Multi-modal time series data is common in web technologies like the Internet of Things (IoT). Existing methods for multi-modal time series representation learning aim to disentangle the modality-shared and modality-specific latent variables. Although achieving notable performances on downstream tasks, they usually assume an orthogonal latent space. However, the modality-specific and modality-shared latent variables might be dependent on real-world scenarios. Therefore, we propose a general generation process, where the modality-shared and modality-specific latent variables are dependent, and further develop a Multi-modAl TEmporal Disentanglement (MATE) model. Specifically, our MATE model is built on a temporally variational inference architecture with the modality-shared and modality-specific prior networks for the disentanglement of latent variables. Furthermore, we establish identifiability results to show that the extracted representation is disentangled. More specifically, we first achieve the subspace identifiability for modality-shared and modality-specific latent variables by leveraging the pairing of multi-modal data. Then we establish the component-wise identifiability of modality-specific latent variables by employing sufficient changes of historical latent variables. Extensive experimental studies on 12 datasets show a general improvement in different downstream tasks, highlighting the effectiveness of our method in real-world scenarios.

Recent works have introduced GNN-to-MLP knowledge distillation (KD) frameworks to combine both GNN's superior performance and MLP's fast inference speed. However, existing KD frameworks are primarily designed for node classification within single graphs, leaving their applicability to graph classification largely unexplored. Two main challenges arise when extending KD for node classification to graph classification: (1) The inherent sparsity of learning signals due to soft labels being generated at the graph level; (2) The limited expressiveness of student MLPs, especially in datasets with limited input feature spaces. To overcome these challenges, we introduce MuGSI, a novel KD framework that employs Multi-granularity Structural Information for graph classification. Specifically, we propose multi-granularity distillation loss in MuGSI to tackle the first challenge. This loss function is composed of three distinct components: graph-level distillation, subgraph-level distillation, and node-level distillation. Each component targets a specific granularity of the graph structure, ensuring a comprehensive transfer of structural knowledge from the teacher model to the student model. To tackle the second challenge, MuGSI proposes to incorporate a node feature augmentation component, thereby enhancing the expressiveness of the student MLPs and making them more capable learners. We perform extensive experiments across a variety of datasets and different teacher/student model architectures. The experiment results demonstrate the effectiveness, efficiency, and robustness of MuGSI. Codes are publicly available at: https://github.com/tianyao-aka/MuGSI.

Recent years have witnessed tremendous interest in deep learning on graph-structured data. Due to the high cost of collecting labeled graph-structured data, domain adaptation is important to supervised graph learning tasks with limited samples. However, current graph domain adaptation methods are generally adopted from traditional domain adaptation tasks, and the properties of graph-structured data are not well utilized. For example, the observed social networks on different platforms are controlled not only by the different crowds or communities but also by domain-specific policies and background noise. Based on these properties in graph-structured data, we first assume that the graph-structured data generation process is controlled by three independent types of latent variables, i.e., the semantic latent variables, the domain latent variables, and the random latent variables. Based on this assumption, we propose a disentanglement-based unsupervised domain adaptation method for the graph-structured data, which applies variational graph auto-encoders to recover these latent variables and disentangles them via three supervised learning modules. Extensive experimental results on two real-world datasets in the graph classification task reveal that our method not only significantly outperforms the traditional domain adaptation methods and the disentangled-based domain adaptation methods but also outperforms the state-of-the-art graph domain adaptation algorithms. The code is available at https://github.com/rynewu224/GraphDA .

Explainable recommender systems can explain their recommendation decisions, enhancing user trust in the systems. Most explainable recommender systems either rely on human-annotated rationales to train models for explanation generation or leverage the attention mechanism to extract important text spans from reviews as explanations. The extracted rationales are often confined to an individual review and may fail to identify the implicit features beyond the review text. To avoid the expensive human annotation process and to generate explanations beyond individual reviews, we propose to incorporate a geometric prior learnt from user-item interactions into a variational network which infers latent factors from user-item reviews. The latent factors from an individual user-item pair can be used for both recommendation and explanation generation, which naturally inherit the global characteristics encoded in the prior knowledge. Experimental results on three e-commerce datasets show that our model significantly improves the interpretability of a variational recommender using the Wasserstein distance while achieving performance comparable to existing content-based recommender systems in terms of recommendation behaviours.

