arXiv subjects

Dongjin Song

Publications and source records attributed to Dongjin Song.

At least 55 records · Page 3Linked to original sources

arXiv2024

Empowering Time Series Analysis with Large Language Models: A Survey

Recently, remarkable progress has been made over large language models (LLMs), demonstrating their unprecedented capability in varieties of natural language tasks. However, completely training a large general-purpose model from the scratch is challenging for time series analysis, due to the large volumes and varieties of time series data, as well as the non-stationarity that leads to concept drift impeding continuous model adaptation and re-training. Recent advances have shown that pre-trained LLMs can be exploited to capture complex dependencies in time series data and facilitate various applications. In this survey, we provide a systematic overview of existing methods that leverage LLMs for time series analysis. Specifically, we first state the challenges and motivations of applying language models in the context of time series as well as brief preliminaries of LLMs. Next, we summarize the general pipeline for LLM-based time series analysis, categorize existing methods into different groups (i.e., direct query, tokenization, prompt design, fine-tune, and model integration), and highlight the key ideas within each group. We also discuss the applications of LLMs for both general and spatial-temporal time series data, tailored to specific domains. Finally, we thoroughly discuss future research opportunities to empower time series analysis with LLMs.

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arXiv2024

Key Information Retrieval to Classify the Unstructured Data Content of Preferential Trade Agreements

With the rapid proliferation of textual data, predicting long texts has emerged as a significant challenge in the domain of natural language processing. Traditional text prediction methods encounter substantial difficulties when grappling with long texts, primarily due to the presence of redundant and irrelevant information, which impedes the model's capacity to capture pivotal insights from the text. To address this issue, we introduce a novel approach to long-text classification and prediction. Initially, we employ embedding techniques to condense the long texts, aiming to diminish the redundancy therein. Subsequently,the Bidirectional Encoder Representations from Transformers (BERT) embedding method is utilized for text classification training. Experimental outcomes indicate that our method realizes considerable performance enhancements in classifying long texts of Preferential Trade Agreements. Furthermore, the condensation of text through embedding methods not only augments prediction accuracy but also substantially reduces computational complexity. Overall, this paper presents a strategy for long-text prediction, offering a valuable reference for researchers and engineers in the natural language processing sphere.

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arXiv2023

Towards Safe Autonomy in Hybrid Traffic: Detecting Unpredictable Abnormal Behaviors of Human Drivers via Information Sharing

Hybrid traffic which involves both autonomous and human-driven vehicles would be the norm of the autonomous vehicles practice for a while. On the one hand, unlike autonomous vehicles, human-driven vehicles could exhibit sudden abnormal behaviors such as unpredictably switching to dangerous driving modes, putting its neighboring vehicles under risks; such undesired mode switching could arise from numbers of human driver factors, including fatigue, drunkenness, distraction, aggressiveness, etc. On the other hand, modern vehicle-to-vehicle communication technologies enable the autonomous vehicles to efficiently and reliably share the scarce run-time information with each other. In this paper, we propose, to the best of our knowledge, the first efficient algorithm that can (1) significantly improve trajectory prediction by effectively fusing the run-time information shared by surrounding autonomous vehicles, and can (2) accurately and quickly detect abnormal human driving mode switches or abnormal driving behavior with formal assurance without hurting human drivers privacy. To validate our proposed algorithm, we first evaluate our proposed trajectory predictor on NGSIM and Argoverse datasets and show that our proposed predictor outperforms the baseline methods. Then through extensive experiments on SUMO simulator, we show that our proposed algorithm has great detection performance in both highway and urban traffic. The best performance achieves detection rate of 97.3%, average detection delay of 1.2s, and 0 false alarm.

