Cheng‐Han Huang

LG
h-index24
6papers
89citations
Novelty59%
AI Score29

6 Papers

2.0LGJun 1, 2023
Graph-Level Embedding for Time-Evolving Graphs

Lili Wang, Chenghan Huang, Weicheng Ma et al.

Graph representation learning (also known as network embedding) has been extensively researched with varying levels of granularity, ranging from nodes to graphs. While most prior work in this area focuses on node-level representation, limited research has been conducted on graph-level embedding, particularly for dynamic or temporal networks. However, learning low-dimensional graph-level representations for dynamic networks is critical for various downstream graph retrieval tasks such as temporal graph similarity ranking, temporal graph isomorphism, and anomaly detection. In this paper, we present a novel method for temporal graph-level embedding that addresses this gap. Our approach involves constructing a multilayer graph and using a modified random walk with temporal backtracking to generate temporal contexts for the graph's nodes. We then train a "document-level" language model on these contexts to generate graph-level embeddings. We evaluate our proposed model on five publicly available datasets for the task of temporal graph similarity ranking, and our model outperforms baseline methods. Our experimental results demonstrate the effectiveness of our method in generating graph-level embeddings for dynamic networks.

1.2STJun 1, 2023
Joint Latent Topic Discovery and Expectation Modeling for Financial Markets

Lili Wang, Chenghan Huang, Chongyang Gao et al.

In the pursuit of accurate and scalable quantitative methods for financial market analysis, the focus has shifted from individual stock models to those capturing interrelations between companies and their stocks. However, current relational stock methods are limited by their reliance on predefined stock relationships and the exclusive consideration of immediate effects. To address these limitations, we present a groundbreaking framework for financial market analysis. This approach, to our knowledge, is the first to jointly model investor expectations and automatically mine latent stock relationships. Comprehensive experiments conducted on China's CSI 300, one of the world's largest markets, demonstrate that our model consistently achieves an annual return exceeding 10%. This performance surpasses existing benchmarks, setting a new state-of-the-art standard in stock return prediction and multiyear trading simulations (i.e., backtesting).

7.5LGJul 29, 2021Code
Few-Shot and Continual Learning with Attentive Independent Mechanisms

Eugene Lee, Cheng-Han Huang, Chen-Yi Lee

Deep neural networks (DNNs) are known to perform well when deployed to test distributions that shares high similarity with the training distribution. Feeding DNNs with new data sequentially that were unseen in the training distribution has two major challenges -- fast adaptation to new tasks and catastrophic forgetting of old tasks. Such difficulties paved way for the on-going research on few-shot learning and continual learning. To tackle these problems, we introduce Attentive Independent Mechanisms (AIM). We incorporate the idea of learning using fast and slow weights in conjunction with the decoupling of the feature extraction and higher-order conceptual learning of a DNN. AIM is designed for higher-order conceptual learning, modeled by a mixture of experts that compete to learn independent concepts to solve a new task. AIM is a modular component that can be inserted into existing deep learning frameworks. We demonstrate its capability for few-shot learning by adding it to SIB and trained on MiniImageNet and CIFAR-FS, showing significant improvement. AIM is also applied to ANML and OML trained on Omniglot, CIFAR-100 and MiniImageNet to demonstrate its capability in continual learning. Code made publicly available at https://github.com/huang50213/AIM-Fewshot-Continual.

4.3SISep 14, 2021
Embedding Node Structural Role Identity Using Stress Majorization

Lili Wang, Chenghan Huang, Weicheng Ma et al.

Nodes in networks may have one or more functions that determine their role in the system. As opposed to local proximity, which captures the local context of nodes, the role identity captures the functional "role" that nodes play in a network, such as being the center of a group, or the bridge between two groups. This means that nodes far apart in a network can have similar structural role identities. Several recent works have explored methods for embedding the roles of nodes in networks. However, these methods all rely on either approximating or indirect modeling of structural equivalence. In this paper, we present a novel and flexible framework using stress majorization, to transform the high-dimensional role identities in networks directly (without approximation or indirect modeling) to a low-dimensional embedding space. Our method is also flexible, in that it does not rely on specific structural similarity definitions. We evaluated our method on the tasks of node classification, clustering, and visualization, using three real-world and five synthetic networks. Our experiments show that our framework achieves superior results than existing methods in learning node role representations.

9.2LGSep 14, 2021
Graph Embedding via Diffusion-Wavelets-Based Node Feature Distribution Characterization

Lili Wang, Chenghan Huang, Weicheng Ma et al.

Recent years have seen a rise in the development of representational learning methods for graph data. Most of these methods, however, focus on node-level representation learning at various scales (e.g., microscopic, mesoscopic, and macroscopic node embedding). In comparison, methods for representation learning on whole graphs are currently relatively sparse. In this paper, we propose a novel unsupervised whole graph embedding method. Our method uses spectral graph wavelets to capture topological similarities on each k-hop sub-graph between nodes and uses them to learn embeddings for the whole graph. We evaluate our method against 12 well-known baselines on 4 real-world datasets and show that our method achieves the best performance across all experiments, outperforming the current state-of-the-art by a considerable margin.

7.3SIJun 18, 2021
Embedding Heterogeneous Networks into Hyperbolic Space Without Meta-path

Lili Wang, Chongyang Gao, Chenghan Huang et al.

Networks found in the real-world are numerous and varied. A common type of network is the heterogeneous network, where the nodes (and edges) can be of different types. Accordingly, there have been efforts at learning representations of these heterogeneous networks in low-dimensional space. However, most of the existing heterogeneous network embedding methods suffer from the following two drawbacks: (1) The target space is usually Euclidean. Conversely, many recent works have shown that complex networks may have hyperbolic latent anatomy, which is non-Euclidean. (2) These methods usually rely on meta-paths, which require domain-specific prior knowledge for meta-path selection. Additionally, different down-streaming tasks on the same network might require different meta-paths in order to generate task-specific embeddings. In this paper, we propose a novel self-guided random walk method that does not require meta-path for embedding heterogeneous networks into hyperbolic space. We conduct thorough experiments for the tasks of network reconstruction and link prediction on two public datasets, showing that our model outperforms a variety of well-known baselines across all tasks.