Graph neural networks (GNNs) have become the de facto standard for representational learning in graphs, and have achieved state-of-the-art performance in many graph-related tasks; however, it has been shown that the expressive power of standard GNNs are equivalent maximally to 1-dimensional Weisfeiler-Lehman (1-WL) Test. Recently, there is a line of works aiming to enhance the expressive power of graph neural networks. One line of such works aim at developing K-hop message-passing GNNs where node representation is updated by aggregating information from not only direct neighbors but all neighbors within K-hop of the node. Another line of works leverages subgraph information to enhance the expressive power which is proven to be strictly more powerful than 1-WL test. In this work, we discuss the limitation of K-hop message-passing GNNs and propose substructure encoding function to uplift the expressive power of any K-hop message-passing GNN. We further inject contextualized substructure information to enhance the expressiveness of K-hop message-passing GNNs. Our method is provably more powerful than previous works on K-hop graph neural networks and 1-WL subgraph GNNs, which is a specific type of subgraph based GNN models, and not less powerful than 3-WL. Empirically, our proposed method set new state-of-the-art performance or achieves comparable performance for a variety of datasets. Our code is available at https://github.com/tianyao-aka/Expresive_K_hop_GNNs.

Recently, many regression-based conditional independence (CI) test methods have been proposed to solve the problem of causal discovery. These methods provide alternatives to test CI of x,y given Z by first removing the information of the controlling set Z from x and y , and then testing the independence between the two residuals R x,Z and R y,Z . When the residuals are linearly uncorrelated, the independence test between them is nontrivial. With the ability to calculate inner product in high-dimensional space, kernel-based methods are usually used to achieve this goal, but they are considerably time-consuming. In this paper, we test the independence between two linear combinations under linear structural equation model. We show that the dependence between the two residuals can be captured by the difference between the similarity of R x,Z and R y,Z and that of R x,Z and R r ( R r is an independent copy of R y,Z ) in high-dimensional space. With this result, we provide a new way to test CI based on the similarity between residuals, which is called SCIT — the abbreviation of Similarity-based CI Testing. Furthermore, we develop two versions of the proposal, called Kernel-SCIT and Neural-SCIT, respectively. Kernel-SCIT calculates the similarity by using kernel functions, while Neural-SCIT approximates the upper bound of the similarity by using deep neural networks. In both algorithms, random permutation tests are performed to control Type I error rate. The proposed tests are evaluated on (conditional) independence test and causal discovery with both synthetic and real datasets. Experimental results show that Kernel-SCIT is simpler yet more efficient and effective than the typical existing kernel-based methods HSIC and KCIT in the cases of small sample size, and Neural-SCIT can significantly boost the performance of CI testing when sufficient samples are available. The source code is available at https://github.com/xyw5vplus1/SCIT .

Recent years have witnessed unprecedented amounts of data generated by telecommunication (Telco) cellular networks. For example, measurement records (MRs) are generated to report the connection states between mobile devices and Telco networks, e.g., received signal strength. MR data have been widely used to localize outdoor mobile devices for human mobility analysis, urban planning, and traffic forecasting. Existing works using first-order sequence models such as the Hidden Markov Model (HMM) attempt to capture spatio-temporal locality in underlying mobility patterns for lower localization errors. The HMM approaches typically assume stable mobility patterns of the underlying mobile devices. Yet real MR datasets exhibit heterogeneous mobility patterns due to mixed transportation modes of the underlying mobile devices and uneven distribution of the positions associated with MR samples. Thus, the existing solutions cannot handle these heterogeneous mobility patterns. To this end, we propose a multi-task learning-based deep neural network (DNN) framework, namely${{\sf PRNet}}$$^+$, to incorporate outdoor position recovery and transportation mode detection. To make sure that${{\sf PRNet}}$$^+$can work, we develop a feature extraction module to precisely learn local-, short- and long-term spatio-temporal locality from heterogeneous MR samples. Extensive evaluation on eight datasets collected at three representative areas in Shanghai indicates that${{\sf PRNet}}$${^{+}}$greatly outperforms state-of-the-arts by lower localization errors.

