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Unsupervised anomaly detection and imputation in noisy time series data for enhancing load forecasting 在噪声时间序列数据中进行无监督异常检测和估算,以提高负荷预测能力
IF 3.4 2区 计算机科学 Q2 COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE Pub Date : 2024-11-22 DOI: 10.1007/s10489-024-05856-6
Maher Dissem, Manar Amayri

Efficient energy management relies heavily on accurate load forecasting, particularly in the face of increasing energy demands and the imperative for sustainable operations. However, the presence of anomalies in historical data poses a significant challenge to the effectiveness of forecasting models, potentially leading to suboptimal resource allocation and decision-making. This paper presents an innovative unsupervised feature bank based framework for anomaly detection in time series data affected by anomalies. Leveraging an RNN-based recurrent denoising autoencoder, identified anomalies are replaced with plausible patterns. We evaluate the effectiveness of our methodology through a comprehensive study, comparing the performance of different forecasting models before and after the anomaly detection and imputation processes. Our results demonstrate the versatility and effectiveness of our approach across various energy applications for smart grids and smart buildings, highlighting its potential for widespread adoption in energy management systems.

高效的能源管理在很大程度上依赖于准确的负荷预测,尤其是面对日益增长的能源需求和可持续运营的迫切需要。然而,历史数据中存在的异常现象对预测模型的有效性提出了巨大挑战,有可能导致资源分配和决策的次优化。本文提出了一种基于无监督特征库的创新框架,用于在受异常影响的时间序列数据中进行异常检测。利用基于 RNN 的递归去噪自编码器,识别出的异常现象会被合理的模式所替代。我们通过一项综合研究评估了我们方法的有效性,比较了异常检测和归因过程前后不同预测模型的性能。我们的研究结果证明了我们的方法在智能电网和智能建筑的各种能源应用中的通用性和有效性,突出了其在能源管理系统中广泛应用的潜力。
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引用次数: 0
ZPDSN: spatio-temporal meteorological forecasting with topological data analysis ZPDSN:利用拓扑数据分析进行时空气象预报
IF 3.4 2区 计算机科学 Q2 COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE Pub Date : 2024-11-22 DOI: 10.1007/s10489-024-06053-1
Tinghuai Ma, Yuming Su, Mohamed Magdy Abdel Wahab, Alaa Abd ELraouf Khalil

Meteorological forecasting is of paramount importance for safeguarding human life, mitigating natural disasters, and promoting economic development. However, achieving precise forecasts poses significant challenges owing to the complexities associated with feature representation in observed meteorological data and the dynamic spatio-temporal dependencies therein. Graph Neural Networks (GNNs) have gained prominence in addressing spatio-temporal forecasting challenges, owing to their ability to model non-Euclidean data structures and capture spatio-temporal dependencies. However, existing GNN-based methods lead to obscure of spatio-temporal patterns between nodes due to the over-smoothing problem. Worse still, important high-order structural information is lost during GNN propagation. Topological Data Analysis (TDA), a synthesis of mathematical analysis and machine learning methodologies that can mine the higher-order features present in the data itself, offers a novel perspective for addressing cross-domain spatio-temporal meteorological forecasting tasks. To leverage above problems more effectively and empower GNN with time-aware ability, a new spatio-temporal meteorological forecasting model with topological data analysis is proposed, called Zigzag Persistence with subgraph Decomposition and Supra-graph construction Network (ZPDSN), which can dynamically simulate meteorological data across the spatio-temporal domain. The adjacency matrix for the final spatial dimension is derived by treating the topological features captured via zigzag persistence as a high-order representation of the data, and by introducing subgraph decomposition and supra-graph construction mechanisms to better capture spatial-temporal correlations. ZPDSN outperforms other GNN-based models on four meteorological datasets, namely, temperature, cloud cover, humidity and surface wind component.

气象预报对保障人类生命安全、减轻自然灾害和促进经济发展至关重要。然而,由于观测到的气象数据中的特征表示及其动态时空依赖性的复杂性,实现精确预报面临着巨大挑战。图神经网络(GNN)能够对非欧几里得数据结构建模并捕捉时空依赖关系,因此在应对时空预报挑战方面日益突出。然而,由于过度平滑问题,现有的基于 GNN 的方法会导致节点之间的时空模式模糊不清。更糟糕的是,在 GNN 传播过程中会丢失重要的高阶结构信息。拓扑数据分析(TDA)是数学分析和机器学习方法的综合,可以挖掘数据本身的高阶特征,为解决跨域时空气象预报任务提供了一个新的视角。为了更有效地利用上述问题,并使 GNN 具有时间感知能力,我们提出了一种具有拓扑数据分析能力的新型时空气象预报模型,称为 "之字形持续与子图分解和超图构造网络(ZPDSN)",它可以动态模拟跨时空域的气象数据。最终空间维度的邻接矩阵是通过将 "之 "字形持久性捕获的拓扑特征视为数据的高阶表示,并通过引入子图分解和超图构造机制来更好地捕获时空相关性而得出的。ZPDSN 在温度、云层、湿度和地表风分量这四个气象数据集上的表现优于其他基于 GNN 的模型。
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引用次数: 0
DTR4Rec: direct transition relationship for sequential recommendation DTR4Rec:顺序推荐的直接过渡关系
IF 3.4 2区 计算机科学 Q2 COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE Pub Date : 2024-11-22 DOI: 10.1007/s10489-024-05875-3
Ming He, Han Zhang, Zihao Zhang, Chang Liu

Sequential recommendation aims at mining user interests through modeling sequential behaviors. Most existing sequential recommendation methods overlook the direct transition relationship among items, and only encode a user sequence as a whole, capturing the intention behind the sequence and predicting the next item with which the user might interact. However, in real-world scenarios, a small subset of items within a sequence may directly impact future interactions due to the direct transition relationship among items. To solve the above problem, in this paper, we propose a novel framework called Direct Transition Relationship for Recommendation (DTR4Rec). Specifically, we first construct a long-term direct transition matrix and a short-term co-occurrence matrix among items based on their occurrence patterns in the interaction data. The long-term direct transition matrix is constructed by counting the frequency of transitions from one item to another within a relatively long window. The short-term co-occurrence matrix is built by counting the frequency of co-occurrences of two items within a short window. We further utilize a learnable fusion approach to blend traditional sequence transition patterns with the direct transition relationship among items for predicting the next item. This integration is accomplished through a learnable fusion matrix. Additionally, in order to mitigate the data sparsity problem and enhance the generalization of the model, we propose a new paradigm for computing item similarity, which considers both collaborative filtering similarity and sequential similarity among items, then such similarity is utilized to substitute part of items in the sequence, thereby creating augmented data. We conduct extensive experiments on three real-world datasets, demonstrating that DTR4Rec outperforms state-of-the-art baselines for sequential recommendation.

序列推荐旨在通过对用户序列行为建模来挖掘用户兴趣。现有的序列推荐方法大多忽略了项目之间的直接转换关系,只对用户序列进行整体编码,捕捉序列背后的意图,预测用户可能与之交互的下一个项目。然而,在现实场景中,由于项目间的直接转换关系,序列中的一小部分项目可能会直接影响未来的交互。为了解决上述问题,我们在本文中提出了一种名为 "直接过渡关系推荐(DTR4Rec)"的新框架。具体来说,我们首先根据项目在交互数据中的出现模式,构建项目间的长期直接过渡矩阵和短期共现矩阵。长期直接转换矩阵是通过计算在一个相对较长的窗口内从一个项目转换到另一个项目的频率而构建的。短期共现矩阵则是通过计算两个项目在较短窗口内的共现频率来构建的。我们进一步利用可学习的融合方法,将传统的序列转换模式与项目间的直接转换关系相融合,以预测下一个项目。这种融合是通过可学习的融合矩阵实现的。此外,为了缓解数据稀疏问题并增强模型的泛化能力,我们提出了一种计算项目相似性的新范式,这种范式同时考虑了协同过滤相似性和项目间的序列相似性,然后利用这种相似性来替代序列中的部分项目,从而创建增强数据。我们在三个真实世界的数据集上进行了广泛的实验,结果表明 DTR4Rec 在顺序推荐方面的表现优于最先进的基准。
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引用次数: 0
A prototype evolution network for relation extraction 关系提取的进化网络原型
IF 3.4 2区 计算机科学 Q2 COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE Pub Date : 2024-11-20 DOI: 10.1007/s10489-024-05864-6
Kai Wang, Yanping Chen, Ruizhang Huang, Yongbin Qin

