arXiv subjects

Longbing Cao

Publications and source records attributed to Longbing Cao.

At least 55 records · Page 3Linked to original sources

arXiv2025

Fourier Basis Mapping: A Time-Frequency Learning Framework for Time Series Forecasting

The integration of Fourier transform and deep learning opens new avenues for time series forecasting. We reconsider the Fourier transform from a basis functions perspective. Specifically, the real and imaginary parts of the frequency components can be regarded as the coefficients of cosine and sine basis functions at tiered frequency levels, respectively. We find that existing Fourier-based methods face inconsistent starting cycles and inconsistent series length issues. They fail to interpret frequency components precisely and overlook temporal information. Accordingly, the novel Fourier Basis Mapping (FBM) method addresses these issues by integrating time-frequency features through Fourier basis expansion and mapping in the time-frequency space. Our approach extracts explicit frequency features while preserving temporal characteristics. FBM supports plug-and-play integration with various types of neural networks by only adjusting the first initial projection layer for better performance. First, we propose FBM-L, FBM-NL, and FBM-NP to enhance linear, MLP-based, and Transformer-based models, respectively, demonstrating the effectiveness of time-frequency features. Next, we propose a synergetic model architecture, termed FBM-S, which decomposes the seasonal, trend, and interaction effects into three separate blocks, each designed to model time-frequency features in a specialized manner. Finally, we introduce several techniques tailored for time-frequency features, including interaction masking, centralization, patching, rolling window projection, and multi-scale down-sampling. The results are validated on diverse real-world datasets for both long-term and short-term forecasting tasks with SOTA performance.

cs.LG↗

arXiv2025

Modeling enzyme temperature stability from sequence segment perspective

Developing enzymes with desired thermal properties is crucial for a wide range of industrial and research applications, and determining temperature stability is an essential step in this process. Experimental determination of thermal parameters is labor-intensive, time-consuming, and costly. Moreover, existing computational approaches are often hindered by limited data availability and imbalanced distributions. To address these challenges, we introduce a curated temperature stability dataset designed for model development and benchmarking in enzyme thermal modeling. Leveraging this dataset, we present the \textit{Segment Transformer}, a novel deep learning framework that enables efficient and accurate prediction of enzyme temperature stability. The model achieves state-of-the-art performance with an RMSE of 24.03, MAE of 18.09, and Pearson and Spearman correlations of 0.33, respectively. These results highlight the effectiveness of incorporating segment-level representations, grounded in the biological observation that different regions of a protein sequence contribute unequally to thermal behavior. As a proof of concept, we applied the Segment Transformer to guide the engineering of a cutinase enzyme. Experimental validation demonstrated a 1.64-fold improvement in relative activity following heat treatment, achieved through only 17 mutations and without compromising catalytic function.

cs.LG↗

arXiv2025

Enhanced Influence-aware Group Recommendation for Online Media Propagation

Group recommendation over social media streams has attracted significant attention due to its wide applications in domains such as e-commerce, entertainment, and online news broadcasting. By leveraging social connections and group behaviours, group recommendation (GR) aims to provide more accurate and engaging content to a set of users rather than individuals. Recently, influence-aware GR has emerged as a promising direction, as it considers the impact of social influence on group decision-making. In earlier work, we proposed Influence-aware Group Recommendation (IGR) to solve this task. However, this task remains challenging due to three key factors: the large and ever-growing scale of social graphs, the inherently dynamic nature of influence propagation within user groups, and the high computational overhead of real-time group-item matching. To tackle these issues, we propose an Enhanced Influence-aware Group Recommendation (EIGR) framework. First, we introduce a Graph Extraction-based Sampling (GES) strategy to minimise redundancy across multiple temporal social graphs and effectively capture the evolving dynamics of both groups and items. Second, we design a novel DYnamic Independent Cascade (DYIC) model to predict how influence propagates over time across social items and user groups. Finally, we develop a two-level hash-based User Group Index (UG-Index) to efficiently organise user groups and enable real-time recommendation generation. Extensive experiments on real-world datasets demonstrate that our proposed framework, EIGR, consistently outperforms state-of-the-art baselines in both effectiveness and efficiency.