Functional magnetic resonance imaging (fMRI) has become one of the most common imaging modalities for brain function analysis. Recently, graph neural networks (GNN) have been adopted for fMRI analysis with superior performance. Unfortunately, traditional functional brain networks are mainly constructed based on similarities among region of interests (ROI), which are noisy and agnostic to the downstream prediction tasks and can lead to inferior results for GNN-based models. To better adapt GNNs for fMRI analysis, we propose TBDS, an end-to-end framework based on Task-aware Brain connectivity DAG (short for Directed Acyclic Graph) Structure generation for fMRI analysis. The key component of TBDS is the brain network generator which adopts a DAG learning approach to transform the raw time-series into task-aware brain connectivities. Besides, we design an additional contrastive regularization to inject task-specific knowledge during the brain network generation process. Comprehensive experiments on two fMRI datasets, namely Adolescent Brain Cognitive Development (ABCD) and Philadelphia Neuroimaging Cohort (PNC) datasets demonstrate the efficacy of TBDS. In addition, the generated brain networks also highlight the prediction-related brain regions and thus provide unique interpretations of the prediction results. Our implementation will be published upon acceptance.

Identification of causal direction between a causal-effect pair from observed data has recently attracted much attention. Various methods based on functional causal models have been proposed to solve this problem, by assuming the causal process satisfies some (structural) constraints and showing that the reverse direction violates such constraints. The nonlinear additive noise model has been demonstrated to be effective for this purpose, but the model class does not allow any confounding or intermediate variables between a cause pair–even if each direct causal relation follows this model. However, omitting the latent causal variables is frequently encountered in practice. After the omission, the model does not necessarily follow the model constraints. As a consequence, the nonlinear additive noise model may fail to correctly discover causal direction. In this work, we propose a confounding cascade nonlinear additive noise model to represent such causal influences–each direct causal relation follows the nonlinear additive noise model but we observe only the initial cause and final effect. We further propose a method to estimate the model, including the unmeasured confounding and intermediate variables, from data under the variational auto-encoder framework. Our theoretical results show that with our model, the causal direction is identifiable under suitable technical conditions on the data generation process. Simulation results illustrate the power of the proposed method in identifying indirect causal relations across various settings, and experimental results on real data suggest that the proposed model and method greatly extend the applicability of causal discovery based on functional causal models in nonlinear cases.

Recent years have witnessed unprecedented amounts of telecommunication (Telco) data generated by Telco networks. For example, measurement records (MRs) are generated to report the connection states, e.g., received signal strength, between mobile devices and Telco networks. MR data have been widely used to precisely recover outdoor locations of mobile devices for the applications e.g., human mobility, urban planning and traffic forecasting. Existing works using first-order sequence models such as the Hidden Markov Model (HMM) attempt to capture the spatio-temporal locality in underlying mobility patterns for lower localization errors. Such HMM approaches typically assume stable mobility pattern of underlying mobile devices. Yet real MR datasets frequently exhibit heterogeneous mobility patterns due to mixed transportation modes of underlying mobile devices and uneven distribution of the positions associated with MR samples. To address this issue, we propose a deep neural network (DNN)-based position recovery framework, namely PRNet, which can ensemble the power of CNN, sequence model LSTM, and two attention mechanisms to learn local, short- and long-term spatio-temporal dependencies from input MR samples. Extensive evaluation on six datasets collected at three representative areas (core, urban, and suburban areas in Shanghai, China) indicates that PRNet greatly outperforms seven counterparts.

