Abstract Influence estimation (IE) and influence maximization (IM) are among the most extensively studied problems in social network analysis. Assuming diffusion (i.e., the spread of diseases) within a social network, IE aims to estimate the influence (i.e., the number of infected nodes) for a given set of seeds; and IM aims to identify a given number of seed nodes that maximize the influence. For both IE and IM, widely-adopted strategies involve repeating Monte Carlo (MC) simulations of diffusion over and over for various seed sets, which is computationally expensive. In this work, we present Monte Carlo Simulator+ (MONSTOR+), an inductive machine learning method designed to estimate the influence of given seed-node sets in social networks under two diffusion models—the independent cascade (IC) model and the linear threshold (LT) model. Due to its inductive nature, MONSTOR+ is applicable to seed-node sets and social networks not included in the training data. MONSTOR+, with its ability to accurately estimate influence through a single forward pass, can greatly accelerate existing IM algorithms by replacing repeated MC simulations. In our experiments, MONSTOR+ exhibits high IE accuracy, achieving 0.955 or higher Pearson and Spearman correlation coefficients in unseen real-world social networks. Notably, MONSTOR+ is about 5 to 3000 times faster than repeated MC simulations with similar IE accuracy. For IM problems, IM algorithms equipped with MONSTOR+ are more accurate than state-of-the-art competitors in 81.5 and 77.8% of IM use cases under the IC model and LT model, respectively.

Gross domestic product (GDP) nowcasting is crucial for policy-making as GDP growth is a key indicator of economic conditions. Dynamic factor models (DFMs) have been widely adopted by government agencies for GDP nowcasting due to their ability to handle irregular or missing macroeconomic indicators and their interpretability. However, DFMs face two main challenges: i) the lack of capturing economic uncertainties such as sudden recessions or booms, and ii) the limitation of capturing irregular dynamics from mixed-frequency data. To address these challenges, we introduce NCDENow, a novel GDP nowcasting framework that integrates neural controlled differential equations (NCDEs) with DFMs. This integration effectively handles the dynamics of irregular time series.NCDENow consists of 3 main modules: i) factor extraction leveraging DFM, ii) dynamic modeling using NCDE, and iii) GDP growth prediction through regression. We evaluate NCDENow against 6 baselines on 2 real-world GDP datasets from South Korea and the United Kingdom, demonstrating its enhanced predictive capability. Our empirical results favor our method, highlighting the significant potential of integrating NCDE into nowcasting models. Our code and dataset are available at https://github.com/sklim84/NCDENow_CIKM2024.

Continuous-time dynamics models, e.g., neural ordinary differential equations, enable accurate modeling of underlying dynamics in time-series data. However, employing neural networks for parameterizing dynamics makes it challenging for humans to identify dependence structures, especially in the presence of delayed effects. In consequence, these models are not an attractive option when capturing dependence carries more importance than accurate modeling, e.g., in tsunami forecasting.

Time series forecasting has been an essential field in many different application areas, including economic analysis, meteorology, and so forth. The majority of time series forecasting models are trained using the mean squared error (MSE). However, this training based on MSE causes a limitation known as prediction delay. The prediction delay, which implies the ground-truth precedes the prediction, can cause serious problems in a variety of fields, e.g., finance and weather forecasting --- as a matter of fact, predictions succeeding ground-truth observations are not practically meaningful although their MSEs can be low. This paper proposes a new perspective on traditional time series forecasting tasks and introduces a new solution to mitigate the prediction delay. We introduce a continuous-time gated recurrent unit (GRU) based on the neural ordinary differential equation (NODE) which can supervise explicit time-derivatives. We generalize the GRU architecture in a continuous-time manner and minimize the prediction delay through our time-derivative regularization. Our method outperforms in metrics such as MSE, Dynamic Time Warping (DTW) and Time Distortion Index (TDI). In addition, we demonstrate the low prediction delay of our method in a variety of datasets.

Time series imputation is one of the most fundamental tasks for time series. Real-world time series datasets are frequently incomplete (or irregular with missing observations), in which case imputation is strongly required. Many different time series imputation methods have been proposed. Recent self-attention-based methods show the state-of-the-art imputation performance. However, it has been overlooked for a long time to design an imputation method based on continuous-time recurrent neural networks (RNNs), i.e., neural controlled differential equations (NCDEs). To this end, we redesign time series (variational) autoencoders based on NCDEs. Our method, called continuous-time autoencoder (CTA), encodes an input time series sample into a continuous hidden path (rather than a hidden vector) and decodes it to reconstruct and impute the input. In our experiments with 4 datasets and 19 baselines, our method shows the best imputation performance in almost all cases.