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arXiv2023

Privacy-preserving and Uncertainty-aware Federated Trajectory Prediction for Connected Autonomous Vehicles

Deep learning is the method of choice for trajectory prediction for autonomous vehicles. Unfortunately, its data-hungry nature implicitly requires the availability of sufficiently rich and high-quality centralized datasets, which easily leads to privacy leakage. Besides, uncertainty-awareness becomes increasingly important for safety-crucial cyber physical systems whose prediction module heavily relies on machine learning tools. In this paper, we relax the data collection requirement and enhance uncertainty-awareness by using Federated Learning on Connected Autonomous Vehicles with an uncertainty-aware global objective. We name our algorithm as FLTP. We further introduce ALFLTP which boosts FLTP via using active learning techniques in adaptatively selecting participating clients. We consider both negative log-likelihood (NLL) and aleatoric uncertainty (AU) as client selection metrics. Experiments on Argoverse dataset show that FLTP significantly outperforms the model trained on local data. In addition, ALFLTP-AU converges faster in training regression loss and performs better in terms of NLL, minADE and MR than FLTP in most rounds, and has more stable round-wise performance than ALFLTP-NLL.

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arXiv2023

Asynchronous Distributed Bilevel Optimization

Bilevel optimization plays an essential role in many machine learning tasks, ranging from hyperparameter optimization to meta-learning. Existing studies on bilevel optimization, however, focus on either centralized or synchronous distributed setting. The centralized bilevel optimization approaches require collecting massive amount of data to a single server, which inevitably incur significant communication expenses and may give rise to data privacy risks. Synchronous distributed bilevel optimization algorithms, on the other hand, often face the straggler problem and will immediately stop working if a few workers fail to respond. As a remedy, we propose Asynchronous Distributed Bilevel Optimization (ADBO) algorithm. The proposed ADBO can tackle bilevel optimization problems with both nonconvex upper-level and lower-level objective functions, and its convergence is theoretically guaranteed. Furthermore, it is revealed through theoretic analysis that the iteration complexity of ADBO to obtain the $ε$-stationary point is upper bounded by $\mathcal{O}(\frac{1}{ε^2})$. Thorough empirical studies on public datasets have been conducted to elucidate the effectiveness and efficiency of the proposed ADBO.

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arXiv2022

Distributed Distributionally Robust Optimization with Non-Convex Objectives

Distributionally Robust Optimization (DRO), which aims to find an optimal decision that minimizes the worst case cost over the ambiguity set of probability distribution, has been widely applied in diverse applications, e.g., network behavior analysis, risk management, etc. However, existing DRO techniques face three key challenges: 1) how to deal with the asynchronous updating in a distributed environment; 2) how to leverage the prior distribution effectively; 3) how to properly adjust the degree of robustness according to different scenarios. To this end, we propose an asynchronous distributed algorithm, named Asynchronous Single-looP alternatIve gRadient projEction (ASPIRE) algorithm with the itErative Active SEt method (EASE) to tackle the distributed distributionally robust optimization (DDRO) problem. Furthermore, a new uncertainty set, i.e., constrained D-norm uncertainty set, is developed to effectively leverage the prior distribution and flexibly control the degree of robustness. Finally, our theoretical analysis elucidates that the proposed algorithm is guaranteed to converge and the iteration complexity is also analyzed. Extensive empirical studies on real-world datasets demonstrate that the proposed method can not only achieve fast convergence, and remain robust against data heterogeneity as well as malicious attacks, but also tradeoff robustness with performance.

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arXiv2022

Deep Federated Anomaly Detection for Multivariate Time Series Data

Despite the fact that many anomaly detection approaches have been developed for multivariate time series data, limited effort has been made on federated settings in which multivariate time series data are heterogeneously distributed among different edge devices while data sharing is prohibited. In this paper, we investigate the problem of federated unsupervised anomaly detection and present a Federated Exemplar-based Deep Neural Network (Fed-ExDNN) to conduct anomaly detection for multivariate time series data on different edge devices. Specifically, we first design an Exemplar-based Deep Neural network (ExDNN) to learn local time series representations based on their compatibility with an exemplar module which consists of hidden parameters learned to capture varieties of normal patterns on each edge device. Next, a constrained clustering mechanism (FedCC) is employed on the centralized server to align and aggregate the parameters of different local exemplar modules to obtain a unified global exemplar module. Finally, the global exemplar module is deployed together with a shared feature encoder to each edge device and anomaly detection is conducted by examining the compatibility of testing data to the exemplar module. Fed-ExDNN captures local normal time series patterns with ExDNN and aggregates these patterns by FedCC, and thus can handle the heterogeneous data distributed over different edge devices simultaneously. Thoroughly empirical studies on six public datasets show that ExDNN and Fed-ExDNN can outperform state-of-the-art anomaly detection algorithms and federated learning techniques.

