13 accepted papers
Machine learning has demonstrated transformative potential for database operations, such as query optimization and in-database data analytics. However, dynamic database environments, characterized by frequent updates and evolving data distributions, introduce concept drift, which leads to performanc…
Retrieval-Augmented Generation (RAG) addresses large language model (LLM) hallucinations by grounding responses in external knowledge, but its effectiveness is compromised by poor-quality retrieved contexts containing irrelevant or noisy information. While existing approaches attempt to improve perf…
Scaling laws motivate the development of Time Series Foundation Models (TSFMs) that pre-train vast parameters and achieve remarkable zero-shot forecasting performance. Surprisingly, even after fine-tuning, TSFMs cannot consistently outperform smaller, specialized models trained on full-shot downstre…
Stock price forecasting has remained an extremely challenging problem for many decades due to the high volatility of the stock market. Recent efforts have been devoted to modeling complex stock correlations toward joint stock price forecasting. Existing works share a common neural architecture that…
Recently, channel-independent methods have achieved state-of-the-art performance in multivariate time series (MTS) forecasting. Despite reducing overfitting risks, these methods miss potential opportunities in utilizing channel dependence for accurate predictions. We argue that there exist locally s…
Self-interpretable graph learning methods provide insights to unveil the black-box nature of GNNs by providing predictions with built-in explanations. However, current works suffer from performance degradation compared to GNNs trained without built-in explanations. We argue the main reason is that t…
Stock price forecasting is a fundamental yet challenging task in quantitative investment. Various researchers have developed a combination of neural network models (e.g., RNNs, GNNs, Transformers) for capturing complex indicator, temporal and stock correlations of the stock data.While complex archit…
Click-through Rate (CTR) prediction in real-world recommender systems often deals with billions of user interactions every day. To improve the training efficiency, it is common to update the CTR prediction model incrementally using the new incremental data and a subset of historical data. However, t…
Vehicle ReID has been an active topic in computer vision, with a substantial number of deep neural models proposed as end-to-end solutions. In this paper, we solve the problem from a new perspective and present an interesting variant called human-in-the-loop vehicle ReID to leverage interactive (and…
Graph neural networks (GNNs) have emerged due to their success at modeling graph data. Yet, it is challenging for GNNs to efficiently scale to large graphs. Thus, distributed GNNs come into play. To avoid communication caused by expensive data movement between workers, we propose SANCUS, a staleness…
Heterogeneous graph neural networks (HGNs) are prominent approaches to node classification tasks on heterogeneous graphs. Despite the superior performance, insights about the predictions made from HGNs are obscure to humans. Existing explainability techniques are mainly proposed for GNNs on homogene…
The performance of supervised learning methods easily suffers from the training bias issue caused by train-test distribution mismatch or label noise. Influence function is a technique that estimates the impacts of a training sample on the model’s predictions. Recent studies on \emph{data resampling…
Accurately characterizing the user's current interest is the core of recommender systems. However, users' interests are dynamic and affected by intent factors and preference factors. The intent factors imply users' current needs and change among different visits. The preference factors are relativel…