Long-term time series forecasting (LTSF) is a challenging task that has been investigated in various domains such as finance investment, health care, traffic, and weather forecasting. In recent years, Linear-based LTSF models showed better performance, pointing out the problem of Transformer-based approaches causing temporal information loss. However, Linear-based approach has also limitations that the model is too simple to comprehensively exploit the characteristics of the dataset. To solve these limitations, we propose LTSF-DNODE, which applies a model based on linear ordinary differential equations (ODEs) and a time series decomposition method according to data statistical characteristics. We show that LTSF-DNODE outperforms the baselines on various real-world datasets. In addition, for each dataset, we explore the impacts of regularization in the neural ordinary differential equation (NODE) framework.

The time-series anomaly detection is one of the most fundamental tasks for time-series. Unlike the time-series forecasting and classification, the time-series anomaly detection typically requires unsupervised (or self-supervised) training since collecting and labeling anomalous observations are difficult. In addition, most existing methods resort to limited forms of anomaly measurements and therefore, it is not clear whether they are optimal in all circumstances. To this end, we present a multivariate time-series anomaly detector based on score-based generative models, called MadSGM, which considers the broadest ever set of anomaly measurement factors: i) reconstruction-based, ii) density-based, and iii) gradient-based anomaly measurements. We also design a conditional score network and its denoising score matching loss for the time-series anomaly detection. Experiments on five real-world benchmark datasets illustrate that MadSGM achieves the most robust and accurate predictions.

Anomaly detection is an important field that aims to identify unexpected patterns or data points, and it is closely related to many real-world problems, particularly to applications in finance, manufacturing, cyber security, and so on. While anomaly detection has been studied extensively in various fields, detecting future anomalies before they occur remains an unexplored territory. In this paper, we present a novel type of anomaly detection, called Precursor-of-Anomaly (PoA) detection. Unlike conventional anomaly detection, which focuses on determining whether a given time series observation is an anomaly or not, PoA detection aims to detect future anomalies before they happen. To solve both problems at the same time, we present a neural controlled differential equation-based neural network and its multi-task learning algorithm. We conduct experiments using 17 baselines and 3 datasets, including regular and irregular time series, and demonstrate that our presented method outperforms the baselines in almost all cases. Our ablation studies also indicate that the multitasking training method significantly enhances the overall performance for both anomaly and PoA detection.

Collaborative filtering is one of the most fundamental topics for recommender systems. Various methods have been proposed for collaborative filtering, ranging from matrix factorization to graph convolutional methods. Being inspired by recent successes of graph filtering-based methods and score-based generative models (SGMs), we present a novel concept of blurring-sharpening process model (BSPM). SGMs and BSPMs share the same processing philosophy that new information can be discovered (e.g., new images are generated in the case of SGMs) while original information is first perturbed and then recovered to its original form. However, SGMs and our BSPMs deal with different types of information, and their optimal perturbation and recovery processes have fundamental discrepancies. Therefore, our BSPMs have different forms from SGMs. In addition, our concept not only theoretically subsumes many existing collaborative filtering models but also outperforms them in terms of Recall and NDCG in the three benchmark datasets, Gowalla, Yelp2018, and Amazon-book. In addition, the processing time of our method is comparable to other fast baselines. Our proposed concept has much potential in the future to be enhanced by designing better blurring (i.e., perturbation) and sharpening (i.e., recovery) processes than what we use in this paper. Our code is available at https://github.com/jeongwhanchoi/BSPM.

Traffic forecasting is one of the most popular spatio-temporal tasks in the field of machine learning. A prevalent approach in the field is to combine graph convolutional networks and recurrent neural networks for the spatio-temporal processing. There has been fierce competition and many novel methods have been proposed. In this article, we present the method of spatio-temporal graph neural rough differential equation (STG-NRDE). Neural rough differential equations (NRDEs) are a breakthrough concept for processing time-series data. Their main concept is to use the log-signature transform to convert a time-series sample into a relatively shorter series of feature vectors. We extend the concept and design two NRDEs: one for the temporal processing and the other for the spatial processing. After that, we combine them into a single framework. We conduct experiments with 6 benchmark datasets and 27 baselines. STG-NRDE shows the best accuracy in all cases, outperforming all those 27 baselines by non-trivial margins.

Recommender systems are a long-standing research problem in data mining and machine learning. They are incremental in nature, as new user-item interaction logs arrive. In real-world applications, we need to periodically train a collaborative filtering algorithm to extract user/item embedding vectors and therefore, a time-series of embedding vectors can be naturally defined. We present a time-series forecasting-based upgrade kit (TimeKit), which works in the following way: it i) first decides a base collaborative filtering algorithm, ii) extracts user/item embedding vectors with the base algorithm from user-item interaction logs incrementally, e.g., every month, iii) trains our time-series forecasting model with the extracted time-series of embedding vectors, and then iv) forecasts the future embedding vectors and recommend with their dot-product scores owing to a recent breakthrough in processing complicated time-series data, i.e., neural controlled differential equations (NCDEs). Our experiments with four real-world benchmark datasets show that the proposed time-series forecasting-based upgrade kit can significantly enhance existing popular collaborative filtering algorithms.