Introduction to the Special Section on Advances in Causal Discovery and InferenceIdentification of cause and effect is the ultimate goal for most scientific and social discoveries.Controlled experiments are an effective approach to such discoveries, but they are expensive and sometimes infeasible to conduct.With the advent of big data availability in many areas, finding causal relationships using automated procedures is increasingly possible.With its focus on this challenge, causal discovery and inference is now a fast growing area in machine learning.Graphical causal models, the potential outcome model, and structural equation models are the three major modelling approaches to representation of causal relations and identification of causal effects.They have achieved many successes in various applications.More importantly, the principles and insights of causal inference help to solve several challenging machine-learning problems, such as model explainability, transfer learning, domain adaptation, and lifelong learning [1].However, causal discovery and inference faces many challenges in theory and practice.They need strong assumptions, some of which are not verifiable in data.There is a lack of ground truth data for real-world evaluation of causal discovery and inference methods.Some of the algorithms whose results have asymptotic theoretical guarantees are not scalable to large and/or highdimensional data.More research is still needed to solve fundamental problems in causal discovery and inference, such as structure learning, false discovery control, assessment of causal discoveries, hidden variables, and nonlinear and/or heterogeneous causal relationships.More real-world applications of causal discovery and inference are also vital.Many workshops and symposia have been organized to meet the increasing research interests and demands in causal discovery and inference.Some associate editors of this special issue have organized four KDD Causal Discovery workshops, from 2016 to 2019.More than 10 other workshops and symposia have been organized in the same period, such as NeurIPS Workshop From "What If?" To "What Next?": Causal Inference and Machine Learning for Intelligent Decision Making in 2017; NeurIPS Workshop Machine Learning and Causal Inference for Improved Decision Making in 2019; UAI Workshop Causation: Foundation to Application, 2016; UAI Workshop Causality: Learning, Inference, and Decision-Making, 2017; and UAI Workshop on Causal Inference, 2018.We edit this special issue to showcase the research achievements in the past few years since the previous special issue on the same topic in 2016 was published in this journal.This special issue collects seven articles that fall into two groups: fundamental problems and applications.The five articles in the first group study the fundamental problems in causal discovery and inference and present novel solutions for false discovery control in structure learning, causal relationship detection in simulation models, causal structure search in the presence of latent confounders, the shortest causal path discovery by local search, and conditional independence test for causal structure learning.Discovering causal relationships from observational data is a fundamental problem.Little research work has studied the strategies for controlling false discovery rates in causal structure learning.The article "Estimating and controlling the false discovery rate of the PC algorithm using edge-specific p-values," by E. Strobl, P. Spirtes, and S. Visweswaran, presents an extension

Discovery of causal relationships from observational data is a fundamental problem. Roughly speaking, there are two types of methods for causal discovery, constraint-based ones and score-based ones. Score-based methods avoid the multiple testing problem and enjoy certain advantages compared to constraint-based ones. However, most of them need strong assumptions on the functional forms of causal mechanisms, as well as on data distributions, which limit their applicability. In practice the precise information of the underlying model class is usually unknown. If the above assumptions are violated, both spurious and missing edges may result. In this paper, we introduce generalized score functions for causal discovery based on the characterization of general (conditional) independence relationships between random variables, without assuming particular model classes. In particular, we exploit regression in RKHS to capture the dependence in a non-parametric way. The resulting causal discovery approach produces asymptotically correct results in rather general cases, which may have nonlinear causal mechanisms, a wide class of data distributions, mixed continuous and discrete data, and multidimensional variables. Experimental results on both synthetic and real-world data demonstrate the efficacy of our proposed approach.

We address two important issues in causal discovery from nonstationary or heterogeneous data, where parameters associated with a causal structure may change over time or across data sets. First, we investigate how to efficiently estimate the "driving force" of the nonstationarity of a causal mechanism. That is, given a causal mechanism that varies over time or across data sets and whose qualitative structure is known, we aim to extract from data a low-dimensional and interpretable representation of the main components of the changes. For this purpose we develop a novel kernel embedding of nonstationary conditional distributions that does not rely on sliding windows. Second, the embedding also leads to a measure of dependence between the changes of causal modules that can be used to determine the directions of many causal arrows. We demonstrate the power of our methods with experiments on both synthetic and real data.

