Searcharxiv⌕ Search

arXiv subjects

Ziqi Liu

Publications and source records attributed to Ziqi Liu.

At least 109 records · Page 6Linked to original sources
arXiv2022

A Corpus for Understanding and Generating Moral Stories

Teaching morals is one of the most important purposes of storytelling. An essential ability for understanding and writing moral stories is bridging story plots and implied morals. Its challenges mainly lie in: (1) grasping knowledge about abstract concepts in morals, (2) capturing inter-event discourse relations in stories, and (3) aligning value preferences of stories and morals concerning good or bad behavior. In this paper, we propose two understanding tasks and two generation tasks to assess these abilities of machines. We present STORAL, a new dataset of Chinese and English human-written moral stories. We show the difficulty of the proposed tasks by testing various models with automatic and manual evaluation on STORAL. Furthermore, we present a retrieval-augmented algorithm that effectively exploits related concepts or events in training sets as additional guidance to improve performance on these tasks.

cs.CL↗
arXiv2022

RunnerDNA: Interpretable indicators and model to characterize human activity pattern and individual difference

Human activity analysis based on sensor data plays a significant role in behavior sensing, human-machine interaction, health care, and so on. The current research focused on recognizing human activity and posture at the activity pattern level, neglecting the effective fusion of multi-sensor data and assessing different movement styles at the individual level, thus introducing the challenge to distinguish individuals in the same movement. In this study, the concept of RunnerDNA, consisting of five interpretable indicators, balance, stride, steering, stability, and amplitude, was proposed to describe human activity at the individual level. We collected smartphone multi-sensor data from 33 volunteers who engaged in physical activities such as walking, running, and bicycling and calculated the data into five indicators of RunnerDNA. The indicators were then used to build random forest models and recognize movement activities and the identity of users. The results show that the proposed model has high accuracy in identifying activities (accuracy of 0.679) and is also effective in predicting the identity of running users. Furthermore, the accuracy of the human activity recognition model has significant improved by combing RunnerDNA and two motion feature indicators, velocity, and acceleration. Results demonstrate that RunnerDNA is an effective way to describe an individual's physical activity and helps us understand individual differences in sports style, and the significant differences in balance and amplitude between men and women were found.

cs.CY↗
arXiv2021

MixSeq: Connecting Macroscopic Time Series Forecasting with Microscopic Time Series Data

Time series forecasting is widely used in business intelligence, e.g., forecast stock market price, sales, and help the analysis of data trend. Most time series of interest are macroscopic time series that are aggregated from microscopic data. However, instead of directly modeling the macroscopic time series, rare literature studied the forecasting of macroscopic time series by leveraging data on the microscopic level. In this paper, we assume that the microscopic time series follow some unknown mixture probabilistic distributions. We theoretically show that as we identify the ground truth latent mixture components, the estimation of time series from each component could be improved because of lower variance, thus benefitting the estimation of macroscopic time series as well. Inspired by the power of Seq2seq and its variants on the modeling of time series data, we propose Mixture of Seq2seq (MixSeq), an end2end mixture model to cluster microscopic time series, where all the components come from a family of Seq2seq models parameterized by different parameters. Extensive experiments on both synthetic and real-world data show the superiority of our approach.

cs.LG↗
arXiv2021

LinkLouvain: Link-Aware A/B Testing and Its Application on Online Marketing Campaign

A lot of online marketing campaigns aim to promote user interaction. The average treatment effect (ATE) of campaign strategies need to be monitored throughout the campaign. A/B testing is usually conducted for such needs, whereas the existence of user interaction can introduce interference to normal A/B testing. With the help of link prediction, we design a network A/B testing method LinkLouvain to minimize graph interference and it gives an accurate and sound estimate of the campaign's ATE. In this paper, we analyze the network A/B testing problem under a real-world online marketing campaign, describe our proposed LinkLouvain method, and evaluate it on real-world data. Our method achieves significant performance compared with others and is deployed in the online marketing campaign.

