Large language models (LLMs) have shown outstanding performance across a variety of tasks, partly due to advanced prompting techniques. However, these techniques often require lengthy prompts, which increase computational costs and can hinder performance because of the limited context windows of LLMs. While prompt compression is a straightforward solution, existing methods confront the challenges of retaining essential information, adapting to context changes, and remaining effective across different tasks. To tackle these issues, we propose a task-agnostic method called Dynamic Prompt Compression (LLM-DPC). Our method reduces the number of prompt tokens while minimizing any degradation in LLM performance. We model prompt compression as a Markov Decision Process (MDP), enabling the DPC-Agent to sequentially remove redundant tokens by adapting to dynamic contexts and retaining crucial content. We develop a reward function for training the DPC-Agent that balances the compression ratio, the quality of the LLM output, and the retention of key information. This allows for prompt token reduction without needing an external black-box LLM. Inspired by the progressive difficulty adjustment in curriculum learning, we introduce a Hierarchical Prompt Compression (HPC) training strategy that gradually increases the compression difficulty, enabling the DPC-Agent to learn an effective compression method that maintains information integrity. Experiments demonstrate that our method outperforms state-of-the-art techniques, especially at higher compression ratio.

Heterogeneous Information Network(HIN) collective classification aims to classify one type of node, which is associated with multiple types of nodes through multiple types of relations. Previous studies have revealed that exploiting the relative importance of relation types is quite useful for improving node classification performance. We propose a Tensor-based Markov chain (T-Mark) model to improve the nodes classification accuracy by predicting the labels for unlabeled nodes and the importance ranking of relationship types automatically and simultaneously. Specifically, we build two tensor equations according to the HIN structure and content similarities among nodes of both labeled and unlabeled data. Consequently, We solve the semi-supervised T-Mark model by using an iterative process until obtaining two stationary distributions for labels and relation types. Experimental results on several real-world datasets demonstrate the effectiveness of T-Mark.

Portfolio Selection is an important real-world financial task and has attracted extensive attention in artificial intelligence communities. This task, however, has two main difficulties: (i) the non-stationary price series and complex asset correlations make the learning of feature representation very hard; (ii) the practicality principle in financial markets requires controlling both transaction and risk costs. Most existing methods adopt handcraft features and/or consider no constraints for the costs, which may make them perform unsatisfactorily and fail to control both costs in practice. In this paper, we propose a cost-sensitive portfolio selection method with deep reinforcement learning. Specifically, a novel two-stream portfolio policy network is devised to extract both price series patterns and asset correlations, while a new cost-sensitive reward function is developed to maximize the accumulated return and constrain both costs via reinforcement learning. We theoretically analyze the near-optimality of the proposed reward, which shows that the growth rate of the policy regarding this reward function can approach the theoretical optimum. We also empirically evaluate the proposed method on real-world datasets. Promising results demonstrate the effectiveness and superiority of the proposed method in terms of profitability, cost-sensitivity and representation abilities.

Heterogeneous Information Network (HIN) collecitve classification studies the problem of predicting labels for one type of nodes in a HIN which contains multiple types of nodes multiple types of links among them. Previous studies have revealed that exploiting relative importance of links is quite useful to improve node classification performance as connected nodes tend to have similar labels. Most existing approaches exploit the relative importance of links either by directly counting the number of connections among nodes or by learning the weight of each type of link from labeled data only. However, these approaches either neglect the importance of types of links to the class labels or may lead to overfitting problem. We propose aTensor-basedMarkov chain (T-Mark) approach, which is able to automatically and simultaneously predict the labels for unlabeled nodes and give the relative importance of types of links that actually improve the classification accuracy. Specifically, we build two tensor equations by using the HIN and features of nodes from both labeled and unlabeled data. A Markov chain-based model is proposed and it is solved by an iterative process to obtain the stationary distributions. Theoretical analyses of the existence and uniqueness of such probability distributions are given. Extensive experimental results demonstrate that T-Mark is able to achieve superior performance in the comparison and obtain reasonable relative importance of links.

