Aspect-level sentiment analysis aims to distinguish the sentiment polarity of each specific aspect term in a given sentence. Both industry and academia have realized the importance of the relationship between aspect term and sentence, and made attempts to model the relationship by designing a series of attention models. However, most existing methods usually neglect the fact that the position information is also crucial for identifying the sentiment polarity of the aspect term. When an aspect term occurs in a sentence, its neighboring words should be given more attention than other words with long distance. Therefore, we propose a position-aware bidirectional attention network (PBAN) based on bidirectional GRU. PBAN not only concentrates on the position information of aspect terms, but also mutually models the relation between aspect term and sentence by employing bidirectional attention mechanism. The experimental results on SemEval 2014 Datasets demonstrate the effectiveness of our proposed PBAN model.

Relational model learning is useful for numerous practical applications. Many algorithms have been proposed in recent years to tackle this important yet challenging problem. Existing algorithms utilize only binary directional link data to recover hidden network structures. However, there exists far richer and more meaningful information in other parts of a network which one can (and should) exploit. The attributes associated with each node, for instance, contain crucial information to help practitioners understand the underlying relationships in a network. For this reason, in this paper, we propose two models and their solutions, namely the node-information involved mixed-membership model and the node-information involved latent-feature model, in an effort to systematically incorporate additional node information. To effectively achieve this aim, node information is used to generate individual sticks of a stickbreaking process. In this way, not only can we avoid the need to prespecify the number of communities beforehand, the algorithm also encourages that nodes exhibiting similar information have a higher chance of assigning the same community membership. Substantial efforts have been made toward achieving the appropriateness and efficiency of these models, including the use of conjugate priors. We evaluate our framework and its inference algorithms using real-world data sets, which show the generality and effectiveness of our models in capturing implicit network structures.

Speculative and clone execution are existing techniques to overcome the problems of task stragglers and performance degradation in heterogeneous clusters for big data processing. In this paper, we propose an alternative approach to solving the problems based on analysis results of profiling and the relations of the system parameters. Our approach adjusts the amount of task slots of nodes dynamically to match the processing power of the nodes, according to current task progress rate and resource utilization. It contrasts with the existing techniques by attempting to prevent task stragglers from occurring in the first place through maintaining a balance between resource supply and demand. We have implemented this method in the Hadoop MapReduce platform, and the TPC-H benchmark results show that it achieves 20–30% performance improvement and 35–88% less stragglers than existing techniques.

High utility sequential pattern mining is an emerging topic in the data mining community. Compared to the classic frequent sequence mining, the utility framework provides more informative and actionable knowledge since the utility of a sequence indicates business value and impact. However, the introduction of "utility" makes the problem fundamentally different from the frequency-based pattern mining framework and brings about dramatic challenges. Although the existing high utility sequential pattern mining algorithms can discover all the patterns satisfying a given minimum utility, it is often difficult for users to set a proper minimum utility. A too small value may produce thousands of patterns, whereas a too big one may lead to no findings. In this paper, we propose a novel framework called top-k high utility sequential pattern mining to tackle this critical problem. Accordingly, an efficient algorithm, Top-k high Utility Sequence (TUS for short) mining, is designed to identify top-k high utility sequential patterns without minimum utility. In addition, three effective features are introduced to handle the efficiency problem, including two strategies for raising the threshold and one pruning for filtering unpromising items. Our experiments are conducted on both synthetic and real datasets. The results show that TUS incorporating the efficiency-enhanced strategies demonstrates impressive performance without missing any high utility sequential patterns.

