AdaRNN: Adaptive Learning and Forecasting of Time Series

Time series has wide applications in the real world and is known to be difficult to forecast. Since its statistical properties change over time, its distribution also changes temporally, which will cause severe distribution shift problem to existing methods. However, it remains unexplored to model the time series in the distribution perspective. In this paper, we term this as Temporal Covariate Shift (TCS). This paper proposes Adaptive RNNs (AdaRNN) to tackle the TCS problem by building an adaptive model that generalizes well on the unseen test data. AdaRNN is sequentially composed of two novel algorithms. First, we propose Temporal Distribution Characterization to better characterize the distribution information in the TS. Second, we propose Temporal Distribution Matching to reduce the distribution mismatch in TS to learn the adaptive TS model. AdaRNN is a general framework with flexible distribution distances integrated. Experiments on human activity recognition, air quality prediction, and financial analysis show that AdaRNN outperforms the latest methods by a classification accuracy of 2.6% and significantly reduces the RMSE by 9.0%. We also show that the temporal distribution matching algorithm can be extended in Transformer structure to boost its performance.

Learning Invariant Representations across Domains and Tasks

Being expensive and time-consuming to collect massive COVID-19 image samples to train deep classification models, transfer learning is a promising approach by transferring knowledge from the abundant typical pneumonia datasets for COVID-19 image classification. However, negative transfer may deteriorate the performance due to the feature distribution divergence between two datasets and task semantic difference in diagnosing pneumonia and COVID-19 that rely on different characteristics. It is even more challenging when the target dataset has no labels available, i.e., unsupervised task transfer learning. In this paper, we propose a novel Task Adaptation Network (TAN) to solve this unsupervised task transfer problem. In addition to learning transferable features via domain-adversarial training, we propose a novel task semantic adaptor that uses the learning-to-learn strategy to adapt the task semantics. Experiments on three public COVID-19 datasets demonstrate that our proposed method achieves superior performance. Especially on COVID-DA dataset, TAN significantly increases the recall and F1 score by 5.0% and 7.8% compared to recently strong baselines. Moreover, we show that TAN also achieves superior performance on several public domain adaptation benchmarks.

Transfer Learning with Dynamic Distribution Adaptation

Transfer learning aims to learn robust classifiers for the target domain by leveraging knowledge from a source domain. Since the source and the target domains are usually from different distributions, existing methods mainly focus on adapting the cross-domain marginal or conditional distributions. However, in real applications, the marginal and conditional distributions usually have different contributions to the domain discrepancy. Existing methods fail to quantitatively evaluate the different importance of these two distributions, which will result in unsatisfactory transfer performance. In this paper, we propose a novel concept called Dynamic Distribution Adaptation (DDA), which is capable of quantitatively evaluating the relative importance of each distribution. DDA can be easily incorporated into the framework of structural risk minimization to solve transfer learning problems. On the basis of DDA, we propose two novel learning algorithms: (1) Manifold Dynamic Distribution Adaptation (MDDA) for traditional transfer learning, and (2) Dynamic Distribution Adaptation Network (DDAN) for deep transfer learning. Extensive experiments demonstrate that MDDA and DDAN significantly improve the transfer learning performance and setup a strong baseline over the latest deep and adversarial methods on digits recognition, sentiment analysis, and image classification. More importantly, it is shown that marginal and conditional distributions have different contributions to the domain divergence, and our DDA is able to provide good quantitative evaluation of their relative importance which leads to better performance. We believe this observation can be helpful for future research in transfer learning.

Visual Domain Adaptation with Manifold Embedded Distribution Alignment

Visual domain adaptation aims to learn robust classifiers for the target domain by leveraging knowledge from a source domain. Existing methods either attempt to align the cross-domain distributions, or perform manifold subspace learning. However, there are two significant challenges: (1) degenerated feature transformation, which means that distribution alignment is often performed in the original feature space, where feature distortions are hard to overcome. On the other hand, subspace learning is not sufficient to reduce the distribution divergence. (2) unevaluated distribution alignment, which means that existing distribution alignment methods only align the marginal and conditional distributions with equal importance, while they fail to evaluate the different importance of these two distributions in real applications. In this paper, we propose a Manifold Embedded Distribution Alignment (MEDA) approach to address these challenges. MEDA learns a domain-invariant classifier in Grassmann manifold with structural risk minimization, while performing dynamic distribution alignment to quantitatively account for the relative importance of marginal and conditional distributions. To the best of our knowledge, MEDA is the first attempt to perform dynamic distribution alignment for manifold domain adaptation. Extensive experiments demonstrate that MEDA shows significant improvements in classification accuracy compared to state-of-the-art traditional and deep methods.

EagleMine: Vision-Guided Mining in Large Graphs

Given a graph with millions of nodes, what patterns exist in the distributions of node characteristics, and how can we detect them and separate anomalous nodes in a way similar to human vision? In this paper, we propose a vision-guided algorithm, EagleMine, to summarize micro-cluster patterns in two-dimensional histogram plots constructed from node features in a large graph. EagleMine utilizes a water-level tree to capture cluster structures according to vision-based intuition at multi-resolutions. EagleMine traverses the water-level tree from the root and adopts statistical hypothesis tests to determine the optimal clusters that should be fitted along the path, and summarizes each cluster with a truncated Gaussian distribution. Experiments on real data show that our method can find truncated and overlapped elliptical clusters, even when some baseline methods split one visual cluster into pieces with Gaussian spheres. To identify potentially anomalous microclusters, EagleMine also a designates score to measure the suspiciousness of outlier groups (i.e. node clusters) and outlier nodes, detecting bots and anomalous users with high accuracy in the real Microblog data.