This work addresses the challenge of using a deep learning model to prune graphs and the ability of this method to integrate explainability into spatio-temporal problems through a new approach. Instead of applying explainability to the model's behavior, we seek to gain a better understanding of the problem itself. To this end, we propose a novel model that integrates an optimized pruning mechanism capable of removing nodes from the graph during the training process, rather than doing so as a separate procedure. This integration allows the architecture to learn how to minimize prediction error while selecting the most relevant nodes. Thus, during training, the model searches for the most relevant subset of nodes, obtaining the most important elements of the problem, facilitating its analysis. To evaluate the proposed approach, we used several widely used traffic datasets, comparing the accuracy obtained by pruning with the model and with other methods. The experiments demonstrate that our method is capable of retaining a greater amount of information as the graph reduces in size compared to the other methods used. These results highlight the potential of pruning as a tool for developing models capable of simplifying spatio-temporal problems, thereby obtaining their most important elements.

In this paper, we propose a novel framework, Disentangled Style-Content GAN (DISC-GAN), which integrates style-content disentanglement with a cluster-specific training strategy towards photorealistic underwater image synthesis. The quality of synthetic underwater images is challenged by optical distortions due to phenomena such as color attenuation and turbidity. These phenomena are represented by distinct stylistic variations across different wa-terbodies, such as changes in tint and haze. While generative models are well-suited to capture complex patterns, they often lack the ability to model the non-uniform stylistic conditions of diverse underwater environments. T o address these challenges, we employ K-means clustering to partition a dataset into style-specific domains. W e use separate encoders to get latent spaces for style and content; we further integrate these latent representations via Adaptive Instance Normalization (AdaIN) and decode the result to produce the final synthetic image. The model is trained independently on each style cluster to preserve domain-specific characteristics. Our framework demonstrates state-of-the-art performance, obtaining a Structural Similarity Index (SSIM) of 0.9012, an average Peak Signal-to-Noise Ratio (PSNR) of 32.5118 dB, and a Fr echet Inception Distance (FID) of 13.3728.

The automated analysis of phonocardiograms is vital for the early diagnosis of cardiovascular disease, yet supervised deep learning is often constrained by the scarcity of expert-annotated data. In this paper, we propose the Self-Supervised Dual-Path Prototypical Network (SS-DPPN), a foundation model for cardiac audio representation and classification from unlabeled data. The framework introduces a dual-path contrastive learning based architecture that simultaneously processes 1D waveforms and 2D spectrograms using a novel hybrid loss. For the downstream task, a metric-learning approach using a Prototypical Network was used that enhances sensitivity and produces well-calibrated and trustworthy predictions. SS-DPPN achieves state-of-the-art performance on four cardiac audio benchmarks. The framework demonstrates exceptional data efficiency with a fully supervised model on three-fold reduction in labeled data. Finally, the learned representations generalize successfully across lung sound classification and heart rate estimation. Our experiments and findings validate SS-DPPN as a robust, reliable, and scalable foundation model for physiological signals.

We study streaming algorithms for Correlation Clustering. Given a graph as an arbitrary-order stream of edges, with each edge labeled as positive or negative, the goal is to partition the vertices into disjoint clusters, such that the number of disagreements is minimized. In this paper, we give the first learning-augmented streaming algorithms for the problem on both complete and general graphs, improving the best-known space-approximation tradeoffs. Based on the works of Cambus et al. (SODA'24) and Ahn et al. (ICML'15), our algorithms use the predictions of pairwise distances between vertices provided by a predictor. For complete graphs, our algorithm achieves a better-than-$3$ approximation under good prediction quality, while using $\tilde{O}(n)$ total space. For general graphs, our algorithm achieves an $O(\log |E^-|)$ approximation under good prediction quality using $\tilde{O}(n)$ total space, improving the best-known non-learning algorithm in terms of space efficiency. Experimental results on synthetic and real-world datasets demonstrate the superiority of our proposed algorithms over their non-learning counterparts.

Accurate modeling of inter-stock relationships is critical for stock price forecasting. However, existing methods predominantly focus on single-state relationships, neglecting the essential complementarity between dynamic and static inter-stock relations. To solve this problem, we propose a Dual Relation Fusion Network (DRFN) to capture the long-term relative stability of stock relation structures while retaining the flexibility to respond to sudden market shifts. Our approach features a novel relative static relation component that models time-varying long-term patterns and incorporates overnight informational influences. We capture dynamic inter-stock relationships through distance-aware mechanisms, while evolving long-term structures via recurrent fusion of dynamic relations from the prior day with the pre-defined static relations. Experiments demonstrate that our method significantly outperforms the baselines across different markets, with high sensitivity to the co-movement of relational strength and stock price.

