Abstract:Addressing the challenges of irregularity and concept drift in streaming time series is crucial in real-world predictive modelling. Previous studies in time series continual learning often propose models that require buffering of long sequences, potentially restricting the responsiveness of the inference system. Moreover, these models are typically designed for regularly sampled data, an unrealistic assumption in real-world scenarios. This paper introduces ODEStream, a novel buffer-free continual learning framework that incorporates a temporal isolation layer that integrates temporal dependencies within the data. Simultaneously, it leverages the capability of neural ordinary differential equations to process irregular sequences and generate a continuous data representation, enabling seamless adaptation to changing dynamics in a data streaming scenario. Our approach focuses on learning how the dynamics and distribution of historical data change with time, facilitating the direct processing of streaming sequences. Evaluations on benchmark real-world datasets demonstrate that ODEStream outperforms the state-of-the-art online learning and streaming analysis baselines, providing accurate predictions over extended periods while minimising performance degradation over time by learning how the sequence dynamics change.
Abstract:We propose Counterfactual Analysis Quadratic Unconstrained Binary Optimization (CAQUBO) to solve QUBO problems for feature selection in recommender systems. CAQUBO leverages counterfactual analysis to measure the impact of individual features and feature combinations on model performance and employs the measurements to construct the coefficient matrix for a quantum annealer to select the optimal feature combinations for recommender systems, thereby improving their final recommendation performance. By establishing explicit connections between features and the recommendation performance, the proposed approach demonstrates superior performance compared to the state-of-the-art quantum annealing methods. Extensive experiments indicate that integrating quantum computing with counterfactual analysis holds great promise for addressing these challenges.
Abstract:Using Quantum Computers to solve problems in Recommender Systems that classical computers cannot address is a worthwhile research topic. In this paper, we use Quantum Annealers to address the feature selection problem in recommendation algorithms. This feature selection problem is a Quadratic Unconstrained Binary Optimization(QUBO) problem. By incorporating Counterfactual Analysis, we significantly improve the performance of the item-based KNN recommendation algorithm compared to using pure Mutual Information. Extensive experiments have demonstrated that the use of Counterfactual Analysis holds great promise for addressing such problems.
Abstract:In the marked temporal point processes (MTPP), a core problem is to parameterize the conditional joint PDF (probability distribution function) $p^*(m,t)$ for inter-event time $t$ and mark $m$, conditioned on the history. The majority of existing studies predefine intensity functions. Their utility is challenged by specifying the intensity function's proper form, which is critical to balance expressiveness and processing efficiency. Recently, there are studies moving away from predefining the intensity function -- one models $p^*(t)$ and $p^*(m)$ separately, while the other focuses on temporal point processes (TPPs), which do not consider marks. This study aims to develop high-fidelity $p^*(m,t)$ for discrete events where the event marks are either categorical or numeric in a multi-dimensional continuous space. We propose a solution framework IFIB (\underline{I}ntensity-\underline{f}ree \underline{I}ntegral-\underline{b}ased process) that models conditional joint PDF $p^*(m,t)$ directly without intensity functions. It remarkably simplifies the process to compel the essential mathematical restrictions. We show the desired properties of IFIB and the superior experimental results of IFIB on real-world and synthetic datasets. The code is available at \url{https://github.com/StepinSilence/IFIB}.
Abstract:Sparsity is a common issue in many trajectory datasets, including human mobility data. This issue frequently brings more difficulty to relevant learning tasks, such as trajectory imputation and prediction. Nowadays, little existing work simultaneously deals with imputation and prediction on human trajectories. This work plans to explore whether the learning process of imputation and prediction could benefit from each other to achieve better outcomes. And the question will be answered by studying the coexistence patterns between missing points and observed ones in incomplete trajectories. More specifically, the proposed model develops an imputation component based on the self-attention mechanism to capture the coexistence patterns between observations and missing points among encoder-decoder layers. Meanwhile, a recurrent unit is integrated to extract the sequential embeddings from newly imputed sequences for predicting the following location. Furthermore, a new implementation called Imputation Cycle is introduced to enable gradual imputation with prediction enhancement at multiple levels, which helps to accelerate the speed of convergence. The experimental results on three different real-world mobility datasets show that the proposed approach has significant advantages over the competitive baselines across both imputation and prediction tasks in terms of accuracy and stability.
