Sikun Yang

Sikun Yang, Hongyuan Zha

We study the problem of estimating latent population flows from aggregated count data. This problem arises when individual trajectories are not available due to privacy issues or measurement fidelity. Instead, the aggregated observations are measured over discrete-time points, for estimating the population flows among states. Most related studies tackle the problems by learning the transition parameters of a time-homogeneous Markov process. Nonetheless, most real-world population flows can be influenced by various uncertainties such as traffic jam and weather conditions. Thus, in many cases, a time-homogeneous Markov model is a poor approximation of the much more complex population flows. To circumvent this difficulty, we resort to a multi-marginal optimal transport (MOT) formulation that can naturally represent aggregated observations with constrained marginals, and encode time-dependent transition matrices by the cost functions. In particular, we propose to estimate the transition flows from aggregated data by learning the cost functions of the MOT framework, which enables us to capture time-varying dynamic patterns. The experiments demonstrate the improved accuracy of the proposed algorithms than the related methods in estimating several real-world transition flows.

Jin Guo, Ting Gao, Yufu Lan et al.

Stochastic Gumbel graph networks are proposed to learn high-dimensional time series, where the observed dimensions are often spatially correlated. To that end, the observed randomness and spatial-correlations are captured by learning the drift and diffusion terms of the stochastic differential equation with a Gumble matrix embedding, respectively. In particular, this novel framework enables us to investigate the implicit regularization effect of the noise terms in S-GGNs. We provide a theoretical guarantee for the proposed S-GGNs by deriving the difference between the two corresponding loss functions in a small neighborhood of weight. Then, we employ Kuramoto's model to generate data for comparing the spectral density from the Hessian Matrix of the two loss functions. Experimental results on real-world data, demonstrate that S-GGNs exhibit superior convergence, robustness, and generalization, compared with state-of-the-arts.

Yang Cao, Bicheng Yu, Sikun Yang et al.

Despite significant progress in text anomaly detection for web applications such as spam filtering and fake news detection, existing methods are fundamentally limited to document-level analysis, unable to identify which specific parts of a text are anomalous. We introduce token-level anomaly detection, a novel paradigm that enables fine-grained localization of anomalies within text. We formally define text anomalies at both document and token-levels, and propose a unified detection framework that operates across multiple levels. To facilitate research in this direction, we collect and annotate three benchmark datasets spanning spam, reviews and grammar errors with token-level labels. Experimental results demonstrate that our framework get better performance than other 6 baselines, opening new possibilities for precise anomaly localization in text. All the codes and data are publicly available on https://github.com/charles-cao/TokenCore.

Yang Cao, Sikun Yang, Yujiu Yang et al.

Two-step approaches combining pre-trained large language model embeddings and anomaly detectors demonstrate strong performance in text anomaly detection by leveraging rich semantic representations. However, high-dimensional dense embeddings extracted by large language models pose challenges due to substantial memory requirements and high computation time. To address this challenge, we introduce the Simplified Isolation Kernel (SIK), which maps high-dimensional dense embeddings to lower-dimensional sparse representations while preserving crucial anomaly characteristics. SIK has linear time complexity and significantly reduces space complexity through its innovative boundary-focused feature mapping. Experiments across 7 datasets demonstrate that SIK achieves better detection performance than 11 state-of-the-art (SOTA) anomaly detection algorithms while maintaining computational efficiency and low memory cost. All code and demonstrations are available at https://github.com/charles-cao/SIK.

Xin Jing, Yichen Jing, Yuhuan Lu et al.

