Multimodal Relational Triple Extraction with Query-based Entity Object Transformer

Multimodal Relation Extraction is crucial for constructing flexible and realistic knowledge graphs. Recent studies focus on extracting the relation type with entity pairs present in different modalities, such as one entity in the text and another in the image. However, existing approaches require entities and objects given beforehand, which is costly and impractical. To address the limitation, we propose a novel task, Multimodal Entity-Object Relational Triple Extraction, which aims to extract all triples (entity span, relation, object region) from image-text pairs. To facilitate this study, we modified a multimodal relation extraction dataset MORE, which includes 21 relation types, to create a new dataset containing 20,264 triples, averaging 5.75 triples per image-text pair. Moreover, we propose QEOT, a query-based model with a selective attention mechanism, to dynamically explore the interaction and fusion of textual and visual information. In particular, the proposed method can simultaneously accomplish entity extraction, relation classification, and object detection with a set of queries. Our method is suitable for downstream applications and reduces error accumulation due to the pipeline-style approaches. Extensive experimental results demonstrate that our proposed method outperforms the existing baselines by 8.06% and achieves state-of-the-art performance.

Deep Frequency Derivative Learning for Non-stationary Time Series Forecasting

While most time series are non-stationary, it is inevitable for models to face the distribution shift issue in time series forecasting. Existing solutions manipulate statistical measures (usually mean and std.) to adjust time series distribution. However, these operations can be theoretically seen as the transformation towards zero frequency component of the spectrum which cannot reveal full distribution information and would further lead to information utilization bottleneck in normalization, thus hindering forecasting performance. To address this problem, we propose to utilize the whole frequency spectrum to transform time series to make full use of data distribution from the frequency perspective. We present a deep frequency derivative learning framework, DERITS, for non-stationary time series forecasting. Specifically, DERITS is built upon a novel reversible transformation, namely Frequency Derivative Transformation (FDT) that makes signals derived in the frequency domain to acquire more stationary frequency representations. Then, we propose the Order-adaptive Fourier Convolution Network to conduct adaptive frequency filtering and learning. Furthermore, we organize DERITS as a parallel-stacked architecture for the multi-order derivation and fusion for forecasting. Finally, we conduct extensive experiments on several datasets which show the consistent superiority in both time series forecasting and shift alleviation.

RTF: Region-based Table Filling Method for Relational Triple Extraction

Relational triple extraction is crucial work for the automatic construction of knowledge graphs. Existing methods only construct shallow representations from a token or token pair-level. However, previous works ignore local spatial dependencies of relational triples, resulting in a weakness of entity pair boundary detection. To tackle this problem, we propose a novel Region-based Table Filling method (RTF). We devise a novel region-based tagging scheme and bi-directional decoding strategy, which regard each relational triple as a region on the relation-specific table, and identifies triples by determining two endpoints of each region. We also introduce convolution to construct region-level table representations from a spatial perspective which makes triples easier to be captured. In addition, we share partial tagging scores among different relations to improve learning efficiency of relation classifier. Experimental results show that our method achieves state-of-the-art with better generalization capability on three variants of two widely used benchmark datasets.

Deep Coupling Network For Multivariate Time Series Forecasting

Multivariate time series (MTS) forecasting is crucial in many real-world applications. To achieve accurate MTS forecasting, it is essential to simultaneously consider both intra- and inter-series relationships among time series data. However, previous work has typically modeled intra- and inter-series relationships separately and has disregarded multi-order interactions present within and between time series data, which can seriously degrade forecasting accuracy. In this paper, we reexamine intra- and inter-series relationships from the perspective of mutual information and accordingly construct a comprehensive relationship learning mechanism tailored to simultaneously capture the intricate multi-order intra- and inter-series couplings. Based on the mechanism, we propose a novel deep coupling network for MTS forecasting, named DeepCN, which consists of a coupling mechanism dedicated to explicitly exploring the multi-order intra- and inter-series relationships among time series data concurrently, a coupled variable representation module aimed at encoding diverse variable patterns, and an inference module facilitating predictions through one forward step. Extensive experiments conducted on seven real-world datasets demonstrate that our proposed DeepCN achieves superior performance compared with the state-of-the-art baselines.