Portfolio Selection is an important real-world financial task and has attracted extensive attention in artificial intelligence communities. This task, however, has two main difficulties: (i) the non-stationary price series and complex asset correlations make the learning of feature representation very hard; (ii) the practicality principle in financial markets requires controlling both transaction and risk costs. Most existing methods adopt handcraft features and/or consider no constraints for the costs, which may make them perform unsatisfactorily and fail to control both costs in practice. In this paper, we propose a cost-sensitive portfolio selection method with deep reinforcement learning. Specifically, a novel two-stream portfolio policy network is devised to extract both price series patterns and asset correlations, while a new cost-sensitive reward function is developed to maximize the accumulated return and constrain both costs via reinforcement learning. We theoretically analyze the near-optimality of the proposed reward, which shows that the growth rate of the policy regarding this reward function can approach the theoretical optimum. We also empirically evaluate the proposed method on real-world datasets. Promising results demonstrate the effectiveness and superiority of the proposed method in terms of profitability, cost-sensitivity and representation abilities.

Sparse principal component analysis (SPCA) produces principal components with sparse loadings, which is very important for handling data with many irrelevant features and also critical to interpret the results. To deal with orthogonal constraints, most previous approaches address SPCA with several components using techniques such as deflation technique and convex relaxations. However, the deflation technique usually suffers from suboptimal solutions due to poor approximations. On the other hand, the convex relaxations are often computationally expensive. To address the above issues, in this paper, we propose to address SPCA over the Stiefel manifold directly, and develop a stabilized Alternating Direction Method of Multipliers (SADMM) to handle the nonconvex orthogonal constraints. Compared to traditional ADMM, the proposed SADMM method converges well with a wide range of parameters and obtains a better solution. We also theoretically study the convergence property of the proposed SADMM method. Furthermore, most existing methods ignore an inherent drawback of SPCA - the importance of different components is not considered when doing feature selection, which often makes the selected features nonoptimal. To address this, we further propose a two-stage method which considers the importance of different components to select the most important features. Empirical studies on both synthetic and real-world datasets show that the proposed algorithms achieve better performance compared to existing state-of-the-art methods.

Online Active Learning (OAL) aims to manage unlabeled datastream by selectively querying the label of data. OAL is applicable to many real-world problems, such as anomaly detection in health-care and finance. In these problems, there are two key challenges: the query budget is often limited; the ratio between classes is highly imbalanced. In practice, it is quite difficult to handle imbalanced unlabeled datastream when only a limited budget of labels can be queried for training. To solve this, previous OAL studies adopt either asymmetric losses or queries (an isolated asymmetric strategy) to tackle the imbalance, and use first-order methods to optimize the cost-sensitive measure. However, the isolated strategy limits their performance in class imbalance, while first-order methods restrict their optimization performance. In this article, we propose a novel Online Adaptive Asymmetric Active learning algorithm, based on a new asymmetric strategy (merging both asymmetric losses and queries strategies), and second-order optimization. We theoretically analyze its mistake bound and cost-sensitive metric bounds. Moreover, to better balance performance and efficiency, we enhance our algorithm via a sketching technique, which significantly accelerates the computational speed with quite slight performance degradation. Promising results demonstrate the effectiveness and efficiency of the proposed methods.

Spectral analysis is critical in social network analysis. As a vital step of the spectral analysis, the graph construction in many existing works utilizes content data only. Unfortunately, the content data often consists of noisy, sparse, and redundant features, which makes the resulting graph unstable and unreliable. In practice, besides the content data, social network data also contain link information, which provides additional information for graph construction. Some of previous works utilize the link data. However, the link data is often incomplete, which makes the resulting graph incomplete. To address these issues, we propose a novel Distilled Graph Clustering (DGC) method. It pursuits adistilled graphbased on both the content data and the link data. The proposed algorithm alternates between two steps: in the feature selection step, it finds the most representative feature subset w.r.t. an intermediate graph initialized with link data; in graph distillation step, the proposed method updates and refines the graph based on only the selected features. The final resulting graph, which is referred to as the distilled graph, is then utilized for spectral clustering on the large-scale social network data. Extensive experiments demonstrate the superiority of the proposed method.

