Jingyuan Wang

Junyi Li, Tianyi Tang, Zheng Gong et al. · pku

Nowadays, pretrained language models (PLMs) have dominated the majority of NLP tasks. While, little research has been conducted on systematically evaluating the language abilities of PLMs. In this paper, we present a large-scale empirical study on general language ability evaluation of PLMs (ElitePLM). In our study, we design four evaluation dimensions, i.e. memory, comprehension, reasoning, and composition, to measure ten widely-used PLMs within five categories. Our empirical results demonstrate that: (1) PLMs with varying training objectives and strategies are good at different ability tests; (2) fine-tuning PLMs in downstream tasks is usually sensitive to the data size and distribution; (3) PLMs have excellent transferability between similar tasks. Moreover, the prediction results of PLMs in our experiments are released as an open resource for more deep and detailed analysis on the language abilities of PLMs. This paper can guide the future work to select, apply, and design PLMs for specific tasks. We have made all the details of experiments publicly available at https://github.com/RUCAIBox/ElitePLM.

Jiahao Ji, Jingyuan Wang, Chao Huang et al.

Robust prediction of citywide traffic flows at different time periods plays a crucial role in intelligent transportation systems. While previous work has made great efforts to model spatio-temporal correlations, existing methods still suffer from two key limitations: i) Most models collectively predict all regions' flows without accounting for spatial heterogeneity, i.e., different regions may have skewed traffic flow distributions. ii) These models fail to capture the temporal heterogeneity induced by time-varying traffic patterns, as they typically model temporal correlations with a shared parameterized space for all time periods. To tackle these challenges, we propose a novel Spatio-Temporal Self-Supervised Learning (ST-SSL) traffic prediction framework which enhances the traffic pattern representations to be reflective of both spatial and temporal heterogeneity, with auxiliary self-supervised learning paradigms. Specifically, our ST-SSL is built over an integrated module with temporal and spatial convolutions for encoding the information across space and time. To achieve the adaptive spatio-temporal self-supervised learning, our ST-SSL first performs the adaptive augmentation over the traffic flow graph data at both attribute- and structure-levels. On top of the augmented traffic graph, two SSL auxiliary tasks are constructed to supplement the main traffic prediction task with spatial and temporal heterogeneity-aware augmentation. Experiments on four benchmark datasets demonstrate that ST-SSL consistently outperforms various state-of-the-art baselines. Since spatio-temporal heterogeneity widely exists in practical datasets, the proposed framework may also cast light on other spatial-temporal applications. Model implementation is available at https://github.com/Echo-Ji/ST-SSL.

Jiawei Jiang, Chengkai Han, Wenjun Jiang et al.

As deep learning technology advances and more urban spatial-temporal data accumulates, an increasing number of deep learning models are being proposed to solve urban spatial-temporal prediction problems. However, there are limitations in the existing field, including open-source data being in various formats and difficult to use, few papers making their code and data openly available, and open-source models often using different frameworks and platforms, making comparisons challenging. A standardized framework is urgently needed to implement and evaluate these methods. To address these issues, we propose LibCity, an open-source library that offers researchers a credible experimental tool and a convenient development framework. In this library, we have reproduced 65 spatial-temporal prediction models and collected 55 spatial-temporal datasets, allowing researchers to conduct comprehensive experiments conveniently. By enabling fair model comparisons, designing a unified data storage format, and simplifying the process of developing new models, LibCity is poised to make significant contributions to the spatial-temporal prediction field.

Jiawei Jiang, Chengkai Han, Wayne Xin Zhao et al.

As a core technology of Intelligent Transportation System, traffic flow prediction has a wide range of applications. The fundamental challenge in traffic flow prediction is to effectively model the complex spatial-temporal dependencies in traffic data. Spatial-temporal Graph Neural Network (GNN) models have emerged as one of the most promising methods to solve this problem. However, GNN-based models have three major limitations for traffic prediction: i) Most methods model spatial dependencies in a static manner, which limits the ability to learn dynamic urban traffic patterns; ii) Most methods only consider short-range spatial information and are unable to capture long-range spatial dependencies; iii) These methods ignore the fact that the propagation of traffic conditions between locations has a time delay in traffic systems. To this end, we propose a novel Propagation Delay-aware dynamic long-range transFormer, namely PDFormer, for accurate traffic flow prediction. Specifically, we design a spatial self-attention module to capture the dynamic spatial dependencies. Then, two graph masking matrices are introduced to highlight spatial dependencies from short- and long-range views. Moreover, a traffic delay-aware feature transformation module is proposed to empower PDFormer with the capability of explicitly modeling the time delay of spatial information propagation. Extensive experimental results on six real-world public traffic datasets show that our method can not only achieve state-of-the-art performance but also exhibit competitive computational efficiency. Moreover, we visualize the learned spatial-temporal attention map to make our model highly interpretable.

Wenjun Jiang, Wayne Xin Zhao, Jingyuan Wang et al.

Simulating the human mobility and generating large-scale trajectories are of great use in many real-world applications, such as urban planning, epidemic spreading analysis, and geographic privacy protect. Although many previous works have studied the problem of trajectory generation, the continuity of the generated trajectories has been neglected, which makes these methods useless for practical urban simulation scenarios. To solve this problem, we propose a novel two-stage generative adversarial framework to generate the continuous trajectory on the road network, namely TS-TrajGen, which efficiently integrates prior domain knowledge of human mobility with model-free learning paradigm. Specifically, we build the generator under the human mobility hypothesis of the A* algorithm to learn the human mobility behavior. For the discriminator, we combine the sequential reward with the mobility yaw reward to enhance the effectiveness of the generator. Finally, we propose a novel two-stage generation process to overcome the weak point of the existing stochastic generation process. Extensive experiments on two real-world datasets and two case studies demonstrate that our framework yields significant improvements over the state-of-the-art methods.

