Yupu Yang

Xuhong Wang, Sirui Chen, Yixuan He et al.

Many real world applications can be formulated as event forecasting on Continuous Time Dynamic Graphs (CTDGs) where the occurrence of a timed event between two entities is represented as an edge along with its occurrence timestamp in the graphs.However, most previous works approach the problem in compromised settings, either formulating it as a link prediction task on the graph given the event time or a time prediction problem given which event will happen next. In this paper, we propose a novel model combining Graph Neural Networks and Marked Temporal Point Process (MTPP) that jointly forecasts multiple link events and their timestamps on communities over a CTDG. Moreover, to scale our model to large graphs, we factorize the jointly event prediction problem into three easier conditional probability modeling problems.To evaluate the effectiveness of our model and the rationale behind such a decomposition, we establish a set of benchmarks and evaluation metrics for this event forecasting task. Our experiments demonstrate the superior performance of our model in terms of both model accuracy and training efficiency.

Xuhong Wang, Ying Du, Shijie Lin et al.

Recently, deep generative models have become increasingly popular in unsupervised anomaly detection. However, deep generative models aim at recovering the data distribution rather than detecting anomalies. Besides, deep generative models have the risk of overfitting training samples, which has disastrous effects on anomaly detection performance. To solve the above two problems, we propose a Self-adversarial Variational Autoencoder with a Gaussian anomaly prior assumption. We assume that both the anomalous and the normal prior distribution are Gaussian and have overlaps in the latent space. Therefore, a Gaussian transformer net T is trained to synthesize anomalous but near-normal latent variables. Keeping the original training objective of Variational Autoencoder, besides, the generator G tries to distinguish between the normal latent variables and the anomalous ones synthesized by T, and the encoder E is trained to discriminate whether the output of G is real. These new objectives we added not only give both G and E the ability to discriminate but also introduce additional regularization to prevent overfitting. Compared with the SOTA baselines, the proposed model achieves significant improvements in extensive experiments. Datasets and our model are available at a Github repository.