Many U.S. metropolitan cities are notorious for their severe shortage of parking spots. To this end, we present a proactive prediction-driven optimization framework to dynamically adjust parking prices. We use state-of-the-art deep learning technologies such as neural ordinary differential equations (NODEs) to design our future parking occupancy rate prediction model given historical occupancy rates and price information. Owing to the continuous and bijective characteristics of NODEs, in addition, we design a one-shot price optimization method given a pre-trained prediction model, which requires only one iteration to find the optimal solution. In other words, we optimize the price input to the pre-trained prediction model to achieve targeted occupancy rates in the parking blocks. We conduct experiments with the data collected in San Francisco and Seattle for years. Our prediction model shows the best accuracy in comparison with various temporal or spatio-temporal forecasting models. Our one-shot optimization method greatly outperforms other black-box and white-box search methods in terms of the search time and always returns the optimal price solution.

Tabular data typically contains private and important information; thus, precautions must be taken before they are shared with others. Although several methods (e.g., differential privacy and k-anonymity) have been proposed to prevent information leakage, in recent years, tabular data synthesis models have become popular because they can well trade-off between data utility and privacy. However, recent research has shown that generative models for image data are susceptible to the membership inference attack, which can determine whether a given record was used to train a victim synthesis model. In this paper, we investigate the membership inference attack in the context of tabular data synthesis. We conduct experiments on 4 state-of-the-art tabular data synthesis models under two attack scenarios (i.e., one black-box and one white-box attack), and find that the membership inference attack can seriously jeopardize these models. We next conduct experiments to evaluate how well two popular differentially-private deep learning training algorithms, DP-SGD and DP-GAN, can protect the models against the attack. Our key finding is that both algorithms can largely alleviate this threat by sacrificing the generation quality.

Score-based generative models (SGMs) are a recent breakthrough in generating fake images. SGMs are known to surpass other generative models, e.g., generative adversarial networks (GANs) and variational autoencoders (VAEs). Being inspired by their big success, in this work, we fully customize them for generating fake tabular data. In particular, we are interested in oversampling minor classes since imbalanced classes frequently lead to sub-optimal training outcomes. To our knowledge, we are the first presenting a score-based tabular data oversampling method. Firstly, we re-design our own score network since we have to process tabular data. Secondly, we propose two options for our generation method: the former is equivalent to a style transfer for tabular data and the latter uses the standard generative policy of SGMs. Lastly, we define a fine-tuning method, which further enhances the oversampling quality. In our experiments with 6 datasets and 10 baselines, our method outperforms other oversampling methods in all cases.

There were fierce debates on whether the non-linear embedding propagation of GCNs is appropriate to GCN-based recommender systems. It was recently found that the linear embedding propagation shows better accuracy than the non-linear embedding propagation. Since this phenomenon was discovered especially in recommender systems, it is required that we carefully analyze the linearity and non-linearity issue. In this work, therefore, we revisit the issues of i) which of the linear or non-linear propagation is better and ii) which factors of users/items decide the linearity/non-linearity of the embedding propagation. We propose a novel Hybrid method of linear and non-linear collaborative filtering method (HMLET, pronounced as Hamlet). In our design, there exist both linear and non-linear propagation steps, when processing each user or item node, and our gating module chooses one of them, which results in a hybrid model of the linear and non-linear GCN-based collaborative filtering (CF). The proposed model yields the best accuracy in three public benchmark datasets. Moreover, we classify users/items into the following three classes depending on our gating modules' selections: Full-Non-Linearity (FNL), Partial-Non-Linearity (PNL), and Full-Linearity (FL). We found that there exist strong correlations between nodes' centrality and their class membership, i.e., important user/item nodes exhibit more preferences towards the non-linearity during the propagation steps. To our knowledge, we are the first who design a hybrid method and report the correlation between the graph centrality and the linearity/non-linearity of nodes. All HMLET codes and datasets are available at: https://github.com/qbxlvnf11/HMLET.