Jiawei Jiang, Chengkai Han, Jingyuan Wang

In this technical report, we present our solution for the Baidu KDD Cup 2022 Spatial Dynamic Wind Power Forecasting Challenge. Wind power is a rapidly growing source of clean energy. Accurate wind power forecasting is essential for grid stability and the security of supply. Therefore, organizers provide a wind power dataset containing historical data from 134 wind turbines and launch the Baidu KDD Cup 2022 to examine the limitations of current methods for wind power forecasting. The average of RMSE (Root Mean Square Error) and MAE (Mean Absolute Error) is used as the evaluation score. We adopt two spatial-temporal graph neural network models, i.e., AGCRN and MTGNN, as our basic models. We train AGCRN by 5-fold cross-validation and additionally train MTGNN directly on the training and validation sets. Finally, we ensemble the two models based on the loss values of the validation set as our final submission. Using our method, our team \team achieves -45.36026 on the test set. We release our codes on Github (https://github.com/BUAABIGSCity/KDDCUP2022) for reproduction.

Jiawei Jiang, Chengkai Han, Wayne Xin Zhao et al.

The field of urban spatial-temporal prediction is advancing rapidly with the development of deep learning techniques and the availability of large-scale datasets. However, challenges persist in accessing and utilizing diverse urban spatial-temporal datasets from different sources and stored in different formats, as well as determining effective model structures and components with the proliferation of deep learning models. This work addresses these challenges and provides three significant contributions. Firstly, we introduce "atomic files", a unified storage format designed for urban spatial-temporal big data, and validate its effectiveness on 40 diverse datasets, simplifying data management. Secondly, we present a comprehensive overview of technological advances in urban spatial-temporal prediction models, guiding the development of robust models. Thirdly, we conduct extensive experiments using diverse models and datasets, establishing a performance leaderboard and identifying promising research directions. Overall, this work effectively manages urban spatial-temporal data, guides future efforts, and facilitates the development of accurate and efficient urban spatial-temporal prediction models. It can potentially make long-term contributions to urban spatial-temporal data management and prediction, ultimately leading to improved urban living standards.

Jingyuan Wang, Yufan Wu, Mingxuan Li et al.

While having achieved great success in rich real-life applications, deep neural network (DNN) models have long been criticized for their vulnerability to adversarial attacks. Tremendous research efforts have been dedicated to mitigating the threats of adversarial attacks, but the essential trait of adversarial examples is not yet clear, and most existing methods are yet vulnerable to hybrid attacks and suffer from counterattacks. In light of this, in this paper, we first reveal a gradient-based correlation between sensitivity analysis-based DNN interpreters and the generation process of adversarial examples, which indicates the Achilles's heel of adversarial attacks and sheds light on linking together the two long-standing challenges of DNN: fragility and unexplainability. We then propose an interpreter-based ensemble framework called X-Ensemble for robust adversary defense. X-Ensemble adopts a novel detection-rectification process and features in building multiple sub-detectors and a rectifier upon various types of interpretation information toward target classifiers. Moreover, X-Ensemble employs the Random Forests (RF) model to combine sub-detectors into an ensemble detector for adversarial hybrid attacks defense. The non-differentiable property of RF further makes it a precious choice against the counterattack of adversaries. Extensive experiments under various types of state-of-the-art attacks and diverse attack scenarios demonstrate the advantages of X-Ensemble to competitive baseline methods.

Jiawei Jiang, Dayan Pan, Houxing Ren et al.

Trajectory Representation Learning (TRL) is a powerful tool for spatial-temporal data analysis and management. TRL aims to convert complicated raw trajectories into low-dimensional representation vectors, which can be applied to various downstream tasks, such as trajectory classification, clustering, and similarity computation. Existing TRL works usually treat trajectories as ordinary sequence data, while some important spatial-temporal characteristics, such as temporal regularities and travel semantics, are not fully exploited. To fill this gap, we propose a novel Self-supervised trajectory representation learning framework with TemporAl Regularities and Travel semantics, namely START. The proposed method consists of two stages. The first stage is a Trajectory Pattern-Enhanced Graph Attention Network (TPE-GAT), which converts the road network features and travel semantics into representation vectors of road segments. The second stage is a Time-Aware Trajectory Encoder (TAT-Enc), which encodes representation vectors of road segments in the same trajectory as a trajectory representation vector, meanwhile incorporating temporal regularities with the trajectory representation. Moreover, we also design two self-supervised tasks, i.e., span-masked trajectory recovery and trajectory contrastive learning, to introduce spatial-temporal characteristics of trajectories into the training process of our START framework. The effectiveness of the proposed method is verified by extensive experiments on two large-scale real-world datasets for three downstream tasks. The experiments also demonstrate that our method can be transferred across different cities to adapt heterogeneous trajectory datasets.

Jiahao Ji, Jingyuan Wang, Zhe Jiang et al.

