Conventional anomaly access detection frameworks typically utilize all attribute fields to collectively embed them into a unified space to detect various types of anomaly accesses. However, attributes inherently contain varying semantic hierarchies, and different anomaly types exhibit inconsistent characteristics at different semantic levels. Therefore, the unified embedding results in a blending of attributes that either exhibit or do not exhibit anomaly characteristics, impacting the detection performance. To address this issue, we conduct a formal analysis of the attribute blending problem and propose MultiNetAD, a novel multiplex network-based framework designed for anomaly access detection. By introducing the multiplex network, we partition the semantic hierarchy of attributes, thereby mitigating attribute blending and consequently achieving hierarchical and unified anomaly access detection. In experiments targeting intrusion and anonymous traffic detection scenarios, MultiNetAD solves the attribute blending problem, surpasses state-of-the-art methods, and remains adaptable even with minimal proportions of anomaly accesses and labeled anomalies. Further case studies provide in-depth insights into the hierarchy and detection results.

A multitude of toxic online behaviors, ranging from network attacks to anonymous traffic and spam, have severely disrupted the smooth operation of networks. Due to the inherent sender-receiver nature of network behaviors, graph-based frameworks are commonly used for detecting anomalous behaviors. However, in real-world scenarios, the boundary between normal and anomalous behaviors tends to be ambiguous. The local heterophily of graphs interferes with the detection, and existing methods based on nodes or edges introduce unwanted noise into representation results, thereby impacting the effectiveness of detection. To address these issues, we propose PhoGAD, a graph-based anomaly detection framework. PhoGAD leverages persistent homology optimization to clarify behavioral boundaries. Building upon this, the weights of adjacent edges are designed to mitigate the effects of local heterophily. Subsequently, to tackle the noise problem, we conduct a formal analysis and propose a disentangled representation-based explicit embedding method, ultimately achieving anomaly behavior detection. Experiments on intrusion, traffic, and spam datasets verify that PhoGAD has surpassed the performance of state-of-the-art (SOTA) frameworks in detection efficacy. Notably, PhoGAD demonstrates robust detection even with diminished anomaly proportions, highlighting its applicability to real-world scenarios. The analysis of persistent homology demonstrates its effectiveness in capturing the topological structure formed by normal edge features. Additionally, ablation experiments validate the effectiveness of the innovative mechanisms integrated within PhoGAD.

Recent years have witnessed the fast development of deep learning techniques in quantitative trading. It still remains unclear how to exploit deep learning techniques to improve high-frequency trading (HFT). Indeed, there are two emerging challenges for the use of deep learning for HFT: (i) how to quantify fast-changing market conditions for tick-level signal prediction; (ii) how to establish a unified trading paradigm for different securities of diverse market conditions and severe signal sparsity. To this end, in this paper, we propose anOnlineAdaptive Sequence Learning(LEVER) framework, which consists of two distinct components to predict the HFT signals at the tick level for a variety of securities simultaneously. Specifically, we start with a single learner that adopts an encoder-decoder architecture for each security-based HFT signal prediction. In this single learner, an ordered encoder module first captures the variability patterns of the security's price curve by encoding the input indicator sequence from different time ranges. An unordered decoder module then outlines the pivot points of the price curve as support and resistance levels to quantify the market status. Based on the measured market condition, a prediction module further approximates the impacts of upcoming security data as the potential market momentum to detect the tick-level trading signals. To overcome the computational challenges and signal sparsity posed by online HFT for multiple securities, we develop a competitive active-meta learning paradigm to enhance the signal learners’ learning efficiency for online implementation. Finally, extensive experiments on real-world stock market data demonstrate the effectiveness of our deployed LEVER for improving the performances of the existing industry method by 0.27 in the Sharpe ratio and by 0.09% in a transaction-based return.