Deep learning inspired by differential equations is a recent research trend and has marked the state of the art performance for many machine learning tasks. Among them, time-series modeling with neural controlled differential equations (NCDEs) is considered as a breakthrough. In many cases, NCDE-based models not only provide better accuracy than recurrent neural networks (RNNs) but also make it possible to process irregular time-series. In this work, we enhance NCDEs by redesigning their core part, i.e., generating a continuous path from a discrete time-series input. NCDEs typically use interpolation algorithms to convert discrete time-series samples to continuous paths. However, we propose to i) generate another latent continuous path using an encoder-decoder architecture, which corresponds to the interpolation process of NCDEs, i.e., our neural network-based interpolation vs. the existing explicit interpolation, and ii) exploit the generative characteristic of the decoder, i.e., extrapolation beyond the time domain of original data if needed. Therefore, our NCDE design can use both the interpolated and the extrapolated information for downstream machine learning tasks. In our experiments with 5 real-world datasets and 12 baselines, our extrapolation and interpolation-based NCDEs outperform existing baselines by non-trivial margins.

Collaborative filtering (CF) is a long-standing problem of recommender systems. Many novel methods have been proposed, ranging from classical matrix factorization to recent graph convolutional network-based approaches. After recent fierce debates, researchers started to focus on linear graph convolutional networks (GCNs) with a layer combination, which show state-of-the-art accuracy in many datasets. In this work, we extend them based on neural ordinary differential equations (NODEs), because the linear GCN concept can be interpreted as a differential equation, and present the method of Learnable-Time ODE-based Collaborative Filtering (LT-OCF). The main novelty in our method is that after redesigning linear GCNs on top of the NODE regime, i) we learn the optimal architecture rather than relying on manually designed ones, ii) we learn smooth ODE solutions that are considered suitable for CF, and iii) we test with various ODE solvers that internally build a diverse set of neural network connections. We also present a novel training method specialized to our method. In our experiments with three benchmark datasets, our method consistently outperforms existing methods in terms of various evaluation metrics. One more important discovery is that our best accuracy was achieved by dense connections.

Mobile digital billboards are an effective way to augment brand-awareness. Among various such mobile billboards, taxicab rooftop devices are emerging in the market as a brand new media. Motov is a leading company in South Korea in the taxicab rooftop advertising market. In this work, we present a lightweight yet accurate deep learning-based method to predict taxicabs' next locations to better prepare for targeted advertising based on demographic information of locations. Considering the fact that next POI recommendation datasets are frequently sparse, we design our presented model based on neural ordinary differential equations (NODEs), which are known to be robust to sparse/incorrect input, with several enhancements. Our model, which we call LightMove, has a larger prediction accuracy, a smaller number of parameters, and/or a smaller training/inference time, when evaluating with various datasets, in comparison with state-of-the-art models.

Owing to the remarkable development of deep learning technology, there have been a series of efforts to build deep learning-based climate models. Whereas most of them utilize recurrent neural networks and/or graph neural networks, we design a novel climate model based on the two concepts, the neural ordinary differential equation (NODE) and the diffusion equation. Many physical processes involving a Brownian motion of particles can be described by the diffusion equation and as a result, it is widely used for modeling climate. On the other hand, neural ordinary differential equations (NODEs) are to learn a latent governing equation of ODE from data. In our presented method, we combine them into a single framework and propose a concept, called neural diffusion equation (NDE). Our NDE, equipped with the diffusion equation and one more additional neural network to model inherent uncertainty, can learn an appropriate latent governing equation that best describes a given climate dataset. In our experiments with two real-world and one synthetic datasets and eleven baselines, our method consistently outperforms existing baselines by non-trivial margins.

Neural networks inspired by differential equations have proliferated for the past several years, of which neural ordinary differential equations (NODEs) and neural controlled differential equations (NCDEs) are two representative examples. In theory, NCDEs exhibit better representation learning capability for time-series data than NODEs. In particular, it is known that NCDEs are suitable for processing irregular time-series data. Whereas NODEs have been successfully extended to adopt attention, methods to integrate attention into NCDEs have not yet been studied. To this end, we present $\underline{\mathrm{A}}$ttentive $\underline{\mathrm{N}}$eural $\underline{\mathrm{C}}$ontrolled $\underline{\mathrm{D}}$ifferential $\underline{\mathrm{E}}$quations (ANCDEs) for time-series classification and forecasting, where dual NCDEs are used: one for generating attention values, and the other for evolving hidden vectors for a downstream machine learning task. We conduct experiments on three real-world time-series datasets and ten baselines. After dropping some values, we also conduct experiments on irregular time-series. Our method consistently shows the best accuracy in all cases by non-trivial margins. Our visualizations also show that the presented attention mechanism works as intended by focusing on crucial information.