High-performance traffic flow prediction model designing, a core technology of Intelligent Transportation System, is a long-standing but still challenging task for industrial and academic communities. The lack of integration between physical principles and data-driven models is an important reason for limiting the development of this field. In the literature, physics-based methods can usually provide a clear interpretation of the dynamic process of traffic flow systems but are with limited accuracy, while data-driven methods, especially deep learning with black-box structures, can achieve improved performance but can not be fully trusted due to lack of a reasonable physical basis. To bridge the gap between purely data-driven and physics-driven approaches, we propose a physics-guided deep learning model named Spatio-Temporal Differential Equation Network (STDEN), which casts the physical mechanism of traffic flow dynamics into a deep neural network framework. Specifically, we assume the traffic flow on road networks is driven by a latent potential energy field (like water flows are driven by the gravity field), and model the spatio-temporal dynamic process of the potential energy field as a differential equation network. STDEN absorbs both the performance advantage of data-driven models and the interpretability of physics-based models, so is named a physics-guided prediction model. Experiments on three real-world traffic datasets in Beijing show that our model outperforms state-of-the-art baselines by a significant margin. A case study further verifies that STDEN can capture the mechanism of urban traffic and generate accurate predictions with physical meaning. The proposed framework of differential equation network modeling may also cast light on other similar applications.

Kai Feng, Han Hong, Ke Tang et al.

This paper proposes a statistical framework of using artificial intelligence to improve human decision making. The performance of each human decision maker is benchmarked against that of machine predictions. We replace the diagnoses made by a subset of the decision makers with the recommendation from the machine learning algorithm. We apply both a heuristic frequentist approach and a Bayesian posterior loss function approach to abnormal birth detection using a nationwide dataset of doctor diagnoses from prepregnancy checkups of reproductive age couples and pregnancy outcomes. We find that our algorithm on a test dataset results in a higher overall true positive rate and a lower false positive rate than the diagnoses made by doctors only.

Jingyuan Wang, Jie Zhang, Shihao Chen et al.

Binaural speech enhancement (BSE) aims to jointly improve the speech quality and intelligibility of noisy signals received by hearing devices and preserve the spatial cues of the target for natural listening. Existing methods often suffer from the compromise between noise reduction (NR) capacity and spatial cues preservation (SCP) accuracy and a high computational demand in complex acoustic scenes. In this work, we present a learning-based lightweight binaural complex convolutional network (LBCCN), which excels in NR by filtering low-frequency bands and keeping the rest. Additionally, our approach explicitly incorporates the estimation of interchannel relative acoustic transfer function to ensure the spatial cues fidelity and speech clarity. Results show that the proposed LBCCN can achieve a comparable NR performance to state-of-the-art methods under fixed-speaker conditions, but with a much lower computational cost and a certain degree of SCP capability. The reproducible code and audio examples are available at https://github.com/jywanng/LBCCN.

Jiahao Ji, Jingyuan Wang, Yu Mou et al.

Spatio-temporal (ST) prediction is an important and widely used technique in data mining and analytics, especially for ST data in urban systems such as transportation data. In practice, the ST data generation is usually influenced by various latent factors tied to natural phenomena or human socioeconomic activities, impacting specific spatial areas selectively. However, existing ST prediction methods usually do not refine the impacts of different factors, but directly model the entangled impacts of multiple factors. This amplifies the modeling complexity of ST data and compromises model interpretability. To this end, we propose a multi-factor ST prediction task that predicts partial ST data evolution under different factors, and combines them for a final prediction. We make two contributions to this task: an effective theoretical solution and a portable instantiation framework. Specifically, we first propose a theoretical solution called decomposed prediction strategy and prove its effectiveness from the perspective of information entropy theory. On top of that, we instantiate a novel model-agnostic framework, named spatio-temporal graph decomposition learning (STGDL), for multi-factor ST prediction. The framework consists of two main components: an automatic graph decomposition module that decomposes the original graph structure inherent in ST data into subgraphs corresponding to different factors, and a decomposed learning network that learns the partial ST data on each subgraph separately and integrates them for the final prediction. We conduct extensive experiments on four real-world ST datasets of two types of graphs, i.e., grid graph and network graph. Results show that our framework significantly reduces prediction errors of various ST models by 9.41% on average (35.36% at most). Furthermore, a case study reveals the interpretability potential of our framework.

Xie Yu, Jingyuan Wang, Yifan Yang et al.

Typical dynamic ST data includes trajectory data (representing individual-level mobility) and traffic state data (representing population-level mobility). Traditional studies often treat trajectory and traffic state data as distinct, independent modalities, each tailored to specific tasks within a single modality. However, real-world applications, such as navigation apps, require joint analysis of trajectory and traffic state data. Treating these data types as two separate domains can lead to suboptimal model performance. Although recent advances in ST data pre-training and ST foundation models aim to develop universal models for ST data analysis, most existing models are "multi-task, solo-data modality" (MTSM), meaning they can handle multiple tasks within either trajectory data or traffic state data, but not both simultaneously. To address this gap, this paper introduces BIGCity, the first multi-task, multi-data modality (MTMD) model for ST data analysis. The model targets two key challenges in designing an MTMD ST model: (1) unifying the representations of different ST data modalities, and (2) unifying heterogeneous ST analysis tasks. To overcome the first challenge, BIGCity introduces a novel ST-unit that represents both trajectories and traffic states in a unified format. Additionally, for the second challenge, BIGCity adopts a tunable large model with ST task-oriented prompt, enabling it to perform a range of heterogeneous tasks without the need for fine-tuning. Extensive experiments on real-world datasets demonstrate that BIGCity achieves state-of-the-art performance across 8 tasks, outperforming 18 baselines. To the best of our knowledge, BIGCity is the first model capable of handling both trajectories and traffic states for diverse heterogeneous tasks. Our code are available at https://github.com/bigscity/BIGCity

Wentao Zhang, Jingyuan Wang, Yifan Yang et al.