cs.SI↗
arXiv2020

Examples on the sharpness of an inequality about multiplicities over hyperfields

In this paper, the author introduces hyperfields and give some facts about the roots and multiplicities of polynomials over hyperfield based on \cite{2} and \cite{3}. Then he tests the sharpness of an inequality in Baker's former work \cite{2} about the behavior of multiplicities under homomorphisms between hyperfields and show that the inequality is not sharp under the natural homomorphisms $\mathbb{C}\rightarrow\mathbb{P}$ and $\mathbb{C}\rightarrow\mathbb{V}$ while it is sharp under the natural homomorphisms $\mathbb{C}\rightarrow\mathbb{K}$, $\mathbb{R}\rightarrow\mathbb{S}$ and $\mathbb{R}\rightarrow\mathbb{T}$ according to the previous work \cite{2} of Baker and Lorscheid.

math.NT↗
arXiv2020

A few results on associativity of hypermultiplications in polynomial hyperstructures over hyperfields

In Baker and Lorscheid's paper, they introduce a new hyperstructure: the polynomial hyperstructure Poly$(\mathbb{F})$ over a hyperfield $\mathbb{F}$. In this work, the author focuses on associativity of hypermultiplications in those hyperstructures and gives elementary propositions. The author also shows examples of polynomial hyperstructures over hyperfields with non-associative hypermultiplications. Then, he proves that though the hypermultiplication in Poly$(\mathbb{T})$ is associative for linear polynomials, it is not associative in general. Moreover, he shows that if $1\boxplus_{\mathbb{F}}1$ is not a singleton for hyperfield $\mathbb{F}:=(\mathbb{F},\odot,\boxplus_{\mathbb{F}},1,0)$, the hypermultiplication in Poly$(\mathbb{F})$ is not associative.

math.RA↗
arXiv2020

Finite Hyperfields of Order $n\leq 5$

In this paper, the author introduces the concept and basic properties of finite (commutative) hyperfields. Also, the author shows that, up to isomorphism, there are exactly 2 hyperfields of order 2; 5 hyperfields of order 3; 7 hyperfields of order 4; 27 hyperfields of order 5. Those hyperfields could be first hand materials for those who are doing relevant researches.

math.RA↗
arXiv2020

Multi-scale Deep Neural Network (MscaleDNN) for Solving Poisson-Boltzmann Equation in Complex Domains

In this paper, we propose multi-scale deep neural networks (MscaleDNNs) using the idea of radial scaling in frequency domain and activation functions with compact support. The radial scaling converts the problem of approximation of high frequency contents of PDEs' solutions to a problem of learning about lower frequency functions, and the compact support activation functions facilitate the separation of frequency contents of the target function to be approximated by corresponding DNNs. As a result, the MscaleDNNs achieve fast uniform convergence over multiple scales. The proposed MscaleDNNs are shown to be superior to traditional fully connected DNNs and be an effective mesh-less numerical method for Poisson-Boltzmann equations with ample frequency contents over complex and singular domains.

physics.comp-ph↗
arXiv2020

Bandit Samplers for Training Graph Neural Networks

Several sampling algorithms with variance reduction have been proposed for accelerating the training of Graph Convolution Networks (GCNs). However, due to the intractable computation of optimal sampling distribution, these sampling algorithms are suboptimal for GCNs and are not applicable to more general graph neural networks (GNNs) where the message aggregator contains learned weights rather than fixed weights, such as Graph Attention Networks (GAT). The fundamental reason is that the embeddings of the neighbors or learned weights involved in the optimal sampling distribution are changing during the training and not known a priori, but only partially observed when sampled, thus making the derivation of an optimal variance reduced samplers non-trivial. In this paper, we formulate the optimization of the sampling variance as an adversary bandit problem, where the rewards are related to the node embeddings and learned weights, and can vary constantly. Thus a good sampler needs to acquire variance information about more neighbors (exploration) while at the same time optimizing the immediate sampling variance (exploit). We theoretically show that our algorithm asymptotically approaches the optimal variance within a factor of 3. We show the efficiency and effectiveness of our approach on multiple datasets.

cs.LG↗
arXiv2020

A Time Attention based Fraud Transaction Detection Framework

With online payment platforms being ubiquitous and important, fraud transaction detection has become the key for such platforms, to ensure user account safety and platform security. In this work, we present a novel method for detecting fraud transactions by leveraging patterns from both users' static profiles and users' dynamic behaviors in a unified framework. To address and explore the information of users' behaviors in continuous time spaces, we propose to use \emph{time attention based recurrent layers} to embed the detailed information of the time interval, such as the durations of specific actions, time differences between different actions and sequential behavior patterns,etc., in the same latent space. We further combine the learned embeddings and users' static profiles altogether in a unified framework. Extensive experiments validate the effectiveness of our proposed methods over state-of-the-art methods on various evaluation metrics, especially on \emph{recall at top percent} which is an important metric for measuring the balance between service experiences and risk of potential losses.