Information popularity prediction is important yet challenging in various domains, including viral marketing and news recommendations. The key to accurately predicting information popularity lies in subtly modeling the underlying temporal information diffusion process behind observed events of an information cascade, such as the retweets of a tweet. To this end, most existing methods either adopt recurrent networks to capture the temporal dynamics from the first to the last observed event or develop a statistical model based on self-exciting point processes to make predictions. However, information diffusion is intrinsically a complex continuous-time process with irregularly observed discrete events, which is oversimplified using recurrent networks as they fail to capture the irregular time intervals between events, or using self-exciting point processes as they lack flexibility to capture the complex diffusion process. Against this background, we propose ConCat, modeling the Continuous-time dynamics of Cascades for information popularity prediction. On the one hand, it leverages neural Ordinary Differential Equations (ODEs) to model irregular events of a cascade in continuous time based on the cascade graph and sequential event information. On the other hand, it considers cascade events as neural temporal point processes (TPPs) parameterized by a conditional intensity function which can also benefit the popularity prediction task. We conduct extensive experiments to evaluate ConCat on three real-world datasets. Results show that ConCat achieves superior performance compared to state-of-the-art baselines, yielding a 2.3%-33.2% improvement over the best-performing baselines across the three datasets.

Huixiu Jiang, Ling Yang, Yu Bao et al.

Stochastic optimization plays a crucial role in the advancement of deep learning technologies. Over the decades, significant effort has been dedicated to improving the training efficiency and robustness of deep neural networks, via various strategies including gradient normalization (GN) and gradient centralization (GC). Nevertheless, to the best of our knowledge, no one has considered to capture the optimal gradient descent trajectory, by adaptively controlling gradient descent direction. To address this concern, this paper is the first attempt to study a new optimization technique for deep neural networks, using the sum normalization of a gradient vector as coefficients, to dynamically regularize gradients and thus to effectively control optimization direction. The proposed technique is hence named as the adaptive gradient regularization (AGR). It can be viewed as an adaptive gradient clipping method. The theoretical analysis reveals that the AGR can effectively smooth the loss landscape, and hence can significantly improve the training efficiency and model generalization performance. We note that AGR can greatly improve the training efficiency of vanilla optimizers' including Adan and AdamW, by adding only three lines of code. The final experiments conducted on image generation, image classification, and language representation, demonstrate that the AGR method can not only improve the training efficiency but also enhance the model generalization performance.

Sikun Yang, Hongyuan Zha

Continuously-observed event occurrences, often exhibit self- and mutually-exciting effects, which can be well modeled using temporal point processes. Beyond that, these event dynamics may also change over time, with certain periodic trends. We propose a novel variational auto-encoder to capture such a mixture of temporal dynamics. More specifically, the whole time interval of the input sequence is partitioned into a set of sub-intervals. The event dynamics are assumed to be stationary within each sub-interval, but could be changing across those sub-intervals. In particular, we use a sequential latent variable model to learn a dependency graph between the observed dimensions, for each sub-interval. The model predicts the future event times, by using the learned dependency graph to remove the noncontributing influences of past events. By doing so, the proposed model demonstrates its higher accuracy in predicting inter-event times and event types for several real-world event sequences, compared with existing state of the art neural point processes.

Yang Cao, Sikun Yang, Chen Li et al.

Text anomaly detection is crucial for identifying spam, misinformation, and offensive language in natural language processing tasks. Despite the growing adoption of embedding-based methods, their effectiveness and generalizability across diverse application scenarios remain under-explored. To address this, we present TAD-Bench, a comprehensive benchmark designed to systematically evaluate embedding-based approaches for text anomaly detection. TAD-Bench integrates multiple datasets spanning different domains, combining state-of-the-art embeddings from large language models with a variety of anomaly detection algorithms. Through extensive experiments, we analyze the interplay between embeddings and detection methods, uncovering their strengths, weaknesses, and applicability to different tasks. These findings offer new perspectives on building more robust, efficient, and generalizable anomaly detection systems for real-world applications.

Jiahao Wang, Sikun Yang, Heinz Koeppl et al.

Probabilistic approaches for handling count-valued time sequences have attracted amounts of research attentions because their ability to infer explainable latent structures and to estimate uncertainties, and thus are especially suitable for dealing with \emph{noisy} and \emph{incomplete} count data. Among these models, Poisson-Gamma Dynamical Systems (PGDSs) are proven to be effective in capturing the evolving dynamics underlying observed count sequences. However, the state-of-the-art PGDS still fails to capture the \emph{time-varying} transition dynamics that are commonly observed in real-world count time sequences. To mitigate this gap, a non-stationary PGDS is proposed to allow the underlying transition matrices to evolve over time, and the evolving transition matrices are modeled by sophisticatedly-designed Dirichlet Markov chains. Leveraging Dirichlet-Multinomial-Beta data augmentation techniques, a fully-conjugate and efficient Gibbs sampler is developed to perform posterior simulation. Experiments show that, in comparison with related models, the proposed non-stationary PGDS achieves improved predictive performance due to its capacity to learn non-stationary dependency structure captured by the time-evolving transition matrices.

