCAP}), a novel framework that integrates CL into PM to address the challenges of dynamic financial environments. ReCAP employs an adaptive regime detection module to segment historical market data into variable-length regimes, enabling regime-specific learning of policy vectors and the construction of a policy library. During continual trading, a regime-gate module adaptively combines policy vectors from the library based on the current market state, facilitating rapid adaptation to newly detected regimes. Only the regime-gate and the current regime's policy vector are continually updated to preserve useful knowledge effectively. Extensive experiments on five real-world datasets demonstrate that ReCAP consistently outperforms popular baselines, achieving superior returns in long-term investment horizons and rapid adaptation to regime shifts.
CLApr 3Code
LogicPoison: Logical Attacks on Graph Retrieval-Augmented GenerationYilin Xiao, Jin Chen, Qinggang Zhang et al.
Graph-based Retrieval-Augmented Generation (GraphRAG) enhances the reasoning capabilities of Large Language Models (LLMs) by grounding their responses in structured knowledge graphs. Leveraging community detection and relation filtering techniques, GraphRAG systems demonstrate inherent resistance to traditional RAG attacks, such as text poisoning and prompt injection. However, in this paper, we find that the security of GraphRAG systems fundamentally relies on the topological integrity of the underlying graph, which can be undermined by implicitly corrupting the logical connections, without altering surface-level text semantics. To exploit this vulnerability, we propose \textsc{LogicPoison}, a novel attack framework that targets logical reasoning rather than injecting false contents. Specifically, \textsc{LogicPoison} employs a type-preserving entity swapping mechanism to perturb both global logic hubs for disrupting overall graph connectivity and query-specific reasoning bridges for severing essential multi-hop inference paths. This approach effectively reroutes valid reasoning into dead ends while maintaining surface-level textual plausibility. Comprehensive experiments across multiple benchmarks demonstrate that \textsc{LogicPoison} successfully bypasses GraphRAG's defenses, significantly degrading performance and outperforming state-of-the-art baselines in both effectiveness and stealth. Our code is available at \textcolor{blue}https://github.com/Jord8061/logicPoison.
CEDec 23, 2024
Rethinking Cancer Gene Identification through Graph Anomaly AnalysisYilong Zang, Lingfei Ren, Yue Li et al.
Graph neural networks (GNNs) have shown promise in integrating protein-protein interaction (PPI) networks for identifying cancer genes in recent studies. However, due to the insufficient modeling of the biological information in PPI networks, more faithfully depiction of complex protein interaction patterns for cancer genes within the graph structure remains largely unexplored. This study takes a pioneering step toward bridging biological anomalies in protein interactions caused by cancer genes to statistical graph anomaly. We find a unique graph anomaly exhibited by cancer genes, namely weight heterogeneity, which manifests as significantly higher variance in edge weights of cancer gene nodes within the graph. Additionally, from the spectral perspective, we demonstrate that the weight heterogeneity could lead to the "flattening out" of spectral energy, with a concentration towards the extremes of the spectrum. Building on these insights, we propose the HIerarchical-Perspective Graph Neural Network (HIPGNN) that not only determines spectral energy distribution variations on the spectral perspective, but also perceives detailed protein interaction context on the spatial perspective. Extensive experiments are conducted on two reprocessed datasets STRINGdb and CPDB, and the experimental results demonstrate the superiority of HIPGNN.
LGJan 25, 2024
Multi-granularity Knowledge Transfer for Continual Reinforcement LearningChaofan Pan, Lingfei Ren, Yihui Feng et al.
Continual reinforcement learning (CRL) empowers RL agents with the ability to learn a sequence of tasks, accumulating knowledge learned in the past and using the knowledge for problemsolving or future task learning. However, existing methods often focus on transferring fine-grained knowledge across similar tasks, which neglects the multi-granularity structure of human cognitive control, resulting in insufficient knowledge transfer across diverse tasks. To enhance coarse-grained knowledge transfer, we propose a novel framework called MT-Core (as shorthand for Multi-granularity knowledge Transfer for Continual reinforcement learning). MT-Core has a key characteristic of multi-granularity policy learning: 1) a coarsegrained policy formulation for utilizing the powerful reasoning ability of the large language model (LLM) to set goals, and 2) a fine-grained policy learning through RL which is oriented by the goals. We also construct a new policy library (knowledge base) to store policies that can be retrieved for multi-granularity knowledge transfer. Experimental results demonstrate the superiority of the proposed MT-Core in handling diverse CRL tasks versus popular baselines.