Electronic maps consist of diverse entities, such as points of interest (POIs), road networks, and land parcels, playing a vital role in applications like ITS and LBS. Map entity representation learning (MapRL) generates versatile and reusable data representations, providing essential tools for efficiently managing and utilizing map entity data. Despite the progress in MapRL, two key challenges constrain further development. First, existing research is fragmented, with models classified by the type of map entity, limiting the reusability of techniques across different tasks. Second, the lack of unified benchmarks makes systematic evaluation and comparison of models difficult. To address these challenges, we propose a novel taxonomy for MapRL that organizes models based on functional module-such as encoders, pre-training tasks, and downstream tasks-rather than by entity type. Building on this taxonomy, we present a taxonomy-driven library, VecCity, which offers easy-to-use interfaces for encoding, pre-training, fine-tuning, and evaluation. The library integrates datasets from nine cities and reproduces 21 mainstream MapRL models, establishing the first standardized benchmarks for the field. VecCity also allows users to modify and extend models through modular components, facilitating seamless experimentation. Our comprehensive experiments cover multiple types of map entities and evaluate 21 VecCity pre-built models across various downstream tasks. Experimental results demonstrate the effectiveness of VecCity in streamlining model development and provide insights into the impact of various components on performance. By promoting modular design and reusability, VecCity offers a unified framework to advance research and innovation in MapRL. The code is available at https://github.com/Bigscity-VecCity/VecCity.

Ziyang Miao, Qiyu Sun, Jingyuan Wang et al.

Large language models (LLMs) have shown impressive performance on general-purpose tasks, yet adapting them to specific domains remains challenging due to the scarcity of high-quality domain data. Existing data synthesis tools often struggle to extract reliable fine-tuning data from heterogeneous documents effectively. To address this limitation, we propose Easy Dataset, a unified framework for synthesizing fine-tuning data from unstructured documents via an intuitive graphical user interface (GUI). Specifically, Easy Dataset allows users to easily configure text extraction models and chunking strategies to transform raw documents into coherent text chunks. It then leverages a persona-driven prompting approach to generate diverse question-answer pairs using public-available LLMs. Throughout the pipeline, a human-in-the-loop visual interface facilitates the review and refinement of intermediate outputs to ensure data quality. Experiments on a financial question-answering task show that fine-tuning LLMs on the synthesized dataset significantly improves domain-specific performance while preserving general knowledge. The source code and installable package are available at https://github.com/ConardLi/easy-dataset and have garnered over 9,000 GitHub stars.

Xiaolei Wang, Xinyu Tang, Wayne Xin Zhao et al.

The recent success of large language models (LLMs) has shown great potential to develop more powerful conversational recommender systems (CRSs), which rely on natural language conversations to satisfy user needs. In this paper, we embark on an investigation into the utilization of ChatGPT for conversational recommendation, revealing the inadequacy of the existing evaluation protocol. It might over-emphasize the matching with the ground-truth items or utterances generated by human annotators, while neglecting the interactive nature of being a capable CRS. To overcome the limitation, we further propose an interactive Evaluation approach based on LLMs named iEvaLM that harnesses LLM-based user simulators. Our evaluation approach can simulate various interaction scenarios between users and systems. Through the experiments on two publicly available CRS datasets, we demonstrate notable improvements compared to the prevailing evaluation protocol. Furthermore, we emphasize the evaluation of explainability, and ChatGPT showcases persuasive explanation generation for its recommendations. Our study contributes to a deeper comprehension of the untapped potential of LLMs for CRSs and provides a more flexible and easy-to-use evaluation framework for future research endeavors. The codes and data are publicly available at https://github.com/RUCAIBox/iEvaLM-CRS.

Kethmi Hirushini Hettige, Jiahao Ji, Shili Xiang et al.

Air quality prediction and modelling plays a pivotal role in public health and environment management, for individuals and authorities to make informed decisions. Although traditional data-driven models have shown promise in this domain, their long-term prediction accuracy can be limited, especially in scenarios with sparse or incomplete data and they often rely on black-box deep learning structures that lack solid physical foundation leading to reduced transparency and interpretability in predictions. To address these limitations, this paper presents a novel approach named Physics guided Neural Network for Air Quality Prediction (AirPhyNet). Specifically, we leverage two well-established physics principles of air particle movement (diffusion and advection) by representing them as differential equation networks. Then, we utilize a graph structure to integrate physics knowledge into a neural network architecture and exploit latent representations to capture spatio-temporal relationships within the air quality data. Experiments on two real-world benchmark datasets demonstrate that AirPhyNet outperforms state-of-the-art models for different testing scenarios including different lead time (24h, 48h, 72h), sparse data and sudden change prediction, achieving reduction in prediction errors up to 10%. Moreover, a case study further validates that our model captures underlying physical processes of particle movement and generates accurate predictions with real physical meaning.