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arXiv2022

Ordinal-Quadruplet: Retrieval of Missing Classes in Ordinal Time Series

In this paper, we propose an ordered time series classification framework that is robust against missing classes in the training data, i.e., during testing we can prescribe classes that are missing during training. This framework relies on two main components: (1) our newly proposed ordinal-quadruplet loss, which forces the model to learn latent representation while preserving the ordinal relation among labels, (2) testing procedure, which utilizes the property of latent representation (order preservation). We conduct experiments based on real world multivariate time series data and show the significant improvement in the prediction of missing labels even with 40% of the classes are missing from training. Compared with the well-known triplet loss optimization augmented with interpolation for missing information, in some cases, we nearly double the accuracy.

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arXiv2021

Hierarchical Prototype Networks for Continual Graph Representation Learning

Despite significant advances in graph representation learning, little attention has been paid to the more practical continual learning scenario in which new categories of nodes (e.g., new research areas in citation networks, or new types of products in co-purchasing networks) and their associated edges are continuously emerging, causing catastrophic forgetting on previous categories. Existing methods either ignore the rich topological information or sacrifice plasticity for stability. To this end, we present Hierarchical Prototype Networks (HPNs) which extract different levels of abstract knowledge in the form of prototypes to represent the continuously expanded graphs. Specifically, we first leverage a set of Atomic Feature Extractors (AFEs) to encode both the elemental attribute information and the topological structure of the target node. Next, we develop HPNs to adaptively select relevant AFEs and represent each node with three levels of prototypes. In this way, whenever a new category of nodes is given, only the relevant AFEs and prototypes at each level will be activated and refined, while others remain uninterrupted to maintain the performance over existing nodes. Theoretically, we first demonstrate that the memory consumption of HPNs is bounded regardless of how many tasks are encountered. Then, we prove that under mild constraints, learning new tasks will not alter the prototypes matched to previous data, thereby eliminating the forgetting problem. The theoretical results are supported by experiments on five datasets, showing that HPNs not only outperform state-of-the-art baseline techniques but also consume relatively less memory.

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arXiv2021

Convolutional Transformer based Dual Discriminator Generative Adversarial Networks for Video Anomaly Detection

Detecting abnormal activities in real-world surveillance videos is an important yet challenging task as the prior knowledge about video anomalies is usually limited or unavailable. Despite that many approaches have been developed to resolve this problem, few of them can capture the normal spatio-temporal patterns effectively and efficiently. Moreover, existing works seldom explicitly consider the local consistency at frame level and global coherence of temporal dynamics in video sequences. To this end, we propose Convolutional Transformer based Dual Discriminator Generative Adversarial Networks (CT-D2GAN) to perform unsupervised video anomaly detection. Specifically, we first present a convolutional transformer to perform future frame prediction. It contains three key components, i.e., a convolutional encoder to capture the spatial information of the input video clips, a temporal self-attention module to encode the temporal dynamics, and a convolutional decoder to integrate spatio-temporal features and predict the future frame. Next, a dual discriminator based adversarial training procedure, which jointly considers an image discriminator that can maintain the local consistency at frame-level and a video discriminator that can enforce the global coherence of temporal dynamics, is employed to enhance the future frame prediction. Finally, the prediction error is used to identify abnormal video frames. Thoroughly empirical studies on three public video anomaly detection datasets, i.e., UCSD Ped2, CUHK Avenue, and Shanghai Tech Campus, demonstrate the effectiveness of the proposed adversarial spatio-temporal modeling framework.

cs.CV↗

arXiv2021

FACESEC: A Fine-grained Robustness Evaluation Framework for Face Recognition Systems

