arXiv subjects

Yuchen Fang

Publications and source records attributed to Yuchen Fang.

49 records · Page 3Linked to original sources

arXiv2022

Fine-Grained Trajectory-based Travel Time Estimation for Multi-city Scenarios Based on Deep Meta-Learning

Travel Time Estimation (TTE) is indispensable in intelligent transportation system (ITS). It is significant to achieve the fine-grained Trajectory-based Travel Time Estimation (TTTE) for multi-city scenarios, namely to accurately estimate travel time of the given trajectory for multiple city scenarios. However, it faces great challenges due to complex factors including dynamic temporal dependencies and fine-grained spatial dependencies. To tackle these challenges, we propose a meta learning based framework, MetaTTE, to continuously provide accurate travel time estimation over time by leveraging well-designed deep neural network model called DED, which consists of Data preprocessing module and Encoder-Decoder network module. By introducing meta learning techniques, the generalization ability of MetaTTE is enhanced using small amount of examples, which opens up new opportunities to increase the potential of achieving consistent performance on TTTE when traffic conditions and road networks change over time in the future. The DED model adopts an encoder-decoder network to capture fine-grained spatial and temporal representations. Extensive experiments on two real-world datasets are conducted to confirm that our MetaTTE outperforms six state-of-art baselines, and improve 29.35% and 25.93% accuracy than the best baseline on Chengdu and Porto datasets, respectively.

cs.AI↗

arXiv2022

Spatio-Temporal meets Wavelet: Disentangled Traffic Flow Forecasting via Efficient Spectral Graph Attention Network

Traffic forecasting is crucial for public safety and resource optimization, yet is very challenging due to three aspects: i) current existing works mostly exploit intricate temporal patterns (e.g., the short-term thunderstorm and long-term daily trends) within a single method, which fail to accurately capture spatio-temporal dependencies under different schemas; ii) the under-exploration of the graph positional encoding limit the extraction of spatial information in the commonly used full graph attention network; iii) the quadratic complexity of the full graph attention introduces heavy computational needs. To achieve the effective traffic flow forecasting, we propose an efficient spectral graph attention network with disentangled traffic sequences. Specifically, the discrete wavelet transform is leveraged to obtain the low- and high-frequency components of traffic sequences, and a dual-channel encoder is elaborately designed to accurately capture the spatio-temporal dependencies under long- and short-term schemas of the low- and high-frequency components. Moreover, a novel wavelet-based graph positional encoding and a query sampling strategy are introduced in our spectral graph attention to effectively guide message passing and efficiently calculate the attention. Extensive experiments on four real-world datasets show the superiority of our model, i.e., the higher traffic forecasting precision with lower computational cost.

cs.LG↗

arXiv2021

CDGNet: A Cross-Time Dynamic Graph-based Deep Learning Model for Traffic Forecasting

Traffic forecasting is important in intelligent transportation systems of webs and beneficial to traffic safety, yet is very challenging because of the complex and dynamic spatio-temporal dependencies in real-world traffic systems. Prior methods use the pre-defined or learnable static graph to extract spatial correlations. However, the static graph-based methods fail to mine the evolution of the traffic network. Researchers subsequently generate the dynamic graph for each time slice to reflect the changes of spatial correlations, but they follow the paradigm of independently modeling spatio-temporal dependencies, ignoring the cross-time spatial influence. In this paper, we propose a novel cross-time dynamic graph-based deep learning model, named CDGNet, for traffic forecasting. The model is able to effectively capture the cross-time spatial dependence between each time slice and its historical time slices by utilizing the cross-time dynamic graph. Meanwhile, we design a gating mechanism to sparse the cross-time dynamic graph, which conforms to the sparse spatial correlations in the real world. Besides, we propose a novel encoder-decoder architecture to incorporate the cross-time dynamic graph-based GCN for multi-step traffic forecasting. Experimental results on three real-world public traffic datasets demonstrate that CDGNet outperforms the state-of-the-art baselines. We additionally provide a qualitative study to analyze the effectiveness of our architecture.

cs.LG↗

arXiv2021

STJLA: A Multi-Context Aware Spatio-Temporal Joint Linear Attention Network for Traffic Forecasting

