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Graph neural networks (GNN) are a powerful tool for combining imaging and non-imaging medical information for node classification tasks. Cross-network node classification extends GNN techniques to account for domain drift, allowing for node classification on an unlabeled target network. In this paper we present OTGCN, a powerful, novel approach to cross-network node classification. This approach leans on concepts from graph convolutional networks to harness insights from graph data structures while simultaneously applying strategies rooted in optimal transport to correct for the domain drift that can occur between samples from different data collection sites. This blended approach provides a practical solution for scenarios with many distinct forms of data collected across different locations and equipment. We demonstrate the effectiveness of this approach at classifying Autism Spectrum Disorder subjects using a blend of imaging and non-imaging data. 

Influence propagation is a network phenomenon governing how information is diffused in a network. With the advent of deep learning, there has been growing interest in applying graph neural networks to extract salient feature representation of the nodes for a variety of network mining tasks, such as forecasting the virality of information cascade. Given the importance of social influence, this paper presents a novel deep learning framework called IP-GNN for simulating the information propagation process in a complex network and learning a node representation that embeds information about the diffusion process under the linear threshold model. Our framework employs a modified graph convolutional network architecture with adaptive diffusion kernel to capture long-range propagation of information along with an entropy-regularized mixture of loss functions to ensure accurate prediction and faster convergence of the learning algorithm. Experimental results on 4 real-world datasets show that the model accurately mimics the output of the linear threshold model, achieving an average accuracy that exceeds 90\% on all datasets. 

Forecasting the block maxima of a future time window is a challenging task due to the difficulty in inferring the tail distribution of a target variable. As the historical observations alone may not be sufficient to train robust models to predict the block maxima, domain-driven process models are often available in many scientific domains to supplement the observation data and improve the forecast accuracy. Unfortunately, coupling the historical observations with process model outputs is a challenge due to their disparate temporal coverage. This paper presents Self-Recover, a deep learning framework to predict the block maxima of a time window by employing self-supervised learning to address the varying temporal data coverage problem. Specifically Self-Recover uses a combination of contrastive and generative self-supervised learning schemes along with a denoising autoencoder to impute the missing values. The framework also combines representations of the historical observations with process model outputs via a residual learning approach and learns the generalized extreme value (GEV) distribution characterizing the block maxima values. This enables the framework to reliably estimate the block maxima of each time window along with its confidence interval. Extensive experiments on real-world datasets demonstrate the superiority of Self-Recover compared to other state-of-the-art forecasting methods.

 

Network sampling is the task of selecting a subset of nodes and links from a network in a way that preserves its topological properties and other user requirements. This paper investigates the problem of generating an unbiased network sample that contains balanced proportion of nodes from different groups. Creating such a representative sample would require handling the trade-off between ensuring structural preservability and group representativity of the selected nodes. We present a novel max-min subgraph fairness measure that can be used as a unifying framework to combine both criteria. A greedy algorithm is then proposed to generate a fair and representative sample from an initial set of target nodes. A theoretical approximation guarantee for the output of the proposed greedy algorithm based on submodularity and curvature ratios is also presented. Experimental results on real-world datasets show that the proposed method will generate more fair and representative samples compared to other existing network sampling methods. 

Normalizing flows—a popular class of deep generative models—often fail to represent extreme phenomena observed in real-world processes. In particular, existing normalizing flow architectures struggle to model multivariate extremes, characterized by heavy-tailed marginal distributions and asymmetric tail dependence among variables. In light of this shortcoming, we propose COMET (COpula Multivariate ExTreme) Flows, which decompose the process of modeling a joint distribution into two parts: (i) modeling its marginal distributions, and (ii) modeling its copula distribution. COMET Flows capture heavy-tailed marginal distributions by combining a parametric tail belief at extreme quantiles of the marginals with an empirical kernel density function at mid-quantiles. In addition, COMET Flows capture asymmetric tail dependence among multivariate extremes by viewing such dependence as inducing a low-dimensional manifold structure in feature space. Experimental results on both synthetic and real-world datasets demonstrate the effectiveness of COMET flows in capturing both heavy-tailed marginals and asymmetric tail dependence compared to other state-of-the-art baseline architectures. All code is available at https://github.com/andrewmcdonald27/COMETFlows.

