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Collaborating Authors

 Chu, Zhixuan


Professional Agents -- Evolving Large Language Models into Autonomous Experts with Human-Level Competencies

arXiv.org Artificial Intelligence

The advent of large language models (LLMs) such as ChatGPT, PaLM, and GPT-4 has catalyzed remarkable advances in natural language processing, demonstrating human-like language fluency and reasoning capacities. This position paper introduces the concept of Professional Agents (PAgents), an application framework harnessing LLM capabilities to create autonomous agents with controllable, specialized, interactive, and professional-level competencies. We posit that PAgents can reshape professional services through continuously developed expertise. Our proposed PAgents framework entails a tri-layered architecture for genesis, evolution, and synergy: a base tool layer, a middle agent layer, and a top synergy layer. This paper aims to spur discourse on promising real-world applications of LLMs. We argue the increasing sophistication and integration of PAgents could lead to AI systems exhibiting professional mastery over complex domains, serving critical needs, and potentially achieving artificial general intelligence.


Time-LLM: Time Series Forecasting by Reprogramming Large Language Models

arXiv.org Artificial Intelligence

Time series forecasting holds significant importance in many real-world dynamic systems and has been extensively studied. Unlike natural language process (NLP) and computer vision (CV), where a single large model can tackle multiple tasks, models for time series forecasting are often specialized, necessitating distinct designs for different tasks and applications. While pre-trained foundation models have made impressive strides in NLP and CV, their development in time series domains has been constrained by data sparsity. Recent studies have revealed that large language models (LLMs) possess robust pattern recognition and reasoning abilities over complex sequences of tokens. However, the challenge remains in effectively aligning the modalities of time series data and natural language to leverage these capabilities. We begin by reprogramming the input time series with text prototypes before feeding it into the frozen LLM to align the two modalities. To augment the LLM's ability to reason with time series data, we propose Prompt-as-Prefix (PaP), which enriches the input context and directs the transformation of reprogrammed input patches. The transformed time series patches from the LLM are finally projected to obtain the forecasts. Time series forecasting is a critical capability across many real-world dynamic systems (Jin et al., 2023a), with applications ranging from demand planning (Leonard, 2001) and inventory optimization (Li et al., 2022) to energy load forecasting (Liu et al., 2023a) and climate modeling (Schneider & Dickinson, 1974). Each time series forecasting task typically requires extensive domain expertise and task-specific model designs. This stands in stark contrast to foundation language models like GPT-3 (Brown et al., 2020), GPT-4 (OpenAI, 2023), Llama (Touvron et al., 2023), inter alia, which can perform well on a diverse range of NLP tasks in a few-shot or even zero-shot setting. Pre-trained foundation models, such as large language models (LLMs), have driven rapid progress in computer vision (CV) and natural language processing (NLP).


Task-Driven Causal Feature Distillation: Towards Trustworthy Risk Prediction

arXiv.org Artificial Intelligence

Job Search, