Due to the non-stationarity of time series, the distribution shift problem largely hinders the performance of time series forecasting. Existing solutions either rely on using certain statistics to specify the shift, or developing specific mechanisms for certain network architectures. However, the former would fail for the unknown shift beyond simple statistics, while the latter has limited compatibility on different forecasting models. To overcome these problems, we first propose a decoupled formulation for time series forecasting, with no reliance on fixed statistics and no restriction on forecasting architectures. This formulation regards the removing-shift procedure as a special transformation between a raw distribution and a desired target distribution and separates it from the forecasting. Such a formulation is further formalized into a bi-level optimization problem, to enable the joint learning of the transformation (outer loop) and forecasting (inner loop). Moreover, the special requirements of expressiveness and bi-direction for the transformation motivate us to propose instance normalization flow (IN-Flow), a novel invertible network for time series transformation. Different from the classic ''normalizing flow'' models, IN-Flow does not aim for normalizing input to the prior distribution (e.g., Gaussian distribution) for generation, but creatively transforms time series distribution by stacking normalization layers and flow-based invertible networks, which is thus named ''normalization'' flow. Finally, we have conducted extensive experiments on both synthetic data and real-world data, which demonstrate the superiority of our method.

Synthetic Electronic Health Record (EHR) time-series generation is crucial for advancing clinical machine learning models, as it helps address data scarcity by providing more training data. However, most existing approaches focus primarily on replicating statistical distributions and temporal dependencies of real-world data. We argue that fidelity to observed data alone does not guarantee better model performance, as common patterns may dominate, limiting the representation of rare but important conditions. This highlights the need for generate synthetic samples to improve performance of specific clinical models to fulfill their target outcomes. To address this, we propose TarDiff, a novel target-oriented diffusion framework that integrates task-specific influence guidance into the synthetic data generation process. Unlike conventional approaches that mimic training data distributions, TarDiff optimizes synthetic samples by quantifying their expected contribution to improving downstream model performance through influence functions. Specifically, we measure the reduction in task-specific loss induced by synthetic samples and embed this influence gradient into the reverse diffusion process, thereby steering the generation towards utility-optimized data. Evaluated on six publicly available EHR datasets, TarDiff achieves state-of-the-art performance, outperforming existing methods by up to 20.4% in AUPRC and 18.4% in AUROC. Our results demonstrate that TarDiff not only preserves temporal fidelity but also enhances downstream model performance, offering a robust solution to data scarcity and class imbalance in healthcare analytics.

As one of the most successful generative models, diffusion models have demonstrated remarkable efficacy in synthesizing high-quality images. These models learn the underlying high-dimensional data distribution in an unsupervised manner. Despite their success, diffusion models are highly data-driven and prone to inheriting the imbalances and biases present in real-world data. Some studies have attempted to address these issues by designing text prompts for known biases or using bias labels to construct unbiased data. While these methods have shown improved results, real-world scenarios often contain various unknown biases, and obtaining bias labels is particularly challenging. In this paper, we emphasize the necessity of mitigating bias in pre-trained diffusion models without relying on auxiliary bias annotations. To tackle this problem, we propose a framework, InvDiff, which aims to learn invariant semantic information for diffusion guidance. Specifically, we propose identifying underlying biases in the training data and designing a novel debiasing training objective. Then, we employ a lightweight trainable module that automatically preserves invariant semantic information and uses it to guide the diffusion model's sampling process toward unbiased outcomes simultaneously. Notably, we only need to learn a small number of parameters in the lightweight learnable module without altering the pre-trained diffusion model. Furthermore, we provide a theoretical guarantee that the implementation of InvDiff is equivalent to reducing the error upper bound of generalization. Extensive experimental results on three publicly available benchmarks demonstrate that InvDiff effectively reduces biases while maintaining the quality of image generation. Our code is available at https://github.com/Hundredl/InvDiff.

Time series forecasting plays a crucial role in data mining, driving rapid advancements across numerous industries. With the emergence of large models, time series foundation models (TSFMs) have exhibited remarkable generalization capabilities, such as zero-shot learning, through large-scale pre-training. Meanwhile, Retrieval-Augmented Generation (RAG) methods have been widely employed to enhance the performance of foundation models on unseen data, allowing models to access to external knowledge. In this paper, we introduceTimeRAF, aRetrieval-AugmentedForecasting model that enhance zero-shot time series forecasting through retrieval-augmented techniques. We develop customized time series knowledge bases that are tailored to the specific forecasting tasks. TimeRAF employs an end-to-end learnable retriever to extract valuable information from the knowledge base. Additionally, we propose Channel Prompting for knowledge integration, which effectively extracts relevant information from the retrieved knowledge along the channel dimension. Extensive experiments demonstrate the effectiveness of our model, showing significant improvement across various domains and datasets.

Tabular data is foundational to predictive modeling in various crucial industries, including healthcare, finance, retail, sustainability, etc. Despite the progress made in specialized models, there is an increasing demand for universal models that can transfer knowledge, generalize from limited data, and follow human instructions. These are challenges that current tabular deep learning approaches have not fully tackled. Here we introduce Generative Tabular Learning (GTL), a novel framework that integrates the advanced functionalities of large language models (LLMs)-such as prompt-based zero-shot generalization and in-context learning-into tabular deep learning. GTL capitalizes on the pre-training of LLMs on diverse tabular data, enhancing their understanding of domain-specific knowledge, numerical sequences, and statistical dependencies critical for accurate predictions. Our empirical study spans 384 public datasets, rigorously analyzing GTL's convergence and scaling behaviors and assessing the impact of varied data templates. The GTL-enhanced LLaMA-2 model demonstrates superior zero-shot and in-context learning capabilities across numerous classification and regression tasks. Notably, it achieves this without fine-tuning, outperforming traditional methods and rivaling state-of-the-art models like GPT-4 in certain cases. Through GTL, we not only foster a deeper integration of LLMs' sophisticated abilities into tabular data comprehension and application but also offer a new training resource and a test bed for LLMs to enhance their ability to comprehend tabular data. To facilitate reproducible research, we release our code, data, and model checkpoints at https://github.com/microsoft/Industrial-Foundation-Models.

Wind is one kind of high-efficient, environmentally-friendly, and cost-effective energy source. Wind power, as one of the largest renewable energy in the world, has been playing a more and more important role in supplying electricity. Though growing dramatically in recent years, the amount of generated wind power can be directly or latently affected by multiple uncertain factors, such as wind speed, wind direction, temperatures, and so on. More importantly, there exist very complicated dependencies of the generated power on the latent composition of these multiple time-evolving variables, which are always ignored by existing works and thus largely hinder the prediction performances. To this end, we propose DEWP , a novel D eep E xpansion learning for W ind P ower forecasting framework to carefully model the complicated dependencies with adequate expressiveness. DEWP starts with a stack-by-stack architecture, where each stack is composed of (i) a variable expansion block that makes use of convolutional layers to capture dependencies among multiple variables; (ii) a time expansion block that applies Fourier series and backcast/forecast mechanism to learn temporal dependencies in sequential patterns. These two tailored blocks expand raw inputs into different latent feature spaces which can model different levels of dependencies of time-evolving sequential data. Moreover, we propose an inference block corresponding for each stack, which applies multi-head self-attentions to acquire attentive features and maps expanded latent representations into generated wind power. In addition, to make DEWP more expressive in handling deep neural architectures, we adapt doubly residue learning to process stack-by-stack outputs. Accurate wind power forecasting (WPF) is then better achieved through fine-grained outputs by continuously removing stack residues and accumulating useful stack forecasts. Finally, we present extensive experiments in the real-world WPF application on two datasets from two different turbines, in order to demonstrate the effectiveness of our approach.

Recent years have witnessed increasing attention being paid to AI-based quantitative investment. Compared to traditional low-frequency data (e.g., daily, weekly), high-frequency data (e.g., minute-level) is often underutilized for low-frequency stock trend prediction, leaving the vast potential for improvement. However, valuable and noisy information coexist in high-frequency data. The learning process of high-frequency factor extractors can easily be overwhelmed by noise, leading to overfitting. Moreover, common techniques used to prevent overfitting often result in poor performance on this task since they usually roughly restrict the model’s capacity, making it challenging to model complex trading signals in high-frequency data. When designing high-frequency factor extractors, we face a tough dilemma. A high-capacity model may easily overfit to noise, while a simple but robust model may not capture complex high-frequency patterns. To address these problems, we propose maintaining model capacity while preventing overfitting by constructing two components that balance information and noise through interactions between them. Specifically, we propose a novel learning framework calledDigger-Guiderto extract informative stock representations from noisy high-frequency data. We develop a high-capacity model calledDiggerto extract local and detailed features from the high-frequency data, and we design a robust model calledGuiderto capture global tendency features and help the Digger overcome the noise. The Digger and Guider enhance each other through mutual distillation during training, serving as data-driven regularizations that work well on this task. Extensive experiments on real-world datasets demonstrate that our framework can produce powerful high-frequency stock factors that significantly improve stock trend prediction performance and our understanding of the finance market.

Unsupervised Anomaly Detection (UAD) is a key data mining problem owing to its wide real-world applications. Due to the complete absence of supervision signals, UAD methods rely on implicit assumptions about anomalous patterns (e.g., scattered/sparsely/densely clustered) to detect anomalies. However, real-world data are complex and vary significantly across different domains. No single assumption can describe such complexity and be valid in all scenarios. This is also confirmed by recent research that shows no UAD method is omnipotent [1]. Based on above observations, instead of searching for a magic universal winner assumption, we seek to design a general UAD Booster (UADB) that empowers any UAD models with adaptability to different data. This is a challenging task given the heterogeneous model structures and assumptions adopted by existing UAD methods. To achieve this, we dive deep into the UAD problem and find that compared to normal data, anomalies (i) lack clear structure/pattern in feature space, thus (ii) harder to learn by model without a suitable assumption, and finally, leads to (iii) high variance between different learners. In light of these findings, we propose to (i) distill the knowledge of the source UAD model to an imitation learner (booster) that holds no data assumption, then (ii) exploit the variance between them to perform automatic correction, and thus (iii) improve the booster over the original UAD model. We use a neural network as the booster for its strong expressive power as a universal approximator and ability to perform flexible posthoc tuning. Note that UADB is a model-agnostic framework that can enhance heterogeneous UAD models in a unified way. Extensive experiments on over 80 tabular datasets demonstrate the effectiveness of UADB. To facilitate further research, code, figures, and datasets are available at UADB’s Github repository1.

Order execution is a fundamental task in quantitative finance, aiming at finishing acquisition or liquidation for a number of trading orders of the specific assets. Recent advance in model-free reinforcement learning (RL) provides a data-driven solution to the order execution problem. However, the existing works always optimize execution for an individual order, overlooking the practice that multiple orders are specified to execute simultaneously, resulting in suboptimality and bias. In this paper, we first present a multi-agent RL (MARL) method for multi-order execution considering practical constraints. Specifically, we treat every agent as an individual operator to trade one specific order, while keeping communicating with each other and collaborating for maximizing the overall profits. Nevertheless, the existing MARL algorithms often incorporate communication among agents by exchanging only the information of their partial observations, which is inefficient in complicated financial market. To improve collaboration, we then propose a learnable multi-round communication protocol, for the agents communicating the intended actions with each other and refining accordingly. It is optimized through a novel action value attribution method which is provably consistent with the original learning objective yet more efficient. The experiments on the data from two real-world markets have illustrated superior performance with significantly better collaboration effectiveness achieved by our method.

As one of the major threats to the healthy development of various online platforms, fraud has become increasingly committed in the form of gangs since collusive fraudulent activities are much easier to obtain illicit benefits with lower exposure risk. To detect fraudsters in a gang, spatio-temporal graph neural network models have been widely applied to detect both temporal and spatial collusive patterns. However, a closer peek into real-world records of fraudsters can reveal that fraud gangs usually conduct community-level camouflage, specified by two types, i.e., temporal and spatial camouflage. Such camouflage can disguise gangs as benign communities by concealing collusive patterns and thus deceiving many existing graph neural network models. In the meantime, many existing graph neural network models suffer from the challenge of extreme sample imbalance caused by rare fraudsters hidden among massive users. To handle all these challenges, in this paper, we propose a generative adversarial network framework, named Adversarial Camouflage Detector, to detect fraudsters. Concretely, this ACD framework consists of four modules, in charge of community division, camouflage identification, fraudster detection, and camouflage generation, respectively. The first three modules form up a discriminator that uses spatio-temporal graph neural networks as the foundation model and enhance fraudster detection by amplifying the gangs' collusive patterns through automatically identifying and removing camouflage. Meanwhile, the camouflage generation module plays as the generator role that generates fraudsters samples by competing against the discriminator to alleviate the challenge of sample imbalance and increase the model robustness. The experimental result shows that our proposed method outperforms other methods on real-world datasets.