We present FACESEC, a framework for fine-grained robustness evaluation of face recognition systems. FACESEC evaluation is performed along four dimensions of adversarial modeling: the nature of perturbation (e.g., pixel-level or face accessories), the attacker's system knowledge (about training data and learning architecture), goals (dodging or impersonation), and capability (tailored to individual inputs or across sets of these). We use FACESEC to study five face recognition systems in both closed-set and open-set settings, and to evaluate the state-of-the-art approach for defending against physically realizable attacks on these. We find that accurate knowledge of neural architecture is significantly more important than knowledge of the training data in black-box attacks. Moreover, we observe that open-set face recognition systems are more vulnerable than closed-set systems under different types of attacks. The efficacy of attacks for other threat model variations, however, appears highly dependent on both the nature of perturbation and the neural network architecture. For example, attacks that involve adversarial face masks are usually more potent, even against adversarially trained models, and the ArcFace architecture tends to be more robust than the others.

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arXiv2021

Unsupervised Document Embedding via Contrastive Augmentation

We present a contrasting learning approach with data augmentation techniques to learn document representations in an unsupervised manner. Inspired by recent contrastive self-supervised learning algorithms used for image and NLP pretraining, we hypothesize that high-quality document embedding should be invariant to diverse paraphrases that preserve the semantics of the original document. With different backbones and contrastive learning frameworks, our study reveals the enormous benefits of contrastive augmentation for document representation learning with two additional insights: 1) including data augmentation in a contrastive way can substantially improve the embedding quality in unsupervised document representation learning, and 2) in general, stochastic augmentations generated by simple word-level manipulation work much better than sentence-level and document-level ones. We plug our method into a classifier and compare it with a broad range of baseline methods on six benchmark datasets. Our method can decrease the classification error rate by up to 6.4% over the SOTA approaches on the document classification task, matching or even surpassing fully-supervised methods.

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arXiv2021

Dynamic Gaussian Mixture based Deep Generative Model For Robust Forecasting on Sparse Multivariate Time Series

Forecasting on sparse multivariate time series (MTS) aims to model the predictors of future values of time series given their incomplete past, which is important for many emerging applications. However, most existing methods process MTS's individually, and do not leverage the dynamic distributions underlying the MTS's, leading to sub-optimal results when the sparsity is high. To address this challenge, we propose a novel generative model, which tracks the transition of latent clusters, instead of isolated feature representations, to achieve robust modeling. It is characterized by a newly designed dynamic Gaussian mixture distribution, which captures the dynamics of clustering structures, and is used for emitting timeseries. The generative model is parameterized by neural networks. A structured inference network is also designed for enabling inductive analysis. A gating mechanism is further introduced to dynamically tune the Gaussian mixture distributions. Extensive experimental results on a variety of real-life datasets demonstrate the effectiveness of our method.

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arXiv2020

TimeAutoML: Autonomous Representation Learning for Multivariate Irregularly Sampled Time Series

Multivariate time series (MTS) data are becoming increasingly ubiquitous in diverse domains, e.g., IoT systems, health informatics, and 5G networks. To obtain an effective representation of MTS data, it is not only essential to consider unpredictable dynamics and highly variable lengths of these data but also important to address the irregularities in the sampling rates of MTS. Existing parametric approaches rely on manual hyperparameter tuning and may cost a huge amount of labor effort. Therefore, it is desirable to learn the representation automatically and efficiently. To this end, we propose an autonomous representation learning approach for multivariate time series (TimeAutoML) with irregular sampling rates and variable lengths. As opposed to previous works, we first present a representation learning pipeline in which the configuration and hyperparameter optimization are fully automatic and can be tailored for various tasks, e.g., anomaly detection, clustering, etc. Next, a negative sample generation approach and an auxiliary classification task are developed and integrated within TimeAutoML to enhance its representation capability. Extensive empirical studies on real-world datasets demonstrate that the proposed TimeAutoML outperforms competing approaches on various tasks by a large margin. In fact, it achieves the best anomaly detection performance among all comparison algorithms on 78 out of all 85 UCR datasets, acquiring up to 20% performance improvement in terms of AUC score.

