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This article introduces the class of continuous time locally stationary wavelet processes. Continuous time models enable us to properly provide scale-based time series models for irregularly-spaced observations for the first time. We derive results for both the theoretical setting, where we assume access to the entire process sample path, and a more practical one, which develops methods for estimating the quantities of interest from sampled time series. The latter estimates are accurately computable in reasonable time by solving the relevant linear integral equation using the iterative thresholding method due to Daubechies, Defrise and De~Mol. We exemplify our new methods by computing spectral and autocovariance estimates on irregularly-spaced heart-rate data obtained from a recent sleep-state study.

Text classification tasks often encounter few shot scenarios with limited labeled data, and addressing data scarcity is crucial. Data augmentation with mixup has shown to be effective on various text classification tasks. However, most of the mixup methods do not consider the varying degree of learning difficulty in different stages of training and generate new samples with one hot labels, resulting in the model over confidence. In this paper, we propose a self evolution learning (SE) based mixup approach for data augmentation in text classification, which can generate more adaptive and model friendly pesudo samples for the model training. SE focuses on the variation of the model's learning ability. To alleviate the model confidence, we introduce a novel instance specific label smoothing approach, which linearly interpolates the model's output and one hot labels of the original samples to generate new soft for label mixing up. Through experimental analysis, in addition to improving classification accuracy, we demonstrate that SE also enhances the model's generalize ability.

With the ever-increasing execution scale of high performance computing (HPC) applications, vast amounts of data are being produced by scientific research every day. Error-bounded lossy compression has been considered a very promising solution to address the big-data issue for scientific applications because it can significantly reduce the data volume with low time cost meanwhile allowing users to control the compression errors with a specified error bound. The existing error-bounded lossy compressors, however, are all developed based on inflexible designs or compression pipelines, which cannot adapt to diverse compression quality requirements/metrics favored by different application users. In this paper, we propose a novel dynamic quality metric oriented error-bounded lossy compression framework, namely QoZ. The detailed contribution is three-fold. (1) We design a novel highly-parameterized multi-level interpolation-based data predictor, which can significantly improve the overall compression quality with the same compressed size. (2) We design the error-bounded lossy compression framework QoZ based on the adaptive predictor, which can auto-tune the critical parameters and optimize the compression result according to user-specified quality metrics during online compression. (3) We evaluate QoZ carefully by comparing its compression quality with multiple state-of-the-arts on various real-world scientific application datasets. Experiments show that, compared with the second-best lossy compressor, QoZ can achieve up to 70% compression ratio improvement under the same error bound, up to 150% compression ratio improvement under the same PSNR, or up to 270% compression ratio improvement under the same SSIM.

Topic segmentation is critical for obtaining structured long documents and improving downstream tasks like information retrieval. Due to its ability of automatically exploring clues of topic shift from a large amount of labeled data, recent supervised neural models have greatly promoted the development of long document topic segmentation, but leaving the deeper relationship of semantic coherence and topic segmentation underexplored. Therefore, this paper enhances the supervised model's ability to capture coherence from both structure and similarity perspectives to further improve the topic segmentation performance, including the Topic-aware Sentence Structure Prediction (TSSP) and Contrastive Semantic Similarity Learning (CSSL). Specifically, the TSSP task is proposed to force the model to comprehend structural information by learning the original relations of adjacent sentences in a disarrayed document, which is constructed by jointly disrupting the original document at the topic and sentence levels. In addition, we utilize inter- and intra-topic information to construct contrastive samples and design the CSSL objective to ensure that the sentences representations in the same topic have higher semantic similarity, while those in different topics are less similar. Extensive experiments show that the Longformer with our approach significantly outperforms old state-of-the-art (SOTA) methods. Our approach improves $F_{1}$ of old SOTA by 3.42 (73.74 -> 77.16) and reduces $P_{k}$ by 1.11 points (15.0 -> 13.89) on WIKI-727K and achieves an average reduction of 0.83 points on $P_{k}$ on WikiSection. The average $P_{k}$ drop of 2.82 points on the two out-of-domain datasets also illustrates the robustness of our approach

Fitting generative models to sequential data typically involves two recursive computations through time, one forward and one backward. The latter could be a computation of the loss gradient (as in backpropagation through time), or an inference algorithm (as in the RTS/Kalman smoother). The backward pass in particular is computationally expensive (since it is inherently serial and cannot exploit GPUs), and difficult to map onto biological processes. Work-arounds have been proposed; here we explore a very different one: requiring the generative model to learn the joint distribution over current and previous states, rather than merely the transition probabilities. We show on toy datasets that different architectures employing this principle can learn aspects of the data typically requiring the backward pass.