cs.LG↗
arXiv2020

Distributed Deep Forest and its Application to Automatic Detection of Cash-out Fraud

Internet companies are facing the need for handling large-scale machine learning applications on a daily basis and distributed implementation of machine learning algorithms which can handle extra-large scale tasks with great performance is widely needed. Deep forest is a recently proposed deep learning framework which uses tree ensembles as its building blocks and it has achieved highly competitive results on various domains of tasks. However, it has not been tested on extremely large scale tasks. In this work, based on our parameter server system, we developed the distributed version of deep forest. To meet the need for real-world tasks, many improvements are introduced to the original deep forest model, including MART (Multiple Additive Regression Tree) as base learners for efficiency and effectiveness consideration, the cost-based method for handling prevalent class-imbalanced data, MART based feature selection for high dimension data and different evaluation metrics for automatically determining of the cascade level. We tested the deep forest model on an extra-large scale task, i.e., automatic detection of cash-out fraud, with more than 100 millions of training samples. Experimental results showed that the deep forest model has the best performance according to the evaluation metrics from different perspectives even with very little effort for parameter tuning. This model can block fraud transactions in a large amount of money each day. Even compared with the best-deployed model, the deep forest model can additionally bring into a significant decrease in economic loss each day.

cs.LG↗
arXiv2020

AGL: a Scalable System for Industrial-purpose Graph Machine Learning

Machine learning over graphs have been emerging as powerful learning tools for graph data. However, it is challenging for industrial communities to leverage the techniques, such as graph neural networks (GNNs), and solve real-world problems at scale because of inherent data dependency in the graphs. As such, we cannot simply train a GNN with classic learning systems, for instance parameter server that assumes data parallel. Existing systems store the graph data in-memory for fast accesses either in a single machine or graph stores from remote. The major drawbacks are in three-fold. First, they cannot scale because of the limitations on the volume of the memory, or the bandwidth between graph stores and workers. Second, they require extra development of graph stores without well exploiting mature infrastructures such as MapReduce that guarantee good system properties. Third, they focus on training but ignore the optimization of inference over graphs, thus makes them an unintegrated system. In this paper, we design AGL, a scalable, fault-tolerance and integrated system, with fully-functional training and inference for GNNs. Our system design follows the message passing scheme underlying the computations of GNNs. We design to generate the $k$-hop neighborhood, an information-complete subgraph for each node, as well as do the inference simply by merging values from in-edge neighbors and propagating values to out-edge neighbors via MapReduce. In addition, the $k$-hop neighborhood contains information-complete subgraphs for each node, thus we simply do the training on parameter servers due to data independency. Our system AGL, implemented on mature infrastructures, can finish the training of a 2-layer graph attention network on a graph with billions of nodes and hundred billions of edges in 14 hours, and complete the inference in 1.2 hour.

cs.SI↗
arXiv2020

InfDetect: a Large Scale Graph-based Fraud Detection System for E-Commerce Insurance

The insurance industry has been creating innovative products around the emerging online shopping activities. Such e-commerce insurance is designed to protect buyers from potential risks such as impulse purchases and counterfeits. Fraudulent claims towards online insurance typically involve multiple parties such as buyers, sellers, and express companies, and they could lead to heavy financial losses. In order to uncover the relations behind organized fraudsters and detect fraudulent claims, we developed a large-scale insurance fraud detection system, i.e., InfDetect, which provides interfaces for commonly used graphs, standard data processing procedures, and a uniform graph learning platform. InfDetect is able to process big graphs containing up to 100 millions of nodes and billions of edges. In this paper, we investigate different graphs to facilitate fraudster mining, such as a device-sharing graph, a transaction graph, a friendship graph, and a buyer-seller graph. These graphs are fed to a uniform graph learning platform containing supervised and unsupervised graph learning algorithms. Cases on widely applied e-commerce insurance are described to demonstrate the usage and capability of our system. InfDetect has successfully detected thousands of fraudulent claims and saved over tens of thousands of dollars daily.

cs.CR↗
arXiv2020

Privacy Preserving Point-of-interest Recommendation Using Decentralized Matrix Factorization