Traffic prediction has gradually attracted the attention of researchers because of the increase in traffic big data. Therefore, how to mine the complex spatio-temporal correlations in traffic data to predict traffic conditions more accurately become a difficult problem. Previous works combined graph convolution networks (GCNs) and self-attention mechanism with deep time series models (e.g. recurrent neural networks) to capture the spatio-temporal correlations separately, ignoring the relationships across time and space. Besides, GCNs are limited by over-smoothing issue and self-attention is limited by quadratic problem, result in GCNs lack global representation capabilities, and self-attention inefficiently capture the global spatial dependence. In this paper, we propose a novel deep learning model for traffic forecasting, named Multi-Context Aware Spatio-Temporal Joint Linear Attention (STJLA), which applies linear attention to the spatio-temporal joint graph to capture global dependence between all spatio-temporal nodes efficiently. More specifically, STJLA utilizes static structural context and dynamic semantic context to improve model performance. The static structure context based on node2vec and one-hot encoding enriches the spatio-temporal position information. Furthermore, the multi-head diffusion convolution network based dynamic spatial context enhances the local spatial perception ability, and the GRU based dynamic temporal context stabilizes sequence position information of the linear attention, respectively. Experiments on two real-world traffic datasets, England and PEMSD7, demonstrate that our STJLA can achieve up to 9.83% and 3.08% accuracy improvement in MAE measure over state-of-the-art baselines.

cs.LG↗

arXiv2021

DMGCRN: Dynamic Multi-Graph Convolution Recurrent Network for Traffic Forecasting

Traffic forecasting is a problem of intelligent transportation systems (ITS) and crucial for individuals and public agencies. Therefore, researches pay great attention to deal with the complex spatio-temporal dependencies of traffic system for accurate forecasting. However, there are two challenges: 1) Most traffic forecasting studies mainly focus on modeling correlations of neighboring sensors and ignore correlations of remote sensors, e.g., business districts with similar spatio-temporal patterns; 2) Prior methods which use static adjacency matrix in graph convolutional networks (GCNs) are not enough to reflect the dynamic spatial dependence in traffic system. Moreover, fine-grained methods which use self-attention to model dynamic correlations of all sensors ignore hierarchical information in road networks and have quadratic computational complexity. In this paper, we propose a novel dynamic multi-graph convolution recurrent network (DMGCRN) to tackle above issues, which can model the spatial correlations of distance, the spatial correlations of structure, and the temporal correlations simultaneously. We not only use the distance-based graph to capture spatial information from nodes are close in distance but also construct a novel latent graph which encoded the structure correlations among roads to capture spatial information from nodes are similar in structure. Furthermore, we divide the neighbors of each sensor into coarse-grained regions, and dynamically assign different weights to each region at different times. Meanwhile, we integrate the dynamic multi-graph convolution network into the gated recurrent unit (GRU) to capture temporal dependence. Extensive experiments on three real-world traffic datasets demonstrate that our proposed algorithm outperforms state-of-the-art baselines.

cs.LG↗

arXiv2021

GraphHINGE: Learning Interaction Models of Structured Neighborhood on Heterogeneous Information Network

Heterogeneous information network (HIN) has been widely used to characterize entities of various types and their complex relations. Recent attempts either rely on explicit path reachability to leverage path-based semantic relatedness or graph neighborhood to learn heterogeneous network representations before predictions. These weakly coupled manners overlook the rich interactions among neighbor nodes, which introduces an early summarization issue. In this paper, we propose GraphHINGE (Heterogeneous INteract and aggreGatE), which captures and aggregates the interactive patterns between each pair of nodes through their structured neighborhoods. Specifically, we first introduce Neighborhood-based Interaction (NI) module to model the interactive patterns under the same metapaths, and then extend it to Cross Neighborhood-based Interaction (CNI) module to deal with different metapaths. Next, in order to address the complexity issue on large-scale networks, we formulate the interaction modules via a convolutional framework and learn the parameters efficiently with fast Fourier transform. Furthermore, we design a novel neighborhood-based selection (NS) mechanism, a sampling strategy, to filter high-order neighborhood information based on their low-order performance. The extensive experiments on six different types of heterogeneous graphs demonstrate the performance gains by comparing with state-of-the-arts in both click-through rate prediction and top-N recommendation tasks.

