Anoushka Harit

Jialin Yu, Alexandra I. Cristea, Anoushka Harit et al.

This paper explores deep latent variable models for semi-supervised paraphrase generation, where the missing target pair for unlabelled data is modelled as a latent paraphrase sequence. We present a novel unsupervised model named variational sequence auto-encoding reconstruction (VSAR), which performs latent sequence inference given an observed text. To leverage information from text pairs, we additionally introduce a novel supervised model we call dual directional learning (DDL), which is designed to integrate with our proposed VSAR model. Combining VSAR with DDL (DDL+VSAR) enables us to conduct semi-supervised learning. Still, the combined model suffers from a cold-start problem. To further combat this issue, we propose an improved weight initialisation solution, leading to a novel two-stage training scheme we call knowledge-reinforced-learning (KRL). Our empirical evaluations suggest that the combined model yields competitive performance against the state-of-the-art supervised baselines on complete data. Furthermore, in scenarios where only a fraction of the labelled pairs are available, our combined model consistently outperforms the strong supervised model baseline (DDL) by a significant margin (p <.05; Wilcoxon test). Our code is publicly available at "https://github.com/jialin-yu/latent-sequence-paraphrase".

Jialin Yu, Alexandra I. Cristea, Anoushka Harit et al.

XAI with natural language processing aims to produce human-readable explanations as evidence for AI decision-making, which addresses explainability and transparency. However, from an HCI perspective, the current approaches only focus on delivering a single explanation, which fails to account for the diversity of human thoughts and experiences in language. This paper thus addresses this gap, by proposing a generative XAI framework, INTERACTION (explaIn aNd predicT thEn queRy with contextuAl CondiTional varIational autO-eNcoder). Our novel framework presents explanation in two steps: (step one) Explanation and Label Prediction; and (step two) Diverse Evidence Generation. We conduct intensive experiments with the Transformer architecture on a benchmark dataset, e-SNLI. Our method achieves competitive or better performance against state-of-the-art baseline models on explanation generation (up to 4.7% gain in BLEU) and prediction (up to 4.4% gain in accuracy) in step one; it can also generate multiple diverse explanations in step two.

Anoushka Harit, Zhongtian Sun, Jongmin Yu et al.

In the fast-paced and volatile financial markets, accurately predicting stock movements based on financial news is critical for investors and analysts. Traditional models often struggle to capture the intricate and dynamic relationships between news events and market reactions, limiting their ability to provide actionable insights. This paper introduces a novel approach leveraging Explainable Artificial Intelligence (XAI) through the development of a Geometric Hypergraph Attention Network (GHAN) to analyze the impact of financial news on market behaviours. Geometric hypergraphs extend traditional graph structures by allowing edges to connect multiple nodes, effectively modelling high-order relationships and interactions among financial entities and news events. This unique capability enables the capture of complex dependencies, such as the simultaneous impact of a single news event on multiple stocks or sectors, which traditional models frequently overlook. By incorporating attention mechanisms within hypergraphs, GHAN enhances the model's ability to focus on the most relevant information, ensuring more accurate predictions and better interpretability. Additionally, we employ BERT-based embeddings to capture the semantic richness of financial news texts, providing a nuanced understanding of the content. Using a comprehensive financial news dataset, our GHAN model addresses key challenges in financial news impact analysis, including the complexity of high-order interactions, the necessity for model interpretability, and the dynamic nature of financial markets. Integrating attention mechanisms and SHAP values within GHAN ensures transparency, highlighting the most influential factors driving market predictions. Empirical validation demonstrates the superior effectiveness of our approach over traditional sentiment analysis and time-series models.

Anoushka Harit, Zhongtian Sun

Human social behaviour is governed by complex interactions shaped by uncertainty, causality, and group dynamics. We propose Causal Spherical Hypergraph Networks (Causal-SphHN), a principled framework for socially grounded prediction that jointly models higher-order structure, directional influence, and epistemic uncertainty. Our method represents individuals as hyperspherical embeddings and group contexts as hyperedges, capturing semantic and relational geometry. Uncertainty is quantified via Shannon entropy over von Mises-Fisher distributions, while temporal causal dependencies are identified using Granger-informed subgraphs. Information is propagated through an angular message-passing mechanism that respects belief dispersion and directional semantics. Experiments on SNARE (offline networks), PHEME (online discourse), and AMIGOS (multimodal affect) show that Causal-SphHN improves predictive accuracy, robustness, and calibration over strong baselines. Moreover, it enables interpretable analysis of influence patterns and social ambiguity. This work contributes a unified causal-geometric approach for learning under uncertainty in dynamic social environments.

Zhongtian Sun, Anoushka Harit, Pietro Lio

While the impact of batch size on generalisation is well studied in vision tasks, its causal mechanisms remain underexplored in graph and text domains. We introduce a hypergraph-based causal framework, HGCNet, that leverages deep structural causal models (DSCMs) to uncover how batch size influences generalisation via gradient noise, minima sharpness, and model complexity. Unlike prior approaches based on static pairwise dependencies, HGCNet employs hypergraphs to capture higher-order interactions across training dynamics. Using do-calculus, we quantify direct and mediated effects of batch size interventions, providing interpretable, causally grounded insights into optimisation. Experiments on citation networks, biomedical text, and e-commerce reviews show that HGCNet outperforms strong baselines including GCN, GAT, PI-GNN, BERT, and RoBERTa. Our analysis reveals that smaller batch sizes causally enhance generalisation through increased stochasticity and flatter minima, offering actionable interpretability to guide training strategies in deep learning. This work positions interpretability as a driver of principled architectural and optimisation choices beyond post hoc analysis.