Abstract:Ordinary Differential Equations (ODE)-based models have become popular foundation models to solve many time-series problems. Combining neural ODEs with traditional RNN models has provided the best representation for irregular time series. However, ODE-based models require the trajectory of hidden states to be defined based on the initial observed value or the last available observation. This fact raises questions about how long the generated hidden state is sufficient and whether it is effective when long sequences are used instead of the typically used shorter sequences. In this article, we introduce CrossPyramid, a novel ODE-based model that aims to enhance the generalizability of sequences representation. CrossPyramid does not rely only on the hidden state from the last observed value; it also considers ODE latent representations learned from other samples. The main idea of our proposed model is to define the hidden state for the unobserved values based on the non-linear correlation between samples. Accordingly, CrossPyramid is built with three distinctive parts: (1) ODE Auto-Encoder to learn the best data representation. (2) Pyramidal attention method to categorize the learned representations (hidden state) based on the relationship characteristics between samples. (3) Cross-level ODE-RNN to integrate the previously learned information and provide the final latent state for each sample. Through extensive experiments on partially-observed synthetic and real-world datasets, we show that the proposed architecture can effectively model the long gaps in intermittent series and outperforms state-of-the-art approaches. The results show an average improvement of 10\% on univariate and multivariate datasets for both forecasting and classification tasks.
Abstract:Existing human mobility forecasting models follow the standard design of the time-series prediction model which takes a series of numerical values as input to generate a numerical value as a prediction. Although treating this as a regression problem seems straightforward, incorporating various contextual information such as the semantic category information of each Place-of-Interest (POI) is a necessary step, and often the bottleneck, in designing an effective mobility prediction model. As opposed to the typical approach, we treat forecasting as a translation problem and propose a novel forecasting through a language generation pipeline. The paper aims to address the human mobility forecasting problem as a language translation task in a sequence-to-sequence manner. A mobility-to-language template is first introduced to describe the numerical mobility data as natural language sentences. The core intuition of the human mobility forecasting translation task is to convert the input mobility description sentences into a future mobility description from which the prediction target can be obtained. Under this pipeline, a two-branch network, SHIFT (Translating Human Mobility Forecasting), is designed. Specifically, it consists of one main branch for language generation and one auxiliary branch to directly learn mobility patterns. During the training, we develop a momentum mode for better connecting and training the two branches. Extensive experiments on three real-world datasets demonstrate that the proposed SHIFT is effective and presents a new revolutionary approach to forecasting human mobility.
Abstract:Heterogeneity and irregularity of multi-source data sets present a significant challenge to time-series analysis. In the literature, the fusion of multi-source time-series has been achieved either by using ensemble learning models which ignore temporal patterns and correlation within features or by defining a fixed-size window to select specific parts of the data sets. On the other hand, many studies have shown major improvement to handle the irregularity of time-series, yet none of these studies has been applied to multi-source data. In this work, we design a novel architecture, PIETS, to model heterogeneous time-series. PIETS has the following characteristics: (1) irregularity encoders for multi-source samples that can leverage all available information and accelerate the convergence of the model; (2) parallelised neural networks to enable flexibility and avoid information overwhelming; and (3) attention mechanism that highlights different information and gives high importance to the most related data. Through extensive experiments on real-world data sets related to COVID-19, we show that the proposed architecture is able to effectively model heterogeneous temporal data and outperforms other state-of-the-art approaches in the prediction task.
Abstract:Human mobility prediction is a core functionality in many location-based services and applications. However, due to the sparsity of mobility data, it is not an easy task to predict future POIs (place-of-interests) that are going to be visited. In this paper, we propose MobTCast, a Transformer-based context-aware network for mobility prediction. Specifically, we explore the influence of four types of context in the mobility prediction: temporal, semantic, social and geographical contexts. We first design a base mobility feature extractor using the Transformer architecture, which takes both the history POI sequence and the semantic information as input. It handles both the temporal and semantic contexts. Based on the base extractor and the social connections of a user, we employ a self-attention module to model the influence of the social context. Furthermore, unlike existing methods, we introduce a location prediction branch in MobTCast as an auxiliary task to model the geographical context and predict the next location. Intuitively, the geographical distance between the location of the predicted POI and the predicted location from the auxiliary branch should be as close as possible. To reflect this relation, we design a consistency loss to further improve the POI prediction performance. In our experimental results, MobTCast outperforms other state-of-the-art next POI prediction methods. Our approach illustrates the value of including different types of context in next POI prediction.
Abstract:This paper investigates the Cyber-Physical behavior of users in a large indoor shopping mall by leveraging anonymized (opt in) Wi-Fi association and browsing logs recorded by the mall operators. Our analysis shows that many users exhibit a high correlation between their cyber activities and their physical context. To find this correlation, we propose a mechanism to semantically label a physical space with rich categorical information from DBPedia concepts and compute a contextual similarity that represents a user's activities with the mall context. We demonstrate the application of cyber-physical contextual similarity in two situations: user visit intent classification and future location prediction. The experimental results demonstrate that exploitation of contextual similarity significantly improves the accuracy of such applications.