Financial crisis detection is a long-standing challenging issue with significant practical values and impact on economy, society and globalization. The challenge lies in many aspects, in particular, the nonlinear and dynamic characteristics associated with financial crisis. Most of existing methods rely on selecting individual indicators associated with one market indicator, and the linear assumption is often behind the models for prediction. In practice, a linear assumption may be too strong to be applicable to the real market dynamics. More importantly, instruments in different markets such as gold price and petrol price are often coupled. A financial crisis may significantly change the couplings between different market indicators. In addition, such couplings in cross-market interaction are likely nonlinear. In this paper, we present a new approach for financial crisis detection by catering for the often nonlinear couplings between major indicators selected from different markets, called coupled market behavior analysis, to detect different coupled market behaviors at crisis and non-crisis periods. A Coupled Hidden Markov Model (CHMM) is built to characterize the coupled market behaviors of equity, commodity and interest markets as case studies. The empirical results show the need of catering for nonlinear couplings between various markets and the proposed approach is much more effective in capturing the coupling and nonlinear relations associated with financial crisis compared with other traditionally used approaches, such as Signal, Logistic and ANN models.

This paper presents a novel framework for detecting abnormal sequences in an one-class setting (i.e., only normal data are available), which is applicable to various domains. Examples include intrusion detection, fault detection and speaker verification. Detecting abnormal sequences with only normal data presents several challenges for anomaly detection: the weak discrimination of normal and abnormal sequences; the unavailability of the abnormal data and other issues. Traditional model-based anomaly detection techniques can solve some of the above issues but with limited discrimination power (because of directly modeling the normal data). In order to enhance the discriminative power for anomaly detection, we turn to extracting discriminative features from the generative model based on the principle deducted from the corresponding theoretical analysis. Then a new anomaly detection framework is developed on top of that. The proposed approach firstly projects all the sequential data into a model-based equal length feature space (this is theoretically proven to have better discriminative power than the model itself), and then adopts a classifier learned from the transformed data to detect anomalies. Experimental evaluation on both the synthetic and real-world data shows that our proposed approach outperforms several anomaly detection baseline algorithms for sequential data.

Coupled behaviors, which refer to behaviors having some relationships between them, are usually seen in many real-world scenarios, especially in stock markets. Recently, the coupled hidden Markov model (CHMM)-based coupled behavior analysis has been proposed to consider the coupled relationships in a hidden state space. However, it requires aggregation of the behavioral data to cater for the CHMM modeling, which may overlook the couplings within the aggregated behaviors to some extent. In addition, the Markov assumption limits its capability to capturing temporal couplings. Thus, this paper proposes a novel graph-based framework for detecting abnormal coupled behaviors. The proposed framework represents the coupled behaviors in a graph view without aggregating the behavioral data and is flexible to capture richer coupling information of the behaviors (not necessarily temporal relations). On top of that, the couplings are learned via relational learning methods and an efficient anomaly detection algorithm is proposed as well. Experimental results on a real-world data set in stock markets show that the proposed framework outperforms the CHMM-based one in both technical and business measures.

In stock markets, an emerging challenge for surveillance is that a group of hidden manipulators collaborate with each other to manipulate the price movement of securities. Recently, the coupled hidden Markov model (CHMM)-based coupled behavior analysis (CBA) has been proposed to consider the coupling relationships in the above group-based behaviors for manipulation detection. From the modeling perspective, however, this requires overall aggregation of the behavioral data to cater for the CHMM modeling, which does not differentiate the coupling relationships presented in different forms within the aggregated behaviors and degrade the capability for further anomaly detection. Thus, this paper suggests a general CBA framework for detecting group-based market manipulation by capturing more comprehensive couplings and proposes two variant implementations, which are hybrid coupling (HC)-based and hierarchical grouping (HG)-based respectively. The proposed framework consists of three stages. The first stage, qualitative analysis, generates possible qualitative coupling relationships between behaviors with or without domain knowledge. In the second stage, quantitative representation of coupled behaviors is learned via proper methods. For the third stage, anomaly detection algorithms are proposed to cater for different application scenarios. Experimental results on data from a major Asian stock market show that the proposed framework outperforms the CHMM-based analysis in terms of detecting abnormal collaborative market manipulations. Additionally, the two different implementations are compared with their effectiveness for different application scenarios.