arXiv subjects

Wenhan Wang

Publications and source records attributed to Wenhan Wang.

31 records · Page 2Linked to original sources

arXiv2023

Generative Pretraining at Scale: Transformer-Based Encoding of Transactional Behavior for Fraud Detection

In this work, we introduce an innovative autoregressive model leveraging Generative Pretrained Transformer (GPT) architectures, tailored for fraud detection in payment systems. Our approach innovatively confronts token explosion and reconstructs behavioral sequences, providing a nuanced understanding of transactional behavior through temporal and contextual analysis. Utilizing unsupervised pretraining, our model excels in feature representation without the need for labeled data. Additionally, we integrate a differential convolutional approach to enhance anomaly detection, bolstering the security and efficacy of one of the largest online payment merchants in China. The scalability and adaptability of our model promise broad applicability in various transactional contexts.

cs.LG↗

arXiv2023

Reward Imputation with Sketching for Contextual Batched Bandits

Contextual batched bandit (CBB) is a setting where a batch of rewards is observed from the environment at the end of each episode, but the rewards of the non-executed actions are unobserved, resulting in partial-information feedback. Existing approaches for CBB often ignore the rewards of the non-executed actions, leading to underutilization of feedback information. In this paper, we propose an efficient approach called Sketched Policy Updating with Imputed Rewards (SPUIR) that completes the unobserved rewards using sketching, which approximates the full-information feedbacks. We formulate reward imputation as an imputation regularized ridge regression problem that captures the feedback mechanisms of both executed and non-executed actions. To reduce time complexity, we solve the regression problem using randomized sketching. We prove that our approach achieves an instantaneous regret with controllable bias and smaller variance than approaches without reward imputation. Furthermore, our approach enjoys a sublinear regret bound against the optimal policy. We also present two extensions, a rate-scheduled version and a version for nonlinear rewards, making our approach more practical. Experimental results show that SPUIR outperforms state-of-the-art baselines on synthetic, public benchmark, and real-world datasets.

cs.LG↗

arXiv2023

Learning Program Representations with a Tree-Structured Transformer

Learning vector representations for programs is a critical step in applying deep learning techniques for program understanding tasks. Various neural network models are proposed to learn from tree-structured program representations, e.g., abstract syntax tree (AST) and concrete syntax tree (CST). However, most neural architectures either fail to capture long-range dependencies which are ubiquitous in programs, or cannot learn effective representations for syntax tree nodes, making them incapable of performing the node-level prediction tasks, e.g., bug localization. In this paper, we propose Tree-Transformer, a novel recursive tree-structured neural network to learn the vector representations for source codes. We propose a multi-head attention mechanism to model the dependency between siblings and parent-children node pairs. Moreover, we propose a bi-directional propagation strategy to allow node information passing in two directions, bottom-up and top-down along trees. In this way, Tree-Transformer can learn the information of the node features as well as the global contextual information. The extensive experimental results show that our Tree-Transformer significantly outperforms the existing tree-based and graph-based program representation learning approaches in both the tree-level and node-level prediction tasks.

cs.SE↗

arXiv2022

Learning to Represent Programs with Heterogeneous Graphs

Program source code contains complex structure information, which can be represented in structured data forms like trees or graphs. To acquire the structural information in source code, most existing researches use abstract syntax trees (AST). A group of works add additional edges to ASTs to convert source code into graphs and use graph neural networks to learn representations for program graphs. Although these works provide additional control or data flow information to ASTs for downstream tasks, they neglect an important aspect of structure information in AST itself: the different types of nodes and edges. In ASTs, different nodes contain different kinds of information like variables or control flow, and the relation between a node and all its children can also be different. To address the information of node and edge types, we bring the idea of heterogeneous graphs to learning on source code and present a new formula of building heterogeneous program graphs from ASTs with additional type information for nodes and edges. We use the ASDL grammar of programming language to define the node and edge types of program graphs. Then we use heterogeneous graph neural networks to learn on these graphs. We evaluate our approach on two tasks: code comment generation and method naming. Both tasks require reasoning on the semantics of complete code snippets. Experiment results show that our approach outperforms baseline models, including homogeneous graph-based models, showing that leveraging the type information of nodes and edges in program graphs can help in learning program semantics.