Xiaoju Ye, Zhichun Wang, Jingyuan Wang

Limited by the context window size of Large Language Models(LLMs), handling various tasks with input tokens exceeding the upper limit has been challenging, whether it is a simple direct retrieval task or a complex multi-hop reasoning task. Although various methods have been proposed to enhance the long-context processing capabilities of LLMs, they either incur substantial post-training costs, or require additional tool modules(e.g.,RAG), or have not shown significant improvement in realistic tasks. Our work observes the correlation between the attention distribution and generated answers across each layer, and establishes the attention allocation aligns with retrieval-augmented capabilities through experiments. Drawing on the above insights, we propose a novel method InfiniRetri that leverages the LLMs's own attention information to enable accurate retrieval across inputs of infinitely length. Our evaluations indicate that InfiniRetri achieves 100% accuracy in the Needle-In-a-Haystack(NIH) test over 1M tokens using a 0.5B parameter model, surpassing other method or larger models and setting a new state-of-the-art(SOTA). Moreover, our method achieves significant performance improvements on real-world benchmarks, with a maximum 288% improvement. In addition, InfiniRetri can be applied to any Transformer-based LLMs without additional training and substantially reduces inference latency and compute overhead in long texts. In summary, our comprehensive studies show InfiniRetri's potential for practical applications and creates a paradigm for retrievaling information using LLMs own capabilities under infinite-length tokens. Code will be released in link.

Jingyuan Wang, Zhimei Ren, Ruohan Zhan et al.

Distributionally robust policy learning aims to find a policy that performs well under the worst-case distributional shift, and yet most existing methods for robust policy learning consider the worst-case joint distribution of the covariate and the outcome. The joint-modeling strategy can be unnecessarily conservative when we have more information on the source of distributional shifts. This paper studies a more nuanced problem -- robust policy learning under the concept drift, when only the conditional relationship between the outcome and the covariate changes. To this end, we first provide a doubly-robust estimator for evaluating the worst-case average reward of a given policy under a set of perturbed conditional distributions. We show that the policy value estimator enjoys asymptotic normality even if the nuisance parameters are estimated with a slower-than-root-$n$ rate. We then propose a learning algorithm that outputs the policy maximizing the estimated policy value within a given policy class $Π$, and show that the sub-optimality gap of the proposed algorithm is of the order $κ(Π)n^{-1/2}$, where $κ(Π)$ is the entropy integral of $Π$ under the Hamming distance and $n$ is the sample size. A matching lower bound is provided to show the optimality of the rate. The proposed methods are implemented and evaluated in numerical studies, demonstrating substantial improvement compared with existing benchmarks.

Jiawei Jiang, Yifan Yang, Jingyuan Wang et al.

The electronic map plays a crucial role in geographic information systems, serving various urban managerial scenarios and daily life services. Developing effective Map Entity Representation Learning (MERL) methods is crucial to extracting embedding information from electronic maps and converting map entities into representation vectors for downstream applications. However, existing MERL methods typically focus on one specific category of map entities, such as POIs, road segments, or land parcels, which is insufficient for real-world diverse map-based applications and might lose latent structural and semantic information interacting between entities of different types. Moreover, using representations generated by separate models for different map entities can introduce inconsistencies. Motivated by this, we propose a novel method named HOME-GCL for learning representations of multiple categories of map entities. Our approach utilizes a heterogeneous map entity graph (HOME graph) that integrates both road segments and land parcels into a unified framework. A HOME encoder with parcel-segment joint feature encoding and heterogeneous graph transformer is then deliberately designed to convert segments and parcels into representation vectors. Moreover, we introduce two types of contrastive learning tasks, namely intra-entity and inter-entity tasks, to train the encoder in a self-supervised manner. Extensive experiments on three large-scale datasets covering road segment-based, land parcel-based, and trajectory-based tasks demonstrate the superiority of our approach. To the best of our knowledge, HOME-GCL is the first attempt to jointly learn representations for road segments and land parcels using a unified model.

Chen Yang, Jingyuan Wang, Xiaohan Jiang et al.

Recent years have witnessed the perfect encounter of deep learning and quantitative trading has achieved great success in stock investment. Numerous deep learning-based models have been developed for forecasting stock returns, leveraging the powerful representation capabilities of neural networks to identify patterns and factors influencing stock prices. These models can effectively capture general patterns in the market, such as stock price trends, volume-price relationships, and time variations. However, the impact of special irrationality factors -- such as market sentiment, speculative behavior, market manipulation, and psychological biases -- have not been fully considered in existing deep stock forecasting models due to their relative abstraction as well as lack of explicit labels and data description. To fill this gap, we propose UMI, a Universal multi-level Market Irrationality factor model to enhance stock return forecasting. The UMI model learns factors that can reflect irrational behaviors in market from both individual stock and overall market levels. For the stock-level, UMI construct an estimated rational price for each stock, which is cointegrated with the stock's actual price. The discrepancy between the actual and the rational prices serves as a factor to indicate stock-level irrational events. Additionally, we define market-level irrational behaviors as anomalous synchronous fluctuations of stocks within a market. Using two self-supervised representation learning tasks, i.e., sub-market comparative learning and market synchronism prediction, the UMI model incorporates market-level irrationalities into a market representation vector, which is then used as the market-level irrationality factor.