Prototypical networks transform relation instances and relation types into the same semantic space, where a relation instance is assigned a type based on the nearest prototype. Traditional prototypical network methods generate relation prototypes by averaging the sentence representations from a predefined support set, which suffers from two key limitations. One limitation is sensitive to the outliers in the support set that can skew the relation prototypes. Another limitation is the lack of the necessary representational capacity to capture the full complexity of the relation extraction task. To address these limitations, we propose the Prototype Evolution Network (PEN) for relation extraction. First, we assign a type cue for each relation instance to mine the semantics of the relation type. Based on the type cues and relation instances, we then present a prototype refiner comprising a multichannel convolutional neural network and a scaling module to learn and refine the relation prototypes. Finally, we introduce historical prototypes during each episode into the current prototype learning process to enable continuous prototype evolution. We evaluate the PEN on the ACE 2005, SemEval 2010, and CoNLL2004 datasets, and the results demonstrate impressive improvements, with the PEN outperforming existing state-of-the-art methods.

原型网络将关系实例和关系类型转换到相同的语义空间中,关系实例根据最近的原型分配类型。传统的原型网络方法通过平均来自预定义支持集的句子表示来生成关系原型,这种方法有两个主要局限。一个局限是对支持集中的异常值很敏感,这些异常值会使关系原型发生偏移。另一个局限是缺乏必要的表征能力来捕捉关系提取任务的全部复杂性。为了解决这些局限性,我们提出了用于关系提取的原型演化网络(Prototype Evolution Network,PEN)。首先,我们为每个关系实例分配一个类型线索,以挖掘关系类型的语义。然后,基于类型线索和关系实例,我们提出了一个由多通道卷积神经网络和缩放模块组成的原型提炼器,用于学习和提炼关系原型。最后,我们将每集的历史原型引入当前的原型学习过程,以实现原型的持续演化。我们在 ACE 2005、SemEval 2010 和 CoNLL2004 数据集上对 PEN 进行了评估,结果表明 PEN 有了令人印象深刻的改进,其性能超过了现有的最先进方法。
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引用次数: 0
Highway spillage detection using an improved STPM anomaly detection network from a surveillance perspective 从监控角度利用改进的 STPM 异常检测网络进行高速公路泄漏检测
IF 3.4 2区 计算机科学 Q2 COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE Pub Date : 2024-11-20 DOI: 10.1007/s10489-024-06066-w
Haoxiang Liang, Huansheng Song, Shaoyang Zhang, Yongfeng Bu

Spillages may cause traffic congestion and incidents and seriously affect the efficiency of traffic operation. Due to the changeable shape and scale of a spill on a highway, the location of the spill is random, so the current background extraction and object detection methods cannot achieve good detection results for the spill. This paper proposes a highway spill detection method using an improved STPM anomaly detection network. The method is based on the STPM network and achieves detection through FFDNet image filtering, calculation of the global correlation features of the student and teacher networks, contour positioning of spillages in the feature map, and automatic collection of positive samples to train and update the model, achieving high-precision identification and positioning of the spillages. The experimental results of the custom-built top-view road surface spillage dataset and the MVTec anomaly detection dataset show that the method proposed in this paper can obtain an AOC-ROC value of 0.978 and a PRO score of 0.965 and can distinguish between spillages and reflective cones, avoiding the problem of false detection when spills are similar in appearance. Therefore, the proposed method has value in the research and engineering application of spill detection in special highway scenes.

溢出物可能造成交通拥堵和事故,严重影响交通运行效率。由于高速公路上泄漏点的形状和规模多变,泄漏点的位置具有随机性,因此目前的背景提取和物体检测方法无法对泄漏点达到良好的检测效果。本文利用改进的 STPM 异常检测网络提出了一种高速公路泄漏检测方法。该方法以 STPM 网络为基础,通过 FFDNet 图像滤波、计算师生网络的全局相关特征、在特征图中对溢出物进行轮廓定位、自动采集正样本训练和更新模型等方法实现检测,实现了对溢出物的高精度识别和定位。对定制的顶视路面溢出数据集和 MVTec 异常检测数据集的实验结果表明,本文提出的方法可获得 0.978 的 AOC-ROC 值和 0.965 的 PRO 分值,并能区分溢出物和反光锥,避免了溢出物外观相似时的误检测问题。因此,本文提出的方法在高速公路特殊场景的溢出物检测研究和工程应用中具有重要价值。
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引用次数: 0
Channel enhanced cross-modality relation network for visible-infrared person re-identification 用于可见光-红外线人员再识别的通道增强型跨模态关系网络
IF 3.4 2区 计算机科学 Q2 COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE Pub Date : 2024-11-19 DOI: 10.1007/s10489-024-06057-x
Wanru Song, Xinyi Wang, Weimin Wu, Yuan Zhang, Feng Liu