Probabilistic hierarchical time-series forecasting is an important variant of time-series forecasting, where the goal is to model and forecast multivariate time-series that have underlying hierarchical relations. Most methods focus on point predictions and do not provide well-calibrated probabilistic forecasts distributions. Recent state-of-art probabilistic forecasting methods also impose hierarchical relations on point predictions and samples of distribution which does not account for coherency of forecast distributions. Previous works also silently assume that datasets are always consistent with given hierarchical relations and do not adapt to real-world datasets that show deviation from this assumption. We close both these gap and propose PROFHiT, which is a fully probabilistic hierarchical forecasting model that jointly models forecast distribution of entire hierarchy. PROFHiT uses a flexible probabilistic Bayesian approach and introduces a novel Distributional Coherency regularization to learn from hierarchical relations for entire forecast distribution that enables robust and calibrated forecasts as well as adapt to datasets of varying hierarchical consistency. On evaluating PROFHiT over wide range of datasets, we observed 41-88% better performance in accuracy and significantly better calibration. Due to modeling the coherency over full distribution, we observed that PROFHiT can robustly provide reliable forecasts even if up to 10% of input time-series data is missing where other methods' performance severely degrade by over 70%.

The chronological order of user-item interactions can reveal time-evolving and sequential user behaviors in many recommender systems. The items that users will interact with may depend on the items accessed in the past. However, the substantial increase of users and items makes sequential recommender systems still face non-trivial challenges: (1) the hardness of modeling the short-term user interests; (2) the difficulty of capturing the long-term user interests; (3) the effective modeling of item co-occurrence patterns. To tackle these challenges, we propose a memory augmented graph neural network (MA-GNN) to capture both the long- and short-term user interests. Specifically, we apply a graph neural network to model the item contextual information within a short-term period and utilize a shared memory network to capture the long-range dependencies between items. In addition to the modeling of user interests, we employ a bilinear function to capture the co-occurrence patterns of related items. We extensively evaluate our model on five real-world datasets, comparing with several state-of-the-art methods and using a variety of performance metrics. The experimental results demonstrate the effectiveness of our model for the task of Top-K sequential recommendation.

Learning latent representations of nodes in graphs is an important and ubiquitous task with widespread applications such as link prediction, node classification, and graph visualization. Previous methods on graph representation learning mainly focus on static graphs, however, many real-world graphs are dynamic and evolve over time. In this paper, we present Dynamic Self-Attention Network (DySAT), a novel neural architecture that operates on dynamic graphs and learns node representations that capture both structural properties and temporal evolutionary patterns. Specifically, DySAT computes node representations by jointly employing self-attention layers along two dimensions: structural neighborhood and temporal dynamics. We conduct link prediction experiments on two classes of graphs: communication networks and bipartite rating networks. Our experimental results show that DySAT has a significant performance gain over several different state-of-the-art graph embedding baselines.

Deep learning has revolutionized many machine learning tasks in recent years, ranging from image classification and video processing to speech recognition and natural language understanding. The data in these tasks are typically represented in the Euclidean space. However, there is an increasing number of applications where data are generated from non-Euclidean domains and are represented as graphs with complex relationships and interdependency between objects. The complexity of graph data has imposed significant challenges on existing machine learning algorithms. Recently, many studies on extending deep learning approaches for graph data have emerged. In this survey, we provide a comprehensive overview of graph neural networks (GNNs) in data mining and machine learning fields. We propose a new taxonomy to divide the state-of-the-art graph neural networks into different categories. With a focus on graph convolutional networks, we review alternative architectures that have recently been developed; these learning paradigms include graph attention networks, graph autoencoders, graph generative networks, and graph spatial-temporal networks. We further discuss the applications of graph neural networks across various domains and summarize the open source codes and benchmarks of the existing algorithms on different learning tasks. Finally, we propose potential research directions in this fast-growing field.

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of modeling complex patterns or dependencies lying in real word data. To address such concerns, various deep learning models, mainly Recurrent Neural Network (RNN) based methods, are proposed. Nevertheless, capturing extremely long-term patterns while effectively incorporating information from other variables remains a challenge for time-series forecasting. Furthermore, lack-of-explainability remains one serious drawback for deep neural network models. Inspired by Memory Network proposed for solving the question-answering task, we propose a deep learning based model named Memory Time-series network (MTNet) for time series forecasting. MTNet consists of a large memory component, three separate encoders, and an autoregressive component to train jointly. Additionally, the attention mechanism designed enable MTNet to be highly interpretable. We can easily tell which part of the historic data is referenced the most.