2.7LGFeb 9
TFMLinker: Universal Link Predictor by Graph In-Context Learning with Tabular Foundation ModelsTianyin Liao, Chunyu Hu, Yicheng Sui et al.
Link prediction is a fundamental task in graph machine learning with widespread applications such as recommendation systems, drug discovery, knowledge graphs, etc. In the foundation model era, how to develop universal link prediction methods across datasets and domains becomes a key problem, with some initial attempts adopting Graph Foundation Models utilizing Graph Neural Networks and Large Language Models. However, the existing methods face notable limitations, including limited pre-training scale or heavy reliance on textual information. Motivated by the success of tabular foundation models (TFMs) in achieving universal prediction across diverse tabular datasets, we explore an alternative approach by TFMs, which are pre-trained on diverse synthetic datasets sampled from structural causal models and support strong in-context learning independent of textual attributes. Nevertheless, adapting TFMs for link prediction faces severe technical challenges such as how to obtain the necessary context and capture link-centric topological information. To solve these challenges, we propose TFMLinker (Tabular Foundation Model for Link Predictor), aiming to leverage the in-context learning capabilities of TFMs to perform link prediction across diverse graphs without requiring dataset-specific fine-tuning. Specifically, we first develop a prototype-augmented local-global context module to construct context that captures both graph-specific and cross-graph transferable patterns. Next, we design a universal topology-aware link encoder to capture link-centric topological information and generate link representations as inputs for the TFM. Finally, we employ the TFM to predict link existence through in-context learning. Experiments on 6 graph benchmarks across diverse domains demonstrate the superiority of our method over state-of-the-art baselines without requiring dataset-specific finetuning.
30.6LGSep 3, 2025
LimiX: Unleashing Structured-Data Modeling Capability for Generalist IntelligenceXingxuan Zhang, Gang Ren, Han Yu et al.
We argue that progress toward general intelligence requires complementary foundation models grounded in language, the physical world, and structured data. This report presents LimiX-16M and LimiX-2M, two instantiations of our large structured-data models (LDMs). Both models treat structured data as a joint distribution over variables and missingness, thus capable of addressing a wide range of tabular tasks through query-based conditional prediction via a single model. They are pretrained using masked joint-distribution modeling with an episodic, context-conditional objective, supporting rapid, training-free adaptation at inference. We evaluate LimiX models across 11 large structured-data benchmarks with broad regimes of sample size, feature dimensionality, class number, categorical-to-numerical feature ratio, missingness, and sample-to-feature ratios. LimiX-16M consistently surpasses strong baselines, as shown in Figure 1 and Figure 2. The superiority holds across a wide range of tasks, such as classification, regression, missing value imputation, and data generation, often by substantial margins, while avoiding task-specific architectures or bespoke training per task. Notably, LimiX-2M delivers strong results under tight compute and memory budgets. We also present the first scaling law study for LDMs, revealing how data and model scaling jointly influence downstream performance and offering quantitative guidance for tabular foundation modeling. All LimiX models are publicly accessible under Apache 2.0.
4.9IRMay 21, 2023
Exploring and Exploiting Data Heterogeneity in RecommendationZimu Wang, Jiashuo Liu, Hao Zou et al.
Massive amounts of data are the foundation of data-driven recommendation models. As an inherent nature of big data, data heterogeneity widely exists in real-world recommendation systems. It reflects the differences in the properties among sub-populations. Ignoring the heterogeneity in recommendation data could limit the performance of recommendation models, hurt the sub-populational robustness, and make the models misled by biases. However, data heterogeneity has not attracted substantial attention in the recommendation community. Therefore, it inspires us to adequately explore and exploit heterogeneity for solving the above problems and assisting data analysis. In this work, we focus on exploring two representative categories of heterogeneity in recommendation data that is the heterogeneity of prediction mechanism and covariate distribution and propose an algorithm that explores the heterogeneity through a bilevel clustering method. Furthermore, the uncovered heterogeneity is exploited for two purposes in recommendation scenarios which are prediction with multiple sub-models and supporting debias. Extensive experiments on real-world data validate the existence of heterogeneity in recommendation data and the effectiveness of exploring and exploiting data heterogeneity in recommendation.
A Theoretical Analysis on Independence-driven Importance Weighting for Covariate-shift GeneralizationRenzhe Xu, Xingxuan Zhang, Zheyan Shen et al.
Covariate-shift generalization, a typical case in out-of-distribution (OOD) generalization, requires a good performance on the unknown test distribution, which varies from the accessible training distribution in the form of covariate shift. Recently, independence-driven importance weighting algorithms in stable learning literature have shown empirical effectiveness to deal with covariate-shift generalization on several learning models, including regression algorithms and deep neural networks, while their theoretical analyses are missing. In this paper, we theoretically prove the effectiveness of such algorithms by explaining them as feature selection processes. We first specify a set of variables, named minimal stable variable set, that is the minimal and optimal set of variables to deal with covariate-shift generalization for common loss functions, such as the mean squared loss and binary cross-entropy loss. Afterward, we prove that under ideal conditions, independence-driven importance weighting algorithms could identify the variables in this set. Analysis of asymptotic properties is also provided. These theories are further validated in several synthetic experiments.