Jingtian Ma, Jingyuan Wang, Leong Hou U

Road networks are critical infrastructures underpinning intelligent transportation systems and their related applications. Effective representation learning of road networks remains challenging due to the complex interplay between spatial structures and frequency characteristics in traffic patterns. Existing graph neural networks for modeling road networks predominantly fall into two paradigms: spatial-based methods that capture local topology but tend to over-smooth representations, and spectral-based methods that analyze global frequency components but often overlook localized variations. This spatial-spectral misalignment limits their modeling capacity for road networks exhibiting both coarse global trends and fine-grained local fluctuations. To bridge this gap, we propose HiFiNet, a novel hierarchical frequency-decomposition graph neural network that unifies spatial and spectral modeling. HiFiNet constructs a multi-level hierarchy of virtual nodes to enable localized frequency analysis, and employs a decomposition-updating-reconstruction framework with a topology-aware graph transformer to separately model and fuse low- and high-frequency signals. Theoretically justified and empirically validated on multiple real-world datasets across four downstream tasks, HiFiNet demonstrates superior performance and generalization ability in capturing effective road network representations.

Kethmi Hirushini Hettige, Jiahao Ji, Cheng Long et al.

Spatio-temporal data mining plays a pivotal role in informed decision making across diverse domains. However, existing models are often restricted to narrow tasks, lacking the capacity for multi-task inference and complex long-form reasoning that require generation of in-depth, explanatory outputs. These limitations restrict their applicability to real-world, multi-faceted decision scenarios. In this work, we introduce STReason, a novel framework that integrates the reasoning strengths of large language models (LLMs) with the analytical capabilities of spatio-temporal models for multi-task inference and execution. Without requiring task-specific finetuning, STReason leverages in-context learning to decompose complex natural language queries into modular, interpretable programs, which are then systematically executed to generate both solutions and detailed rationales. To facilitate rigorous evaluation, we construct a new benchmark dataset and propose a unified evaluation framework with metrics specifically designed for long-form spatio-temporal reasoning. Experimental results show that STReason significantly outperforms advanced LLM baselines across all metrics, particularly excelling in complex, reasoning-intensive spatio-temporal scenarios. Human evaluations further validate STReason's credibility and practical utility, demonstrating its potential to reduce expert workload and broaden the applicability to real-world spatio-temporal tasks. We believe STReason provides a promising direction for developing more capable and generalizable spatio-temporal reasoning systems.

Tianci Bu, Le Zhou, Wenchuan Yang et al.

Trajectory data is crucial for various applications but often suffers from incompleteness due to device limitations and diverse collection scenarios. Existing imputation methods rely on sparse trajectory or travel information, such as velocity, to infer missing points. However, these approaches assume that sparse trajectories retain essential behavioral patterns, which place significant demands on data acquisition and overlook the potential of large-scale human trajectory embeddings. To address this, we propose ProDiff, a trajectory imputation framework that uses only two endpoints as minimal information. It integrates prototype learning to embed human movement patterns and a denoising diffusion probabilistic model for robust spatiotemporal reconstruction. Joint training with a tailored loss function ensures effective imputation. ProDiff outperforms state-of-the-art methods, improving accuracy by 6.28\% on FourSquare and 2.52\% on WuXi. Further analysis shows a 0.927 correlation between generated and real trajectories, demonstrating the effectiveness of our approach.

Jingyuan Wang, Shengdong Xu, Yang Yang

This report provide a detailed description of the method that we proposed in the TRAC-2024 Offline Harm Potential dentification which encloses two sub-tasks. The investigation utilized a rich dataset comprised of social media comments in several Indian languages, annotated with precision by expert judges to capture the nuanced implications for offline context harm. The objective assigned to the participants was to design algorithms capable of accurately assessing the likelihood of harm in given situations and identifying the most likely target(s) of offline harm. Our approach ranked second in two separate tracks, with F1 values of 0.73 and 0.96 respectively. Our method principally involved selecting pretrained models for finetuning, incorporating contrastive learning techniques, and culminating in an ensemble approach for the test set.

Zehua Liu, Zimeng Li, Jingyuan Wang et al.

Significance testing aims to determine whether a proposition about the population distribution is the truth or not given observations. However, traditional significance testing often needs to derive the distribution of the testing statistic, failing to deal with complex nonlinear relationships. In this paper, we propose to conduct Full Bayesian Significance Testing for neural networks, called \textit{n}FBST, to overcome the limitation in relationship characterization of traditional approaches. A Bayesian neural network is utilized to fit the nonlinear and multi-dimensional relationships with small errors and avoid hard theoretical derivation by computing the evidence value. Besides, \textit{n}FBST can test not only global significance but also local and instance-wise significance, which previous testing methods don't focus on. Moreover, \textit{n}FBST is a general framework that can be extended based on the measures selected, such as Grad-\textit{n}FBST, LRP-\textit{n}FBST, DeepLIFT-\textit{n}FBST, LIME-\textit{n}FBST. A range of experiments on both simulated and real data are conducted to show the advantages of our method.

Junyi Li, Tianyi Tang, Wayne Xin Zhao et al.

Large language models (LLMs) encode a large amount of world knowledge. However, as such knowledge is frozen at the time of model training, the models become static and limited by the training data at that time. In order to further improve the capacity of LLMs for knowledge-intensive tasks, we consider augmenting LLMs with the large-scale web using search engine. Unlike previous augmentation sources (e.g., Wikipedia data dump), the web provides broader, more comprehensive and constantly updated information. In this paper, we present a web-augmented LLM UNIWEB, which is trained over 16 knowledge-intensive tasks in a unified text-to-text format. Instead of simply using the retrieved contents from web, our approach has made two major improvements. Firstly, we propose an adaptive search engine assisted learning method that can self-evaluate the confidence level of LLM's predictions, and adaptively determine when to refer to the web for more data, which can avoid useless or noisy augmentation from web. Secondly, we design a pretraining task, i.e., continual knowledge learning, based on salient spans prediction, to reduce the discrepancy between the encoded and retrieved knowledge. Experiments on a wide range of knowledge-intensive tasks show that our model significantly outperforms previous retrieval-augmented methods.