The aging of global population is witnessing increasing prevalence of spinal disorders. According to latest statistics, nearly five percent of the global population is suffering from spinal disorders. To relieve the pain, many spine patients tend to choose surgeries. However, recent evidences reveal that some spine patients can self-heal over time with nonoperative treatment and even surgeries may not ease the pain for some others, which raises a critical question regarding the appropriateness of such surgeries. Furthermore, the complex and time-consuming diagnostic process places a great burden on both clinicians and patients. Due to the development of web technology, it is possible for spine patients to obtain decision making suggestions on the Internet. The uniqueness of web technology, including its popularity, convenience, and immediacy, makes intelligent healthcare techniques, especially Treatment Outcome Forecasting (TOF), able to support clinical decision-making for doctors and healthcare providers. Despite a few machine-learning-based methods have been proposed for TOF, their performance and feasibility are mostly unsatisfactory due to the neglect of a few practical challenges (caused by applying on the Internet), including biased data selection, noisy supervision, and patient noncompliance. In light of this, we propose DeepTOF, a novel end-to-end deep learning model to cope with the unique challenges in web-based long-term continuous spine TOF. In particular, we combine different patient groups and train a unified predictive model to eliminate the data selection bias. Towards robust learning, we further take advantage of indirect but fine-grained supervision signals to mutually calibrate with the noisy training labels. Additionally, a feature selector was co-trained with DeepTOF to select the most important features (i.e., answers/indicators that need to be collected) for inference, thus easing the use of DeepTOF during web-based real-world application. The proposed DeepTOF could bring great benefits to the rehabilitation of spine patients. Comprehensive experiments and analysis show that DeepTOF outperforms conventional solutions by a large margin.

Irregularly sampled multivariate time series are ubiquitous in various fields, particularly in healthcare, and exhibit two key characteristics: intra-series irregularity and inter-series discrepancy. Intra-series irregularity refers to the fact that time-series signals are often recorded at irregular intervals, while inter-series discrepancy refers to the significant variability in sampling rates among diverse series. However, recent advances in irregular time series have primarily focused on addressing intra-series irregularity, overlooking the issue of inter-series discrepancy. To bridge this gap, we present Warpformer, a novel approach that fully considers these two characteristics. In a nutshell, Warpformer has several crucial designs, including a specific input representation that explicitly characterizes both intra-series irregularity and inter-series discrepancy, a warping module that adaptively unifies irregular time series in a given scale, and a customized attention module for representation learning. Additionally, we stack multiple warping and attention modules to learn at different scales, producing multi-scale representations that balance coarse-grained and fine-grained signals for downstream tasks. We conduct extensive experiments on widely used datasets and a new large-scale benchmark built from clinical databases. The results demonstrate the superiority of Warpformer over existing state-of-the-art approaches.

Energy markets enable matching supply and demand through inter- and intra-region electricity trading. Due to the interconnected nature of the energy markets, the supply-demand constraints in one region can impact prices in another connected region. To incorporate these spatiotemporal relationships, we propose a novel graph neural network architecture incorporating multidimensional time-series features to forecast price (node attribute) and energy flow (edge attribute) between regions simultaneously. To the best of our knowledge, this paper is the first attempt to combine node and edge level forecasting in energy markets. We show that our proposed approach has a mean absolute prediction percentage error of 12.8%, which significantly beats the state-of-the-art baseline techniques.

We consider an offline reinforcement learning (RL) setting where the agent needs to learn from a dataset collected by rolling out multiple behavior policies. There are two challenges for this setting: 1) The optimal trade-off between optimizing the RL signal and the behavior cloning (BC) signal changes on different states due to the variation of the action coverage induced by different behavior policies. Previous methods fail to handle this by only controlling the global trade-off. 2) For a given state, the action distribution generated by different behavior policies may have multiple modes. The BC regularizers in many previous methods are mean-seeking, resulting in policies that select out-of-distribution (OOD) actions in the middle of the modes. In this paper, we address both challenges by using adaptively weighted reverse Kullback-Leibler (KL) divergence as the BC regularizer based on the TD3 algorithm. Our method not only trades off the RL and BC signals with per-state weights (i.e., strong BC regularization on the states with narrow action coverage, and vice versa) but also avoids selecting OOD actions thanks to the mode-seeking property of reverse KL. Empirically, our algorithm can outperform existing offline RL algorithms in the MuJoCo locomotion tasks with the standard D4RL datasets as well as the mixed datasets that combine the standard datasets.

Modeling sequential patterns from data is at the core of various time series forecasting tasks. Deep learning models have greatly outperformed many traditional models, but these black-box models generally lack explainability in prediction and decision making. To reveal the underlying trend with understandable mathematical expressions, scientists and economists tend to use partial differential equations (PDEs) to explain the highly nonlinear dynamics of sequential patterns. However, it usually requires domain expert knowledge and a series of simplified assumptions, which is not always practical and can deviate from the ever-changing world. Is it possible to learn the differential relations from data dynamically to explain the time-evolving dynamics? In this work, we propose an learning framework that can automatically obtain interpretable PDE models from sequential data. Particularly, this framework is comprised of learnable differential blocks, named P-blocks, which is proved to be able to approximate any time-evolving complex continuous functions in theory. Moreover, to capture the dynamics shift, this framework introduces a meta-learning controller to dynamically optimize the hyper-parameters of a hybrid PDE model. Extensive experiments on times series forecasting of financial, engineering, and health data show that our model can provide valuable interpretability and achieve comparable performance to state-of-the-art models. From empirical studies, we find that learning a few differential operators may capture the major trend of sequential dynamics without massive computational complexity.

Time-series prediction is of high practical value in a wide range of applications such as econometrics and meteorology, where the data are commonly formed by temporal patterns. Most prior works ignore the diversity of dynamic pattern frequency, i.e., different granularities, suffering from insufficient information exploitation. Thus, multi-granularity learning is still under-explored for time-series prediction. In this paper, we propose a Multi-granularity Residual Learning Framework (MRLF) for more effective time series prediction. For a given time series, intuitively, there are more or less semantic overlaps and validity differences among its representations of different granularities. Due to the information redundancy, straightforward methods that leverage multi-granularity data, such as concatenation or ensemble, can easily lead to the model being dominated by the redundant coarse-grained trend information. Therefore, we design a novel residual learning net to model the prior knowledge of the fine-grained data’s distribution through the coarse-grained one. Then, by calculating the residual between multi-granularity data, the redundant information be removed. Furthermore, to alleviate the side effect of validity differences, we introduce a self-supervised objective for confidence estimation, which delivers more effective optimization without the requirement of additional annotation efforts. Extensive experiments on the real-world datasets indicate that multi-granular information significantly improves the time series prediction performance, and our model is superior in capturing such information.