Yang Cao, Sikun Yang, Kai He et al.

Measuring similarity between incomplete data is a fundamental challenge in web mining, recommendation systems, and user behavior analysis. Traditional approaches either discard incomplete data or perform imputation as a preprocessing step, leading to information loss and biased similarity estimates. This paper presents the proximity kernel, a new similarity measure that directly computes similarity between incomplete data in kernel feature space without explicit imputation in the original space. The proposed method introduces data-dependent binning combined with proximity assignment to project data into a high-dimensional sparse representation that adapts to local density variations. For missing value handling, we propose a cascading fallback strategy to estimate missing feature distributions. We conduct clustering tasks on the proposed kernel representation across 12 real world incomplete datasets, demonstrating superior performance compared to existing methods while maintaining linear time complexity. All the code are available at https://anonymous.4open.science/r/proximity-kernel-2289.

Yang Cao, Sikun Yang, Hao Tian et al.

Anomaly detection is a critical task in data mining and management with applications spanning fraud detection, network security, and log monitoring. Despite extensive research, existing unsupervised anomaly detection methods still face fundamental challenges including conflicting distributional assumptions, computational inefficiency, and difficulty handling different anomaly types. To address these problems, we propose ISER (Isolation-based Spherical Ensemble Representations) that extends existing isolation-based methods by using hypersphere radii as proxies for local density characteristics while maintaining linear time and constant space complexity. ISER constructs ensemble representations where hypersphere radii encode density information: smaller radii indicate dense regions while larger radii correspond to sparse areas. We introduce a novel similarity-based scoring method that measures pattern consistency by comparing ensemble representations against a theoretical anomaly reference pattern. Additionally, we enhance the performance of Isolation Forest by using ISER and adapting the scoring function to address axis-parallel bias and local anomaly detection limitations. Comprehensive experiments on 22 real-world datasets demonstrate ISER's superior performance over 11 baseline methods.

Hong-Kun Zhang, Xin Li, Sikun Yang et al.

A novel neural network inspired by Cauchy's integral formula, is proposed for function approximation tasks that include time series forecasting, missing data imputation, etc. Hence, the novel neural network is named CauchyNet. By embedding real-valued data into the complex plane, CauchyNet efficiently captures complex temporal dependencies, surpassing traditional real-valued models in both predictive performance and computational efficiency. Grounded in Cauchy's integral formula and supported by the universal approximation theorem, CauchyNet offers strong theoretical guarantees for function approximation. The architecture incorporates complex-valued activation functions, enabling robust learning from incomplete data while maintaining a compact parameter footprint and reducing computational overhead. Through extensive experiments in diverse domains, including transportation, energy consumption, and epidemiological data, CauchyNet consistently outperforms state-of-the-art models in predictive accuracy, often achieving a 50% lower mean absolute error with fewer parameters. These findings highlight CauchyNet's potential as an effective and efficient tool for data-driven predictive modeling, particularly in resource-constrained and data-scarce environments.

Xin Du, Sikun Yang, Wouter Duivesteijn et al.

Understanding the nuanced performance of machine learning models is essential for responsible deployment, especially in high-stakes domains like healthcare and finance. This paper introduces a novel framework, Conformalized Exceptional Model Mining, which combines the rigor of Conformal Prediction with the explanatory power of Exceptional Model Mining (EMM). The proposed framework identifies cohesive subgroups within data where model performance deviates exceptionally, highlighting regions of both high confidence and high uncertainty. We develop a new model class, mSMoPE (multiplex Soft Model Performance Evaluation), which quantifies uncertainty through conformal prediction's rigorous coverage guarantees. By defining a new quality measure, Relative Average Uncertainty Loss (RAUL), our framework isolates subgroups with exceptional performance patterns in multi-class classification and regression tasks. Experimental results across diverse datasets demonstrate the framework's effectiveness in uncovering interpretable subgroups that provide critical insights into model behavior. This work lays the groundwork for enhancing model interpretability and reliability, advancing the state-of-the-art in explainable AI and uncertainty quantification.

