Cross-Domain Sequential Recommendation (CDSR) seeks to improve user preference modeling by transferring knowledge from multiple domains. Despite the progress made in CDSR, most existing methods rely on overlapping users or items to establish cross-domain correlations-a requirement that rarely holds in real-world settings. The advent of large language models (LLM) and model-merging techniques appears to overcome this limitation by unifying multi-domain data without explicit overlaps. Yet, our empirical study shows that naively training an LLM on combined domains—or simply merging several domain-specific LLMs—often degrades performance relative to a model trained solely on the target domain.

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.

Sequential recommendation aims to learn users' dynamic preferences from their historical interactions and predict the next item they are most likely to engage with. In real-world scenarios, time-varying factors (e.g., product promotions, seasonal changes) induce distribution shifts in user interactions. Despite the demonstrated success of existing models, their generalization capability remains limited under such dynamic conditions. Current methods tackle this challenge by leveraging distributionally robust optimization (DRO) to optimize the "worst-case" loss or by employing manually designed data augmentation to enrich the training distribution. Despite their effectiveness, DRO-based approaches are inherently constrained by the sparsity of training data, limiting the range of distributions they can model, while manually designed augmentations risk introducing noise or irrelevant information that could distort user preference learning. Furthermore, these methods often overlook the sensitivity of user interactions to distribution shifts, which is essential for capturing the stable factors in the evolution of user preferences in real-world settings.

Personalized learner modeling uses learners' historical behavior data to diagnose their cognitive abilities, a process known as Cognitive Diagnosis (CD).This is essential for web-based learning services such as learning resource recommendation and adaptive testing.However, prior studies have shown that CD models may unfairly correlate learners' abilities with sensitive attributes (e.g., gender, region), leading to biased outcomes.While existing approaches mitigate this issue by decorrelating sensitive attributes from the modeling process, privacy concerns make collecting such attributes impractical.Furthermore, the presence of multiple sensitive attributes complicates fairness improvements.In this paper, we explore how to achieve fair personalized learner modeling without * Min Hou is the corresponding author.

Multimedia-based recommendation provides personalized item suggestions by learning the content preferences of users. With the proliferation of digital devices and APPs, a huge number of new items are created rapidly over time. How to quickly provide recommendations for new items at the inference time is challenging. What's worse, real-world items exhibit varying degrees of modality missing(e.g., many short videos are uploaded without text descriptions). Though many efforts have been devoted to multimedia-based recommendations, they either could not deal with new multimedia items or assumed the modality completeness in the modeling process.

Collaborative Filtering (CF) plays a crucial role in modern recommender systems, leveraging historical user-item interactions to provide personalized suggestions. However, CF-based methods often encounter biases due to imbalances in training data. This phenomenon makes CF-based methods tend to prioritize recommending popular items and performing unsatisfactorily on inactive users. Existing works address this issue by rebalancing training samples, reranking recommendation results, or making the modeling process robust to the bias. Despite their effectiveness, these approaches can compromise accuracy or be sensitive to weighting strategies, making them challenging to train. Therefore, exploring how to mitigate these biases remains in urgent demand. In this article, we deeply analyze the causes and effects of the biases and propose a framework to alleviate biases in recommendation from the perspective of representation distribution, namely Group-Alignment and Global-Uniformity Enhanced Representation Learning for Debiasing Recommendation (AURL). Specifically, we identify two significant problems in the representation distribution of users and items, namely group-discrepancy and global-collapse. These two problems directly lead to biases in the recommendation results. To this end, we propose two simple but effective regularizers in the representation space, respectively named group-alignment and global-uniformity. The goal of group-alignment is to bring the representation distribution of long-tail entities closer to that of popular entities, while global-uniformity aims to preserve the information of entities as much as possible by evenly distributing representations. Our method directly optimizes both the group-alignment and global-uniformity regularization terms to mitigate recommendation biases. Please note that AURL applies to arbitrary CF-based recommendation backbones. Extensive experiments on three real datasets and various recommendation backbones verify the superiority of our proposed framework. The results show that AURL not only outperforms existing debiasing models in mitigating biases but also improves recommendation performance to some extent.

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.

Click-through rate (CTR) prediction is fundamental in many industrial applications, such as online advertising and recommender systems. With the development of the online platforms, the sequential user behaviors grow rapidly, bringing us great opportunity to better understand user preferences.However, it is extremely challenging for existing sequential models to effectively utilize the entire behavior history of each user. First, there is a lot of noise in such long histories, which can seriously hurt the prediction performance. Second, feeding the long behavior sequence directly results in infeasible inference time and storage cost. In order to tackle these challenges, in this paper we propose a novel framework, which we name as User Behavior Clustering Sampling (UBCS). In UBCS, short sub-sequences will be obtained from the whole user history sequence with two cascaded modules: (i) Behavior Sampling module samples short sequences related to candidate items using a novel sampling method which takes relevance and temporal information into consideration; (ii) Item Clustering module clusters items into a small number of cluster centroids, mitigating the impact of noise and improving efficiency. Then, the sampled short sub-sequences will be fed into the CTR prediction module for efficient prediction. Moreover, we conduct a self-supervised consistency pre-training task to extract user persona preference and optimize the sampling module effectively. Experiments on real-world datasets demonstrate the superiority and efficiency of our proposed framework.

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.

Point-of-Interest (POI) recommendation helps users find their interested places to visit based on the time and user location. Unlike traditional recommendation tasks, POI recommendation is personalized, spatial-aware, and temporally dependent. Although many previous works have tried modeling spatial and temporal characteristics, most of them suffer from the following two limitations: For the spatial aspect, existing works only consider the user-POI distance or POI-POI distance. However, we find that a user prefers different regions at different times, which is known as user-region periodic pattern. For the temporal aspect, most works treat user and time as two independent factors. However, different users may prefer the same POI in different time periods, which is known as user-POI periodic pattern. To address the limitation of existing works, we propose a novel Spatial-Temporal aware Graph Convolutional Neural Network (STGCN) for POI recommendation. Specifically, we first design a user record multigraph to fuse all the context information into a unified graph. Then, we propose a time-based neighborhood sampling algorithm and take advantage of the flexible propagation mechanism of GCNs to learn the representations of each node at a specific time. Furthermore, multiple scoring functions are proposed to exploit user-region periodic pattern and user-POI periodic pattern, respectively. We also develop a time smoothing strategy to alleviate the data sparsity problem. Extensive experiments are conducted on two real-world datasets, and the experimental results demonstrate the effectiveness of our method.

In online social networks people often express attitudes towards others, which forms massive sentiment links among users. Predicting the sign of sentiment links is a fundamental task in many areas such as personal advertising and public opinion analysis. Previous works mainly focus on textual sentiment classification, however, text information can only disclose the "tip of the iceberg»» about users» true opinions, of which the most are unobserved but implied by other sources of information such as social relation and users» profile. To address this problem, in this paper we investigate how to predict possibly existing sentiment links in the presence of heterogeneous information. First, due to the lack of explicit sentiment links in mainstream social networks, we establish a labeled heterogeneous sentiment dataset which consists of users» sentiment relation, social relation and profile knowledge by entity-level sentiment extraction method. Then we propose a novel and flexible end-to-end Signed Heterogeneous Information Network Embedding (SHINE) framework to extract users» latent representations from heterogeneous networks and predict the sign of unobserved sentiment links. SHINE utilizes multiple deep autoencoders to map each user into a low-dimension feature space while preserving the network structure. We demonstrate the superiority of SHINE over state-of-the-art baselines on link prediction and node recommendation in two real-world datasets. The experimental results also prove the efficacy of SHINE in cold start scenario.