 

Geospatio-temporal data are pervasive across numerous application domains.These rich datasets can be harnessed to predict extreme events such as disease outbreaks, flooding, crime spikes, etc.However, since the extreme events are rare, predicting them is a hard problem. Statistical methods based on extreme value theory provide a systematic way for modeling the distribution of extreme values. In particular, the generalized Pareto distribution (GPD) is useful for modeling the distribution of excess values above a certain threshold. However, applying such methods to large-scale geospatio-temporal data is a challenge due to the difficulty in capturing the complex spatial relationships between extreme events at multiple locations. This paper presents a deep learning framework for long-term prediction of the distribution of extreme values at different locations. We highlight its computational challenges and present a novel framework that combines convolutional neural networks with deep set and GPD. We demonstrate the effectiveness of our approach on a real-world dataset for modeling extreme climate events. 

Density estimation is a widely used method to perform unsupervised anomaly detection. By learning the density function, data points with relatively low densities are classified as anomalies. Unfortunately, the presence of anomalies in training data may significantly impact the density estimation process, thereby imposing significant challenges to the use of more sophisticated density estimation methods such as those based on deep neural networks. In this work, we propose RobustRealNVP, a deep density estimation framework that enhances the robustness of flow-based density estimation methods, enabling their application to unsupervised anomaly detection. RobustRealNVP differs from existing flow-based models from two perspectives. First, RobustRealNVP discards data points with low estimated densities during optimization to prevent them from corrupting the density estimation process. Furthermore, it imposes Lipschitz regularization to the flow-based model to enforce smoothness in the estimated density function. We demonstrate the robustness of our algorithm against anomalies in training data from both theoretical and empirical perspectives. The results show that our algorithm achieves competitive results as compared to state-of-the-art unsupervised anomaly detection methods. 

Zero-inflated, heavy-tailed spatiotemporal data is common across science and engineering, from climate science to meteorology and seismology. A central modeling objective in such settings is to forecast the intensity, frequency, and timing of extreme and non-extreme events; yet in the context of deep learning, this objective presents several key challenges. First, a deep learning framework applied to such data must unify a mixture of distributions characterizing the zero events, moderate events, and extreme events. Second, the framework must be capable of enforcing parameter constraints across each component of the mixture distribution. Finally, the framework must be flexible enough to accommodate for any changes in the threshold used to define an extreme event after training. To address these challenges, we propose Deep Extreme Mixture Model (DEMM), fusing a deep learning-based hurdle model with extreme value theory to enable point and distribution prediction of zero-inflated, heavy-tailed spatiotemporal variables. The framework enables users to dynamically set a threshold for defining extreme events at inference-time without the need for retraining. We present an extensive experimental analysis applying DEMM to precipitation forecasting, and observe significant improvements in point and distribution prediction. All code is available at https://github.com/andrewmcdonald27/DeepExtremeMixtureModel. 

Graph neural networks (GNNs) have emerged as a powerful tool for modeling graph data due to their ability to learn a concise representation of the data by integrating the node attributes and link information in a principled fashion. However, despite their promise, there are several practical challenges that must be overcome to effectively use them for node classification problems. In particular, current approaches are vulnerable to different kinds of biases inherent in the graph data. First, if the class distribution is imbalanced, then the GNNs' loss function is biased towards classifying the majority class correctly rather than the minority class, which hurts the performance of the latter class. Second, due to homophily effect, the learned representation and subsequent downstream tasks may favor certain demographic groups over others when applied to social network data. To mitigate such biases, we propose a novel framework called Fairness-Aware Cost Sensitive Graph Convolutional Network (FACS-GCN) for classifying nodes in networks with skewed class distributions. Our approach combines a cost-sensitive exponential loss with an adversarial learning component to alleviate the ill-effects of both biases. The framework employs a stagewise additive modeling approach to ensure there is no significant loss in accuracy when imparting fairness into the GNN. Experimental results on 6 benchmark graph data demonstrate the effectiveness of FACS-GCN against comparable baseline methods in terms of promoting fairness while maintaining a high model accuracy on the majority of the datasets. 

Accurate forecasting of extreme values in time series is critical due to the significant impact of extreme events on human and natural systems. This paper presents DeepExtrema, a novel framework that combines a deep neural network (DNN) with generalized extreme value (GEV) distribution to forecast the block maximum value of a time series. Implementing such a network is a challenge as the framework must preserve the inter-dependent constraints among the GEV model parameters even when the DNN is initialized. We describe our approach to address this challenge and present an architecture that enables both conditional mean and quantile prediction of the block maxima. The extensive experiments performed on both real-world and synthetic data demonstrated the superiority of DeepExtrema compared to other baseline methods.