arXiv subjects

Fuli Feng

Publications and source records attributed to Fuli Feng.

205 records · Page 12Linked to original sources

arXiv2019

Graph Adversarial Training: Dynamically Regularizing Based on Graph Structure

Recent efforts show that neural networks are vulnerable to small but intentional perturbations on input features in visual classification tasks. Due to the additional consideration of connections between examples (\eg articles with citation link tend to be in the same class), graph neural networks could be more sensitive to the perturbations, since the perturbations from connected examples exacerbate the impact on a target example. Adversarial Training (AT), a dynamic regularization technique, can resist the worst-case perturbations on input features and is a promising choice to improve model robustness and generalization. However, existing AT methods focus on standard classification, being less effective when training models on graph since it does not model the impact from connected examples. In this work, we explore adversarial training on graph, aiming to improve the robustness and generalization of models learned on graph. We propose Graph Adversarial Training (GraphAT), which takes the impact from connected examples into account when learning to construct and resist perturbations. We give a general formulation of GraphAT, which can be seen as a dynamic regularization scheme based on the graph structure. To demonstrate the utility of GraphAT, we employ it on a state-of-the-art graph neural network model --- Graph Convolutional Network (GCN). We conduct experiments on two citation graphs (Citeseer and Cora) and a knowledge graph (NELL), verifying the effectiveness of GraphAT which outperforms normal training on GCN by 4.51% in node classification accuracy. Codes are available via: https://github.com/fulifeng/GraphAT.

cs.LG↗

arXiv2019

Enhancing Stock Movement Prediction with Adversarial Training

This paper contributes a new machine learning solution for stock movement prediction, which aims to predict whether the price of a stock will be up or down in the near future. The key novelty is that we propose to employ adversarial training to improve the generalization of a neural network prediction model. The rationality of adversarial training here is that the input features to stock prediction are typically based on stock price, which is essentially a stochastic variable and continuously changed with time by nature. As such, normal training with static price-based features (e.g. the close price) can easily overfit the data, being insufficient to obtain reliable models. To address this problem, we propose to add perturbations to simulate the stochasticity of price variable, and train the model to work well under small yet intentional perturbations. Extensive experiments on two real-world stock data show that our method outperforms the state-of-the-art solution with 3.11% relative improvements on average w.r.t. accuracy, validating the usefulness of adversarial training for stock prediction task.

q-fin.TR↗

arXiv2019

Temporal Relational Ranking for Stock Prediction

Stock prediction aims to predict the future trends of a stock in order to help investors to make good investment decisions. Traditional solutions for stock prediction are based on time-series models. With the recent success of deep neural networks in modeling sequential data, deep learning has become a promising choice for stock prediction. However, most existing deep learning solutions are not optimized towards the target of investment, i.e., selecting the best stock with the highest expected revenue. Specifically, they typically formulate stock prediction as a classification (to predict stock trend) or a regression problem (to predict stock price). More importantly, they largely treat the stocks as independent of each other. The valuable signal in the rich relations between stocks (or companies), such as two stocks are in the same sector and two companies have a supplier-customer relation, is not considered. In this work, we contribute a new deep learning solution, named Relational Stock Ranking (RSR), for stock prediction. Our RSR method advances existing solutions in two major aspects: 1) tailoring the deep learning models for stock ranking, and 2) capturing the stock relations in a time-sensitive manner. The key novelty of our work is the proposal of a new component in neural network modeling, named Temporal Graph Convolution, which jointly models the temporal evolution and relation network of stocks. To validate our method, we perform back-testing on the historical data of two stock markets, NYSE and NASDAQ. Extensive experiments demonstrate the superiority of our RSR method. It outperforms state-of-the-art stock prediction solutions achieving an average return ratio of 98% and 71% on NYSE and NASDAQ, respectively.