Matrix factorization has been widely applied to various applications. With the fast development of storage and internet technologies, we have been witnessing a rapid increase of data. In this paper, we propose new algorithms for matrix factorization with the emphasis on efficiency. In addition, most existing methods of matrix factorization only consider a general smooth least square loss. Differently, many real-world applications have distinctive characteristics. As a result, different losses should be used accordingly. Therefore, it is beneficial to design new matrix factorization algorithms that are able to deal with both smooth and non-smooth losses. To this end, one needs to analyze the characteristics of target data and use the most appropriate loss based on the analysis. We particularly study two representative cases of low-rank matrix recovery, i.e., collaborative filtering for recommendation and high dynamic range imaging. To solve these two problems, we respectively propose a stage-wise matrix factorization algorithm by exploiting manifold optimization techniques. From our theoretical analysis, they are both are provably guaranteed to converge to a stationary point. Extensive experiments on recommender systems and high dynamic range imaging demonstrate the satisfactory performance and efficiency of our proposed method on large-scale real data.

Cost-Sensitive Online Classification has drawn extensive attention in recent years, where the main approach is to directly online optimize two well-known cost-sensitive metrics: (i) weighted sum of sensitivity and specificity and (ii) weighted misclassification cost. However, previous existing methods only considered first-order information of data stream. It is insufficient in practice, since many recent studies have proved that incorporating second-order information enhances the prediction performance of classification models. Thus, we propose a family of cost-sensitive online classification algorithms with adaptive regularization in this paper. We theoretically analyze the proposed algorithms and empirically validate their effectiveness and properties in extensive experiments. Then, for better trade off between the performance and efficiency, we further introduce the sketching technique into our algorithms, which significantly accelerates the computational speed with quite slight performance loss. Finally, we apply our algorithms to tackle several online anomaly detection tasks from real world. Promising results prove that the proposed algorithms are effective and efficient in solving cost-sensitive online classification problems in various real-world domains.

This paper investigates Online Active Learning (OAL) for imbalanced unlabeled datastream, where only a budget of labels can be queried to optimize some cost-sensitive performance measure. OAL can solve many real-world problems, such as anomaly detection in healthcare, finance and network security. In these problems, there are two key challenges: the query budget is often limited; the ratio between two classes is highly imbalanced. To address these challenges, existing work of OAL adopts either asymmetric losses or queries (an isolated asymmetric strategy) to tackle the imbalance, and uses first-order methods to optimize the cost-sensitive measure. However, they may incur two deficiencies: (1) the poor ability in handling imbalanced data due to the isolated asymmetric strategy; (2) relative slow convergence rate due to the first-order optimization. In this paper, we propose a novel Online Adaptive Asymmetric Active (OA3) learning algorithm, which is based on a new asymmetric strategy (merging both the asymmetric losses and queries strategies), and second-order optimization. We theoretically analyze its bounds, and also empirically evaluate it on four real-world online anomaly detection tasks. Promising results confirm the effectiveness and robustness of the proposed algorithm in various application domains.

In this paper, we study relations ranking and object classification for multi-relational data where objects are interconnected by multiple relations. The relations among objects should be exploited for achieving a good classification. While most existing approaches exploit either by directly counting the number of connections among objects or by learning the weight of each relation from labeled data only. In this paper, we propose an algorithm, TensorRRCC, which is able to determine the ranking of relations and the labels of objects simultaneously. Our basic idea is that highly ranked relations within a class should play more important roles in object classification, and class membership information is important for determining a ranking quality over the relations w.r.t. a specific learning task. TensorRRCC implements the idea by modeling a Markov chain on transition probability graphs from connection and feature information with both labeled and unlabeled objects and propagates the ranking scores of relations and relevant classes of objects. An iterative progress is proposed to solve a set of tensor equations to obtain the stationary distribution of relations and objects. We compared our algorithm with current collective classification algorithms on two real-world data sets and the experimental results show the superiority of our method.