Heavy-tailed noise is pervasive in modern machine learning applications, arising from data heterogeneity, outliers, and non-stationary stochastic environments. While second-order methods can significantly accelerate convergence in light-tailed or bounded-noise settings, such algorithms are often brittle and lack guarantees under heavy-tailed noise -- precisely the regimes where robustness is most critical. In this work, we take a first step toward a theoretical understanding of second-order optimization under heavy-tailed noise. We consider a setting where stochastic gradients and Hessians have only bounded $p$-th moments, for some $p\in (1,2]$, and establish tight lower bounds on the sample complexity of any second-order method. We then develop a variant of normalized stochastic gradient descent that leverages second-order information and provably matches these lower bounds. To address the instability caused by large deviations, we introduce a novel algorithm based on gradient and Hessian clipping, and prove high-probability upper bounds that nearly match the fundamental limits. Our results provide the first comprehensive sample complexity characterization for second-order optimization under heavy-tailed noise. This positions Hessian clipping as a robust and theoretically sound strategy for second-order algorithm design in heavy-tailed regimes.

Although student learning satisfaction has been widely studied, modern techniques such as interpretable machine learning and neural networks have not been sufficiently explored. This study demonstrates that a recent model that combines boosting with interpretability, automatic piecewise linear regression(APLR), offers the best fit for predicting learning satisfaction among several state-of-the-art approaches. Through the analysis of APLR's numerical and visual interpretations, students' time management and concentration abilities, perceived helpfulness to classmates, and participation in offline courses have the most significant positive impact on learning satisfaction. Surprisingly, involvement in creative activities did not positively affect learning satisfaction. Moreover, the contributing factors can be interpreted on an individual level, allowing educators to customize instructions according to student profiles.

Lithium-ion batteries are becoming increasingly omnipresent in energy supply. However, the durability of energy storage using lithium-ion batteries is threatened by their dropping capacity with the growing number of charging/discharging cycles. An accurate capacity prediction is the key to ensure system efficiency and reliability, where the exploitation of battery state information in each cycle has been largely undervalued. In this paper, we propose a semiparametric deep Gaussian process regression framework named SDG-L to give predictions based on the modeling of time series battery state data. By introducing an LSTM feature extractor, the SDG-L is specially designed to better utilize the auxiliary profiling information during charging/discharging process. In experimental studies based on NASA dataset, our proposed method obtains an average test MSE error of 1.2%. We also show that SDG-L achieves better performance compared to existing works and validate the framework using ablation studies.

Forecasting stock prices remains challenging due to the volatile and non-linear nature of financial markets. Despite the promise of deep learning, issues such as mode collapse, unstable training, and difficulty in capturing temporal and feature level correlations have limited the applications of GANs in this domain. We propose a GRU-based Encoder-Decoder GAN (EDGAN) model that strikes a balance between expressive power and simplicity. The model introduces key innovations such as a temporal decoder with residual connections for precise reconstruction, conditioning on static and dynamic covariates for contextual learning, and a windowing mechanism to capture temporal dynamics. Here, the generator uses a dense encoder-decoder framework with residual GRU blocks. Extensive experiments on diverse stock datasets demonstrate that EDGAN achieves superior forecasting accuracy and training stability, even in volatile markets. It consistently outperforms traditional GAN variants in forecasting accuracy and convergence stability under market conditions.

Self-supervised representation learning has achieved impressive empirical success, yet its theoretical understanding remains limited. In this work, we provide a theoretical perspective by formulating self-supervised representation learning as an approximation to supervised representation learning objectives. Based on this formulation, we derive a loss function closely related to popular contrastive losses such as InfoNCE, offering insight into their underlying principles. Our derivation naturally introduces the concepts of prototype representation bias and a balanced contrastive loss, which help explain and improve the behavior of self-supervised learning algorithms. We further show how components of our theoretical framework correspond to established practices in contrastive learning. Finally, we empirically validate the effect of balancing positive and negative pair interactions. All theoretical proofs are provided in the appendix, and our code is included in the supplementary material.