Visible-infrared person re-identification (VI Re-ID) is designed to perform pedestrian retrieval on non-overlapping visible-infrared cameras, and it is widely employed in intelligent surveillance. For the VI Re-ID task, one of the main challenges is the huge modality discrepancy between the visible and infrared images. Therefore, mining more shared features in the cross-modality task turns into an important issue. To address this problem, this paper proposes a novel framework for feature learning and feature embedding in VI Re-ID, namely Channel Enhanced Cross-modality Relation Network (CECR-Net). More specifically, the network contains three key modules. In the first module, to shorten the distance between the original modalities, a channel selection operation is applied to the visible images, the robustness against color variations is improved by randomly generating three-channel R/G/B images. The module also exploits the low- and mid-level information of the visible and auxiliary modal images through a feature parameter-sharing strategy. Considering that the body sequences of pedestrians are not easy to change with modality, CECR-Net designs two modules based on relation network for VI Re-ID, namely the intra-relation learning and the cross-relation learning modules. These two modules help to capture the structural relationship between body parts, which is a modality-invariant information, disrupting the isolation between local features. Extensive experiments on the two public benchmarks indicate that CECR-Net is superior compared to the state-of-the-art methods. In particular, for the SYSU-MM01 dataset, the Rank1 and mAP reach 76.83% and 71.56% in the "All Search" mode, respectively.

可见光-红外人员再识别(VI Re-ID)的设计目的是在非重叠的可见光-红外摄像机上执行行人检索,它被广泛应用于智能监控领域。对于 VI Re-ID 任务来说,主要挑战之一是可见光和红外图像之间巨大的模态差异。因此,在跨模态任务中挖掘更多共享特征成为一个重要问题。为解决这一问题,本文提出了一种新颖的 VI Re-ID 特征学习和特征嵌入框架,即通道增强跨模态关系网络(CECR-Net)。具体来说,该网络包含三个关键模块。在第一个模块中,为了缩短原始模态之间的距离,对可见光图像进行了通道选择操作,并通过随机生成 R/G/B 三通道图像提高了对颜色变化的鲁棒性。该模块还通过特征参数共享策略利用了可见光图像和辅助模态图像的中低层信息。考虑到行人的身体序列不易随模态变化,CECR-Net 设计了两个基于关系网络的 VI Re-ID 模块,即内部关系学习模块和交叉关系学习模块。这两个模块有助于捕捉身体部位之间的结构关系,这是一种模态不变的信息,打破了局部特征之间的孤立性。在两个公共基准上进行的大量实验表明,CECR-Net 优于最先进的方法。特别是在 SYSU-MM01 数据集上,在 "全部搜索 "模式下,Rank1 和 mAP 分别达到了 76.83% 和 71.56%。
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引用次数: 0
Semantic-aware matrix factorization hashing with intra- and inter-modality fusion for image-text retrieval 语义感知矩阵因式分解散列与模式内和模式间融合用于图像文本检索
IF 3.4 2区 计算机科学 Q2 COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE Pub Date : 2024-11-19 DOI: 10.1007/s10489-024-06060-2
Dongxue Shi, Zheng Liu, Shanshan Gao, Ang Li

Cross-modal retrieval aims to retrieve related items in one modality using a query from another modality. As the foundational and key challenge of it, image-text retrieval has garnered significant research interest from scholars. In recent years, hashing techniques have gained widespread interest for large-scale dataset retrieval due to their minimal storage requirements and rapid query processing capabilities. However, existing hashing approaches either learn unified representations for both modalities or specific representations within each modality. The former approach lacks modality-specific information, while the latter does not consider the relationships between image-text pairs across various modalities. Therefore, we propose an innovative supervised hashing method that leverages intra-modality and inter-modality matrix factorization. This method integrates semantic labels into the hash code learning process, aiming to understand both inter-modality and intra-modality relationships within a unified framework for diverse data types. The objective is to preserve inter-modal complementarity and intra-modal consistency in multimodal data. Our approach involves: (1) mapping data from various modalities into a shared latent semantic space through inter-modality matrix factorization to derive unified hash codes, and (2) mapping data from each modality into modality-specific latent semantic spaces via intra-modality matrix factorization to obtain modality-specific hash codes. These are subsequently merged to construct the final hash codes. Experimental results demonstrate that our approach surpasses several state-of-the-art cross-modal image-text retrieval hashing methods. Additionally, ablation studies further validate the effectiveness of each component within our model.