Points of interest (POI) recommendation has been drawn much attention recently due to the increasing popularity of location-based networks, e.g., Foursquare and Yelp. Among the existing approaches to POI recommendation, Matrix Factorization (MF) based techniques have proven to be effective. However, existing MF approaches suffer from two major problems: (1) Expensive computations and storages due to the centralized model training mechanism: the centralized learners have to maintain the whole user-item rating matrix, and potentially huge low rank matrices. (2) Privacy issues: the users' preferences are at risk of leaking to malicious attackers via the centralized learner. To solve these, we present a Decentralized MF (DMF) framework for POI recommendation. Specifically, instead of maintaining all the low rank matrices and sensitive rating data for training, we propose a random walk based decentralized training technique to train MF models on each user's end, e.g., cell phone and Pad. By doing so, the ratings of each user are still kept on one's own hand, and moreover, decentralized learning can be taken as distributed learning with multi-learners (users), and thus alleviates the computation and storage issue. Experimental results on two real-world datasets demonstrate that, comparing with the classic and state-of-the-art latent factor models, DMF significantly improvements the recommendation performance in terms of precision and recall.

cs.LG↗
arXiv2020

DSSLP: A Distributed Framework for Semi-supervised Link Prediction

Link prediction is widely used in a variety of industrial applications, such as merchant recommendation, fraudulent transaction detection, and so on. However, it's a great challenge to train and deploy a link prediction model on industrial-scale graphs with billions of nodes and edges. In this work, we present a scalable and distributed framework for semi-supervised link prediction problem (named DSSLP), which is able to handle industrial-scale graphs. Instead of training model on the whole graph, DSSLP is proposed to train on the \emph{$k$-hops neighborhood} of nodes in a mini-batch setting, which helps reduce the scale of the input graph and distribute the training procedure. In order to generate negative examples effectively, DSSLP contains a distributed batched runtime sampling module. It implements uniform and dynamic sampling approaches, and is able to adaptively construct positive and negative examples to guide the training process. Moreover, DSSLP proposes a model-split strategy to accelerate the speed of inference process of the link prediction task. Experimental results demonstrate that the effectiveness and efficiency of DSSLP in serval public datasets as well as real-world datasets of industrial-scale graphs.

cs.SI↗
arXiv2020

Robotic Cane as a Soft SuperLimb for Elderly Sit-to-Stand Assistance

Many researchers have identified robotics as a potential solution to the aging population faced by many developed and developing countries. If so, how should we address the cognitive acceptance and ambient control of elderly assistive robots through design? In this paper, we proposed an explorative design of an ambient SuperLimb (Supernumerary Robotic Limb) system that involves a pneumatically-driven robotic cane for at-home motion assistance, an inflatable vest for compliant human-robot interaction, and a depth sensor for ambient intention detection. The proposed system aims at providing active assistance during the sit-to-stand transition for at-home usage by the elderly at the bedside, in the chair, and on the toilet. We proposed a modified biomechanical model with a linear cane robot for closed-loop control implementation. We validated the design feasibility of the proposed ambient SuperLimb system including the biomechanical model, our result showed the advantages in reducing lower limb efforts and elderly fall risks, yet the detection accuracy using depth sensing and adjustments on the model still require further research in the future. Nevertheless, we summarized empirical guidelines to support the ambient design of elderly-assistive SuperLimb systems for lower limb functional augmentation.

cs.RO↗
arXiv2020

How Much Can A Retailer Sell? Sales Forecasting on Tmall

Time-series forecasting is an important task in both academic and industry, which can be applied to solve many real forecasting problems like stock, water-supply, and sales predictions. In this paper, we study the case of retailers' sales forecasting on Tmall|the world's leading online B2C platform. By analyzing the data, we have two main observations, i.e., sales seasonality after we group different groups of retails and a Tweedie distribution after we transform the sales (target to forecast). Based on our observations, we design two mechanisms for sales forecasting, i.e., seasonality extraction and distribution transformation. First, we adopt Fourier decomposition to automatically extract the seasonalities for different categories of retailers, which can further be used as additional features for any established regression algorithms. Second, we propose to optimize the Tweedie loss of sales after logarithmic transformations. We apply these two mechanisms to classic regression models, i.e., neural network and Gradient Boosting Decision Tree, and the experimental results on Tmall dataset show that both mechanisms can significantly improve the forecasting results.

cs.LG↗