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Hypergraphs are important for processing data with higher-order relationships involving more than two entities. In scenarios where explicit hypergraphs are not readily available, it is desirable to infer a meaningful hypergraph structure from the node features to capture the intrinsic relations within the data. However, existing methods either adopt simple pre-defined rules that fail to precisely capture the distribution of the potential hypergraph structure, or learn a mapping between hypergraph structures and node features but require a large amount of labelled data, i.e., pre-existing hypergraph structures, for training. Both restrict their applications in practical scenarios. To fill this gap, we propose a novel smoothness prior that enables us to design a method to infer the probability for each potential hyperedge without labelled data as supervision. The proposed prior indicates features of nodes in a hyperedge are highly correlated by the features of the hyperedge containing them. We use this prior to derive the relation between the hypergraph structure and the node features via probabilistic modelling. This allows us to develop an unsupervised inference method to estimate the probability for each potential hyperedge via solving an optimisation problem that has an analytical solution. Experiments on both synthetic and real-world data demonstrate that our method can learn meaningful hypergraph structures from data more efficiently than existing hypergraph structure inference methods.

Process pattern discovery methods (PPDMs) aim at identifying patterns of interest to users. Existing PPDMs typically are unsupervised and focus on a single dimension of interest, such as discovering frequent patterns. We present an interactive multi interest driven framework for process pattern discovery aimed at identifying patterns that are optimal according to a multi-dimensional analysis goal. The proposed approach is iterative and interactive, thus taking experts knowledge into account during the discovery process. The paper focuses on a concrete analysis goal, i.e., deriving process patterns that affect the process outcome. We evaluate the approach on real world event logs in both interactive and fully automated settings. The approach extracted meaningful patterns validated by expert knowledge in the interactive setting. Patterns extracted in the automated settings consistently led to prediction performance comparable to or better than patterns derived considering single interest dimensions without requiring user defined thresholds.

We study the econometric properties of so-called donut regression discontinuity (RD) designs, a robustness exercise which involves repeating estimation and inference without the data points in some area around the treatment threshold. This approach is often motivated by concerns that possible systematic sorting of units, or similar data issues, in some neighborhood of the treatment threshold might distort estimation and inference of RD treatment effects. We show that donut RD estimators can have substantially larger bias and variance than contentional RD estimators, and that the corresponding confidence intervals can be substantially longer. We also provide a formal testing framework for comparing donut and conventional RD estimation results.

We consider (robust) inference in the context of a factor model for tensor-valued sequences. We study the consistency of the estimated common factors and loadings space when using estimators based on minimising quadratic loss functions. Building on the observation that such loss functions are adequate only if sufficiently many moments exist, we extend our results to the case of heavy-tailed distributions by considering estimators based on minimising the Huber loss function, which uses an $L_{1}$ -norm weight on outliers. We show that such class of estimators is robust to the presence of heavy tails, even when only the second moment of the data exists. We also propose a modified version of the eigenvalue-ratio principle to estimate the dimensions of the core tensor and show the consistency of the resultant estimators without any condition on the relative rates of divergence of the sample size and dimensions. Extensive numerical studies are conducted to show the advantages of the proposed methods over the state-of-the-art ones especially under the heavy-tailed cases. An import/export dataset of a variety of commodities across multiple countries is analyzed to show the practical usefulness of the proposed robust estimation procedure. An R package ``RTFA" implementing the proposed methods is available on R CRAN.

Recently, a considerable literature has grown up around the theme of Graph Convolutional Network (GCN). How to effectively leverage the rich structural information in complex graphs, such as knowledge graphs with heterogeneous types of entities and relations, is a primary open challenge in the field. Most GCN methods are either restricted to graphs with a homogeneous type of edges (e.g., citation links only), or focusing on representation learning for nodes only instead of jointly propagating and updating the embeddings of both nodes and edges for target-driven objectives. This paper addresses these limitations by proposing a novel framework, namely the Knowledge Embedding based Graph Convolutional Network (KE-GCN), which combines the power of GCNs in graph-based belief propagation and the strengths of advanced knowledge embedding (a.k.a. knowledge graph embedding) methods, and goes beyond. Our theoretical analysis shows that KE-GCN offers an elegant unification of several well-known GCN methods as specific cases, with a new perspective of graph convolution. Experimental results on benchmark datasets show the advantageous performance of KE-GCN over strong baseline methods in the tasks of knowledge graph alignment and entity classification.