跨模态检索(Cross-modal retrieval)的目的是利用一种模态的查询来检索另一种模态的相关项目。作为其基础和关键挑战,图像-文本检索引起了学者们的极大研究兴趣。近年来,散列技术因其最低的存储要求和快速的查询处理能力,在大规模数据集检索中受到广泛关注。然而,现有的散列方法要么是学习两种模态的统一表征,要么是学习每种模态的特定表征。前一种方法缺乏特定模态的信息,而后一种方法则没有考虑不同模态的图像-文本对之间的关系。因此,我们提出了一种创新的监督散列方法,利用模态内和模态间矩阵因式分解。该方法将语义标签整合到哈希代码学习过程中,旨在通过统一的框架了解不同数据类型的模式间和模式内关系。目的是在多模态数据中保持模态间互补性和模态内一致性。我们的方法包括:(1) 通过模态间矩阵因式分解将各种模态的数据映射到共享的潜在语义空间,从而得到统一的哈希代码;(2) 通过模态内矩阵因式分解将每种模态的数据映射到特定模态的潜在语义空间,从而得到特定模态的哈希代码。然后将这些数据合并,构建出最终的哈希代码。实验结果表明,我们的方法超越了几种最先进的跨模态图像-文本检索散列方法。此外,消融研究进一步验证了我们模型中每个组件的有效性。
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引用次数: 0
HG-search: multi-stage search for heterogeneous graph neural networks HG-搜索:异构图神经网络的多阶段搜索
IF 3.4 2区 计算机科学 Q2 COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE Pub Date : 2024-11-19 DOI: 10.1007/s10489-024-06058-w
Hongmin Sun, Ao Kan, Jianhao Liu, Wei Du

In recent years, heterogeneous graphs, a complex graph structure that can express multiple types of nodes and edges, have been widely used for modeling various real-world scenarios. As a powerful analysis tool, heterogeneous graph neural networks (HGNNs) can effectively mine the information and knowledge in heterogeneous graphs. However, designing an excellent HGNN architecture requires a lot of domain knowledge and is a time-consuming and laborious task. Inspired by neural architecture search (NAS), some works on homogeneous graph NAS have emerged. However, there are few works on heterogeneous graph NAS. In addition, the hyperparameters related to the HGNN architecture are also important factors affecting its performance in downstream tasks. Manually tuning hyperparameters is also a tedious and inefficient process. To solve the above problems, we propose a novel search (HG-Search for short) algorithm specifically for HGNNs, which achieves fully automatic architecture design and hyperparameter tuning. Specifically, we first design a search space for HG-Search, composed of two parts: HGNN architecture search space and hyperparameter search space. Furthermore, we propose a multi-stage search (MS-Search for short) module and combine it with the policy gradient search (PG-Search for short). Experiments on real-world datasets show that this method can design HGNN architectures comparable to those manually designed by humans and achieve automatic hyperparameter tuning, significantly improving the performance in downstream tasks. The code and related datasets can be found at https://github.com/dawn-creator/HG-Search.

近年来,异构图这种可表达多种类型节点和边的复杂图结构被广泛用于模拟现实世界的各种场景。作为一种强大的分析工具,异构图神经网络(HGNN)可以有效地挖掘异构图中的信息和知识。然而,设计一个优秀的 HGNN 架构需要大量的领域知识,是一项费时费力的工作。受神经架构搜索(NAS)的启发,一些关于同构图 NAS 的工作已经出现。然而,关于异构图 NAS 的研究却很少。此外,与 HGNN 架构相关的超参数也是影响其下游任务性能的重要因素。手动调整超参数也是一个繁琐而低效的过程。为解决上述问题,我们提出了一种专门针对 HGNN 的新型搜索算法(简称 HG-Search),该算法可实现全自动架构设计和超参数调整。具体来说,我们首先为 HG-Search 设计了一个搜索空间,由两部分组成:HGNN 架构搜索空间和超参数搜索空间。此外,我们还提出了多阶段搜索(简称 MS-Search)模块,并将其与策略梯度搜索(简称 PG-Search)相结合。在实际数据集上的实验表明,这种方法可以设计出与人类手动设计的 HGNN 架构相媲美的 HGNN 架构,并实现自动超参数调整,显著提高下游任务的性能。代码和相关数据集可在 https://github.com/dawn-creator/HG-Search 上找到。
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引用次数: 0
Towards user-specific multimodal recommendation via cross-modal attention-enhanced graph convolution network 通过跨模态注意力增强图卷积网络实现针对特定用户的多模态推荐
IF 3.4 2区 计算机科学 Q2 COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE Pub Date : 2024-11-18 DOI: 10.1007/s10489-024-06061-1
Ruidong Wang, Chao Li, Zhongying Zhao