Stock trend prediction plays a crucial role in quantitative investing. Given the prediction task on a certain granularity (e.g., daily trend), a large portion of existing studies merely leverage market data of the same granularity (e.g., daily market data). In financial investment scenarios, however, there exist amounts of finer-grained information (e.g., high-frequency data) that contain more detailed investment signals beyond the original granularity data. This motivates us to investigate how to leverage multi-granularity market data to enhance the accuracy of stock trend prediction. Some straightforward methods, such as concatenating finer-grained data as features or fusing with a model based on finer-grained features, may not lead to more precise stock trend prediction due to some unique challenges. First, the inconsistency of granularity between the target trend and finer-grained data could substantially increase optimization difficulty, such as the relative sparsity of the target trend compared with higher dimensions of finer-grained features. Moreover, the continuously changing financial market state could result in varying efficacy of heterogeneous multi-granularity information, which consequently requires a dynamic approach for proper fusion among them. In this paper, we propose the Contrastive Multi-Granularity Learning Framework (CMLF) to address these challenges. Particularly, we first design two novel contrastive learning objectives at the pre-training stage to address the inconsistency issue by constructing additional self-supervised signals relying on the inherent character of stock data. We also design a gate mechanism based on market-aware technical indicators to fuse the multi-granularity features at each time step adaptively. Extensive experiments on three real-world datasets show significant improvements of our approach over the state-of-the-art baselines on stock trend prediction and profitability in real investing scenarios.

The outbreak of the COVID-19 pandemic has largely influenced the world and our normal daily lives. To combat this pandemic efficiently, governments usually need to coordinate essential resources across multiple regions and adjust intervention polices at the right time, which all call for accurate and robust forecasting of future epidemic trends. However, designing such a forecasting system is non-trivial, since we need to handle all kinds of locations at different administrative levels, which include pretty different epidemic-evolving patterns. Moreover, there are dynamic and volatile correlations of pandemic conditions among these locations, which further enlarge the difficulty in forecasting. With these challenges in mind, we develop a novel spatial-temporal forecasting framework. First, to accommodate all kinds of locations at different administrative levels, we propose a unified hierarchical view, which mimics the aggregation procedure of pandemic statistics. Then, this view motivates us to facilitate joint learning across administrative levels and inspires us to design the cross-level consistency loss as an extra regularization to stabilize model training. Besides, to capture those dynamic and volatile spatial correlations, we design a customized spatial module with adaptive edge gates, which can both reinforce effective messages and disable irrelevant ones. We put this framework into production to help the battle against COVID-19 in the United States. A comprehensive online evaluation across three months demonstrates that our projections are the most competitive ones among all results produced by dozens of international group and even surpass the official ensemble in many cases. We also visualize our unique edge gates to understand the evolvement of spatial correlations and present intuitive case studies. Besides, we open source our implementation at https://github.com/dolphin-zs/HierST to facilitate future research towards better epidemic modeling.

Successful quantitative investment usually relies on precise predictions of the future movement of the stock price. Recently, machine learning based solutions have shown their capacity to give more accurate stock prediction and become indispensable components in modern quantitative investment systems. However, the i.i.d. assumption behind existing methods is inconsistent with the existence of diverse trading patterns in the stock market, which inevitably limits their ability to achieve better stock prediction performance. In this paper, we propose a novel architecture, Temporal Routing Adaptor (TRA), to empower existing stock prediction models with the ability to model multiple stock trading patterns. Essentially, TRA is a lightweight module that consists of a set of independent predictors for learning multiple patterns as well as a router to dispatch samples to different predictors. Nevertheless, the lack of explicit pattern identifiers makes it quite challenging to train an effective TRA-based model. To tackle this challenge, we further design a learning algorithm based on Optimal Transport (OT) to obtain the optimal sample to predictor assignment and effectively optimize the router with such assignment through an auxiliary loss term. Experiments on the real-world stock ranking task show that compared to the state-of-the-art baselines, e.g., Attention LSTM and Transformer, the proposed method can improve information coefficient (IC) from 0.053 to 0.059 and 0.051 to 0.056 respectively. Our dataset and code used in this work are publicly available2: https://github.com/microsoft/qlib.

Stock trend forecasting, aiming at predicting the stock future trends, is crucial for investors to seek maximized profits from the stock market. Many event-driven methods utilized the events extracted from news, social media, and discussion board to forecast the stock trend in recent years. However, existing event-driven methods have two main shortcomings: 1) overlooking the influence of event information differentiated by the stock-dependent properties; 2) neglecting the effect of event information from other related stocks. In this paper, we propose a relational event-driven stock trend forecasting (REST) framework, which can address the shortcoming of existing methods. To remedy the first shortcoming, we propose to model the stock context and learn the effect of event information on the stocks under different contexts. To address the second shortcoming, we construct a stock graph and design a new propagation layer to propagate the effect of event information from related stocks. The experimental studies on the real-world data demonstrate the efficiency of our REST framework. The results of investment simulation show that our framework can achieve a higher return of investment than baselines.

Many real-world applications reveal difficulties in learning classifiers from imbalanced data. The rising big data era has been witnessing more classification tasks with large-scale but extremely imbalance and low-quality datasets. Most of existing learning methods suffer from poor performance or low computation efficiency under such a scenario. To tackle this problem, we conduct deep investigations into the nature of class imbalance, which reveals that not only the disproportion between classes, but also other difficulties embedded in the nature of data, especially, noises and class overlapping, prevent us from learning effective classifiers. Taking those factors into consideration, we propose a novel framework for imbalance classification that aims to generate a strong ensemble by self-paced harmonizing data hardness via under-sampling. Extensive experiments have shown that this new framework, while being very computationally efficient, can lead to robust performance even under highly overlapping classes and extremely skewed distribution. Note that, our methods can be easily adapted to most of existing learning methods (e.g., C4.5, SVM, GBDT and Neural Network) to boost their performance on imbalanced data.

It is fundamental to measure model complexity of deep neural networks. A good model complexity measure can help to tackle many challenging problems, such as overfitting detection, model selection, and performance improvement. The existing literature on model complexity mainly focuses on neural networks with piecewise linear activation functions. Model complexity of neural networks with general curve activation functions remains an open problem. To tackle the challenge, in this paper, we first propose linear approximation neural network (LANN for short), a piecewise linear framework to approximate a given deep model with curve activation function. LANN constructs individual piecewise linear approximation for the activation function of each neuron, and minimizes the number of linear regions to satisfy a required approximation degree. Then, we analyze the upper bound of the number of linear regions formed by LANNs, and derive the complexity measure based on the upper bound. To examine the usefulness of the complexity measure, we experimentally explore the training process of neural networks and detect overfitting. Our results demonstrate that the occurrence of overfitting is positively correlated with the increase of model complexity during training. We find that the L1 and L2 regularizations suppress the increase of model complexity. Finally, we propose two approaches to prevent overfitting by directly constraining model complexity, namely neuron pruning and customized L1 regularization.