cs.IR↗

arXiv2021

Universal Trading for Order Execution with Oracle Policy Distillation

As a fundamental problem in algorithmic trading, order execution aims at fulfilling a specific trading order, either liquidation or acquirement, for a given instrument. Towards effective execution strategy, recent years have witnessed the shift from the analytical view with model-based market assumptions to model-free perspective, i.e., reinforcement learning, due to its nature of sequential decision optimization. However, the noisy and yet imperfect market information that can be leveraged by the policy has made it quite challenging to build up sample efficient reinforcement learning methods to achieve effective order execution. In this paper, we propose a novel universal trading policy optimization framework to bridge the gap between the noisy yet imperfect market states and the optimal action sequences for order execution. Particularly, this framework leverages a policy distillation method that can better guide the learning of the common policy towards practically optimal execution by an oracle teacher with perfect information to approximate the optimal trading strategy. The extensive experiments have shown significant improvements of our method over various strong baselines, with reasonable trading actions.

q-fin.TR↗

arXiv2020

An Efficient Neighborhood-based Interaction Model for Recommendation on Heterogeneous Graph

There is an influx of heterogeneous information network (HIN) based recommender systems in recent years since HIN is capable of characterizing complex graphs and contains rich semantics. Although the existing approaches have achieved performance improvement, while practical, they still face the following problems. On one hand, most existing HIN-based methods rely on explicit path reachability to leverage path-based semantic relatedness between users and items, e.g., metapath-based similarities. These methods are hard to use and integrate since path connections are sparse or noisy, and are often of different lengths. On the other hand, other graph-based methods aim to learn effective heterogeneous network representations by compressing node together with its neighborhood information into single embedding before prediction. This weakly coupled manner in modeling overlooks the rich interactions among nodes, which introduces an early summarization issue. In this paper, we propose an end-to-end Neighborhood-based Interaction Model for Recommendation (NIRec) to address the above problems. Specifically, we first analyze the significance of learning interactions in HINs and then propose a novel formulation to capture the interactive patterns between each pair of nodes through their metapath-guided neighborhoods. Then, to explore complex interactions between metapaths and deal with the learning complexity on large-scale networks, we formulate interaction in a convolutional way and learn efficiently with fast Fourier transform. The extensive experiments on four different types of heterogeneous graphs demonstrate the performance gains of NIRec comparing with state-of-the-arts. To the best of our knowledge, this is the first work providing an efficient neighborhood-based interaction model in the HIN-based recommendations.

cs.IR↗

arXiv2020

User Behavior Retrieval for Click-Through Rate Prediction

Click-through rate (CTR) prediction plays a key role in modern online personalization services. In practice, it is necessary to capture user's drifting interests by modeling sequential user behaviors to build an accurate CTR prediction model. However, as the users accumulate more and more behavioral data on the platforms, it becomes non-trivial for the sequential models to make use of the whole behavior history of each user. First, directly feeding the long behavior sequence will make online inference time and system load infeasible. Second, there is much noise in such long histories to fail the sequential model learning. The current industrial solutions mainly truncate the sequences and just feed recent behaviors to the prediction model, which leads to a problem that sequential patterns such as periodicity or long-term dependency are not embedded in the recent several behaviors but in far back history. To tackle these issues, in this paper we consider it from the data perspective instead of just designing more sophisticated yet complicated models and propose User Behavior Retrieval for CTR prediction (UBR4CTR) framework. In UBR4CTR, the most relevant and appropriate user behaviors will be firstly retrieved from the entire user history sequence using a learnable search method. These retrieved behaviors are then fed into a deep model to make the final prediction instead of simply using the most recent ones. It is highly feasible to deploy UBR4CTR into industrial model pipeline with low cost. Experiments on three real-world large-scale datasets demonstrate the superiority and efficacy of our proposed framework and models.

cs.IR↗

arXiv2020

A Deep Recurrent Survival Model for Unbiased Ranking

Position bias is a critical problem in information retrieval when dealing with implicit yet biased user feedback data. Unbiased ranking methods typically rely on causality models and debias the user feedback through inverse propensity weighting. While practical, these methods still suffer from two major problems. First, when inferring a user click, the impact of the contextual information, such as documents that have been examined, is often ignored. Second, only the position bias is considered but other issues resulted from user browsing behaviors are overlooked. In this paper, we propose an end-to-end Deep Recurrent Survival Ranking (DRSR), a unified framework to jointly model user's various behaviors, to (i) consider the rich contextual information in the ranking list; and (ii) address the hidden issues underlying user behaviors, i.e., to mine observe pattern in queries without any click (non-click queries), and to model tracking logs which cannot truly reflect the user browsing intents (untrusted observation). Specifically, we adopt a recurrent neural network to model the contextual information and estimates the conditional likelihood of user feedback at each position. We then incorporate survival analysis techniques with the probability chain rule to mathematically recover the unbiased joint probability of one user's various behaviors. DRSR can be easily incorporated with both point-wise and pair-wise learning objectives. The extensive experiments over two large-scale industrial datasets demonstrate the significant performance gains of our model comparing with the state-of-the-arts.

