Shuo Shang

Feng Guo, Yuntao Wen, Shen Gao et al.

Machine unlearning, which selectively removes harmful knowledge from a pre-trained model without retraining from scratch, is crucial for addressing privacy, regulatory compliance, and ethical concerns in Large Language Models (LLMs). However, existing unlearning methods often struggle to thoroughly remove harmful knowledge, leaving residual harmful knowledge that can be easily recovered. To address these limitations, we propose Knowledge Density-Guided Unlearning via Blocks Reinsertion (KUnBR), a novel approach that first identifies layers with rich harmful knowledge and then thoroughly eliminates the harmful knowledge via re-insertion strategy. Our method introduces knowledge density estimation to quantify and locate layers containing the most harmful knowledge, enabling precise unlearning. Additionally, we design a layer re-insertion strategy that extracts and re-inserts harmful knowledge-rich layers into the original LLM, bypassing gradient obstruction caused by cover layers and ensuring effective gradient propagation during unlearning. Extensive experiments conducted on several unlearning and general capability benchmarks demonstrate that KUnBR achieves state-of-the-art forgetting performance while maintaining model utility.

Shuqi Li, Yuebo Sun, Yuxin Lin et al.

There are two issues in news-driven multi-stock movement prediction tasks that are not well solved in the existing works. On the one hand, "relation discovery" is a pivotal part when leveraging the price information of other stocks to achieve accurate stock movement prediction. Given that stock relations are often unidirectional, such as the "supplier-consumer" relationship, causal relations are more appropriate to capture the impact between stocks. On the other hand, there is substantial noise existing in the news data leading to extracting effective information with difficulty. With these two issues in mind, we propose a novel framework called CausalStock for news-driven multi-stock movement prediction, which discovers the temporal causal relations between stocks. We design a lag-dependent temporal causal discovery mechanism to model the temporal causal graph distribution. Then a Functional Causal Model is employed to encapsulate the discovered causal relations and predict the stock movements. Additionally, we propose a Denoised News Encoder by taking advantage of the excellent text evaluation ability of large language models (LLMs) to extract useful information from massive news data. The experiment results show that CausalStock outperforms the strong baselines for both news-driven multi-stock movement prediction and multi-stock movement prediction tasks on six real-world datasets collected from the US, China, Japan, and UK markets. Moreover, getting benefit from the causal relations, CausalStock could offer a clear prediction mechanism with good explainability.