In this paper, we propose PLACE (Prompt Learning for Attributed Community Search), an innovative graph prompt learning framework for ACS. Enlightened by prompt-tuning in Natural Language Processing (NLP), where learnable prompt tokens are inserted to contextualize NLP queries, PLACE integrates structural and learnable prompt tokens into the graph as a query-dependent refinement mechanism, forming a prompt-augmented graph. Within this prompt-augmented graph structure, the learned prompt tokens serve as a bridge that strengthens connections between graph nodes for the query, enabling the GNN to more effectively identify patterns of structural cohesiveness and attribute similarity related to the specific query. We employ an alternating training paradigm to optimize both the prompt parameters and the GNN jointly. Moreover, we design a divide-and-conquer strategy to enhance scalability, supporting the model to handle million-scale graphs. Extensive experiments on 9 real-world graphs demonstrate the effectiveness of PLACE for three types of ACS queries, where PLACE achieves higher F1 scores by 22% compared to the state-of-the-arts on average.

Graph Neural Networks (GNNs) often struggle with noisy edges. We propose Latent Space Constrained Graph Neural Networks (LSC-GNN) to incorporate external "clean" links and guide embeddings of a noisy target graph. We train two encoders--one on the full graph (target plus external edges) and another on a regularization graph excluding the target's potentially noisy links--then penalize discrepancies between their latent representations. This constraint steers the model away from overfitting spurious edges. Experiments on benchmark datasets show LSC-GNN outperforms standard and noise-resilient GNNs in graphs subjected to moderate noise. We extend LSC-GNN to heterogeneous graphs and validate it on a small protein-metabolite network, where metabolite-protein interactions reduce noise in protein co-occurrence data. Our results highlight LSC-GNN's potential to boost predictive performance and interpretability in settings with noisy relational structures.

The high-dimensional low-sample-size (HDLSS) setting presents significant challenges in various applications where the feature dimension far exceeds the number of available samples. This paper introduces a universal approach for learning in HDLSS settings using multi-view mid fusion techniques. It shows how existing mid fusion multi-view methods perform well in an HDLSS setting even if no inherent views are provided. Three view construction methods are proposed that split the high-dimensional feature vectors into smaller subsets, each representing a different view. Extensive experimental validation across model-types and learning tasks confirm the effectiveness and generalization of the approach. We believe the work in this paper lays the foundation for further research into the universal benefits of multi-view mid fusion learning.

User growth is a major strategy for consumer internet companies. To optimize costly marketing campaigns and maximize user engagement, we propose a novel treatment effect optimization methodology to enhance user growth marketing. By leveraging deep learning, our algorithm learns from past experiments to optimize user selection and reward allocation, maximizing campaign impact while minimizing costs. Unlike traditional prediction methods, our model directly models uplifts in key business metrics. Further, our deep learning model can jointly optimize parameters for an aggregated loss function using softmax gating. Our approach surpasses traditional methods by directly targeting desired business metrics and demonstrates superior algorithmic flexibility in handling complex business constraints. Comprehensive evaluations, including comparisons with state-of-the-art techniques such as R-learner and Causal Forest, validate the effectiveness of our model. We experimentally demonstrate that our proposed constrained and direct optimization algorithms significantly outperform state-of-the-art methods by over $20\%$, proving their cost-efficiency and real-world impact. The versatile methods can be applied to various product scenarios, including optimal treatment allocation. Its effectiveness has also been validated through successful worldwide production deployments.

We consider a method for conformalizing a stacked ensemble of predictive models, showing that the potentially simple form of the meta-learner at the top of the stack enables a procedure with manageable computational cost that achieves approximate marginal validity without requiring the use of a separate calibration sample. Empirical results indicate that the method compares favorably to a standard inductive alternative.