cs.IR↗

arXiv2025

Distilling the Unknown to Unveil Certainty

Out-of-distribution (OOD) detection is critical for identifying test samples that deviate from in-distribution (ID) data, ensuring network robustness and reliability. This paper presents a flexible framework for OOD knowledge distillation that extracts OOD-sensitive information from a network to develop a binary classifier capable of distinguishing between ID and OOD samples in both scenarios, with and without access to training ID data. To accomplish this, we introduce Confidence Amendment (CA), an innovative methodology that transforms an OOD sample into an ID one while progressively amending prediction confidence derived from the network to enhance OOD sensitivity. This approach enables the simultaneous synthesis of both ID and OOD samples, each accompanied by an adjusted prediction confidence, thereby facilitating the training of a binary classifier sensitive to OOD. Theoretical analysis provides bounds on the generalization error of the binary classifier, demonstrating the pivotal role of confidence amendment in enhancing OOD sensitivity. Extensive experiments spanning various datasets and network architectures confirm the efficacy of the proposed method in detecting OOD samples.

cs.LG↗

arXiv2025

A Survey on Deep Learning based Time Series Analysis with Frequency Transformation

Recently, frequency transformation (FT) has been increasingly incorporated into deep learning models to significantly enhance state-of-the-art accuracy and efficiency in time series analysis. The advantages of FT, such as high efficiency and a global view, have been rapidly explored and exploited in various time series tasks and applications, demonstrating the promising potential of FT as a new deep learning paradigm for time series analysis. Despite the growing attention and the proliferation of research in this emerging field, there is currently a lack of a systematic review and in-depth analysis of deep learning-based time series models with FT. It is also unclear why FT can enhance time series analysis and what its limitations are in the field. To address these gaps, we present a comprehensive review that systematically investigates and summarizes the recent research advancements in deep learning-based time series analysis with FT. Specifically, we explore the primary approaches used in current models that incorporate FT, the types of neural networks that leverage FT, and the representative FT-equipped models in deep time series analysis. We propose a novel taxonomy to categorize the existing methods in this field, providing a structured overview of the diverse approaches employed in incorporating FT into deep learning models for time series analysis. Finally, we highlight the advantages and limitations of FT for time series modeling and identify potential future research directions that can further contribute to the community of time series analysis.

cs.LG↗

arXiv2025

FigBO: A Generalized Acquisition Function Framework with Look-Ahead Capability for Bayesian Optimization

Bayesian optimization is a powerful technique for optimizing expensive-to-evaluate black-box functions, consisting of two main components: a surrogate model and an acquisition function. In recent years, myopic acquisition functions have been widely adopted for their simplicity and effectiveness. However, their lack of look-ahead capability limits their performance. To address this limitation, we propose FigBO, a generalized acquisition function that incorporates the future impact of candidate points on global information gain. FigBO is a plug-and-play method that can integrate seamlessly with most existing myopic acquisition functions. Theoretically, we analyze the regret bound and convergence rate of FigBO when combined with the myopic base acquisition function expected improvement (EI), comparing them to those of standard EI. Empirically, extensive experimental results across diverse tasks demonstrate that FigBO achieves state-of-the-art performance and significantly faster convergence compared to existing methods.

cs.LG↗

arXiv2025

Causal Learning for Trustworthy Recommender Systems: A Survey

Recommender Systems (RS) have significantly advanced online content filtering and personalized decision-making. However, emerging vulnerabilities in RS have catalyzed a paradigm shift towards Trustworthy RS (TRS). Despite substantial progress on TRS, most efforts focus on data correlations while overlooking the fundamental causal nature of recommendations. This drawback hinders TRS from identifying the root cause of trustworthiness issues, leading to limited fairness, robustness, and explainability. To bridge this gap, causal learning emerges as a class of promising methods to augment TRS. These methods, grounded in reliable causality, excel in mitigating various biases and noise while offering insightful explanations for TRS. However, there is a lack of timely and dedicated surveys in this vibrant area. This paper creates an overview of TRS from the perspective of causal learning. We begin by presenting the advantages and common procedures of Causality-oriented TRS (CTRS). Then, we identify potential trustworthiness challenges at each stage and link them to viable causal solutions, followed by a classification of CTRS methods. Finally, we discuss several future directions for advancing this field.