The information bottleneck (IB) method is a technique for extracting information that is relevant for predicting the target random variable from the source random variable, which is typically implemented by optimizing the IB Lagrangian that balances the compression and prediction terms. However, the IB Lagrangian is hard to optimize, and multiple trials for tuning values of Lagrangian multiplier are required. Moreover, we show that the prediction performance strictly decreases as the compression gets stronger during optimizing the IB Lagrangian. In this paper, we implement the IB method from the perspective of supervised disentangling. Specifically, we introduce Disentangled Information Bottleneck (DisenIB) that is consistent on compressing source maximally without target prediction performance loss (maximum compression). Theoretical and experimental results demonstrate that our method is consistent on maximum compression, and performs well in terms of generalization, robustness to adversarial attack, out-of-distribution detection, and supervised disentangling.

Embedding models for deterministic Knowledge Graphs (KG) have been extensively studied, with the purpose of capturing latent semantic relations between entities and incorporating the structured knowledge into machine learning. However, there are many KGs that model uncertain knowledge, which typically model the inherent uncertainty of relations facts with a confidence score, and embedding such uncertain knowledge represents an unresolved challenge. The capturing of uncertain knowledge will benefit many knowledge-driven applications such as question answering and semantic search by providing more natural characterization of the knowledge. In this paper, we propose a novel uncertain KG embedding model UKGE, which aims to preserve both structural and uncertainty information of relation facts in the embedding space. Unlike previous models that characterize relation facts with binary classification techniques, UKGE learns embeddings according to the confidence scores of uncertain relation facts. To further enhance the precision of UKGE, we also introduce probabilistic soft logic to infer confidence scores for unseen relation facts during training. We propose and evaluate two variants of UKGE based on different learning objectives. Experiments are conducted on three real-world uncertain KGs via three tasks, i.e. confidence prediction, relation fact ranking, and relation fact classification. UKGE shows effectiveness in capturing uncertain knowledge by achieving promising results on these tasks, and consistently outperforms baselines on these tasks.

Graph Convolutional Networks (GCNs) and their variants have experienced significant attention and have become the de facto methods for learning graph representations. GCNs derive inspiration primarily from recent deep learning approaches, and as a result, may inherit unnecessary complexity and redundant computation. In this paper, we reduce this excess complexity through successively removing nonlinearities and collapsing weight matrices between consecutive layers. We theoretically analyze the resulting linear model and show that it corresponds to a fixed low-pass filter followed by a linear classifier. Notably, our experimental evaluation demonstrates that these simplifications do not negatively impact accuracy in many downstream applications. Moreover, the resulting model scales to larger datasets, is naturally interpretable, and yields up to two orders of magnitude speedup over FastGCN.

Graphs, which describe pairwise relations between objects, are essential representations of many real-world data such as social networks. In recent years, graph neural networks, which extend the neural network models to graph data, have attracted increasing attention. Graph neural networks have been applied to advance many different graph related tasks such as reasoning dynamics of the physical system, graph classification, and node classification. Most of the existing graph neural network models have been designed for static graphs, while many real-world graphs are inherently dynamic. For example, social networks are naturally evolving as new users joining and new relations being created. Current graph neural network models cannot utilize the dynamic information in dynamic graphs. However, the dynamic information has been proven to enhance the performance of many graph analytical tasks such as community detection and link prediction. Hence, it is necessary to design dedicated graph neural networks for dynamic graphs. In this paper, we propose DGNN, a new {\bf D}ynamic {\bf G}raph {\bf N}eural {\bf N}etwork model, which can model the dynamic information as the graph evolving. In particular, the proposed framework can keep updating node information by capturing the sequential information of edges, the time intervals between edges and information propagation coherently. Experimental results on various dynamic graphs demonstrate the effectiveness of the proposed framework.

This paper proposes a method to modify traditional convolutional neural networks (CNNs) into interpretable CNNs, in order to clarify knowledge representations in high conv-layers of CNNs. In an interpretable CNN, each filter in a high conv-layer represents a certain object part. We do not need any annotations of object parts or textures to supervise the learning process. Instead, the interpretable CNN automatically assigns each filter in a high conv-layer with an object part during the learning process. Our method can be applied to different types of CNNs with different structures. The clear knowledge representation in an interpretable CNN can help people understand the logics inside a CNN, i.e., based on which patterns the CNN makes the decision. Experiments showed that filters in an interpretable CNN were more semantically meaningful than those in traditional CNNs.