Transfer learning techniques have been broadly applied in applications where labeled data in a target domain are difficult to obtain while a lot of labeled data are available in related source domains. In practice, there can be multiple source domains that are related to the target domain, and how to combine them is still an open problem. In this paper, we seek to leverage labeled data from multiple source domains to enhance classification performance in a target domain where the target data are received in an online fashion. This problem is known as the online transfer learning problem. To achieve this, we propose novel online transfer learning paradigms in which the source and target domains are leveraged adaptively. We consider two different problem settings: homogeneous transfer learning and heterogeneous transfer learning. The proposed methods work in an online manner, where the weights of the source domains are adjusted dynamically. We provide the mistake bounds of the proposed methods and perform comprehensive experiments on real-world data sets to demonstrate the effectiveness of the proposed algorithms.

Orthogonal Non-negative Matrix Factorization (ONMF) approximates a data matrix X by the product of two lower dimensional factor matrices: X -- UVT, with one of them orthogonal. ONMF has been widely applied for clustering, but it often suffers from high computational cost due to the orthogonality constraint. In this paper, we propose a method, called Nonlinear Riemannian Conjugate Gradient ONMF (NRCG-ONMF), which updates U and V alternatively and preserves the orthogonality of U while achieving fast convergence speed. Specifically, in order to update U, we develop a Nonlinear Riemannian Conjugate Gradient (NRCG) method on the Stiefel manifold using Barzilai-Borwein (BB) step size. For updating V, we use a closed-form solution under non-negativity constraint. Extensive experiments on both synthetic and real-world data sets show consistent superiority of our method over other approaches in terms of orthogonality preservation, convergence speed and clustering performance.

Multi-label classification deals with the problem where each example is associated with multiple class labels. Since the labels are often dependent to other labels, exploiting label dependencies can significantly improve the multi-label classification performance. The label dependency in existing studies is often given as prior knowledge or learned from the labels only. However, in many real applications, such prior knowledge may not be available, or labeled information might be very limited. In this paper, we propose a new algorithm, called Ml-Forest , to learn an ensemble of hierarchical multi-label classifier trees to reveal the intrinsic label dependencies. In Ml-Forest, we construct a set of hierarchical trees, and develop a label transfer mechanism to identify the multiple relevant labels in a hierarchical way. In general, the relevant labels at higher levels of the trees capture more discriminable label concepts, and they will be transferred into lower level children nodes that are harder to discriminate. The relevant labels in the hierarchy are then aggregated to compute label dependency and make the final prediction. Our empirical study shows encouraging results of the proposed algorithm in comparison with the state-of-the-art multi-label classification algorithms under Friedman test and post-hoc Nemenyi test.

Although graph embedding has been a powerful tool for modeling data intrinsic structures, simply employing all features for data structure discovery may result in noise amplification. This is particularly severe for high dimensional data with small samples. To meet this challenge, this paper proposes a novel efficient framework to perform feature selection for graph embedding, in which a category of graph embedding methods is cast as a least squares regression problem. In this framework, a binary feature selector is introduced to naturally handle the feature cardinality in the least squares formulation. The resultant integral programming problem is then relaxed into a convex Quadratically Constrained Quadratic Program (QCQP) learning problem, which can be efficiently solved via a sequence of accelerated proximal gradient (APG) methods. Since each APG optimization is w.r.t. only a subset of features, the proposed method is fast and memory efficient. The proposed framework is applied to several graph embedding learning problems, including supervised, unsupervised, and semi-supervised graph embedding. Experimental results on several high dimensional data demonstrated that the proposed method outperformed the considered state-of-the-art methods.