Neural ordinary differential equations (NODEs) presented a new paradigm to construct (continuous-time) neural networks. While showing several good characteristics in terms of the number of parameters and the flexibility in constructing neural networks, they also have a couple of well-known limitations: i) theoretically NODEs learn homeomorphic mapping functions only, and ii) sometimes NODEs show numerical instability in solving integral problems. To handle this, many enhancements have been proposed. To our knowledge, however, integrating attention into NODEs has been overlooked for a while. To this end, we present a novel method of attentive dual co-evolving NODE (ACE-NODE): one main NODE for a downstream machine learning task and the other for providing attention to the main NODE. Our ACE-NODE supports both pairwise and elementwise attention. In our experiments, our method outperforms existing NODE-based and non-NODE-based baselines in almost all cases by non-trivial margins.

We present a prediction-driven optimization framework to maximize the market influence in the US domestic air passenger transportation market by adjusting flight frequencies. At the lower level, our neural networks consider a wide variety of features, such as classical air carrier performance features and transportation network features, to predict the market influence. On top of the prediction models, we define a budget-constrained flight frequency optimization problem to maximize the market influence over 2,262 routes. This problem falls into the category of the non-linear optimization problem, which cannot be solved exactly by conventional methods. To this end, we present a novel adaptive gradient ascent (AGA) method. Our prediction models show two to eleven times better accuracy in terms of the median root-mean-square error (RMSE) over baselines. In addition, our AGA optimization method runs 690 times faster with a better optimization result (in one of our largest scale experiments) than a greedy algorithm.

The US domestic air passenger transportation is one of the largest markets worldwide.Optimally allocating flights to the US domestic airways (i.e., air routes) is essential in maximizing the revenue of airlines and many research works have been proposed to improve their market shares/profits.Most proposed methods, however, suffer from a lack of scalability; even state-of-the-art methods demonstrate their performance with only tens of routes.To address this shortcoming, we propose a novel unified framework to integrate the market share prediction model and the frequency optimization module, which significantly improves the scalability of the entire framework.By design, our proposed prediction model is concave w.r.t.flight frequency and its gradients are Lipschitz continuous.Exploiting these two properties allows us to use an alternating direction method of multipliers (ADMM)-based optimization technique, which quickly solves a large-scale frequency optimization problem with guaranteed global convergence.Our proposed method is able to solve a problem whose search space size is O(n 700 ) (vs.O(n 30 ) in existing works).

Graph synthesis is a long-standing research problem.Many deep neural networks that learn about latent characteristics of graphs and generate fake graphs have been proposed.However, in many cases their scalability is too high to be used to synthesize large graphs.Recently, one work proposed an interesting scalable idea to learn and generate random walks that can be merged into a graph.Due to its difficulty, however, the random walk-based graph synthesis failed to show state-of-the-art performance in many cases.We present an improved random walk-based method by using negative random walks.In our experiments with 6 datasets and 8 baseline methods, our method shows the best performance in almost all cases.We achieve both high scalability and generation quality.

Synthesizing tabular data is attracting much attention these days for various purposes. With sophisticate synthetic data, for instance, one can augment its training data. For the past couple of years, tabular data synthesis techniques have been greatly improved. Recent work made progress to address many problems in synthesizing tabular data, such as the imbalanced distribution and multimodality problems. However, the data utility of state-of-the-art methods is not satisfactory yet. In this work, we significantly improve the utility by designing our generator and discriminator based on neural ordinary differential equations (NODEs). After showing that NODEs have theoretically preferred characteristics for generating tabular data, we introduce our designs. The NODE-based discriminator performs a hidden vector evolution trajectory-based classification rather than classifying with a hidden vector at the last layer only. Our generator also adopts an ODE layer at the very beginning of its architecture to transform its initial input vector (i.e., the concatenation of a noisy vector and a condition vector in our case) onto another latent vector space suitable for the generation process. We conduct experiments with 13 datasets, including but not limited to insurance fraud detection, online news article prediction, and so on, and our presented method outperforms other state-of-the-art tabular data synthesis methods in many cases of our classification, regression, and clustering experiments.

Influence maximization (IM) is one of the most important problems in social network analysis. Its objective is to find a given number of seed nodes that maximize the spread of information through a social network. Since it is an NP-hard problem, many approximate/heuristic methods have been developed, and a number of them repeat Monte Carlo (MC) simulations over and over to reliably estimate the influence (i.e., the number of infected nodes) of a seed set. In this work, we present an inductive machine learning method, called Monte Carlo Simulator (MONSTOR), for estimating the influence of given seed nodes in social networks unseen during training. To the best of our knowledge, MONSTOR is the first inductive method for this purpose. MONSTOR can greatly accelerate existing IM algorithms by replacing repeated MC simulations. In our experiments, MONSTOR provided highly accurate estimates, achieving 0.998 or higher Pearson and Spearman correlation coefficients in unseen real-world social networks. Moreover, IM algorithms equipped with MONSTOR are more accurate than state-of-the-art competitors in 63% of IM use cases.

