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Found 18 papers, 8 papers with code
A General Distributed Dual Coordinate Optimization Framework for Regularized Loss Minimization
In modern large-scale machine learning applications, the training data are often partitioned and stored on multiple machines.
DIAG-NRE: A Neural Pattern Diagnosis Framework for Distantly Supervised Neural Relation Extraction
To demonstrate the effectiveness of DIAG-NRE, we apply it to two real-world datasets and present both significant and interpretable improvements over state-of-the-art methods.
Doc2EDAG: An End-to-End Document-level Framework for Chinese Financial Event Extraction
Most existing event extraction (EE) methods merely extract event arguments within the sentence scope.
Ranked #4 on
Document-level Event Extraction
on ChFinAnn
SEEK: Segmented Embedding of Knowledge Graphs
In recent years, knowledge graph embedding becomes a pretty hot research topic of artificial intelligence and plays increasingly vital roles in various downstream applications, such as recommendation and question answering.
Ranked #1 on
Link Prediction
on YAGO37
Dynamic Graph Representation Learning with Fourier Temporal State Embedding
In this work, we present a new method named Fourier Temporal State Embedding (FTSE) to address the temporal information in dynamic graph representation learning.
LINGUINE: LearnIng to pruNe on subGraph convolUtIon NEtworks
In recent years, research communities have been developing stochastic sampling methods to handle large graphs when it is unreal to put the whole graph into a single batch.
Impact of pandemic fatigue on the spread of COVID-19: a mathematical modelling study
We used a stochastic metapopulation model with a hierarchical structure and fitted the model to the positive cases in the US from the start of outbreak to the end of 2020.
DEPTS: Deep Expansion Learning for Periodic Time Series Forecasting
However, the complicated dependencies of the PTS signal on its inherent periodicity as well as the sophisticated composition of various periods hinder the performance of PTS forecasting.
Less Is More: Fast Multivariate Time Series Forecasting with Light Sampling-oriented MLP Structures
It uses less than 5% FLOPS compared with previous SOTA methods on the largest benchmark dataset.
Learning Differential Operators for Interpretable Time Series Modeling
In this work, we propose an learning framework that can automatically obtain interpretable PDE models from sequential data.
UADB: Unsupervised Anomaly Detection Booster
This is a challenging task given the heterogeneous model structures and assumptions adopted by existing UAD methods.
Warpformer: A Multi-scale Modeling Approach for Irregular Clinical Time Series
Irregularly sampled multivariate time series are ubiquitous in various fields, particularly in healthcare, and exhibit two key characteristics: intra-series irregularity and inter-series discrepancy.
Accurate battery lifetime prediction across diverse aging conditions with deep learning
Here we introduce a universal deep learning approach that is capable of accommodating various aging conditions and facilitating effective learning under low-resource conditions by leveraging data from rich conditions.
Position Paper: An Integrated Perspective on Data, Metrics, and Methodology for Deep Time-Series Forecasting
Deep time-series forecasting plays an integral role in numerous practical applications.
Towards Foundation Models for Learning on Tabular Data
Despite considerable efforts in developing effective learning models for tabular data, current transferable tabular models remain in their infancy, limited by either the lack of support for direct instruction following in new tasks or the neglect of acquiring foundational knowledge and capabilities from diverse tabular datasets.
BatteryML:An Open-source platform for Machine Learning on Battery Degradation
Battery degradation remains a pivotal concern in the energy storage domain, with machine learning emerging as a potent tool to drive forward insights and solutions.
Addressing Distribution Shift in Time Series Forecasting with Instance Normalization Flows
Due to non-stationarity of time series, the distribution shift problem largely hinders the performance of time series forecasting.
