Time series forecasting at scale presents significant challenges for modern prediction systems, particularly when dealing with large sets of synchronized series, such as in a global payment network. In such systems, three key challenges must be overcome for accurate and scalable predictions: 1) emergence of new entities, 2) disappearance of existing entities, and 3) the large number of entities present in the data. The recently proposed Inverted Transformer (iTransformer) architecture has shown promising results by effectively handling variable entities. However, its practical application in large-scale settings is limited by quadratic time and space complexity ($O(N^2)$) with respect to the number of entities $N$. In this paper, we introduce EiFormer, an improved inverted transformer architecture that maintains the adaptive capabilities of iTransformer while reducing computational complexity to linear scale ($O(N)$). Our key innovation lies in restructuring the attention mechanism to eliminate redundant computations without sacrificing model expressiveness. Additionally, we incorporate a random projection mechanism that not only enhances efficiency but also improves prediction accuracy through better feature representation. Extensive experiments on the public LargeST benchmark dataset and a proprietary large-scale time series dataset demonstrate that EiFormer significantly outperforms existing methods in both computational efficiency and forecasting accuracy. Our approach enables practical deployment of transformer-based forecasting in industrial applications where handling time series at scale is essential.

Spatio-temporal data, which commonly arise in real-world applications such as traffic monitoring, financial transactions, and ride-share demands, represent a special category of multivariate time series. They exhibit two distinct characteristics: high dimensionality and commensurability across spatial locations. These attributes call for computationally efficient modeling approaches and facilitate the use of univariate forecasting models in a channel-independent fashion. SparseTSF, a recently introduced competitive univariate forecasting model, harnesses periodicity to achieve compactness by concentrating on cross-period dynamics, thereby extending the Pareto frontier with respect to model size and predictive performance. Nonetheless, it underperforms on spatio-temporal data due to an inadequate capture of intra-period temporal dependencies. To address this shortcoming, we propose UltraSTF, which integrates a cross-period forecasting module with an ultra-compact shape bank component. Our model effectively detects recurring patterns in time series through the attention mechanism of the shape bank component, thereby strengthening its ability to learn intra-period dynamics. UltraSTF achieves state-of-the-art performance on the LargeST benchmark while employing fewer than 0.2% of the parameters required by the second-best approaches, thus further extending the Pareto frontier of existing methods.

Graph Neural Networks (GNNs) have exhibited remarkable efficacy in diverse graph learning tasks, particularly on static homophilic graphs. Recent attention has pivoted towards more intricate structures, encompassing (1) static heterophilic graphs encountering the edge heterophily issue in the spatial domain and (2) event-based continuous graphs in the temporal domain. State-of-the-art (SOTA) has been concurrently addressing these two lines of work but tends to overlook the presence of heterophily in the temporal domain, constituting the temporal heterophily issue. Furthermore, we highlight that the edge heterophily issue and the temporal heterophily issue often co-exist in event-based continuous graphs, giving rise to the temporal edge heterophily challenge. To tackle this challenge, this paper first introduces the temporal edge heterophily measurement. Subsequently, we propose the Temporal Heterophilic Graph Convolutional Network (THeGCN), an innovative model that incorporates the low/high-pass graph signal filtering technique to accurately capture both edge (spatial) heterophily and temporal heterophily. Specifically, the THeGCN model consists of two key components: a sampler and an aggregator. The sampler selects events relevant to a node at a given moment. Then, the aggregator executes message-passing, encoding temporal information, node attributes, and edge attributes into node embeddings. Extensive experiments conducted on 5 real-world datasets validate the efficacy of THeGCN.

To deal with distribution shifts in graph data, various graph out-of-distribution (OOD) generalization techniques have been recently proposed. These methods often employ a two-step strategy that first creates augmented environments and subsequently identifies invariant subgraphs to improve generalizability. Nevertheless, this approach could be suboptimal from the perspective of consistency. First, the process of augmenting environments by altering the graphs while preserving labels may lead to graphs that are not realistic or meaningfully related to the origin distribution, thus lacking distribution consistency. Second, the extracted subgraphs are obtained from directly modifying graphs, and may not necessarily maintain a consistent predictive relationship with their labels, thereby impacting label consistency. In response to these challenges, we introduce an innovative approach that aims to enhance these two types of consistency for graph OOD generalization. We propose a modifier to obtain both augmented and invariant graphs in a unified manner. With the augmented graphs, we enrich the training data without compromising the integrity of label-graph relationships. The label consistency enhancement in our framework further preserves the supervision information in the invariant graph. We conduct extensive experiments on real-world datasets to demonstrate the superiority of our framework over other state-of-the-art baselines.

Tabular data generation has attracted significant research interest in recent years, with the tabular diffusion models greatly improving the quality of synthetic data. However, while memorization, where models inadvertently replicate exact or near-identical training data, has been thoroughly investigated in image and text generation, its effects on tabular data remain largely unexplored. In this paper, we conduct the first comprehensive investigation of memorization phenomena in diffusion models for tabular data. Our empirical analysis reveals that memorization appears in tabular diffusion models and increases with larger training epochs. We further examine the influence of factors such as dataset sizes, feature dimensions, and different diffusion models on memorization. Additionally, we provide a theoretical explanation for why memorization occurs in tabular diffusion models. To address this issue, we propose TabCutMix, a simple yet effective data augmentation technique that exchanges randomly selected feature segments between random same-class training sample pairs. Building upon this, we introduce TabCutMixPlus, an enhanced method that clusters features based on feature correlations and ensures that features within the same cluster are exchanged together during augmentation. This clustering mechanism mitigates out-of-distribution (OOD) generation issues by maintaining feature coherence. Experimental results across various datasets and diffusion models demonstrate that TabCutMix effectively mitigates memorization while maintaining high-quality data generation.

