We introduce a fairness-aware dataset for job recommendation in advertising, designed to foster research in algorithmic fairness within real-world scenarios. It was collected and prepared to comply with privacy standards and business confidentiality. An additional challenge is the lack of access to protected user attributes such as gender, for which we propose a solution to obtain a proxy estimate. Despite being anonymized and including a proxy for a sensitive attribute, our dataset preserves predictive power and maintains a realistic and challenging benchmark. This dataset addresses a significant gap in the availability of fairnessfocused resources for high-impact domains like advertising - the actual impact being having access or not to precious employment opportunities, where balancing fairness and utility is a common industrial challenge. We also explore various stages in the advertising process where unfairness can occur and introduce a method to compute a fair utility metric for the job recommendations in online systems case from a biased dataset. Experimental evaluations of bias mitigation techniques on the released dataset demonstrate potential improvements in fairness and the associated trade-offs with utility.

Federated learning (FL) has rapidly evolved as a promising paradigm that enables collaborative model training across distributed participants without exchanging their local data. Despite its broad applications in fields such as computer vision, graph learning, and natural language processing, the development of a data projection model that can be effectively used to visualize data in the context of FL is crucial yet remains heavily under-explored. Neighbor embedding (NE) is an essential technique for visualizing complex high-dimensional data, but collaboratively learning a joint NE model is difficult. The key challenge lies in the objective function, as effective visualization algorithms like NE require computing loss functions among pairs of data.

Temporal Domain Generalization (TDG) addresses the challenge of training predictive models under temporally varying data distributions. Traditional TDG approaches typically focus on domain data collected at fixed, discrete time intervals, which limits their capability to capture the inherent dynamics within continuous-evolving and irregularly-observed temporal domains. To overcome this, this work formalizes the concept of Continuous Temporal Domain Generalization (CTDG), where domain data are derived from continuous times and are collected at arbitrary times. CTDG tackles critical challenges including: 1) Characterizing the continuous dynamics of both data and models, 2) Learning complex high-dimensional nonlinear dynamics, and 3) Optimizing and controlling the generalization across continuous temporal domains. To address them, we propose a Koopman operator-driven continuous temporal domain generalization (Koodos) framework. We formulate the problem within a continuous dynamic system and leverage the Koopman theory to learn the underlying dynamics; the framework is further enhanced with a comprehensive optimization strategy equipped with analysis and control driven by prior knowledge of the dynamics patterns. Extensive experiments demonstrate the effectiveness and efficiency of our approach.

Probabilistic prediction aims to compute predictive distributions rather than single point predictions. These distributions enable practitioners to quantify uncertainty, compute risk, and detect outliers. However, most probabilistic methods assume parametric responses, such as Gaussian or Poisson distributions. When these assumptions fail, such models lead to bad predictions and poorly calibrated uncertainty. In this paper, we propose Treeffuser, an easy-to-use method for probabilistic prediction on tabular data.

We develop a method to generate prediction sets with a guaranteed coverage rate that is robust to corruptions in the training data, such as missing or noisy variables. Our approach builds on conformal prediction, a powerful framework to construct prediction sets that are valid under the i.i.d assumption. Importantly, naively applying conformal prediction does not provide reliable predictions in this setting, due to the distribution shift induced by the corruptions. To account for the distribution shift, we assume access to privileged information (PI). The PI is formulated as additional features that explain the distribution shift, however, they are only available during training and absent at test time. We approach this problem by introducing a novel generalization of weighted conformal prediction and support our method with theoretical coverage guarantees. Empirical experiments on both real and synthetic datasets indicate that our approach achieves a valid coverage rate and constructs more informative predictions compared to existing methods, which are not supported by theoretical guarantees.

The proliferation of abundant electricity time series (ETS) data presents numerous opportunities for various applications within power systems, including demand-side management, grid stability, and consumer behavior analysis. Deep learning models have advanced ETS modeling by effectively capturing sequence dependence. However, learning a generic representation of ETS data for various applications is challenging due to the inherently complex hierarchical structure of ETS data. Moreover, ETS data exhibits intricate temporal dependencies and is susceptible to the influence of exogenous variables.

This work studies the problem of out-of-distribution fluid dynamics modeling. Previous works usually design effective neural operators to learn from mesh-based data structures. However, in real-world applications, they would suffer from distribution shifts from the variance of system parameters and temporal evolution of the dynamical system. In this paper, we propose a novel approach named Prompt Evolution with Graph ODE (PURE) for out-of-distribution fluid dynamics modeling. The core of our PURE is to learn time-evolving prompts using a graph ODE to adapt spatio-temporal forecasting models to different scenarios.

Novelty detection, a fundamental task in machine learning, has drawn a lot of recent attention due to its wide-ranging applications and the rise of neural approaches. In this work, we present a general framework for neural novelty detection that centers around a multivariate extension of the univariate quantile function. Our framework unifies and extends many classical and recent novelty detection algorithms, and opens the way to exploit recent advances in flow-based neural density estimation. We adapt the multiple gradient descent algorithm to obtain the first efficient endto-end implementation of our framework that is free of tuning hyperparameters. Extensive experiments over a number of real datasets confirm the efficacy of our proposed method against state-of-the-art alternatives.

With the proposal of patching technique in time series forecasting, Transformerbased models have achieved compelling performance and gained great interest from the time series community. But at the same time, we observe a new problem that the recent Transformer-based models are overly reliant on patching to achieve ideal performance, which limits their applicability to some forecasting tasks unsuitable for patching. In this paper, we intent to handle this emerging issue. Through diving into the relationship between patching and full attention (the core mechanism in Transformer-based models), we further find out the reason behind this issue is that full attention relies overly on the guidance of patching to focus on the important time points and learn non-trivial temporal representation. Based on this finding, we propose DeformableTST as an effective solution to this emerging issue. Specifically, we propose deformable attention, a sparse attention mechanism that can better focus on the important time points by itself, to get rid of the need of patching. And we also adopt a hierarchical structure to alleviate the efficiency issue caused by the removal of patching. Experimentally, our DeformableTST achieves the consistent state-of-the-art performance in a broader range of time series tasks, especially achieving promising performance in forecasting tasks unsuitable for patching, therefore successfully reducing the reliance on patching and broadening the applicability of Transformer-based models.

Zero-shot (ZS) 3D anomaly detection is a crucial yet unexplored field that addresses scenarios where target 3D training samples are unavailable due to practical concerns like privacy protection. This paper introduces PointAD, a novel approach that transfers the strong generalization capabilities of CLIP for recognizing 3D anomalies on unseen objects. PointAD provides a unified framework to comprehend 3D anomalies from both points and pixels.