Yongjun Xu

Yiqing Wu, Ruobing Xie, Zhao Zhang et al.

The graph-based recommendation has achieved great success in recent years. However, most existing graph-based recommendations focus on capturing user preference based on positive edges/feedback, while ignoring negative edges/feedback (e.g., dislike, low rating) that widely exist in real-world recommender systems. How to utilize negative feedback in graph-based recommendations still remains underexplored. In this study, we first conducted a comprehensive experimental analysis and found that (1) existing graph neural networks are not well-suited for modeling negative feedback, which acts as a high-frequency signal in a user-item graph. (2) The graph-based recommendation suffers from the representation degeneration problem. Based on the two observations, we propose a novel model that models positive and negative feedback from a frequency filter perspective called Dual-frequency Graph Neural Network for Sign-aware Recommendation (DFGNN). Specifically, in DFGNN, the designed dual-frequency graph filter (DGF) captures both low-frequency and high-frequency signals that contain positive and negative feedback. Furthermore, the proposed signed graph regularization is applied to maintain the user/item embedding uniform in the embedding space to alleviate the representation degeneration problem. Additionally, we conduct extensive experiments on real-world datasets and demonstrate the effectiveness of the proposed model. Codes of our model will be released upon acceptance.

Yujie Li, Zezhi Shao, Chengqing Yu et al.

Time series forecasting under distribution shift remains challenging, as existing deep learning models often rely on local statistical normalization (e.g., mean and variance) that fails to capture global distribution shift. Methods like RevIN and its variants attempt to decouple distribution and pattern but still struggle with missing values, noisy observations, and invalid channel-wise affine transformation. To address these limitations, we propose Affine Prototype Timestamp (APT), a lightweight and flexible plug-in module that injects global distribution features into the normalization-forecasting pipeline. By leveraging timestamp conditioned prototype learning, APT dynamically generates affine parameters that modulate both input and output series, enabling the backbone to learn from self-supervised, distribution-aware clustered instances. APT is compatible with arbitrary forecasting backbones and normalization strategies while introducing minimal computational overhead. Extensive experiments across six benchmark datasets and multiple backbone-normalization combinations demonstrate that APT significantly improves forecasting performance under distribution shift.