Abstract Most of the community detection algorithms assume that thecompletenetwork structure $$\mathcal {G}=(\mathcal {V},\mathcal {E})$$ G=(V,E) is available in advance for analysis. However, in reality this may not be true due to several reasons, such as privacy constraints and restricted access, which result in a partial snapshot of the entire network. In addition, we may be interested in identifying the community information of only a selected subset of nodes (denoted by $$\mathcal {V}_{{\mathrm{T}}} \subseteq \mathcal {V}$$ VT⊆V ), rather than obtaining the community structure of all the nodes in $$\mathcal {G}$$ G . To this end, we propose an incremental community detection method that repeats two stages—(i) network scan and (ii) community update. In the first stage, our method selects an appropriate node in such a way that the discovery of its local neighborhood structure leads to an accurate community detection in the second stage. We propose a novel criterion, calledInformation Gain, based on existing network embedding algorithms (Deepwalk and node2vec) to scan a node. The proposed community update stage consists of expectation–maximization and Markov Random Field-based denoising strategy. Experiments with 5 diverse networks with known ground-truth community structure show that our algorithm achieves 10.2% higher accuracy on average over state-of-the-art algorithms for both network scan and community update steps.

As one of the fundamental tasks in data analytics, Influence Maximization methods have been widely used in many real-world applications. For instance, in social network analysis, after building a directed graph, where edges are weighted with influence probabilities, influence maximization methods can be used to find a set of users who can maximize the spread of information under certain cascade models. Despite their successes, however, one critical weakness of existing influence maximization methods lies in the fact that edges are weighted with historical probabilities. As such, influence maximization methods perform sub-optimal if there occur non-trivial changes in future. In response to this challenge, in this work, we propose a novel prediction-driven influence maximization method that accurately predicts future influence probabilities using graph convolutional networks and find seed users based on the predicted probabilities. The experiments with five real-world datasets show that our prediction accuracy is accurate (e.g., mean absolute percentage error less than 0.1) in many cases, and our prediction-driven influence maximization is very close to the optimal.

Knowledge graph embedding (KGE) learns latent vector representations of named entities (i.e., vertices) and relations (i.e., edge labels) of knowledge graphs. Herein, we address two problems in KGE. First, relations may belong to one or multiple categories, such as functional, symmetric, transitive, reflexive, and so forth; thus, relation categories are not exclusive. Some relation categories cause non-trivial challenges for KGE. Second, we found that zero gradients happen frequently in many translation based embedding methods such as TransE and its variations. To solve these problems, we propose i) converting a knowledge graph into a bipartite graph, although we do not physically convert the graph but rather use an equivalent trick; ii) using multiple vector representations for a relation; and iii) using a new hinge loss based on energy ratio(rather than energy gap) that does not cause zero gradients. We show that our method significantly improves the quality of embedding.

When a new vulnerability is discovered, a Common Vulnerability and Exposure (CVE) number is publicly assigned to it. The vulnerability is then analyzed by the US National Institute of Standards and Technology (NIST) whose Common Vulnerability Scoring System (CVSS) evaluates a severity score that ranges from 0 to 10 for the vulnerability. On average, NIST takes 132.7 days for this - but early knowledge of the CVSS score is critical for enterprise security managers to take defensive actions (e.g. patch prioritization). We present VASE (Vulnerability Analysis and Scoring Engine) that uses Twitter discussions about CVEs to predict CVSS scores before the official assessments from NIST. In order to leverage the intrinsic correlations between different vulnerabilities, VASE adopts a graph convolutional network (GCN) model in which nodes correspond to CVEs. In addition, we propose a novel attention-based input embedding method to extract useful latent features for each CVE node. We show on real-world data that VASE obtains a mean absolute error (MAE) of 1.255 for predicting the CVSS score using only three days of Twitter discussion data after the date a vulnerability is first mentioned on Twitter. VASE can provide predictions for the CVSS scores for 37.85% of the CVEs at least one week earlier than the official assessments by NIST.