The learning objective is integral to collaborative filtering systems, where the Bayesian Personalized Ranking (BPR) loss is widely used for learning informative backbones. However, BPR often experiences slow convergence and suboptimal local optima, partially because it only considers one negative item for each positive item, neglecting the potential impacts of other unobserved items. To address this issue, the recently proposed Sampled Softmax Cross-Entropy (SSM) compares one positive sample with multiple negative samples, leading to better performance. Our comprehensive experiments confirm that recommender systems consistently benefit from multiple negative samples during training. Furthermore, we introduce a \underline{Sim}plified Sampled Softmax \underline{C}ross-\underline{E}ntropy Loss (SimCE), which simplifies the SSM using its upper bound. Our validation on 12 benchmark datasets, using both MF and LightGCN backbones, shows that SimCE significantly outperforms both BPR and SSM.

Spatial-temporal forecasting systems play a crucial role in addressing numerous real-world challenges. In this paper, we investigate the potential of addressing spatial-temporal forecasting problems using general time series forecasting models, i.e., models that do not leverage the spatial relationships among the nodes. We propose a all-Multi-Layer Perceptron (all-MLP) time series forecasting architecture called RPMixer. The all-MLP architecture was chosen due to its recent success in time series forecasting benchmarks. Furthermore, our method capitalizes on the ensemble-like behavior of deep neural networks, where each individual block within the network behaves like a base learner in an ensemble model, particularly when identity mapping residual connections are incorporated. By integrating random projection layers into our model, we increase the diversity among the blocks' outputs, thereby improving the overall performance of the network. Extensive experiments conducted on the largest spatial-temporal forecasting benchmark datasets demonstrate that the proposed method outperforms alternative methods, including both spatial-temporal graph models and general forecasting models.

Large Generative Models (LGMs) such as GPT, Stable Diffusion, Sora, and Suno are trained on a huge amount of language corpus, images, videos, and audio that are extremely diverse from numerous domains. This training paradigm over diverse well-curated data lies at the heart of generating creative and sensible content. However, all previous graph generative models (e.g., GraphRNN, MDVAE, MoFlow, GDSS, and DiGress) have been trained only on one dataset each time, which cannot replicate the revolutionary success achieved by LGMs in other fields. To remedy this crucial gap, we propose a new class of graph generative model called Large Graph Generative Model (LGGM) that is trained on a large corpus of graphs (over 5000 graphs) from 13 different domains. We empirically demonstrate that the pre-trained LGGM has superior zero-shot generative capability to existing graph generative models. Furthermore, our pre-trained LGGM can be easily fine-tuned with graphs from target domains and demonstrate even better performance than those directly trained from scratch, behaving as a solid starting point for real-world customization. Inspired by Stable Diffusion, we further equip LGGM with the capability to generate graphs given text prompts (Text-to-Graph), such as the description of the network name and domain (i.e., "The power-1138-bus graph represents a network of buses in a power distribution system."), and network statistics (i.e., "The graph has a low average degree, suitable for modeling social media interactions."). This Text-to-Graph capability integrates the extensive world knowledge in the underlying language model, offering users fine-grained control of the generated graphs. We release the code, the model checkpoint, and the datasets at https://lggm-lg.github.io/.

Graph is a prevalent discrete data structure, whose generation has wide applications such as drug discovery and circuit design. Diffusion generative models, as an emerging research focus, have been applied to graph generation tasks. Overall, according to the space of states and time steps, diffusion generative models can be categorized into discrete-/continuous-state discrete-/continuous-time fashions. In this paper, we formulate the graph diffusion generation in a discrete-state continuous-time setting, which has never been studied in previous graph diffusion models. The rationale of such a formulation is to preserve the discrete nature of graph-structured data and meanwhile provide flexible sampling trade-offs between sample quality and efficiency. Analysis shows that our training objective is closely related to generation quality, and our proposed generation framework enjoys ideal invariant/equivariant properties concerning the permutation of node ordering. Our proposed model shows competitive empirical performance against state-of-the-art graph generation solutions on various benchmarks and, at the same time, can flexibly trade off the generation quality and efficiency in the sampling phase.

It is well known that LLMs cannot generalize well to long contexts whose lengths are larger than the training sequence length. This poses challenges when employing LLMs for processing long input sequences during inference. In this work, we argue that LLMs themselves have inherent capabilities to handle long contexts without fine-tuning. To achieve this goal, we propose SelfExtend to extend the context window of LLMs by constructing bi-level attention information: the grouped attention and the neighbor attention. The grouped attention captures the dependencies among tokens that are far apart, while neighbor attention captures dependencies among adjacent tokens within a specified range. The two-level attentions are computed based on the original model's self-attention mechanism during inference. With minor code modification, our SelfExtend can effortlessly extend existing LLMs' context window without any fine-tuning. We conduct comprehensive experiments on multiple benchmarks and the results show that our SelfExtend can effectively extend existing LLMs' context window length. The code can be found at \url{https://github.com/datamllab/LongLM}.