Xincan Yu, Sikun Yang

We propose a novel dynamic network model to capture evolving latent communities within temporal networks. To achieve this, we decompose each observed dynamic edge between vertices using a Poisson-gamma edge partition model, assigning each vertex to one or more latent communities through \emph{nonnegative} vertex-community memberships. Specifically, hierarchical transition kernels are employed to model the interactions between these latent communities in the observed temporal network. A hierarchical graph prior is placed on the transition structure of the latent communities, allowing us to model how they evolve and interact over time. Consequently, our dynamic network enables the inferred community structure to merge, split, and interact with one another, providing a comprehensive understanding of complex network dynamics. Experiments on various real-world network datasets demonstrate that the proposed model not only effectively uncovers interpretable latent structures but also surpasses other state-of-the art dynamic network models in the tasks of link prediction and community detection.

Sikun Yang, Heinz Koeppl

The edge partition model (EPM) is a generative model for extracting an overlapping community structure from static graph-structured data. In the EPM, the gamma process (GaP) prior is adopted to infer the appropriate number of latent communities, and each vertex is endowed with a gamma distributed positive memberships vector. Despite having many attractive properties, inference in the EPM is typically performed using Markov chain Monte Carlo (MCMC) methods that prevent it from being applied to massive network data. In this paper, we generalize the EPM to account for dynamic enviroment by representing each vertex with a positive memberships vector constructed using Dirichlet prior specification, and capturing the time-evolving behaviour of vertices via a Dirichlet Markov chain construction. A simple-to-implement Gibbs sampler is proposed to perform posterior computation using Negative- Binomial augmentation technique. For large network data, we propose a stochastic gradient Markov chain Monte Carlo (SG-MCMC) algorithm for scalable inference in the proposed model. The experimental results show that the novel methods achieve competitive performance in terms of link prediction, while being much faster.

Rui Huang, Sikun Yang, Heinz Koeppl

Modeling count-valued time series has been receiving increasing attention since count time series naturally arise in physical and social domains. Poisson gamma dynamical systems (PGDSs) are newly-developed methods, which can well capture the expressive latent transition structure and bursty dynamics behind count sequences. In particular, PGDSs demonstrate superior performance in terms of data imputation and prediction, compared with canonical linear dynamical system (LDS) based methods. Despite these advantages, PGDS cannot capture the heterogeneous overdispersed behaviours of the underlying dynamic processes. To mitigate this defect, we propose a negative-binomial-randomized gamma Markov process, which not only significantly improves the predictive performance of the proposed dynamical system, but also facilitates the fast convergence of the inference algorithm. Moreover, we develop methods to estimate both factor-structured and graph-structured transition dynamics, which enable us to infer more explainable latent structure, compared with PGDSs. Finally, we demonstrate the explainable latent structure learned by the proposed method, and show its superior performance in imputing missing data and forecasting future observations, compared with the related models.

Sikun Yang, Heinz Koeppl

Group factor analysis (GFA) methods have been widely used to infer the common structure and the group-specific signals from multiple related datasets in various fields including systems biology and neuroimaging. To date, most available GFA models require Gibbs sampling or slice sampling to perform inference, which prevents the practical application of GFA to large-scale data. In this paper we present an efficient collapsed variational inference (CVI) algorithm for the nonparametric Bayesian group factor analysis (NGFA) model built upon an hierarchical beta Bernoulli process. Our CVI algorithm proceeds by marginalizing out the group-specific beta process parameters, and then approximating the true posterior in the collapsed space using mean field methods. Experimental results on both synthetic and real-world data demonstrate the effectiveness of our CVI algorithm for the NGFA compared with state-of-the-art GFA methods.