TechGPT-2.0: A large language model project to solve the task of knowledge graph construction

Large language models have exhibited robust performance across diverse natural language processing tasks. This report introduces TechGPT-2.0, a project designed to enhance the capabilities of large language models specifically in knowledge graph construction tasks, including named entity recognition (NER) and relationship triple extraction (RTE) tasks in NLP applications. Additionally, it serves as a LLM accessible for research within the Chinese open-source model community. We offer two 7B large language model weights and a QLoRA weight specialized for processing lengthy texts.Notably, TechGPT-2.0 is trained on Huawei's Ascend server. Inheriting all functionalities from TechGPT-1.0, it exhibits robust text processing capabilities, particularly in the domains of medicine and law. Furthermore, we introduce new capabilities to the model, enabling it to process texts in various domains such as geographical areas, transportation, organizations, literary works, biology, natural sciences, astronomical objects, and architecture. These enhancements also fortified the model's adeptness in handling hallucinations, unanswerable queries, and lengthy texts. This report provides a comprehensive and detailed introduction to the full fine-tuning process on Huawei's Ascend servers, encompassing experiences in Ascend server debugging, instruction fine-tuning data processing, and model training. Our code is available at https://github.com/neukg/TechGPT-2.0

FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective

Multivariate time series (MTS) forecasting has shown great importance in numerous industries. Current state-of-the-art graph neural network (GNN)-based forecasting methods usually require both graph networks (e.g., GCN) and temporal networks (e.g., LSTM) to capture inter-series (spatial) dynamics and intra-series (temporal) dependencies, respectively. However, the uncertain compatibility of the two networks puts an extra burden on handcrafted model designs. Moreover, the separate spatial and temporal modeling naturally violates the unified spatiotemporal inter-dependencies in real world, which largely hinders the forecasting performance. To overcome these problems, we explore an interesting direction of directly applying graph networks and rethink MTS forecasting from a pure graph perspective. We first define a novel data structure, hypervariate graph, which regards each series value (regardless of variates or timestamps) as a graph node, and represents sliding windows as space-time fully-connected graphs. This perspective considers spatiotemporal dynamics unitedly and reformulates classic MTS forecasting into the predictions on hypervariate graphs. Then, we propose a novel architecture Fourier Graph Neural Network (FourierGNN) by stacking our proposed Fourier Graph Operator (FGO) to perform matrix multiplications in Fourier space. FourierGNN accommodates adequate expressiveness and achieves much lower complexity, which can effectively and efficiently accomplish the forecasting. Besides, our theoretical analysis reveals FGO's equivalence to graph convolutions in the time domain, which further verifies the validity of FourierGNN. Extensive experiments on seven datasets have demonstrated our superior performance with higher efficiency and fewer parameters compared with state-of-the-art methods.

Frequency-domain MLPs are More Effective Learners in Time Series Forecasting

Time series forecasting has played the key role in different industrial, including finance, traffic, energy, and healthcare domains. While existing literatures have designed many sophisticated architectures based on RNNs, GNNs, or Transformers, another kind of approaches based on multi-layer perceptrons (MLPs) are proposed with simple structure, low complexity, and {superior performance}. However, most MLP-based forecasting methods suffer from the point-wise mappings and information bottleneck, which largely hinders the forecasting performance. To overcome this problem, we explore a novel direction of applying MLPs in the frequency domain for time series forecasting. We investigate the learned patterns of frequency-domain MLPs and discover their two inherent characteristic benefiting forecasting, (i) global view: frequency spectrum makes MLPs own a complete view for signals and learn global dependencies more easily, and (ii) energy compaction: frequency-domain MLPs concentrate on smaller key part of frequency components with compact signal energy. Then, we propose FreTS, a simple yet effective architecture built upon Frequency-domain MLPs for Time Series forecasting. FreTS mainly involves two stages, (i) Domain Conversion, that transforms time-domain signals into complex numbers of frequency domain; (ii) Frequency Learning, that performs our redesigned MLPs for the learning of real and imaginary part of frequency components. The above stages operated on both inter-series and intra-series scales further contribute to channel-wise and time-wise dependency learning. Extensive experiments on 13 real-world benchmarks (including 7 benchmarks for short-term forecasting and 6 benchmarks for long-term forecasting) demonstrate our consistent superiority over state-of-the-art methods.