The graph with complex annotations is the most potent data type, whose constantly evolving motivates further exploration of the unsupervised dynamic graph representation. One of the representative paradigms is graph contrastive learning. It constructs self-supervised signals by maximizing the mutual information between the statistic graph’s augmentation views. However, the semantics and labels may change within the augmentation process, causing a significant performance drop in downstream tasks. This drawback becomes greatly magnified on dynamic graphs. To address this problem, we designed a simple yet effective framework named CLDG. Firstly, we elaborate that dynamic graphs have temporal translation invariance at different levels. Then, we proposed a sampling layer to extract the temporally-persistent signals. It will encourage the node to maintain consistent local and global representations, i.e., temporal translation invariance under the timespan views. The extensive experiments demonstrate the effectiveness and efficiency of the method on seven datasets by outperforming eight unsupervised state-of-the-art baselines and showing competitiveness against four semi-supervised methods. Compared with the existing dynamic graph method, the number of model parameters and training time is reduced by an average of 2,001.86 times and 130.31 times on seven datasets, respectively. The code and data are available at: https://github.com/yimingxu24/CLDG.

Ranked list truncation aims to cut the ranked results in short considering user-defined objectives, which balances the overall utility and user efforts over retrieval results. The exact selection of an optimal cut-off position brings potential benefits in various real-world applications, such as patent search and legal search. However, there is significant retrieval bias in the ranked list. The result scores and the disorder of document sequences cause difficulties in judging the relevance between the queries and documents -- alleviating the existing methods' performance improvement. In this work, we investigate the characteristics of retrieval bias on altering truncation and propose a multi-task truncation model, MtCut. It employs two auxiliary tasks to make complementary for the retrieval bias. As a practical evaluation, we explore its performance on two datasets, and the results show that MtCut outperforms the state-of-the-art methods on both F1-score and DCG metrics.

Medication recommendation for chronic diseases based on the complex historical electronic medical records (EMR) is an important and challenging research problem in medical informatics because the medical records are often irregularly sampled and contain many missing data. However, most existing approaches fail to explore the irregular time-series dependencies and ignore the consecutive correlation in dynamic prescription history. To fill this gap, we propose the MEdication Recommendation network on Irregular Time-Series (MERITS), which captures the irregular time-series dependencies with the neural ordinary differential equations (Neural ODE). Meanwhile, it leverages a drug-drug interaction knowledge graph and two learned medication relation graphs to explore the co-occurrence and sequential correlations of the medications. We further propose an attention-based encoder-decoder framework to combine the historical information of patients and medications from EMR. Besides, we collect and annotate a diabetes inpatient medication dataset and demonstrate the effectiveness of MERITS by comparing it with several state-of-the-art methods of medication recommendations.

The Transformer model has benefited various real-world applications, where the self-attention mechanism with dot-products shows superior alignment ability on building long dependency. However, the pair-wisely attended self-attention limits further performance improvement on challenging tasks. To the extent of our knowledge, this is the first work to define the Triplet Attention (A3) for Transformer, which introduces triplet connections as the complementary dependency. Specifically, we define the triplet attention based on the scalar triplet product, which may be interchangeably used with the canonical one within the multi-head attention. It allows the self-attention mechanism to attend to diverse triplets and capture complex dependency. Then, we utilize the permuted formulation and kernel tricks to establish a linear approximation to A3. The proposed architecture could be smoothly integrated into the pre-training by modifying head configurations. Extensive experiments show that our methods achieve significant performance improvement on various tasks and two benchmarks.

The spatial-temporal modeling on long sequences is of great importance in many real-world applications. Recent studies have shown the potential of applying the self-attention mechanism to improve capturing the complex spatial-temporal dependencies. However, the lack of underlying structure information weakens its general performance on long sequence spatial-temporal problem. To overcome this limitation, we proposed a novel method, named the Proximity-aware Long Sequence Learning framework, and apply it to the spatial-temporal forecasting task. The model substitutes the canonical self-attention by leveraging the proximity-aware attention, which enhances local structure clues in building long-range dependencies with a linear approximation of attention scores. The relief adjacency matrix technique can utilize the historical global graph information for consistent proximity learning. Meanwhile, the reduced decoder allows for fast inference in a non-autoregressive manner. Extensive experiments are conducted on five large-scale datasets, which demonstrate that our method achieves state-of-the-art performance and validates the effectiveness brought by local structure information.