Missing values are a common problem that poses significant challenges to data analysis and machine learning. This problem necessitates the development of an effective imputation method to fill in the missing values accurately, thereby enhancing the overall quality and utility of the datasets. Existing imputation methods, however, fall short of explicitly considering the `missingness' information in the data during the embedding initialization stage and modeling the entangled feature and sample correlations during the learning process, thus leading to inferior performance. We propose M$^3$-Impute, which aims to explicitly leverage the missingness information and such correlations with novel masking schemes. M$^3$-Impute first models the data as a bipartite graph and uses a graph neural network to learn node embeddings, where the refined embedding initialization process directly incorporates the missingness information. They are then optimized through M$^3$-Impute's novel feature correlation unit (FRU) and sample correlation unit (SRU) that effectively captures feature and sample correlations for imputation. Experiment results on 25 benchmark datasets under three different missingness settings show the effectiveness of M$^3$-Impute by achieving 20 best and 4 second-best MAE scores on average.

Unsupervised domain adaptation (UDA) seeks to bridge the domain gap between the target and source using unlabeled target data. Source-free UDA removes the requirement for labeled source data at the target to preserve data privacy and storage. However, work on source-free UDA assumes knowledge of domain gap distribution, and hence is limited to either target-aware or classification task. To overcome it, we propose TASFAR, a novel target-agnostic source-free domain adaptation approach for regression tasks. Using prediction confidence, TASFAR estimates a label density map as the target label distribution, which is then used to calibrate the source model on the target domain. We have conducted extensive experiments on four regression tasks with various domain gaps, namely, pedestrian dead reckoning for different users, image-based people counting in different scenes, housing-price prediction at different districts, and taxi-trip duration prediction from different departure points. TASFAR is shown to substantially outperform the state-of-the-art source-free UDA approaches by averagely reducing 22% errors for the four tasks and achieve notably comparable accuracy as source-based UDA without using source data.

Time series data, often characterized by unique composition and complex multi-scale temporal variations, requires special consideration of decomposition and multi-scale modeling in its analysis. Existing deep learning methods on this best fit to only univariate time series, and have not sufficiently accounted for sub-series level modeling and decomposition completeness. To address this, we propose MSD-Mixer, a Multi-Scale Decomposition MLP-Mixer which learns to explicitly decompose the input time series into different components, and represents the components in different layers. To handle multi-scale temporal patterns and inter-channel dependencies, we propose a novel temporal patching approach to model the time series as multi-scale sub-series, i.e., patches, and employ MLPs to mix intra- and inter-patch variations and channel-wise correlations. In addition, we propose a loss function to constrain both the magnitude and autocorrelation of the decomposition residual for decomposition completeness. Through extensive experiments on various real-world datasets for five common time series analysis tasks (long- and short-term forecasting, imputation, anomaly detection, and classification), we demonstrate that MSD-Mixer consistently achieves significantly better performance in comparison with other state-of-the-art task-general and task-specific approaches.

Deep neural networks achieve superior performance for learning from independent and identically distributed (i.i.d.) data. However, their performance deteriorates significantly when handling out-of-distribution (OoD) data, where the training and test are drawn from different distributions. In this paper, we explore utilizing the generative models as a data augmentation source for improving out-of-distribution robustness of neural classifiers. Specifically, we develop a simple yet effective method called Generative Interpolation to fuse generative models trained from multiple domains for synthesizing diverse OoD samples. Training a generative model directly on the source domains tends to suffer from mode collapse and sometimes amplifies the data bias. Instead, we first train a StyleGAN model on one source domain and then fine-tune it on the other domains, resulting in many correlated generators where their model parameters have the same initialization thus are aligned. We then linearly interpolate the model parameters of the generators to spawn new sets of generators. Such interpolated generators are used as an extra data augmentation source to train the classifiers. The interpolation coefficients can flexibly control the augmentation direction and strength. In addition, a style-mixing mechanism is applied to further improve the diversity of the generated OoD samples. Our experiments show that the proposed method explicitly increases the diversity of training domains and achieves consistent improvements over baselines across datasets and multiple different distribution shifts.