Multimodal Recommendation (MR) exploits multimodal features of items (e.g., visual or textual features) to provide personalized recommendations for users. Recently, scholars have integrated Graph Convolutional Networks (GCN) into MR to model complicated multimodal relationships, but still with two significant challenges: (1) Most MR methods fail to consider the correlations between different modalities, which significantly affects the modal alignment, resulting in poor performance on MR tasks. (2) Most MR methods leverage multimodal features to enhance item representation learning. However, the connection between multimodal features and user representations remains largely unexplored. To this end, we propose a novel yet effective Cross-modal Attention-enhanced graph convolution network for user-specific Multimodal Recommendation, named CAMR. Specifically, we design a cross-modal attention mechanism to mine the cross-modal correlations. In addition, we devise a modality-aware user feature learning method that uses rich item information to learn user feature representations. Experimental results on four real-world datasets demonstrate the superiority of CAMR compared with several state-of-the-art methods. The codes of this work are available at https://github.com/ZZY-GraphMiningLab/CAMR

多模态推荐(MR)利用物品的多模态特征(如视觉或文本特征)为用户提供个性化推荐。最近,学者们将图卷积网络(Graph Convolutional Networks,GCN)集成到多模态推荐中,为复杂的多模态关系建模,但仍面临两个重大挑战:(1)大多数多模态推荐方法没有考虑不同模态之间的相关性,这严重影响了模态对齐,导致多模态推荐任务的性能不佳。(2)大多数磁共振方法利用多模态特征来增强项目表征学习。然而,多模态特征与用户表征之间的联系在很大程度上仍未得到探索。为此,我们提出了一种新颖而有效的用于用户特定多模态推荐的跨模态注意力增强图卷积网络,并将其命名为 CAMR。具体来说,我们设计了一种跨模态注意力机制来挖掘跨模态相关性。此外,我们还设计了一种模态感知用户特征学习方法,利用丰富的项目信息来学习用户特征表征。在四个真实世界数据集上的实验结果表明,与几种最先进的方法相比,CAMR 更具优势。这项工作的代码可在 https://github.com/ZZY-GraphMiningLab/CAMR 上获取。
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引用次数: 0
Calibrating TabTransformer for financial misstatement detection 校准 TabTransformer 以检测财务错报
IF 3.4 2区 计算机科学 Q2 COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE Pub Date : 2024-11-18 DOI: 10.1007/s10489-024-05861-9
Elias Zavitsanos, Dimitrios Kelesis, Georgios Paliouras

In this paper, we deal with the task of identifying the probability of misstatements in the annual financial reports of public companies. In particular, we improve the state-of-the-art for financial misstatement detection by training a TabTransformer model with a gated multi-layer perceptron, which encodes and exploits relationships between financial features. We further calibrate a sample-dependent focal loss function to deal with the severe class imbalance in the data and to focus on positive examples that are hard to distinguish. We evaluate the proposed methodology in a realistic setting that preserves the essential characteristics of the task: (a) the imbalanced distribution of classes in the data, (b) the chronological order of data, and (c) the systematic noise in the labels, due to the delay in manually identifying misstatements. The proposed method achieves state-of-the-art results in this setting, compared to recent approaches in the literature. As an additional contribution, we release the dataset to facilitate further research in the field.

在本文中,我们讨论了识别上市公司年度财务报告中错报概率的任务。特别是,我们通过训练一个具有门控多层感知器的 TabTransformer 模型,对财务特征之间的关系进行编码和利用,从而改进了财务错报检测的最新技术。我们进一步校准了一个依赖于样本的焦点损失函数,以处理数据中严重的类不平衡问题,并重点关注难以区分的正面示例。我们在现实环境中对所提出的方法进行了评估,该环境保留了任务的基本特征:(a) 数据中类的不平衡分布;(b) 数据的时间顺序;(c) 由于人工识别误报的延迟,标签中存在系统噪声。与文献中的最新方法相比,所提出的方法在这种情况下取得了最先进的结果。作为额外贡献,我们还发布了数据集,以促进该领域的进一步研究。
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引用次数: 0
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