Early exiting has demonstrated great potential in accelerating the inference of pre-trained language models (PLMs) by enabling easy samples to exit at shallow layers, eliminating the need for executing deeper layers. However, existing early exiting methods primarily rely on class-relevant logits to formulate their exiting signals for estimating prediction certainty, neglecting the detrimental influence of class-irrelevant information in the features on prediction certainty. This leads to an overestimation of prediction certainty, causing premature exiting of samples with incorrect early predictions. To remedy this, we define an NSP score to estimate prediction certainty by considering the proportion of class-irrelevant information in the features. On this basis, we propose a novel early exiting method based on the Certainty-Aware Probability (CAP) score, which integrates insights from both logits and the NSP score to enhance prediction certainty estimation, thus enabling more reliable exiting decisions. The experimental results on the GLUE benchmark show that our method can achieve an average speed-up ratio of 2.19× across all tasks with negligible performance degradation, surpassing the state-of-the-art (SOTA) ConsistentEE by 28%, yielding a better trade-off between task performance and inference efficiency. The code is available at https://github.com/He-Jianing/NSP.git.

Given the ubiquitous presence of time series data across various domains, precise forecasting of time series holds significant importance and finds widespread real-world applications such as energy, weather, healthcare, etc. While numerous forecasters have been proposed using different network architectures, the Transformer-based models have state-of-the-art performance in time series forecasting. However, forecasters based on Transformers are still suffering from vulnerability to high-frequency signals, efficiency in computation, and bottleneck in full-spectrum utilization, which essentially are the cornerstones for accurately predicting time series with thousands of points. In this paper, we explore a novel perspective of enlightening signal processing for deep time series forecasting. Inspired by the filtering process, we introduce one simple yet effective network, namely FilterNet, built upon our proposed learnable frequency filters to extract key informative temporal patterns by selectively passing or attenuating certain components of time series signals. Concretely, we propose two kinds of learnable filters in the FilterNet: (i) Plain shaping filter, that adopts a universal frequency kernel for signal filtering and temporal modeling; (ii) Contextual shaping filter, that utilizes filtered frequencies examined in terms of its compatibility with input signals for dependency learning. Equipped with the two filters, FilterNet can approximately surrogate the linear and attention mappings widely adopted in time series literature, while enjoying superb abilities in handling high-frequency noises and utilizing the whole frequency spectrum that is beneficial for forecasting. Finally, we conduct extensive experiments on eight time series forecasting benchmarks, and experimental results have demonstrated our superior performance in terms of both effectiveness and efficiency compared with state-of-the-art methods. Our code is available at$^1$.

Graph neural networks provide a powerful toolkit for embedding real-world graphs into low-dimensional spaces according to specific tasks. Up to now, there have been several surveys on this topic. However, they usually lay emphasis on different angles so that the readers cannot see a panorama of the graph neural networks. This survey aims to overcome this limitation and provide a systematic and comprehensive review on the graph neural networks. First of all, we provide a novel taxonomy for the graph neural networks, and then refer to up to 327 relevant literatures to show the panorama of the graph neural networks. All of them are classified into the corresponding categories. In order to drive the graph neural networks into a new stage, we summarize four future research directions so as to overcome the challenges faced. It is expected that more and more scholars can understand and exploit the graph neural networks and use them in their research community.

Question-answering sentiment analysis (QASA) is a novel but meaningful sentiment analysis task based on question-answering online reviews. Existing neural network-based models that conduct sentiment analysis of online reviews have already achieved great success. However, the syntax and implicitly semantic connection in the dependency tree have not been made full use of, especially for Chinese which has specific syntax. In this work, we propose a Residual-Duet Network leveraging textual and tree dependency information for Chinese question-answering sentiment analysis. In particular, we explore the synergies of graph embedding with structural dependency links to learn syntactic information. The transverse and longitudinal compression encoders are developed to capture sentiment evidence with disparate types of compression and different residual connections. We evaluate our model on three Chinese QASA datasets in different domains. Experimental results demonstrate the superiority of our proposed model in Chinese question-answering sentiment analysis.