Stock trend prediction, aiming at predicting future price trend of stocks, plays a key role in seeking maximized profit from the stock investment. Recent years have witnessed increasing efforts in applying machine learning techniques, especially deep learning, to pursue more promising stock prediction. While deep learning has given rise to significant improvement, human investors still retain the leading position due to their understanding on stock intrinsic properties, which can imply invaluable principles for stock prediction. In this paper, we propose to extract and explore stock intrinsic properties to enhance stock trend prediction. Fortunately, we discover that the repositories of investment behaviors within mutual fund portfolio data form up a gold mine to extract latent representations of stock properties, since such collective investment behaviors can reflect the professional fund managers' common beliefs on stock intrinsic properties. Powered by extracted stock properties, we further propose to model the dynamic market state and trend using stock representations so as to generate the dynamic correlation between the stock and the market, and then we aggregate such correlation with dynamic stock indicators to achieve more accurate stock prediction. Extensive experiments on real-world stock market data demonstrate the effectiveness of stock properties extracted from collective investment behaviors in the task of stock prediction.

Online prediction has become one of the most essential tasks in many real-world applications. Two main characteristics of typical online prediction tasks include tabular input space and online data generation. Specifically, tabular input space indicates the existence of both sparse categorical features and dense numerical ones, while online data generation implies continuous task-generated data with potentially dynamic distribution. Consequently, effective learning with tabular input space as well as fast adaption to online data generation become two vital challenges for obtaining the online prediction model. Although Gradient Boosting Decision Tree (GBDT) and Neural Network (NN) have been widely used in practice, either of them yields their own weaknesses. Particularly, GBDT can hardly be adapted to dynamic online data generation, and it tends to be ineffective when facing sparse categorical features; NN, on the other hand, is quite difficult to achieve satisfactory performance when facing dense numerical features. In this paper, we propose a new learning framework, DeepGBM, which integrates the advantages of the both NN and GBDT by using two corresponding NN components: (1) CatNN, focusing on handling sparse categorical features. (2) GBDT2NN, focusing on dense numerical features with distilled knowledge from GBDT. Powered by these two components, DeepGBM can leverage both categorical and numerical features while retaining the ability of efficient online update. Comprehensive experiments on a variety of publicly available datasets have demonstrated that DeepGBM can outperform other well-recognized baselines in various online prediction tasks.

As one of the most important investing approaches, technical analysis attempts to forecast stock movement by interpreting the inner rules from historic price and volume data. To address the vital noisy nature of financial market, generic technical analysis develops technical trading indicators, as mathematical summarization of historic price and volume data, to form up the foundation for robust and profitable investment strategies. However, an observation reveals that stocks with different properties have different affinities over technical indicators, which discloses a big challenge for the indicator-oriented stock selection and investment. To address this problem, in this paper, we design a Technical Trading Indicator Optimization(TTIO) framework that manages to optimize the original technical indicator by leveraging stock-wise properties. To obtain effective representations of stock properties, we propose a Skip-gram architecture to learn stock embedding inspired by a valuable knowledge repository formed by fund manager's collective investment behaviors. Based on the learned stock representations, TTIO further learns a re-scaling network to optimize the indicator's performance. Extensive experiments on real-world stock market data demonstrate that our method can obtain the very stock representations that are invaluable for technical indicator optimization since the optimized indicators can result in strong investing signals than original ones.

Stock trading is a popular investment approach in real world. However, since lacking enough domain knowledge and experience, it is very difficult for common investors to analyze thousands of stocks manually. Algorithmic investment provides another rational way to formulate human knowledge as a trading agent. However, it still requires well-built knowledge and experience to design effective trading algorithms in such a volatile market. Fortunately, various kinds of historical trading records are easy to obtain in this big-data era, it is invaluable of us to extract the trading knowledge hidden in the data to help people make better decisions. In this paper, we propose a reinforcement learning driven Investor-Imitator framework to formalize the trading knowledge, by imitating an investor's behavior with a set of logic descriptors. In particular, to instantiate specific logic descriptors, we introduce the Rank-Invest model that can keep the diversity of logic descriptors by learning to optimize different evaluation metrics. In the experiment, we first simulate three types of investors, representing different degrees of information disclosure we may meet in real market. By learning towards these investors, we can tell the inherent trading logic of the target investor with the Investor-Imitator empirically, and the extracted interpretable knowledge can help us better understand and construct trading portfolios. Experimental results in this paper sufficiently demonstrate the designed purpose of Investor-Imitator, it makes the Investor-Imitator an applicable and meaningful intelligent trading framework in financial investment research.

Stock trend prediction plays a critical role in seeking maximized profit from the stock investment. However, precise trend prediction is very difficult since the highly volatile and non-stationary nature of the stock market. Exploding information on the Internet together with the advancing development of natural language processing and text mining techniques have enabled investors to unveil market trends and volatility from online content. Unfortunately, the quality, trustworthiness, and comprehensiveness of online content related to stock market vary drastically, and a large portion consists of the low-quality news, comments, or even rumors. To address this challenge, we imitate the learning process of human beings facing such chaotic online news, driven by three principles: sequential content dependency, diverse influence, and effective and efficient learning. In this paper, to capture the first two principles, we designed a Hybrid Attention Networks(HAN) to predict the stock trend based on the sequence of recent related news. Moreover, we apply the self-paced learning mechanism to imitate the third principle. Extensive experiments on real-world stock market data demonstrate the effectiveness of our framework. A further simulation illustrates that a straightforward trading strategy based on our proposed framework can significantly increase the annualized return.

In recent years, deep learning has been a very hot topic in the machine learning community. It has brought break-through results in image classification and speech recognition. Most recently, researchers have also got many promising results in natural language processing using deep learning techniques. As machine learning techniques are widely used in the Web search and data mining applications, many researchers and practitioners are studying the possibility of applying the recently-developed deep learning techniques into these applications. Some of them have made very promising progress, and thus it is a good time to hold a workshop to discuss and share the problems and progress in using deep learning techniques to improve Web search and data mining tasks.