When a new cyber-vulnerability is detected, a Common Vulnerability and Exposure (CVE) number is attached to it. Malicious "exploits'' may use these vulnerabilities to carry out attacks. Unlike works which study if a CVE will be used in an exploit, we study the problem of predicting when an exploit is first seen. This is an important question for system administrators as they need to devote scarce resources to take corrective action when a new vulnerability emerges. Moreover, past works assume that CVSS scores (released by NIST) are available for predictions, but we show on average that 49% of real world exploits occur before CVSS scores are published. This means that past works, which use CVSS scores, miss almost half of the exploits. In this paper, we propose a novel framework to predict when a vulnerability will be exploited via Twitter discussion, without using CVSS score information. We introduce the unique concept of a family of CVE-Author-Tweet (CAT) graphs and build a novel set of features based on such graphs. We define recurrence relations capturing "hotness" of tweets, "expertise" of Twitter users on CVEs, and "availability" of information about CVEs, and prove that we can solve these recurrences via a fix point algorithm. Our second innovation adopts Hawkes processes to estimate the number of tweets/retweets related to the CVEs. Using the above two sets of novel features, we propose two ensemble forecast models FEEU (for classification) and FRET (for regression) to predict when a CVE will be exploited. Compared with natural adaptations of past works (which predict if an exploit will be used), FEEU increases F1 score by 25.1%, while FRET decreases MAE by 37.2%.

The rapid growth of Web 2.0 and wide popularity of social media have brought the challenge of digesting and understanding large amounts of user-generated text. Automatically finding contradictions from user opinionated text is a potential solution to help sense-making and decision-making process from those user opinions. However, the problem of contradiction detection is understudied in social media analysis field. This study presents a computational approach to detecting contradictions in user opinionated text. Specifically, a typology of contradictions was proposed, and then the state-of-art deep learning models were adopted and enhanced by three methods of incorporating sentiment analysis. The enhanced models were evaluated with Amazon's customer reviews. The best model was selected and applied to a collection of tweets from Twitter to demonstrate its usefulness in understanding contradiction semantically and quantitatively in a large amount of user opinionated text.

The problem of imbalanced classes arises frequently in binary classification tasks. If one class outnumbers another, trained classifiers become heavily biased towards the majority class. For phishing URL detection, it is very natural that the number of collected benign URLs (i.e., the majority class) is much larger than the number of collected phishy URLs (i.e., the minority class). Oversampling the minority class can be a powerful tool to overcome this situation. However, existing methods perform the oversampling task in the feature space where the original data format is removed and URLs are succinctly represented by vectors. These methods are successful only if feature definitions are correct and the dataset is diverse and not too sparse. In this paper, we propose an oversampling technique in the data space. We train text generative adversarial networks (text-GANs) with URLs in the minority class and generate synthetic URLs that can be made part of the training set. We crawl a crowd-sourced URL repository to collect recently discovered phishy and benign URLs. Our experiments demonstrate significant performance improvements after using the proposed oversampling technique. Interestingly, some of the original test URLs are exactly regenerated by the proposed text generative model.

Privacy is an important concern for our society where sharing data with partners or releasing data to the public is a frequent occurrence. Some of the techniques that are being used to achieve privacy are to remove identifiers, alter quasi-identifiers, and perturb values. Unfortunately, these approaches suffer from two limitations. First, it has been shown that private information can still be leaked if attackers possess some background knowledge or other information sources. Second, they do not take into account the adverse impact these methods will have on the utility of the released data. In this paper, we propose a method that meets both requirements. Our method, called table-GAN , uses generative adversarial networks (GANs) to synthesize fake tables that are statistically similar to the original table yet do not incur information leakage. We show that the machine learning models trained using our synthetic tables exhibit performance that is similar to that of models trained using the original table for unknown testing cases. We call this property model compatibility . We believe that anonymization/perturbation/synthesis methods without model compatibility are of little value. We used four real-world datasets from four different domains for our experiments and conducted indepth comparisons with state-of-the-art anonymization, perturbation, and generation techniques. Throughout our experiments, only our method consistently shows balance between privacy level and model compatibility.

We consider identifying highly ranked vertices in large graph databases such as social networks or the Semantic Web where there are edge labels. There are many applications where users express scoring queries against such databases that involve two elements: (i) a set of patterns describing relationships that a vertex of interest to the user must satisfy and (ii) a scoring mechanism in which the user may use properties of the vertex to assign a score to that vertex. We define the concept of a partial pattern map query (partial PM-query), which intuitively allows us to prune partial matchings, and show that finding an optimal partial PM-query is NP-hard. We then propose two algorithms, PScore_LP and PScore_NWST, to find the answer to a scoring (top- k ) query. In PScore_LP, the optimal partial PM-query is found using a list-oriented pruning method. PScore_NWST leverages node-weighted Steiner trees to quickly compute slightly sub-optimal solutions. We conduct detailed experiments comparing our algorithms with (i) an algorithm (PScore_Base) that computes all answers to the query, evaluates them according to the scoring method, and chooses the top- k , and (ii) two Semantic Web query processing systems (Jena and GraphDB). Our algorithms show better performance than PScore_Base and the Semantic Web query processing systems—moreover, PScore_NWST outperforms PScore_LP on large queries and on queries with a tree structure.