Hui Wang, Kun Zhou, Wayne Xin Zhao et al.

Due to the flexibility in modelling data heterogeneity, heterogeneous information network (HIN) has been adopted to characterize complex and heterogeneous auxiliary data in top-$N$ recommender systems, called \emph{HIN-based recommendation}. HIN characterizes complex, heterogeneous data relations, containing a variety of information that may not be related to the recommendation task. Therefore, it is challenging to effectively leverage useful information from HINs for improving the recommendation performance. To address the above issue, we propose a Curriculum pre-training based HEterogeneous Subgraph Transformer (called \emph{CHEST}) with new \emph{data characterization}, \emph{representation model} and \emph{learning algorithm}. Specifically, we consider extracting useful information from HIN to compose the interaction-specific heterogeneous subgraph, containing both sufficient and relevant context information for recommendation. Then we capture the rich semantics (\eg graph structure and path semantics) within the subgraph via a heterogeneous subgraph Transformer, where we encode the subgraph with multi-slot sequence representations. Besides, we design a curriculum pre-training strategy to provide an elementary-to-advanced learning process, by which we smoothly transfer basic semantics in HIN for modeling user-item interaction relation. Extensive experiments conducted on three real-world datasets demonstrate the superiority of our proposed method over a number of competitive baselines, especially when only limited training data is available.

Xiaojian Wang, Jingyuan Wang, Ke Tang

Deep learning models are favored in many research and industry areas and have reached the accuracy of approximating or even surpassing human level. However they've long been considered by researchers as black-box models for their complicated nonlinear property. In this paper, we propose a multi-level decision framework to provide comprehensive interpretation for the deep neural network model. In this multi-level decision framework, by fitting decision trees for each neuron and aggregate them together, a multi-level decision structure (MLD) is constructed at first, which can approximate the performance of the target neural network model with high efficiency and high fidelity. In terms of local explanation for sample, two algorithms are proposed based on MLD structure: forward decision generation algorithm for providing sample decisions, and backward rule induction algorithm for extracting sample rule-mapping recursively. For global explanation, frequency-based and out-of-bag based methods are proposed to extract important features in the neural network decision. Furthermore, experiments on the MNIST and National Free Pre-Pregnancy Check-up (NFPC) dataset are carried out to demonstrate the effectiveness and interpretability of MLD framework. In the evaluation process, both functionally-grounded and human-grounded methods are used to ensure credibility.

Mingxuan Li, Jingyuan Wang, Yufan Wu

Deep Neural Network (DDN) has achieved notable success in various tasks, including many security concerning scenarios. However, a considerable amount of work has proved its vulnerability to adversaries. We unravel the properties that can intrinsically differentiate adversarial examples and normal inputs through theoretical analysis. That is, adversarial examples generated by $L_2$ attacks usually have larger input sensitivity which can be used to identify them efficiently. We also found that those generated by $L_\infty$ attacks will be different enough in the pixel domain to be detected empirically. To verify our analysis, we proposed a \textbf{G}uided \textbf{C}omplementary \textbf{D}efense module (\textbf{GCD}) integrating detection and recovery processes. When compared with adversarial detection methods, our detector achieves a detection AUC of over 0.98 against most of the attacks. When comparing our guided rectifier with commonly used adversarial training methods and other rectification methods, our rectifier outperforms them by a large margin. We achieve a recovered classification accuracy of up to 99\% on MNIST, 89\% on CIFAR-10, and 87\% on ImageNet subsets against $L_2$ attacks. Furthermore, under the white-box setting, our holistic defensive module shows a promising degree of robustness. Thus, we confirm that at least $L_2$ adversarial examples are intrinsically different enough from normal inputs both theoretically and empirically. And we shed light upon designing simple yet effective defensive methods with these properties.

Jingyuan Wang, Yang Zhang, Ke Tang et al.

Recent years have witnessed the successful marriage of finance innovations and AI techniques in various finance applications including quantitative trading (QT). Despite great research efforts devoted to leveraging deep learning (DL) methods for building better QT strategies, existing studies still face serious challenges especially from the side of finance, such as the balance of risk and return, the resistance to extreme loss, and the interpretability of strategies, which limit the application of DL-based strategies in real-life financial markets. In this work, we propose AlphaStock, a novel reinforcement learning (RL) based investment strategy enhanced by interpretable deep attention networks, to address the above challenges. Our main contributions are summarized as follows: i) We integrate deep attention networks with a Sharpe ratio-oriented reinforcement learning framework to achieve a risk-return balanced investment strategy; ii) We suggest modeling interrelationships among assets to avoid selection bias and develop a cross-asset attention mechanism; iii) To our best knowledge, this work is among the first to offer an interpretable investment strategy using deep reinforcement learning models. The experiments on long-periodic U.S. and Chinese markets demonstrate the effectiveness and robustness of AlphaStock over diverse market states. It turns out that AlphaStock tends to select the stocks as winners with high long-term growth, low volatility, high intrinsic value, and being undervalued recently.

Jingyuan Wang, Ning Wu, Wayne Xin Zhao et al.