Learning to rank arises in many data mining applications, ranging from web search engine, online advertising to recommendation system. In learning to rank, the performance of a ranking model is strongly affected by the number of labeled examples in the training set; on the other hand, obtaining labeled examples for training data is very expensive and time-consuming. This presents a great need for the active learning approaches to select most informative examples for ranking learning; however, in the literature there is still very limited work to address active learning for ranking. In this paper, we propose a general active learning framework, expected loss optimization (ELO), for ranking. The ELO framework is applicable to a wide range of ranking functions. Under this framework, we derive a novel algorithm, expected discounted cumulative gain (DCG) loss optimization (ELO-DCG), to select most informative examples. Then, we investigate both query and document level active learning for raking and propose a two-stage ELO-DCG algorithm which incorporate both query and document selection into active learning. Furthermore, we show that it is flexible for the algorithm to deal with the skewed grade distribution problem with the modification of the loss function. Extensive experiments on real-world web search data sets have demonstrated great potential and effectiveness of the proposed framework and algorithms.

The Earth Mover’s Distance (EMD) is a well-known distance metric for data represented as probability distributions over a predefined feature space. Supporting EMD-based similarity search has attracted intensive research effort. Despite the plethora of literature, most existing solutions are optimized for$L^p$feature spaces (e.g., Euclidean space); while in a spectrum of applications, the relationships between features are better captured using networks. In this paper, we study the problem of answering$k$-nearest neighbor ($k$-NN) queries under network-based EMD metrics (NEMD). We proposeOasis, a new access method which leverages the network structure of feature space and enables efficient NEMD-based similarity search. Specifically,Oasisemploys three novel techniques: (i)Range Oracle, a scalable model to estimate the range of$k$-th nearest neighbor under NEMD, (ii)Boundary Index, a structure that efficiently fetches candidates within given range, and (iii)Network Compression Hierarchy, an incremental filtering mechanism that effectively prunes false positive candidates to save unnecessary computation. Through extensive experiments using both synthetic and real data sets, we confirmed thatOasissignificantly outperforms the state-of-the-art methods in query processing cost.

Neural network techniques are widely applied to obtain high-quality distributed representations of words (i.e., word embeddings) to address text mining, information retrieval, and natural language processing tasks. Most recent efforts have proposed several efficient methods to learn word embeddings from context such that they can encode both semantic and syntactic relationships between words. However, it is quite challenging to handle unseen or rare words with insufficient context. Inspired by the study on the word recognition process in cognitive psychology, in this article, we propose to take advantage of seemingly less obvious but essentially important morphological knowledge to address these challenges. In particular, we introduce a novel neural network architecture called KNET that leverages both words’ contextual information and morphological knowledge to learn word embeddings. Meanwhile, this new learning architecture is also able to benefit from noisy knowledge and balance between contextual information and morphological knowledge. Experiments on an analogical reasoning task and a word similarity task both demonstrate that the proposed KNET framework can greatly enhance the effectiveness of word embeddings.

Representing words into vectors in continuous space can form up a potentially powerful basis to generate high-quality textual features for many text mining and natural language processing tasks. Some recent efforts, such as the skip-gram model, have attempted to learn word representations that can capture both syntactic and semantic information among text corpus. However, they still lack the capability of encoding the properties of words and the complex relationships among words very well, since text itself often contains incomplete and ambiguous information. Fortunately, knowledge graphs provide a golden mine for enhancing the quality of learned word representations. In particular, a knowledge graph, usually composed by entities (words, phrases, etc.), relations between entities, and some corresponding meta information, can supply invaluable relational knowledge that encodes the relationship between entities as well as categorical knowledge that encodes the attributes or properties of entities. Hence, in this paper, we introduce a novel framework called RC-NET to leverage both the relational and categorical knowledge to produce word representations of higher quality. Specifically, we build the relational knowledge and the categorical knowledge into two separate regularization functions, and combine both of them with the original objective function of the skip-gram model. By solving this combined optimization problem using back propagation neural networks, we can obtain word representations enhanced by the knowledge graph. Experiments on popular text mining and natural language processing tasks, including analogical reasoning, word similarity, and topic prediction, have all demonstrated that our model can significantly improve the quality of word representations.

Precise prediction of the probability that users click on ads plays a key role in sponsored search. State-of-the-art sponsored search systems typically employ a machine learning approach to conduct click prediction. While paying much attention to extracting useful features and building effective models, previous studies have overshadowed seemingly less obvious but essentially important challenges in terms of data sampling. To fulfill the learning objective of click prediction, it is not only necessary to ensure that the sampled training data implies the similar input distribution compared with the real world one, but also to guarantee that the sampled training data yield the consistent conditional output distribution, i.e. click-through rate (CTR), with the real world data. However, due to the sparseness of clicks in sponsored search, it is a bit contradictory to address these two challenges simultaneously. In this paper, we first take a theoretical analysis to reveal this sampling dilemma, followed by a thorough data analysis which demonstrates that the straightforward random sampling method may not be effective to balance these two kinds of consistency in sampling dilemma simultaneously. To address this problem, we propose a new sampling algorithm which can succeed in retaining the consistency between the sampled data and real world in terms of both input distribution and conditional output distribution. Large scale evaluations on the click-through logs from a commercial search engine demonstrate that this new sampling algorithm can effectively address the sampling dilemma. Further experiments illustrate that, by using the training data obtained by our new sampling algorithm, we can learn the model with much higher accuracy in click prediction.

Web portal services have become an important medium to deliver digital content (e.g. news, advertisements, etc.) to Web users in a timely fashion. To attract more users to various content modules on the Web portal, it is necessary to design a recommender system that can effectively achieve Web portal content optimization by automatically estimating content item attractiveness and relevance to user interests. The state-of-the-art online learning methodology adapts dedicated pointwise models to independently estimate the attractiveness score for each candidate content item. Although such pointwise models can be easily adapted for online recommendation, there still remain a few critical problems. First, this pointwise methodology fails to use invaluable user preferences between content items. Moreover, the performance of pointwise models decreases drastically when facing the problem of sparse learning samples. To address these problems, we propose exploring a new dynamic pairwise learning methodology for Web portal content optimization in which we exploit dynamic user preferences extracted based on users' actions on portal services to compute the attractiveness scores of content items. In this article, we introduce two specific pairwise learning algorithms, a straightforward graph-based algorithm and a formalized Bayesian modeling one. Experiments on large-scale data from a commercial Web portal demonstrate the significant improvement of pairwise methodologies over the baseline pointwise models. Further analysis illustrates that our new pairwise learning approaches can benefit personalized recommendation more than pointwise models, since the data sparsity is more critical for personalized content optimization.

