Semi-Supervised Clustering via Structural Entropy with Different ConstraintsGuangjie Zeng, Hao Peng, Angsheng Li et al. · salesforce
Semi-supervised clustering techniques have emerged as valuable tools for leveraging prior information in the form of constraints to improve the quality of clustering outcomes. Despite the proliferation of such methods, the ability to seamlessly integrate various types of constraints remains limited. While structural entropy has proven to be a powerful clustering approach with wide-ranging applications, it has lacked a variant capable of accommodating these constraints. In this work, we present Semi-supervised clustering via Structural Entropy (SSE), a novel method that can incorporate different types of constraints from diverse sources to perform both partitioning and hierarchical clustering. Specifically, we formulate a uniform view for the commonly used pairwise and label constraints for both types of clustering. Then, we design objectives that incorporate these constraints into structural entropy and develop tailored algorithms for their optimization. We evaluate SSE on nine clustering datasets and compare it with eleven semi-supervised partitioning and hierarchical clustering methods. Experimental results demonstrate the superiority of SSE on clustering accuracy with different types of constraints. Additionally, the functionality of SSE for biological data analysis is demonstrated by cell clustering experiments conducted on four single-cell RNAseq datasets.
Kernel PCA for Out-of-Distribution Detection: Non-Linear Kernel Selections and ApproximationsKun Fang, Qinghua Tao, Mingzhen He et al.
Out-of-Distribution (OoD) detection is vital for the reliability of deep neural networks, the key of which lies in effectively characterizing the disparities between OoD and In-Distribution (InD) data. In this work, such disparities are exploited through a fresh perspective of non-linear feature subspace. That is, a discriminative non-linear subspace is learned from InD features to capture representative patterns of InD, while informative patterns of OoD features cannot be well captured in such a subspace due to their different distribution. Grounded on this perspective, we exploit the deviations of InD and OoD features in such a non-linear subspace for effective OoD detection. To be specific, we leverage the framework of Kernel Principal Component Analysis (KPCA) to attain the discriminative non-linear subspace and deploy the reconstruction error on such subspace to distinguish InD and OoD data. Two challenges emerge: (i) the learning of an effective non-linear subspace, i.e., the selection of kernel function in KPCA, and (ii) the computation of the kernel matrix with large-scale InD data. For the former, we reveal two vital non-linear patterns that closely relate to the InD-OoD disparity, leading to the establishment of a Cosine-Gaussian kernel for constructing the subspace. For the latter, we introduce two techniques to approximate the Cosine-Gaussian kernel with significantly cheap computations. In particular, our approximation is further tailored by incorporating the InD data confidence, which is demonstrated to promote the learning of discriminative subspaces for OoD data. Our study presents new insights into the non-linear feature subspace for OoD detection and contributes practical explorations on the associated kernel design and efficient computations, yielding a KPCA detection method with distinctively improved efficacy and efficiency.
4.1LGJul 13, 2025
Fourier Basis Mapping: A Time-Frequency Learning Framework for Time Series ForecastingRunze Yang, Longbing Cao, Xin You et al.
The integration of Fourier transform and deep learning opens new avenues for time series forecasting. We reconsider the Fourier transform from a basis functions perspective. Specifically, the real and imaginary parts of the frequency components can be regarded as the coefficients of cosine and sine basis functions at tiered frequency levels, respectively. We find that existing Fourier-based methods face inconsistent starting cycles and inconsistent series length issues. They fail to interpret frequency components precisely and overlook temporal information. Accordingly, the novel Fourier Basis Mapping (FBM) method addresses these issues by integrating time-frequency features through Fourier basis expansion and mapping in the time-frequency space. Our approach extracts explicit frequency features while preserving temporal characteristics. FBM supports plug-and-play integration with various types of neural networks by only adjusting the first initial projection layer for better performance. First, we propose FBM-L, FBM-NL, and FBM-NP to enhance linear, MLP-based, and Transformer-based models, respectively, demonstrating the effectiveness of time-frequency features. Next, we propose a synergetic model architecture, termed FBM-S, which decomposes the seasonal, trend, and interaction effects into three separate blocks, each designed to model time-frequency features in a specialized manner. Finally, we introduce several techniques tailored for time-frequency features, including interaction masking, centralization, patching, rolling window projection, and multi-scale down-sampling. The results are validated on diverse real-world datasets for both long-term and short-term forecasting tasks with SOTA performance.