cs.IR↗

arXiv2025

Federated Neural Nonparametric Point Processes

Temporal point processes (TPPs) are effective for modeling event occurrences over time, but they struggle with sparse and uncertain events in federated systems, where privacy is a major concern. To address this, we propose \textit{FedPP}, a Federated neural nonparametric Point Process model. FedPP integrates neural embeddings into Sigmoidal Gaussian Cox Processes (SGCPs) on the client side, which is a flexible and expressive class of TPPs, allowing it to generate highly flexible intensity functions that capture client-specific event dynamics and uncertainties while efficiently summarizing historical records. For global aggregation, FedPP introduces a divergence-based mechanism that communicates the distributions of SGCPs' kernel hyperparameters between the server and clients, while keeping client-specific parameters local to ensure privacy and personalization. FedPP effectively captures event uncertainty and sparsity, and extensive experiments demonstrate its superior performance in federated settings, particularly with KL divergence and Wasserstein distance-based global aggregation.

cs.LG↗

arXiv2024

Mixture of Online and Offline Experts for Non-stationary Time Series

We consider a general and realistic scenario involving non-stationary time series, consisting of several offline intervals with different distributions within a fixed offline time horizon, and an online interval that continuously receives new samples. For non-stationary time series, the data distribution in the current online interval may have appeared in previous offline intervals. We theoretically explore the feasibility of applying knowledge from offline intervals to the current online interval. To this end, we propose the Mixture of Online and Offline Experts (MOOE). MOOE learns static offline experts from offline intervals and maintains a dynamic online expert for the current online interval. It then adaptively combines the offline and online experts using a meta expert to make predictions for the samples received in the online interval. Specifically, we focus on theoretical analysis, deriving parameter convergence, regret bounds, and generalization error bounds to prove the effectiveness of the algorithm.

cs.LG↗

arXiv2024

Marked Temporal Bayesian Flow Point Processes

Marked event data captures events by recording their continuous-valued occurrence timestamps along with their corresponding discrete-valued types. They have appeared in various real-world scenarios such as social media, financial transactions, and healthcare records, and have been effectively modeled through Marked Temporal Point Process (MTPP) models. Recently, developing generative models for these MTPP models have seen rapid development due to their powerful generative capability and less restrictive functional forms. However, existing generative MTPP models are usually challenged in jointly modeling events' timestamps and types since: (1) mainstream methods design the generative mechanisms for timestamps only and do not include event types; (2) the complex interdependence between the timestamps and event types are overlooked. In this paper, we propose a novel generative MTPP model called BMTPP. Unlike existing generative MTPP models, BMTPP flexibly models marked temporal joint distributions using a parameter-based approach. Additionally, by adding joint noise to the marked temporal data space, BMTPP effectively captures and explicitly reveals the interdependence between timestamps and event types. Extensive experiments validate the superiority of our approach over other state-of-the-art models and its ability to effectively capture marked-temporal interdependence.

cs.LG↗

arXiv2024

Probing the Robustness of Vision-Language Pretrained Models: A Multimodal Adversarial Attack Approach

Vision-language pretraining (VLP) with transformers has demonstrated exceptional performance across numerous multimodal tasks. However, the adversarial robustness of these models has not been thoroughly investigated. Existing multimodal attack methods have largely overlooked cross-modal interactions between visual and textual modalities, particularly in the context of cross-attention mechanisms. In this paper, we study the adversarial vulnerability of recent VLP transformers and design a novel Joint Multimodal Transformer Feature Attack (JMTFA) that concurrently introduces adversarial perturbations in both visual and textual modalities under white-box settings. JMTFA strategically targets attention relevance scores to disrupt important features within each modality, generating adversarial samples by fusing perturbations and leading to erroneous model predictions. Experimental results indicate that the proposed approach achieves high attack success rates on vision-language understanding and reasoning downstream tasks compared to existing baselines. Notably, our findings reveal that the textual modality significantly influences the complex fusion processes within VLP transformers. Moreover, we observe no apparent relationship between model size and adversarial robustness under our proposed attacks. These insights emphasize a new dimension of adversarial robustness and underscore potential risks in the reliable deployment of multimodal AI systems.

cs.CV↗

arXiv2024

Can LLMs Serve As Time Series Anomaly Detectors?