cs.SE↗

arXiv2022

MonLAD: Money Laundering Agents Detection in Transaction Streams

Given a stream of money transactions between accounts in a bank, how can we accurately detect money laundering agent accounts and suspected behaviors in real-time? Money laundering agents try to hide the origin of illegally obtained money by dispersive multiple small transactions and evade detection by smart strategies. Therefore, it is challenging to accurately catch such fraudsters in an unsupervised manner. Existing approaches do not consider the characteristics of those agent accounts and are not suitable to the streaming settings. Therefore, we propose MonLAD and MonLAD-W to detect money laundering agent accounts in a transaction stream by keeping track of their residuals and other features; we devise AnoScore algorithm to find anomalies based on the robust measure of statistical deviation. Experimental results show that MonLAD outperforms the state-of-the-art baselines on real-world data and finds various suspicious behavior patterns of money laundering. Additionally, several detected suspected accounts have been manually-verified as agents in real money laundering scenario.

cs.SI↗

arXiv2021

Modular Tree Network for Source Code Representation Learning

Learning representation for source code is a foundation of many program analysis tasks. In recent years, neural networks have already shown success in this area, but most existing models did not make full use of the unique structural information of programs. Although abstract syntax tree-based neural models can handle the tree structure in the source code, they cannot capture the richness of different types of substructure in programs. In this paper, we propose a modular tree network (MTN) which dynamically composes different neural network units into tree structures based on the input abstract syntax tree. Different from previous tree-structural neural network models, MTN can capture the semantic differences between types of ASTsubstructures. We evaluate our model on two tasks: program classification and code clone detection. Ourmodel achieves the best performance compared with state-of-the-art approaches in both tasks, showing the advantage of leveraging more elaborate structure information of the source code.

cs.SE↗

arXiv2020

Towards Full-line Code Completion with Neural Language Models

A code completion system suggests future code elements to developers given a partially-complete code snippet. Code completion is one of the most useful features in Integrated Development Environments (IDEs). Currently, most code completion techniques predict a single token at a time. In this paper, we take a further step and discuss the probability of directly completing a whole line of code instead of a single token. We believe suggesting longer code sequences can further improve the efficiency of developers. Recently neural language models have been adopted as a preferred approach for code completion, and we believe these models can still be applied to full-line code completion with a few improvements. We conduct our experiments on two real-world python corpora and evaluate existing neural models based on source code tokens or syntactical actions. The results show that neural language models can achieve acceptable results on our tasks, with significant room for improvements.

cs.SE↗

arXiv2020

Detecting Code Clones with Graph Neural Networkand Flow-Augmented Abstract Syntax Tree

Code clones are semantically similar code fragments pairs that are syntactically similar or different. Detection of code clones can help to reduce the cost of software maintenance and prevent bugs. Numerous approaches of detecting code clones have been proposed previously, but most of them focus on detecting syntactic clones and do not work well on semantic clones with different syntactic features. To detect semantic clones, researchers have tried to adopt deep learning for code clone detection to automatically learn latent semantic features from data. Especially, to leverage grammar information, several approaches used abstract syntax trees (AST) as input and achieved significant progress on code clone benchmarks in various programming languages. However, these AST-based approaches still can not fully leverage the structural information of code fragments, especially semantic information such as control flow and data flow. To leverage control and data flow information, in this paper, we build a graph representation of programs called flow-augmented abstract syntax tree (FA-AST). We construct FA-AST by augmenting original ASTs with explicit control and data flow edges. Then we apply two different types of graph neural networks (GNN) on FA-AST to measure the similarity of code pairs. As far as we have concerned, we are the first to apply graph neural networks on the domain of code clone detection. We apply our FA-AST and graph neural networks on two Java datasets: Google Code Jam and BigCloneBench. Our approach outperforms the state-of-the-art approaches on both Google Code Jam and BigCloneBench tasks.