SUGAR: Spherical Ultrafast Graph Attention Framework for Cortical Surface Registration

Cortical surface registration plays a crucial role in aligning cortical functional and anatomical features across individuals. However, conventional registration algorithms are computationally inefficient. Recently, learning-based registration algorithms have emerged as a promising solution, significantly improving processing efficiency. Nonetheless, there remains a gap in the development of a learning-based method that exceeds the state-of-the-art conventional methods simultaneously in computational efficiency, registration accuracy, and distortion control, despite the theoretically greater representational capabilities of deep learning approaches. To address the challenge, we present SUGAR, a unified unsupervised deep-learning framework for both rigid and non-rigid registration. SUGAR incorporates a U-Net-based spherical graph attention network and leverages the Euler angle representation for deformation. In addition to the similarity loss, we introduce fold and multiple distortion losses, to preserve topology and minimize various types of distortions. Furthermore, we propose a data augmentation strategy specifically tailored for spherical surface registration, enhancing the registration performance. Through extensive evaluation involving over 10,000 scans from 7 diverse datasets, we showed that our framework exhibits comparable or superior registration performance in accuracy, distortion, and test-retest reliability compared to conventional and learning-based methods. Additionally, SUGAR achieves remarkable sub-second processing times, offering a notable speed-up of approximately 12,000 times in registering 9,000 subjects from the UK Biobank dataset in just 32 minutes. This combination of high registration performance and accelerated processing time may greatly benefit large-scale neuroimaging studies.

Few-Shot Nested Named Entity Recognition

While Named Entity Recognition (NER) is a widely studied task, making inferences of entities with only a few labeled data has been challenging, especially for entities with nested structures. Unlike flat entities, entities and their nested entities are more likely to have similar semantic feature representations, drastically increasing difficulties in classifying different entity categories in the few-shot setting. Although prior work has briefly discussed nested structures in the context of few-shot learning, to our best knowledge, this paper is the first one specifically dedicated to studying the few-shot nested NER task. Leveraging contextual dependency to distinguish nested entities, we propose a Biaffine-based Contrastive Learning (BCL) framework. We first design a Biaffine span representation module for learning the contextual span dependency representation for each entity span rather than only learning its semantic representation. We then merge these two representations by the residual connection to distinguish nested entities. Finally, we build a contrastive learning framework to adjust the representation distribution for larger margin boundaries and more generalized domain transfer learning ability. We conducted experimental studies on three English, German, and Russian nested NER datasets. The results show that the BCL outperformed three baseline models on the 1-shot and 5-shot tasks in terms of F1 score.

Edge-Varying Fourier Graph Networks for Multivariate Time Series Forecasting

The key problem in multivariate time series (MTS) analysis and forecasting aims to disclose the underlying couplings between variables that drive the co-movements. Considerable recent successful MTS methods are built with graph neural networks (GNNs) due to their essential capacity for relational modeling. However, previous work often used a static graph structure of time-series variables for modeling MTS failing to capture their ever-changing correlations over time. To this end, a fully-connected supra-graph connecting any two variables at any two timestamps is adaptively learned to capture the high-resolution variable dependencies via an efficient graph convolutional network. Specifically, we construct the Edge-Varying Fourier Graph Networks (EV-FGN) equipped with Fourier Graph Shift Operator (FGSO) which efficiently performs graph convolution in the frequency domain. As a result, a high-efficiency scale-free parameter learning scheme is derived for MTS analysis and forecasting according to the convolution theorem. Extensive experiments show that EV-FGN outperforms state-of-the-art methods on seven real-world MTS datasets.