An emerging topic in large language models (LLMs) is their application to time series forecasting, characterizing mainstream and patternable characteristics of time series. A relevant but rarely explored and more challenging question is whether LLMs can detect and explain time series anomalies, a critical task across various real-world applications. In this paper, we investigate the capabilities of LLMs, specifically GPT-4 and LLaMA3, in detecting and explaining anomalies in time series. Our studies reveal that: 1) LLMs cannot be directly used for time series anomaly detection. 2) By designing prompt strategies such as in-context learning and chain-of-thought prompting, GPT-4 can detect time series anomalies with results competitive to baseline methods. 3) We propose a synthesized dataset to automatically generate time series anomalies with corresponding explanations. By applying instruction fine-tuning on this dataset, LLaMA3 demonstrates improved performance in time series anomaly detection tasks. In summary, our exploration shows the promising potential of LLMs as time series anomaly detectors.

cs.LG↗

arXiv2024

Robust Multivariate Time Series Forecasting against Intra- and Inter-Series Transitional Shift

The non-stationary nature of real-world Multivariate Time Series (MTS) data presents forecasting models with a formidable challenge of the time-variant distribution of time series, referred to as distribution shift. Existing studies on the distribution shift mostly adhere to adaptive normalization techniques for alleviating temporal mean and covariance shifts or time-variant modeling for capturing temporal shifts. Despite improving model generalization, these normalization-based methods often assume a time-invariant transition between outputs and inputs but disregard specific intra-/inter-series correlations, while time-variant models overlook the intrinsic causes of the distribution shift. This limits model expressiveness and interpretability of tackling the distribution shift for MTS forecasting. To mitigate such a dilemma, we present a unified Probabilistic Graphical Model to Jointly capturing intra-/inter-series correlations and modeling the time-variant transitional distribution, and instantiate a neural framework called JointPGM for non-stationary MTS forecasting. Specifically, JointPGM first employs multiple Fourier basis functions to learn dynamic time factors and designs two distinct learners: intra-series and inter-series learners. The intra-series learner effectively captures temporal dynamics by utilizing temporal gates, while the inter-series learner explicitly models spatial dynamics through multi-hop propagation, incorporating Gumbel-softmax sampling. These two types of series dynamics are subsequently fused into a latent variable, which is inversely employed to infer time factors, generate final prediction, and perform reconstruction. We validate the effectiveness and efficiency of JointPGM through extensive experiments on six highly non-stationary MTS datasets, achieving state-of-the-art forecasting performance of MTS forecasting.

cs.LG↗

arXiv2024

ParamReL: Learning Parameter Space Representation via Progressively Encoding Bayesian Flow Networks

The recently proposed Bayesian Flow Networks~(BFNs) show great potential in modeling parameter spaces, offering a unified strategy for handling continuous, discretized, and discrete data. However, BFNs cannot learn high-level semantic representation from the parameter space since {common encoders, which encode data into one static representation, cannot capture semantic changes in parameters.} This motivates a new direction: learning semantic representations hidden in the parameter spaces to characterize mixed-typed noisy data. {Accordingly, we propose a representation learning framework named ParamReL, which operates in the parameter space to obtain parameter-wise latent semantics that exhibit progressive structures. Specifically, ParamReL proposes a \emph{self-}encoder to learn latent semantics directly from parameters, rather than from observations. The encoder is then integrated into BFNs, enabling representation learning with various formats of observations. Mutual information terms further promote the disentanglement of latent semantics and capture meaningful semantics simultaneously.} We illustrate {conditional generation and reconstruction} in ParamReL via expanding BFNs, and extensive {quantitative} experimental results demonstrate the {superior effectiveness} of ParamReL in learning parameter representation.