Precise click prediction is one of the key components in the sponsored search system. Previous studies usually took advantage of two major kinds of information for click prediction, i.e., relevance information representing the similarity between ads and queries and historical click-through information representing users' previous preferences on the ads. These existing works mainly focused on interpreting ad clicks in terms of what users seek (i.e., relevance information) and how users choose to click (historically clicked-through information). However, few of them attempted to understand why users click the ads. In this paper, we aim at answering this ``why'' question. In our opinion, users click those ads that can convince them to take further actions, and the critical factor is if those ads can trigger users' desires in their hearts. Our data analysis on a commercial search engine reveals that specific text patterns, e.g., ``official site'', ``$x\%$ off'', and ``guaranteed return in $x$ days'', are very effective in triggering users' desires, and therefore lead to significant differences in terms of click-through rate (CTR). These observations motivate us to systematically model user psychological desire in order for a precise prediction on ad clicks. To this end, we propose modeling user psychological desire in sponsored search according to Maslow's desire theory, which categorizes psychological desire into five levels and each one is represented by a set of textual patterns automatically mined from ad texts. We then construct novel features for both ads and users based on our definition on psychological desire and incorporate them into the learning framework of click prediction. Large scale evaluations on the click-through logs from a commercial search engine demonstrate that this approach can result in significant improvement in terms of click prediction accuracy, for both the ads with rich historical data and those with rare one. Further analysis reveals that specific pattern combinations are especially effective in driving click-through rates, which provides a good guideline for advertisers to improve their ad textual descriptions.

Web portal services have become an important medium to deliver digital content and service, such as news, advertisements, and so on, to Web users in a timely fashion. To attract more users to various content modules on the Web portal, it is necessary to design a recommender system that can effectively achieve online content optimization by automatically estimating content items' attractiveness and relevance to users' interests. User interaction plays a vital role in building effective content optimization, as both implicit user feedbacks and explicit user ratings on the recommended items form the basis for designing and learning recommendation models. However, user actions on real-world Web portal services are likely to represent many implicit signals about users' interests and content attractiveness, which need more accurate interpretation to be fully leveraged in the recommendation models. To address this challenge, we investigate a couple of critical aspects of the online learning framework for personalized content optimization on Web portal services, and, in this paper, we propose deeper user action interpretation to enhance those critical aspects. In particular, we first propose an approach to leverage historical user activity to build behavior-driven user segmentation; then, we introduce an approach for interpreting users' actions from the factors of both user engagement and position bias to achieve unbiased estimation of content attractiveness. Our experiments on the large-scale data from a commercial Web recommender system demonstrate that recommendation models with our user action interpretation can reach significant improvement in terms of online content optimization over the baseline method. The effectiveness of our user action interpretation is also proved by the online test results on real user traffic.

With the rapid growth of E-Commerce on the Internet, online product search service has emerged as a popular and effective paradigm for customers to find desired products and select transactions. Most product search engines today are based on adaptations of relevance models devised for information retrieval. However, there is still a big gap between the mechanism of finding products that customers really desire to purchase and that of retrieving products of high relevance to customers' query. In this paper, we address this problem by proposing a new ranking framework for enhancing product search based on dynamic best-selling prediction in E-Commerce. Specifically, we first develop an effective algorithm to predict the dynamic best-selling, i.e. the volume of sales, for each product item based on its transaction history. By incorporating such best-selling prediction with relevance, we propose a new ranking model for product search, in which we rank higher the product items that are not only relevant to the customer's need but with higher probability to be purchased by the customer. Results of a large scale evaluation, conducted over the dataset from a commercial product search engine, demonstrate that our new ranking method is more effective for locating those product items that customers really desire to buy at higher rank positions without hurting the search relevance.

Local search service (e.g. Yelp, Yahoo! Local) has emerged as a popular and effective paradigm for a wide range of information needs for local businesses; it now provides a viable and even more effective alternative to general purpose web search for queries on local businesses. However, due to the diversity of information needs behind local search, it is necessary to use different information retrieval strategies for different query types in local search. In this paper, we explore a taxonomy of local search driven by users' information needs, which categorizes local search queries into three types: business category, chain business, and non-chain business. To decide which search strategy to use for each category in this taxonomy without placing the burden on the web users, it is indispensable to build an automatic local query classifier. However, since local search queries yield few online features and it is expensive to obtain editorial labels, it is insufficient to use only a supervised learning approach. In this paper, we address these problems by developing a semi-supervised approach for mining information needs from a vast amount of unlabeled data from local query logs to boost local query classification. Results of a large scale evaluation over queries from a commercial local search site illustrate that the proposed semi-supervised method allow us to accurately classify a substantially larger proportion of local queries than the supervised learning approach.

User interaction plays a vital role in recommender systems. Previous studies on algorithmic recommender systems have mainly focused on modeling techniques and feature development. Traditionally, implicit user feedback or explicit user ratings on the recommended items form the basis for designing and training of recommendation algorithms. But user interactions in real-world Web applications (e.g., a portal website with different recommendation modules in the interface) are unlikely to be as ideal as those assumed by previously proposed models. To address this problem, we build an online learning framework for personalized recommendation. We argue that appropriate user action interpretation is critical for a recommender system. The main contribution in this paper is an approach of interpreting users' actions for the online learning to achieve better item relevance estimation. Our experiments on the large-scale data from a commercial Web recommender system demonstrate significant improvement in terms of a precision metric over the baseline model that does not incorporate user action interpretation. The efficacy of this new algorithm is also proved by the online test results on real user traffic.

Mobile search is still in infancy compared with general purpose web search. With limited training data and weak relevance features, the ranking performance in mobile search is far from satisfactory. To address this problem, we propose to leverage the knowledge of Web search to enhance the ranking of mobile search. In this paper, we first develop an equivalent page conversion between web search and mobile search, then we design a few novel ranking features, generated from the click-through data in web search, for estimating the relevance of mobile search. Large scale evaluations demonstrate that the knowledge from web search is quite effective for boosting the relevance of ranking on mobile search.

In this paper, we proposed a novel divide-and-conquer approach to optimize the overall relevance in an unified framework for query clustering and query-based ranking. In our model, latent topics and specialized ranking models are learned iteratively so that an unified objective function, which lower-bounds the conditional probability of observed grades annotated by human editors on training data, is maximized. We conducted experiments comparing the proposed method with several baseline approaches on two data-sets. Experimental results illustrate that our method can significantly improve the ranking relevance over these baselines

Queries describe the users' search intent and therefore they play an essential role in the context of ranking for information retrieval and Web search. However, most of existing approaches for ranking do not explicitly take into consideration the fact that queries vary significantly along several dimensions and entail different treatments regarding the ranking models. In this paper, we propose to incorporate query difference into ranking by introducing query-dependent loss functions. In the context of Web search, query difference is usually represented as different query categories; and, queries are usually classified according to search intent such as navigational, informational and transactional queries. Based on the observation that such kind of query categorization has high correlation with the user's different expectation on the result accuracy on different rank positions, we develop position-sensitive query-dependent loss functions exploring such kind of query categorization. Beyond the simple learning method that builds ranking functions with pre-defined query categorization, we further propose a new method that learns both ranking functions and query categorization simultaneously. We apply the query-dependent loss functions to two particular ranking algorithms, RankNet and ListMLE. Experimental results demonstrate that query-dependent loss functions can be exploited to significantly improve the accuracy of learned ranking functions. We also show that the ranking function jointly learned with query categorization can achieve better performance than that learned with pre-defined query categorization. Finally, we provide analysis and conduct additional experiments to gain deeper understanding on the advantages of ranking with query-dependent loss functions over other query-dependent ranking approaches and query-independent approaches.