Unlike classification, whose goal is to estimate the class of each data point in a dataset, prevalence estimation or quantification is a task that aims to estimate the distribution of classes in a dataset. The two main tasks in prevalence estimation are to adjust for bias, due to the prevalence in the training dataset, and to quantify the uncertainty in the estimate. The standard methods used to quantify uncertainty in prevalence estimates are bootstrapping and Bayesian quantification methods. It is not clear which approach is ideal in terms of precision (i.e. the width of confidence intervals) and coverage (i.e. the confidence intervals being well-calibrated). Here, we propose Precise Quantifier (PQ), a Bayesian quantifier that is more precise than existing quantifiers and with well-calibrated coverage. We discuss the theory behind PQ and present experiments based on simulated and real-world datasets. Through these experiments, we establish the factors which influence quantification precision: the discriminatory power of the underlying classifier; the size of the labeled dataset used to train the quantifier; and the size of the unlabeled dataset for which prevalence is estimated. Our analysis provides deep insights into uncertainty quantification for quantification learning.

Many automated decision systems (ADS) are designed to solve prediction problems -- where the goal is to learn patterns from a sample of the population and apply them to individuals from the same population. In reality, these prediction systems operationalize holistic policy interventions in deployment. Once deployed, ADS can shape impacted population outcomes through an effective policy change in how decision-makers operate, while also being defined by past and present interactions between stakeholders and the limitations of existing organizational, as well as societal, infrastructure and context. In this work, we consider the ways in which we must shift from a prediction-focused paradigm to an interventionist paradigm when considering the impact of ADS within social systems. We argue this requires a new default problem setup for ADS beyond prediction, to instead consider predictions as decision support, final decisions, and outcomes. We highlight how this perspective unifies modern statistical frameworks and other tools to study the design, implementation, and evaluation of ADS systems, and point to the research directions necessary to operationalize this paradigm shift. Using these tools, we characterize the limitations of focusing on isolated prediction tasks, and lay the foundation for a more intervention-oriented approach to developing and deploying ADS.

We propose Bayesian Hierarchical Invariant Prediction (BHIP) reframing Invariant Causal Prediction (ICP) through the lens of Hierarchical Bayes. We leverage the hierarchical structure to explicitly test invariance of causal mechanisms under heterogeneous data, resulting in improved computational scalability for a larger number of predictors compared to ICP. Moreover, given its Bayesian nature BHIP enables the use of prior information. In this paper, we test two sparsity inducing priors: horseshoe and spike-and-slab, both of which allow us a more reliable identification of causal features. We test BHIP in synthetic and real-world data showing its potential as an alternative inference method to ICP.

Bad actors, primarily distressed firms, have the incentive and desire to manipulate their financial reports to hide their distress and derive personal gains. As attackers, these firms are motivated by potentially millions of dollars and the availability of many publicly disclosed and used financial modeling frameworks. Existing attack methods do not work on this data due to anti-correlated objectives that must both be satisfied for the attacker to succeed. We introduce Maximum Violated Multi-Objective (MVMO) attacks that adapt the attacker's search direction to find $20\times$ more satisfying attacks compared to standard attacks. The result is that in $\approx50\%$ of cases, a company could inflate their earnings by 100-200%, while simultaneously reducing their fraud scores by 15%. By working with lawyers and professional accountants, we ensure our threat model is realistic to how such frauds are performed in practice.

Statistical depth functions provide center-outward orderings in spaces of dimension larger than one, where a natural ordering does not exist. The numerical evaluation of such depth functions can be computationally prohibitive, even for relatively low dimensions. We present a novel sequentially implemented Monte Carlo methodology for the computation of, theoretical and empirical, depth functions and related quantities (seMCD), that outputs an interval, a so-called seMCD-bucket, to which the quantity of interest belongs with a high probability prespecified by the user. For specific classes of depth functions, we adapt algorithms from sequential testing, providing finite-sample guarantees. For depth functions dependent on unknown distributions, we offer asymptotic guarantees using non-parametric statistical methods. In contrast to plain-vanilla Monte Carlo methodology the number of samples required in the algorithm is random but typically much smaller than standard choices suggested in the literature. The seMCD method can be applied to various depth functions, covering multivariate and functional spaces. We demonstrate the efficiency and reliability of our approach through empirical studies, highlighting its applicability in outlier or anomaly detection, classification, and depth region computation. In conclusion, the seMCD-algorithm can achieve accurate depth approximations with few Monte Carlo samples while maintaining rigorous statistical guarantees.