Floor labels of crowdsourced RF signals are crucial for many smart-city applications, such as multi-floor indoor localization, geofencing, and robot surveillance. To build a prediction model to identify the floor number of a new RF signal upon its measurement, conventional approaches using the crowdsourced RF signals assume that at least few labeled signal samples are available on each floor. In this work, we push the envelope further and demonstrate that it is technically feasible to enable such floor identification with only one floor-labeled signal sample on the bottom floor while having the rest of signal samples unlabeled. We propose FIS-ONE, a novel floor identification system with only one labeled sample. FIS-ONE consists of two steps, namely signal clustering and cluster indexing. We first build a bipartite graph to model the RF signal samples and obtain a latent representation of each node (each signal sample) using our attention-based graph neural network model so that the RF signal samples can be clustered more accurately. Then, we tackle the problem of indexing the clusters with proper floor labels, by leveraging the observation that signals from an access point can be detected on different floors, i.e., signal spillover. Specifically, we formulate a cluster indexing problem as a combinatorial optimization problem and show that it is equivalent to solving a traveling salesman problem, whose (near-)optimal solution can be found efficiently. We have implemented FIS-ONE and validated its effectiveness on the Microsoft dataset and in three large shopping malls. Our results show that FIS-ONE outperforms other baseline algorithms significantly, with up to 23% improvement in adjusted rand index and 25% improvement in normalized mutual information using only one floor-labeled signal sample.

Order-driven market simulation mimics the trader behaviors to generate order streams to support interactive studies of financial strategies. In market simulator, the multi-agent approach is commonly adopted due to its explainability. Existing multi-agent systems employ heuristic search to generate order streams, which is inefficient for large-scale simulation. Furthermore, the search-based behavior calibration often leads to inconsistent trader actions under the same general market condition, making the simulation results unstable and difficult to interpret. We propose CaliSim, the first search-free calibration approach multi-agent market simulator which achieves large-scale efficiency and behavior consistency. CaliSim uses meta-learning and devises a surrogate trading system with a consistency loss function for the reproducibility of order stream and trader behaviors. Extensive experiments in the market replay and case studies show that CaliSim achieves state-of-the-art in terms of order stream reproduction with consistent trader behavior and can capture patterns of real markets.

We study the forecasting problem for traffic with dynamic, possibly periodical, and joint spatial-temporal dependency between regions. Given the aggregated inflow and outflow traffic of regions in a city from time slots 0 to t-1, we predict the traffic at time t at any region. Prior arts in the area often consider the spatial and temporal dependencies in a decoupled manner or are rather computationally intensive in training with a large number of hyper-parameters to tune. We propose ST-TIS, a novel, lightweight, and accurate Spatial-Temporal Transformer with information fusion and region sampling for traffic forecasting. ST-TIS extends the canonical Transformer with information fusion and region sampling. The information fusion module captures the complex spatial-temporal dependency between regions. The region sampling module is to improve the efficiency and prediction accuracy, cutting the computation complexity for dependency learning from $O(n^2)$ to $O(n\sqrt{n})$, where n is the number of regions. With far fewer parameters than state-of-the-art models, the offline training of our model is significantly faster in terms of tuning and computation (with a reduction of up to $90\%$ on training time and network parameters). Notwithstanding such training efficiency, extensive experiments show that ST-TIS is substantially more accurate in online prediction than state-of-the-art approaches (with an average improvement of up to $9.5\%$ on RMSE, and $12.4\%$ on MAPE).

Much sequential data exhibits highly non-uniform information distribution. This cannot be correctly modeled by traditional Long Short-Term Memory (LSTM). To address that, recent works have extended LSTM by adding more activations between adjacent inputs. However, the approaches often use a fixed depth, which is at the step of the most information content. This one-size-fits-all worst-case approach is not satisfactory, because when little information is distributed to some steps, shallow structures can achieve faster convergence and consume less computation resource. In this paper, we develop a Depth-Adaptive Long Short-Term Memory (DA-LSTM) architecture, which can dynamically adjust the structure depending on information distribution without prior knowledge. Experimental results on real-world datasets show that DA-LSTM costs much less computation resource and substantially reduce convergence time by $41.78\%$ and $46.01 \%$, compared with Stacked LSTM and Deep Transition LSTM, respectively.

Representation learning of pedestrian trajectories transforms variable-length timestamp-coordinate tuples of a trajectory into a fixed-length vector representation that summarizes spatiotemporal characteristics. It is a crucial technique to connect feature-based data mining with trajectory data. Trajectory representation is a challenging problem, because both environmental constraints (e.g., wall partitions) and temporal user dynamics should be meticulously considered and accounted for. Furthermore, traditional sequence-to-sequence autoencoders using maximum log-likelihood often require dataset covering all the possible spatiotemporal characteristics to perform well. This is infeasible or impractical in reality. We propose TREP, a practical pedestrian trajectory representation learning algorithm which captures the environmental constraints and the pedestrian dynamics without the need of any training dataset. By formulating a sequence-to-sequence autoencoder with a spatial-aware objective function under the paradigm of actor-critic reinforcement learning, TREP intelligently encodes spatiotemporal characteristics of trajectories with the capability of handling diverse trajectory patterns. Extensive experiments on both synthetic and real datasets validate the high fidelity of TREP to represent trajectories.