cs.SE↗

arXiv2018

Navigating with Graph Representations for Fast and Scalable Decoding of Neural Language Models

Neural language models (NLMs) have recently gained a renewed interest by achieving state-of-the-art performance across many natural language processing (NLP) tasks. However, NLMs are very computationally demanding largely due to the computational cost of the softmax layer over a large vocabulary. We observe that, in decoding of many NLP tasks, only the probabilities of the top-K hypotheses need to be calculated preciously and K is often much smaller than the vocabulary size. This paper proposes a novel softmax layer approximation algorithm, called Fast Graph Decoder (FGD), which quickly identifies, for a given context, a set of K words that are most likely to occur according to a NLM. We demonstrate that FGD reduces the decoding time by an order of magnitude while attaining close to the full softmax baseline accuracy on neural machine translation and language modeling tasks. We also prove the theoretical guarantee on the softmax approximation quality.

cs.CL↗

arXiv2018

Learning Intrinsic Sparse Structures within Long Short-Term Memory

Model compression is significant for the wide adoption of Recurrent Neural Networks (RNNs) in both user devices possessing limited resources and business clusters requiring quick responses to large-scale service requests. This work aims to learn structurally-sparse Long Short-Term Memory (LSTM) by reducing the sizes of basic structures within LSTM units, including input updates, gates, hidden states, cell states and outputs. Independently reducing the sizes of basic structures can result in inconsistent dimensions among them, and consequently, end up with invalid LSTM units. To overcome the problem, we propose Intrinsic Sparse Structures (ISS) in LSTMs. Removing a component of ISS will simultaneously decrease the sizes of all basic structures by one and thereby always maintain the dimension consistency. By learning ISS within LSTM units, the obtained LSTMs remain regular while having much smaller basic structures. Based on group Lasso regularization, our method achieves 10.59x speedup without losing any perplexity of a language modeling of Penn TreeBank dataset. It is also successfully evaluated through a compact model with only 2.69M weights for machine Question Answering of SQuAD dataset. Our approach is successfully extended to non- LSTM RNNs, like Recurrent Highway Networks (RHNs). Our source code is publicly available at https://github.com/wenwei202/iss-rnns

cs.LG↗

arXiv2012

Discrete Subsets of Totally Imaginary Quartic Algebraic Integers in the Complex Plane

Algebraic integers in totally imaginary quartic number fields are not discrete in the complex plane under a fixed embedding, which makes it impossible to visualize all integers in the plane, unlike the quadratic imaginary algebraic integers. In this note we consider a naturally occurring discrete subset of the algebraic integers with similar properties as lattices. For the fifth cyclotomic field, we investigate those integers with absolute values under a fixed embedding in a given bound. We show that such integers form a discrete set in the complex plane. It is observed that this subset has quasi-periodic appearance. In particular, we also show that the distance between a fixed point to the most adjacent point in this subset takes only two possible values.

math.NT↗

arXiv2012

Isolated Curves for Hyperelliptic Curve Cryptography

We introduce the notion of isolated genus two curves. As there is no known efficient algorithm to explicitly construct isogenies between two genus two curves with large conductor gap, the discrete log problem (DLP) cannot be efficiently carried over from an isolated curve to a large set of isogenous curves. Thus isolated genus two curves might be more secure for DLP based hyperelliptic curve cryptography. We establish results on explicit expressions for the index of an endomorphism ring in the maximal CM order, and give conditions under which the index is a prime number or an almost prime number for three different categories of quartic CM fields. We also derived heuristic asymptotic results on the densities and distributions of isolated genus two curves with CM by any fixed quartic CM field. Computational results, which are also shown for three explicit examples, agree with heuristic prediction with errors within a tolerable range.

math.NT↗

arXiv2011

A Note on Homogeneous Functionsand Parallelogram Law

In this article, we investigate a new characterization of the parallelogram law in a normed linear space. We give equivalent conditions to the paralleogram law, in terms of the homogeneous property of a continuous positive definite function on the normed space.

math.FA↗