Zhongtian Sun, Anoushka Harit

We propose RicciFlowRec, a geometric recommendation framework that performs root cause attribution via Ricci curvature and flow on dynamic financial graphs. By modelling evolving interactions among stocks, macroeconomic indicators, and news, we quantify local stress using discrete Ricci curvature and trace shock propagation via Ricci flow. Curvature gradients reveal causal substructures, informing a structural risk-aware ranking function. Preliminary results on S\&P~500 data with FinBERT-based sentiment show improved robustness and interpretability under synthetic perturbations. This ongoing work supports curvature-based attribution and early-stage risk-aware ranking, with plans for portfolio optimization and return forecasting. To our knowledge, RicciFlowRec is the first recommender to apply geometric flow-based reasoning in financial decision support.

Anoushka Harit, Zhongtian Sun, Suncica Hadzidedic

We introduce ManifoldMind, a probabilistic geometric recommender system for exploratory reasoning over semantic hierarchies in hyperbolic space. Unlike prior methods with fixed curvature and rigid embeddings, ManifoldMind represents users, items, and tags as adaptive-curvature probabilistic spheres, enabling personalised uncertainty modeling and geometry-aware semantic exploration. A curvature-aware semantic kernel supports soft, multi-hop inference, allowing the model to explore diverse conceptual paths instead of overfitting to shallow or direct interactions. Experiments on four public benchmarks show superior NDCG, calibration, and diversity compared to strong baselines. ManifoldMind produces explicit reasoning traces, enabling transparent, trustworthy, and exploration-driven recommendations in sparse or abstract domains.

Zhongtian Sun, Anoushka Harit, Alexandra Cristea et al.

Graph Neural Networks (GNNs) have demonstrated significant success in learning from graph-structured data but often struggle on heterophilous graphs, where connected nodes differ in features or class labels. This limitation arises from indiscriminate neighbor aggregation and insufficient incorporation of higher-order structural patterns. To address these challenges, we propose GLANCE (Graph Logic Attention Network with Cluster Enhancement), a novel framework that integrates logic-guided reasoning, dynamic graph refinement, and adaptive clustering to enhance graph representation learning. GLANCE combines a logic layer for interpretable and structured embeddings, multi-head attention-based edge pruning for denoising graph structures, and clustering mechanisms for capturing global patterns. Experimental results in benchmark datasets, including Cornell, Texas, and Wisconsin, demonstrate that GLANCE achieves competitive performance, offering robust and interpretable solutions for heterophilous graph scenarios. The proposed framework is lightweight, adaptable, and uniquely suited to the challenges of heterophilous graphs.

Anoushka Harit, Zhongtian Sun, Jongmin Yu

We propose the Causal Sphere Hypergraph Transformer (CSHT), a novel architecture for interpretable financial time-series forecasting that unifies \emph{Granger-causal hypergraph structure}, \emph{Riemannian geometry}, and \emph{causally masked Transformer attention}. CSHT models the directional influence of financial news and sentiment on asset returns by extracting multivariate Granger-causal dependencies, which are encoded as directional hyperedges on the surface of a hypersphere. Attention is constrained via angular masks that preserve both temporal directionality and geometric consistency. Evaluated on S\&P 500 data from 2018 to 2023, including the 2020 COVID-19 shock, CSHT consistently outperforms baselines across return prediction, regime classification, and top-asset ranking tasks. By enforcing predictive causal structure and embedding variables in a Riemannian manifold, CSHT delivers both \emph{robust generalisation across market regimes} and \emph{transparent attribution pathways} from macroeconomic events to stock-level responses. These results suggest that CSHT is a principled and practical solution for trustworthy financial forecasting under uncertainty.

Anoushka Harit, William Prew, Zhongtian Sun et al.

Medical imaging foundation models must adapt over time, yet full retraining is often blocked by privacy constraints and cost. We present a continual learning framework that avoids storing patient exemplars by pairing class conditional diffusion replay with Elastic Weight Consolidation. Using a compact Vision Transformer backbone, we evaluate across eight MedMNIST v2 tasks and CheXpert. On CheXpert our approach attains 0.851 AUROC, reduces forgetting by more than 30\% relative to DER\texttt{++}, and approaches joint training at 0.869 AUROC, while remaining efficient and privacy preserving. Analyses connect forgetting to two measurable factors: fidelity of replay and Fisher weighted parameter drift, highlighting the complementary roles of replay diffusion and synaptic stability. The results indicate a practical route for scalable, privacy aware continual adaptation of clinical imaging models.

Jialin Yu, Laila Alrajhi, Anoushka Harit et al.

Massive Open Online Courses (MOOCs) have become a popular choice for e-learning thanks to their great flexibility. However, due to large numbers of learners and their diverse backgrounds, it is taxing to offer real-time support. Learners may post their feelings of confusion and struggle in the respective MOOC forums, but with the large volume of posts and high workloads for MOOC instructors, it is unlikely that the instructors can identify all learners requiring intervention. This problem has been studied as a Natural Language Processing (NLP) problem recently, and is known to be challenging, due to the imbalance of the data and the complex nature of the task. In this paper, we explore for the first time Bayesian deep learning on learner-based text posts with two methods: Monte Carlo Dropout and Variational Inference, as a new solution to assessing the need of instructor interventions for a learner's post. We compare models based on our proposed methods with probabilistic modelling to its baseline non-Bayesian models under similar circumstances, for different cases of applying prediction. The results suggest that Bayesian deep learning offers a critical uncertainty measure that is not supplied by traditional neural networks. This adds more explainability, trust and robustness to AI, which is crucial in education-based applications. Additionally, it can achieve similar or better performance compared to non-probabilistic neural networks, as well as grant lower variance.