Although numerous traditional models predict market share and demand along airline routes, the prediction of existing models is not precise enough, and to the best of our knowledge, there is no use of data mining--based forecasting techniques for improving airline profitability. We propose the maximizing airline profits (MAP) architecture designed to help airlines and make two key contributions in airline market share and route demand prediction and prediction-based airline profit optimization. Compared to past methods used to forecast market share and demand along airline routes, we introduce a novel ensemble forecasting (MAP-EF) approach considering two new classes of features: (i) features derived from clusters of similar routes and (ii) features based on equilibrium pricing. We show that MAP-EF achieves much better Pearson correlation coefficients (greater than 0.95 vs. 0.82 for market share, 0.98 vs. 0.77 for demand) and R 2 -values compared to three state-of-the-art works for forecasting market share and demand while showing much lower variance. Using the results of MAP-EF, we develop MAP--bilevel branch and bound (MAP-BBB) and MAP-greedy (MAP-G) algorithms to optimally allocate flight frequencies over multiple routes to maximize an airline’s profit. We also study two extensions of the profit maximization problem considering frequency constraints and long-term profits. Furthermore, we develop algorithms for computing Nash equilibrium frequencies when there are multiple strategic airlines. Experimental results show that airlines can increase profits by a significant margin. All experiments were conducted with data aggregated from four sources: the U.S. Bureau of Transportation Statistics (BTS), the U.S. Bureau of Economic Analysis (BEA), the National Transportation Safety Board (NTSB), and the U.S. Census Bureau (CB).

Given a set AL of community detection algorithms and a graph G as inputs, we propose two ensemble methods EnDisCo and MeDOC that (respectively) identify disjoint and overlapping communities in G. EnDisCo transforms a graph into a latent feature space by leveraging multiple base solutions and discovers disjoint community structure. MeDOC groups similar base communities into a meta-community and detects both disjoint and overlapping community structures. Experiments are conducted at different scales on both synthetically generated networks as well as on several real-world networks for which the underlying ground-truth community structure is available. Our extensive experiments show that both algorithms outperform state-of-the-art non-ensemble algorithms by a significant margin. Moreover, we compare EnDisCo and MeDOC with a recent ensemble method for disjoint community detection and show that our approaches achieve superior performance. To the best of our knowledge, MeDOC is the first ensemble approach for overlapping community detection.

Though there are numerous traditional models to predict market share and demand along airline routes, the prediction of existing models is not precise enough and, to the best of our knowledge, there is no use of data-mining based forecasting techniques to improve airline profitability. We propose the MAP (Maximizing Airline Profits) architecture designed to help airlines and make two key contributions in airline market share and route demand prediction and prediction-based airline profit optimization. Compared with past methods to forecast market share and demand along airline routes, we introduce a novel Ensemble Forecasting (MAP-EF) approach considering two new classes of features: (i) features derived from clusters of similar routes, and (ii) features based on equilibrium pricing. We show that MAP-EF achieves much better Pearson Correlation Coefficients (over 0.95 vs. 0.82 for market share, 0.98 vs. 0.77 for demand) and R2-values compared with three state-of-the-art works for forecasting market share and demand, while showing much lower variance. Using the results of MAP-EF, we develop MAP-Bilevel Branch and Bound (MAP-BBB) and MAP-Greedy (MAP-G) algorithms to optimally allocate flight frequencies over multiple routes, to maximize an airline's profit. Experimental results show that airlines can increase profits by a significant margin. All experiments were conducted with data aggregated from four sources: US Bureau of Transportation Statistics (BTS), US Bureau of Economic Analysis (BEA), the National Transportation Safety Board (NTSB), and the US Census Bureau (CB).

Given a history of detected malware attacks, can we predict the number of malware infections in a country? Can we do this for different malware and countries? This is an important question which has numerous implications for cyber security, right from designing better anti-virus software, to designing and implementing targeted patches to more accurately measuring the economic impact of breaches. This problem is compounded by the fact that, as externals, we can only detect a fraction of actual malware infections. In this paper we address this problem using data from Symantec covering more than 1.4 million hosts and 50 malware spread across 2 years and multiple countries. We first carefully design domain-based features from both malware and machine-hosts perspectives. Secondly, inspired by epidemiological and information diffusion models, we design a novel temporal non-linear model for malware spread and detection. Finally we present ESM, an ensemble-based approach which combines both these methods to construct a more accurate algorithm. Using extensive experiments spanning multiple malware and countries, we show that ESM can effectively predict malware infection ratios over time (both the actual number and trend) upto 4 times better compared to several baselines on various metrics. Furthermore, ESM's performance is stable and robust even when the number of detected infections is low.