editorial Free Access Share on Preface to the ACM TIST Special Issue on Causal Discovery and Inference Authors: Kun Zhang Max-Planck Institute for Intelligent Systems, Germany Max-Planck Institute for Intelligent Systems, GermanyView Profile , Jiuyong Li University of South Australia, Australia University of South Australia, AustraliaView Profile , Elias Bareinboim University of California, Los Angeles, CA University of California, Los Angeles, CAView Profile , Bernhard Schölkopf Max-Planck Institute for Intelligent Systems, Germany Max-Planck Institute for Intelligent Systems, GermanyView Profile , Judea Pearl University of California, Los Angeles, CA University of California, Los Angeles, CAView Profile Authors Info & Claims ACM Transactions on Intelligent Systems and TechnologyVolume 7Issue 2January 2016 Article No.: 17pp 1–3https://doi.org/10.1145/2840720Published:09 January 2016Publication History 4citation265DownloadsMetricsTotal Citations4Total Downloads265Last 12 Months26Last 6 weeks1 Get Citation AlertsNew Citation Alert added!This alert has been successfully added and will be sent to:You will be notified whenever a record that you have chosen has been cited.To manage your alert preferences, click on the button below.Manage my AlertsNew Citation Alert!Please log in to your account Save to BinderSave to BinderCreate a New BinderNameCancelCreateExport CitationPublisher SiteeReaderPDF

Compared to constraint-based causal discovery, causal discovery based on functional causal models is able to identify the whole causal model under appropriate assumptions [Shimizu et al. 2006; Hoyer et al. 2009; Zhang and Hyvärinen 2009b]. Functional causal models represent the effect as a function of the direct causes together with an independent noise term. Examples include the linear non-Gaussian acyclic model (LiNGAM), nonlinear additive noise model, and post-nonlinear (PNL) model. Currently, there are two ways to estimate the parameters in the models: dependence minimization and maximum likelihood. In this article, we show that for any acyclic functional causal model, minimizing the mutual information between the hypothetical cause and the noise term is equivalent to maximizing the data likelihood with a flexible model for the distribution of the noise term. We then focus on estimation of the PNL causal model and propose to estimate it with the warped Gaussian process with the noise modeled by the mixture of Gaussians. As a Bayesian nonparametric approach, it outperforms the previous one based on mutual information minimization with nonlinear functions represented by multilayer perceptrons; we also show that unlike the ordinary regression, estimation results of the PNL causal model are sensitive to the assumption on the noise distribution. Experimental results on both synthetic and real data support our theoretical claims.

Causal discovery for high-dimensional observations is a useful tool in many fields such as climate analysis and financial market analysis. A linear Trace method has been proposed to identify the causal direction between two linearly coupled high-dimensional observations X and Y. However, in reality, the relations between X and Y are usually nonlinear and consequently the linear Trace method may fail. In this paper, we propose a method to infer the nonlinear causal relations for two high-dimensional observations X and Y. The idea is to map the observations to high dimensional Reproducing Kernel Hilbert Space (RKHS) such that the nonlinear relations become simple linear ones. We show that the linear Trace condition holds for the causal direction but it is violated for the anti-causal direction in RKHS. Based on this theoretical result, we develop a simple algorithm to infer the causal direction for nonlinearly coupled causal pairs. Synthetic data and real world data experiments are conducted to show the effectiveness of our proposed method.

In multi-label learning, each training example is associated with a set of labels and the task is to predict the proper label set for the unseen example. Due to the tremendous (exponential) number of possible label sets, the task of learning from multi-label examples is rather challenging. Therefore, the key to successful multi-label learning is how to effectively exploit correlations between different labels to facilitate the learning process. In this paper, we propose to use a Bayesian network structure to efficiently encode the conditional dependencies of the labels as well as the feature set, with the feature set as the common parent of all labels. To make it practical, we give an approximate yet efficient procedure to find such a network structure. With the help of this network, multi-label learning is decomposed into a series of single-label classification problems, where a classifier is constructed for each label by incorporating its parental labels as additional features. Label sets of unseen examples are predicted recursively according to the label ordering given by the network. Extensive experiments on a broad range of data sets validate the effectiveness of our approach against other well-established methods.