cs.CE↗

arXiv2019

Hierarchical Attention Network for Visually-aware Food Recommendation

Food recommender systems play an important role in assisting users to identify the desired food to eat. Deciding what food to eat is a complex and multi-faceted process, which is influenced by many factors such as the ingredients, appearance of the recipe, the user's personal preference on food, and various contexts like what had been eaten in the past meals. In this work, we formulate the food recommendation problem as predicting user preference on recipes based on three key factors that determine a user's choice on food, namely, 1) the user's (and other users') history; 2) the ingredients of a recipe; and 3) the descriptive image of a recipe. To address this challenging problem, we develop a dedicated neural network based solution Hierarchical Attention based Food Recommendation (HAFR) which is capable of: 1) capturing the collaborative filtering effect like what similar users tend to eat; 2) inferring a user's preference at the ingredient level; and 3) learning user preference from the recipe's visual images. To evaluate our proposed method, we construct a large-scale dataset consisting of millions of ratings from AllRecipes.com. Extensive experiments show that our method outperforms several competing recommender solutions like Factorization Machine and Visual Bayesian Personalized Ranking with an average improvement of 12%, offering promising results in predicting user preference for food. Codes and dataset will be released upon acceptance.

cs.IR↗

arXiv2018

Explicit Interaction Model towards Text Classification

Text classification is one of the fundamental tasks in natural language processing. Recently, deep neural networks have achieved promising performance in the text classification task compared to shallow models. Despite of the significance of deep models, they ignore the fine-grained (matching signals between words and classes) classification clues since their classifications mainly rely on the text-level representations. To address this problem, we introduce the interaction mechanism to incorporate word-level matching signals into the text classification task. In particular, we design a novel framework, EXplicit interAction Model (dubbed as EXAM), equipped with the interaction mechanism. We justified the proposed approach on several benchmark datasets including both multi-label and multi-class text classification tasks. Extensive experimental results demonstrate the superiority of the proposed method. As a byproduct, we have released the codes and parameter settings to facilitate other researches.

cs.CL↗

arXiv2018

Discrete Factorization Machines for Fast Feature-based Recommendation

User and item features of side information are crucial for accurate recommendation. However, the large number of feature dimensions, e.g., usually larger than 10^7, results in expensive storage and computational cost. This prohibits fast recommendation especially on mobile applications where the computational resource is very limited. In this paper, we develop a generic feature-based recommendation model, called Discrete Factorization Machine (DFM), for fast and accurate recommendation. DFM binarizes the real-valued model parameters (e.g., float32) of every feature embedding into binary codes (e.g., boolean), and thus supports efficient storage and fast user-item score computation. To avoid the severe quantization loss of the binarization, we propose a convergent updating rule that resolves the challenging discrete optimization of DFM. Through extensive experiments on two real-world datasets, we show that 1) DFM consistently outperforms state-of-the-art binarized recommendation models, and 2) DFM shows very competitive performance compared to its real-valued version (FM), demonstrating the minimized quantization loss. This work is accepted by IJCAI 2018.

cs.IR↗

arXiv2018

Neural Compatibility Modeling with Attentive Knowledge Distillation

Recently, the booming fashion sector and its huge potential benefits have attracted tremendous attention from many research communities. In particular, increasing research efforts have been dedicated to the complementary clothing matching as matching clothes to make a suitable outfit has become a daily headache for many people, especially those who do not have the sense of aesthetics. Thanks to the remarkable success of neural networks in various applications such as image classification and speech recognition, the researchers are enabled to adopt the data-driven learning methods to analyze fashion items. Nevertheless, existing studies overlook the rich valuable knowledge (rules) accumulated in fashion domain, especially the rules regarding clothing matching. Towards this end, in this work, we shed light on complementary clothing matching by integrating the advanced deep neural networks and the rich fashion domain knowledge. Considering that the rules can be fuzzy and different rules may have different confidence levels to different samples, we present a neural compatibility modeling scheme with attentive knowledge distillation based on the teacher-student network scheme. Extensive experiments on the real-world dataset show the superiority of our model over several state-of-the-art baselines. Based upon the comparisons, we observe certain fashion insights that add value to the fashion matching study. As a byproduct, we released the codes, and involved parameters to benefit other researchers.

cs.CV↗