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arXiv2019

Asymmetrical Hierarchical Networks with Attentive Interactions for Interpretable Review-Based Recommendation

Recently, recommender systems have been able to emit substantially improved recommendations by leveraging user-provided reviews. Existing methods typically merge all reviews of a given user or item into a long document, and then process user and item documents in the same manner. In practice, however, these two sets of reviews are notably different: users' reviews reflect a variety of items that they have bought and are hence very heterogeneous in their topics, while an item's reviews pertain only to that single item and are thus topically homogeneous. In this work, we develop a novel neural network model that properly accounts for this important difference by means of asymmetric attentive modules. The user module learns to attend to only those signals that are relevant with respect to the target item, whereas the item module learns to extract the most salient contents with regard to properties of the item. Our multi-hierarchical paradigm accounts for the fact that neither are all reviews equally useful, nor are all sentences within each review equally pertinent. Extensive experimental results on a variety of real datasets demonstrate the effectiveness of our method.

cs.IR↗

arXiv2018

A Deep Neural Network for Unsupervised Anomaly Detection and Diagnosis in Multivariate Time Series Data

Nowadays, multivariate time series data are increasingly collected in various real world systems, e.g., power plants, wearable devices, etc. Anomaly detection and diagnosis in multivariate time series refer to identifying abnormal status in certain time steps and pinpointing the root causes. Building such a system, however, is challenging since it not only requires to capture the temporal dependency in each time series, but also need encode the inter-correlations between different pairs of time series. In addition, the system should be robust to noise and provide operators with different levels of anomaly scores based upon the severity of different incidents. Despite the fact that a number of unsupervised anomaly detection algorithms have been developed, few of them can jointly address these challenges. In this paper, we propose a Multi-Scale Convolutional Recurrent Encoder-Decoder (MSCRED), to perform anomaly detection and diagnosis in multivariate time series data. Specifically, MSCRED first constructs multi-scale (resolution) signature matrices to characterize multiple levels of the system statuses in different time steps. Subsequently, given the signature matrices, a convolutional encoder is employed to encode the inter-sensor (time series) correlations and an attention based Convolutional Long-Short Term Memory (ConvLSTM) network is developed to capture the temporal patterns. Finally, based upon the feature maps which encode the inter-sensor correlations and temporal information, a convolutional decoder is used to reconstruct the input signature matrices and the residual signature matrices are further utilized to detect and diagnose anomalies. Extensive empirical studies based on a synthetic dataset and a real power plant dataset demonstrate that MSCRED can outperform state-of-the-art baseline methods.

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arXiv2017

Detecting Low Rating Android Apps Before They Have Reached the Market

Driven by the popularity of the Android system, Android app markets enjoy a booming prosperity in recent years. One critical problem for modern Android app markets is how to prevent apps that are going to receive low ratings from reaching end users. For this purpose, traditional approaches have to publish an app first and then collect enough user ratings and reviews so as to determine whether the app is favored by end users or not. In this way, however, the reputation of the app market has already been damaged. To address this problem, we propose a novel technique, i.e., Sextant , to detect low rating Android apps based on the .apk files.With our proposed technique, an Android app market can prevent from risking its reputation on exposing low rating apps to users. Sextant is developed based on novel static analysis techniques as well as machine learning techniques. In our study, our proposed approach can achieve on average 90.50% precision and 94.31% recall.

cs.CY↗

arXiv2017

A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction

The Nonlinear autoregressive exogenous (NARX) model, which predicts the current value of a time series based upon its previous values as well as the current and past values of multiple driving (exogenous) series, has been studied for decades. Despite the fact that various NARX models have been developed, few of them can capture the long-term temporal dependencies appropriately and select the relevant driving series to make predictions. In this paper, we propose a dual-stage attention-based recurrent neural network (DA-RNN) to address these two issues. In the first stage, we introduce an input attention mechanism to adaptively extract relevant driving series (a.k.a., input features) at each time step by referring to the previous encoder hidden state. In the second stage, we use a temporal attention mechanism to select relevant encoder hidden states across all time steps. With this dual-stage attention scheme, our model can not only make predictions effectively, but can also be easily interpreted. Thorough empirical studies based upon the SML 2010 dataset and the NASDAQ 100 Stock dataset demonstrate that the DA-RNN can outperform state-of-the-art methods for time series prediction.

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