cs.LG↗

arXiv2024

FedSI: Federated Subnetwork Inference for Efficient Uncertainty Quantification

While deep neural networks (DNNs) based personalized federated learning (PFL) is demanding for addressing data heterogeneity and shows promising performance, existing methods for federated learning (FL) suffer from efficient systematic uncertainty quantification. The Bayesian DNNs-based PFL is usually questioned of either over-simplified model structures or high computational and memory costs. In this paper, we introduce FedSI, a novel Bayesian DNNs-based subnetwork inference PFL framework. FedSI is simple and scalable by leveraging Bayesian methods to incorporate systematic uncertainties effectively. It implements a client-specific subnetwork inference mechanism, selects network parameters with large variance to be inferred through posterior distributions, and fixes the rest as deterministic ones. FedSI achieves fast and scalable inference while preserving the systematic uncertainties to the fullest extent. Extensive experiments on three different benchmark datasets demonstrate that FedSI outperforms existing Bayesian and non-Bayesian FL baselines in heterogeneous FL scenarios.

cs.LG↗

arXiv2024

Distributional Drift Adaptation with Temporal Conditional Variational Autoencoder for Multivariate Time Series Forecasting

Due to the non-stationary nature, the distribution of real-world multivariate time series (MTS) changes over time, which is known as distribution drift. Most existing MTS forecasting models greatly suffer from distribution drift and degrade the forecasting performance over time. Existing methods address distribution drift via adapting to the latest arrived data or self-correcting per the meta knowledge derived from future data. Despite their great success in MTS forecasting, these methods hardly capture the intrinsic distribution changes, especially from a distributional perspective. Accordingly, we propose a novel framework temporal conditional variational autoencoder (TCVAE) to model the dynamic distributional dependencies over time between historical observations and future data in MTSs and infer the dependencies as a temporal conditional distribution to leverage latent variables. Specifically, a novel temporal Hawkes attention mechanism represents temporal factors subsequently fed into feed-forward networks to estimate the prior Gaussian distribution of latent variables. The representation of temporal factors further dynamically adjusts the structures of Transformer-based encoder and decoder to distribution changes by leveraging a gated attention mechanism. Moreover, we introduce conditional continuous normalization flow to transform the prior Gaussian to a complex and form-free distribution to facilitate flexible inference of the temporal conditional distribution. Extensive experiments conducted on six real-world MTS datasets demonstrate the TCVAE's superior robustness and effectiveness over the state-of-the-art MTS forecasting baselines. We further illustrate the TCVAE applicability through multifaceted case studies and visualization in real-world scenarios.

cs.LG↗

arXiv2024

Weakly Augmented Variational Autoencoder in Time Series Anomaly Detection

Due to their unsupervised training and uncertainty estimation, deep Variational Autoencoders (VAEs) have become powerful tools for reconstruction-based Time Series Anomaly Detection (TSAD). Existing VAE-based TSAD methods, either statistical or deep, tune meta-priors to estimate the likelihood probability for effectively capturing spatiotemporal dependencies in the data. However, these methods confront the challenge of inherent data scarcity, which is often the case in anomaly detection tasks. Such scarcity easily leads to latent holes, discontinuous regions in latent space, resulting in non-robust reconstructions on these discontinuous spaces. We propose a novel generative framework that combines VAEs with self-supervised learning (SSL) to address this issue.

cs.LG↗

arXiv2023

Frequency Spectrum is More Effective for Multimodal Representation and Fusion: A Multimodal Spectrum Rumor Detector

Multimodal content, such as mixing text with images, presents significant challenges to rumor detection in social media. Existing multimodal rumor detection has focused on mixing tokens among spatial and sequential locations for unimodal representation or fusing clues of rumor veracity across modalities. However, they suffer from less discriminative unimodal representation and are vulnerable to intricate location dependencies in the time-consuming fusion of spatial and sequential tokens. This work makes the first attempt at multimodal rumor detection in the frequency domain, which efficiently transforms spatial features into the frequency spectrum and obtains highly discriminative spectrum features for multimodal representation and fusion. A novel Frequency Spectrum Representation and fUsion network (FSRU) with dual contrastive learning reveals the frequency spectrum is more effective for multimodal representation and fusion, extracting the informative components for rumor detection. FSRU involves three novel mechanisms: utilizing the Fourier transform to convert features in the spatial domain to the frequency domain, the unimodal spectrum compression, and the cross-modal spectrum co-selection module in the frequency domain. Substantial experiments show that FSRU achieves satisfactory multimodal rumor detection performance.

cs.MM↗