cs.IR↗

arXiv2019

Sequential Recommendation with Dual Side Neighbor-based Collaborative Relation Modeling

Sequential recommendation task aims to predict user preference over items in the future given user historical behaviors. The order of user behaviors implies that there are resourceful sequential patterns embedded in the behavior history which reveal the underlying dynamics of user interests. Various sequential recommendation methods are proposed to model the dynamic user behaviors. However, most of the models only consider the user's own behaviors and dynamics, while ignoring the collaborative relations among users and items, i.e., similar tastes of users or analogous properties of items. Without modeling collaborative relations, those methods suffer from the lack of recommendation diversity and thus may have worse performance. Worse still, most existing methods only consider the user-side sequence and ignore the temporal dynamics on the item side. To tackle the problems of the current sequential recommendation models, we propose Sequential Collaborative Recommender (SCoRe) which effectively mines high-order collaborative information using cross-neighbor relation modeling and, additionally utilizes both user-side and item-side historical sequences to better capture user and item dynamics. Experiments on three real-world yet large-scale datasets demonstrate the superiority of the proposed model over strong baselines.

cs.IR↗

arXiv2019

Lifelong Sequential Modeling with Personalized Memorization for User Response Prediction

User response prediction, which models the user preference w.r.t. the presented items, plays a key role in online services. With two-decade rapid development, nowadays the cumulated user behavior sequences on mature Internet service platforms have become extremely long since the user's first registration. Each user not only has intrinsic tastes, but also keeps changing her personal interests during lifetime. Hence, it is challenging to handle such lifelong sequential modeling for each individual user. Existing methodologies for sequential modeling are only capable of dealing with relatively recent user behaviors, which leaves huge space for modeling long-term especially lifelong sequential patterns to facilitate user modeling. Moreover, one user's behavior may be accounted for various previous behaviors within her whole online activity history, i.e., long-term dependency with multi-scale sequential patterns. In order to tackle these challenges, in this paper, we propose a Hierarchical Periodic Memory Network for lifelong sequential modeling with personalized memorization of sequential patterns for each user. The model also adopts a hierarchical and periodical updating mechanism to capture multi-scale sequential patterns of user interests while supporting the evolving user behavior logs. The experimental results over three large-scale real-world datasets have demonstrated the advantages of our proposed model with significant improvement in user response prediction performance against the state-of-the-arts.

cs.IR↗

arXiv2018

Learning Multi-touch Conversion Attribution with Dual-attention Mechanisms for Online Advertising

In online advertising, the Internet users may be exposed to a sequence of different ad campaigns, i.e., display ads, search, or referrals from multiple channels, before led up to any final sales conversion and transaction. For both campaigners and publishers, it is fundamentally critical to estimate the contribution from ad campaign touch-points during the customer journey (conversion funnel) and assign the right credit to the right ad exposure accordingly. However, the existing research on the multi-touch attribution problem lacks a principled way of utilizing the users' pre-conversion actions (i.e., clicks), and quite often fails to model the sequential patterns among the touch points from a user's behavior data. To make it worse, the current industry practice is merely employing a set of arbitrary rules as the attribution model, e.g., the popular last-touch model assigns 100% credit to the final touch-point regardless of actual attributions. In this paper, we propose a Dual-attention Recurrent Neural Network (DARNN) for the multi-touch attribution problem. It learns the attribution values through an attention mechanism directly from the conversion estimation objective. To achieve this, we utilize sequence-to-sequence prediction for user clicks, and combine both post-view and post-click attribution patterns together for the final conversion estimation. To quantitatively benchmark attribution models, we also propose a novel yet practical attribution evaluation scheme through the proxy of budget allocation (under the estimated attributions) over ad channels. The experimental results on two real datasets demonstrate the significant performance gains of our attribution model against the state of the art.

cs.IR↗