Many ranking algorithms applying machine learning techniques have been proposed in informational retrieval and Web search. However, most of existing approaches do not explicitly take into account the fact that queries vary significantly in terms of ranking and entail different treatments regarding the ranking models. In this paper, we apply a divide-and-conquer framework for ranking specialization, i.e. learning multiple ranking models by addressing query difference. We first generate query representation by aggregating ranking features through pseudo feedbacks, and employ unsupervised clustering methods to identify a set of ranking-sensitive query topics based on training queries. To learn multiple ranking models for respective ranking-sensitive query topics, we define a global loss function by combining the ranking risks of all query topics, and we propose a unified SVM-based learning process to minimize the global loss. Moreover, we employ an ensemble approach to generate the ranking result for each test query by applying a set of ranking models of the most appropriate query topics. We conduct experiments using a benchmark dataset for learning ranking functions as well as a dataset from a commercial search engine. Experimental results show that our proposed approach can significantly improve the ranking performance over existing single-model approaches as well as straightforward local ranking approaches, and the automatically identified ranking-sensitive topics are more useful for enhancing ranking performance than pre-defined query categorization.

Community Question Answering (CQA) has emerged as a popular forum for users to pose questions for other users to answer. Over the last few years, CQA portals such as Naver and Yahoo! Answers have exploded in popularity, and now provide a viable alternative to general purpose Web search. At the same time, the answers to past questions submitted in CQA sites comprise a valuable knowledge repository which could be a gold mine for information retrieval and automatic question answering. Unfortunately, the quality of the submitted questions and answers varies widely- increasingly so that a large fraction of the content is not usable for answering queries. Previous approaches for retrieving relevant and high quality content have been proposed, but they require large amounts of manually labeled data – which

Question Answering Communities such as Naver, Baidu Knows, and Yahoo! Answers have emerged as popular, and often effective, means of information seeking on the web. By posting questions for other participants to answer, information seekers can obtain specific answers to their questions. Users of CQA portals have already contributed millions of questions, and received hundreds of millions of answers from other participants. However, CQA is not always effective: in some cases, a user may obtain a perfect answer within minutes, and in others it may require hours—and sometimes days—until a satisfactory answer is contributed. We investigate the problem of predicting information seeker satisfaction in collaborative question answering communities, where we attempt to predict whether a question author will be satisfied with the answers submitted by the community participants. We present a general prediction model, and develop a variety of content, structure, and community-focused features for this task. Our experimental results, obtained from a large-scale evaluation over thousands of real questions and user ratings, demonstrate the feasibility of modeling and predicting asker satisfaction. We complement our results with a thorough investigation of the interactions and information seeking patterns in question answering communities that correlate with information seeker satisfaction. We also explore personalized models of asker satisfaction, and show that when sufficient interaction history exists, personalization can significantly improve prediction accuracy over a “one-size-fits-all” model. Our models and predictions could be useful for a variety of applications, such as user intent inference, answer ranking, interface design, and query suggestion and routing.

Question answering communities such as Naver and Yahoo! Answers have emerged as popular, and often effective, means of information seeking on the web. By posting questions for other participants to answer, information seekers can obtain specific answers to their questions. Users of popular portals such as Yahoo! Answers already have submitted millions of questions and received hundreds of millions of answers from other participants. However, it may also take hours --and sometime days-- until a satisfactory answer is posted. In this paper we introduce the problem of predicting information seeker satisfaction in collaborative question answering communities, where we attempt to predict whether a question author will be satisfied with the answers submitted by the community participants. We present a general prediction model, and develop a variety of content, structure, and community-focused features for this task. Our experimental results, obtained from a largescale evaluation over thousands of real questions and user ratings, demonstrate the feasibility of modeling and predicting asker satisfaction. We complement our results with a thorough investigation of the interactions and information seeking patterns in question answering communities that correlate with information seeker satisfaction. Our models and predictions could be useful for a variety of applications such as user intent inference, answer ranking, interface design, and query suggestion and routing.

Community Question Answering has emerged as a popular and effective paradigm for a wide range of information needs. For example, to find out an obscure piece of trivia, it is now possible and even very effective to post a question on a popular community QA site such as Yahoo! Answers, and to rely on other users to provide answers, often within minutes. The importance of such community QA sites is magnified as they create archives of millions of questions and hundreds of millions of answers, many of which are invaluable for the information needs of other searchers. However, to make this immense body of knowledge accessible, effective answer retrieval is required. In particular, as any user can contribute an answer to a question, the majority of the content reflects personal, often unsubstantiated opinions. A ranking that combines both relevance and quality is required to make such archives usable for factual information retrieval. This task is challenging, as the structure and the contents of community QA archives differ significantly from the web setting. To address this problem we present a general ranking framework for factual information retrieval from social media. Results of a large scale evaluation demonstrate that our method is highly effective at retrieving well-formed, factual answers to questions, as evaluated on a standard factoid QA benchmark. We also show that our learning framework can be tuned with the minimum of manual labeling. Finally, we provide result analysis to gain deeper understanding of which features are significant for social media search and retrieval. Our system can be used as a crucial building block for combining results from a variety of social media content with general web search results, and to better integrate social media content for effective information access.

Social annotation has gained increasing popularity in many Web-based applications, leading to an emerging research area in text analysis and information retrieval. This paper is concerned with developing probabilistic models and computational algorithms for social annotations. We propose a unified framework to combine the modeling of social annotations with the language modeling-based methods for information retrieval. The proposed approach consists of two steps: (1) discovering topics in the contents and annotations of documents while categorizing the users by domains; and (2) enhancing document and query language models by incorporating user domain interests as well as topical background models. In particular, we propose a new general generative model for social annotations, which is then simplified to a computationally tractable hierarchical Bayesian network. Then we apply smoothing techniques in a risk minimization framework to incorporate the topical information to language models. Experiments are carried out on a realworld annotation data set sampled from del.icio.us. Our results demonstrate significant improvements over traditional approaches.