Personalized Route Recommendation (PRR) aims to generate user-specific route suggestions in response to users' route queries. Early studies cast the PRR task as a pathfinding problem on graphs, and adopt adapted search algorithms by integrating heuristic strategies. Although these methods are effective to some extent, they require setting the cost functions with heuristics. In addition, it is difficult to utilize useful context information in the search procedure. To address these issues, we propose using neural networks to automatically learn the cost functions of a classic heuristic algorithm, namely A* algorithm, for the PRR task. Our model consists of two components. First, we employ attention-based Recurrent Neural Networks (RNN) to model the cost from the source to the candidate location by incorporating useful context information. Instead of learning a single cost value, the RNN component is able to learn a time-varying vectorized representation for the moving state of a user. Second, we propose to use a value network for estimating the cost from a candidate location to the destination. For capturing structural characteristics, the value network is built on top of improved graph attention networks by incorporating the moving state of a user and other context information. The two components are integrated in a principled way for deriving a more accurate cost of a candidate location. Extensive experiment results on three real-world datasets have shown the effectiveness and robustness of the proposed model.

Kai Feng, Han Hong, Ke Tang et al.

The Receiver Operating Characteristic (ROC) curve is a representation of the statistical information discovered in binary classification problems and is a key concept in machine learning and data science. This paper studies the statistical properties of ROC curves and its implication on model selection. We analyze the implications of different models of incentive heterogeneity and information asymmetry on the relation between human decisions and the ROC curves. Our theoretical discussion is illustrated in the context of a large data set of pregnancy outcomes and doctor diagnosis from the Pre-Pregnancy Checkups of reproductive age couples in Henan Province provided by the Chinese Ministry of Health.

Jingyuan Wang, Junjie Wu, Ze Wang et al.

Recent years have witnessed the world-wide emergence of mega-metropolises with incredibly huge populations. Understanding residents mobility patterns, or urban dynamics, thus becomes crucial for building modern smart cities. In this paper, we propose a Neighbor-Regularized and context-aware Non-negative Tensor Factorization model (NR-cNTF) to discover interpretable urban dynamics from urban heterogeneous data. Different from many existing studies concerned with prediction tasks via tensor completion, NR-cNTF focuses on gaining urban managerial insights from spatial, temporal, and spatio-temporal patterns. This is enabled by high-quality Tucker factorizations regularized by both POI-based urban contexts and geographically neighboring relations. NR-cNTF is also capable of unveiling long-term evolutions of urban dynamics via a pipeline initialization approach. We apply NR-cNTF to a real-life data set containing rich taxi GPS trajectories and POI records of Beijing. The results indicate: 1) NR-cNTF accurately captures four kinds of city rhythms and seventeen spatial communities; 2) the rapid development of Beijing, epitomized by the CBD area, indeed intensifies the job-housing imbalance; 3) the southern areas with recent government investments have shown more healthy development tendency. Finally, NR-cNTF is compared with some baselines on traffic prediction, which further justifies the importance of urban contexts awareness and neighboring regulations.

Jingyuan Wang, Kai Feng, Junjie Wu

The deep network model, with the majority built on neural networks, has been proved to be a powerful framework to represent complex data for high performance machine learning. In recent years, more and more studies turn to nonneural network approaches to build diverse deep structures, and the Deep Stacking Network (DSN) model is one of such approaches that uses stacked easy-to-learn blocks to build a parameter-training-parallelizable deep network. In this paper, we propose a novel SVM-based Deep Stacking Network (SVM-DSN), which uses the DSN architecture to organize linear SVM classifiers for deep learning. A BP-like layer tuning scheme is also proposed to ensure holistic and local optimizations of stacked SVMs simultaneously. Some good math properties of SVM, such as the convex optimization, is introduced into the DSN framework by our model. From a global view, SVM-DSN can iteratively extract data representations layer by layer as a deep neural network but with parallelizability, and from a local view, each stacked SVM can converge to its optimal solution and obtain the support vectors, which compared with neural networks could lead to interesting improvements in anti-saturation and interpretability. Experimental results on both image and text data sets demonstrate the excellent performances of SVM-DSN compared with some competitive benchmark models.

Jingyuan Wang, Ze Wang, Jianfeng Li et al.

Recent years have witnessed the unprecedented rising of time series from almost all kindes of academic and industrial fields. Various types of deep neural network models have been introduced to time series analysis, but the important frequency information is yet lack of effective modeling. In light of this, in this paper we propose a wavelet-based neural network structure called multilevel Wavelet Decomposition Network (mWDN) for building frequency-aware deep learning models for time series analysis. mWDN preserves the advantage of multilevel discrete wavelet decomposition in frequency learning while enables the fine-tuning of all parameters under a deep neural network framework. Based on mWDN, we further propose two deep learning models called Residual Classification Flow (RCF) and multi-frequecy Long Short-Term Memory (mLSTM) for time series classification and forecasting, respectively. The two models take all or partial mWDN decomposed sub-series in different frequencies as input, and resort to the back propagation algorithm to learn all the parameters globally, which enables seamless embedding of wavelet-based frequency analysis into deep learning frameworks. Extensive experiments on 40 UCR datasets and a real-world user volume dataset demonstrate the excellent performance of our time series models based on mWDN. In particular, we propose an importance analysis method to mWDN based models, which successfully identifies those time-series elements and mWDN layers that are crucially important to time series analysis. This indeed indicates the interpretability advantage of mWDN, and can be viewed as an indepth exploration to interpretable deep learning.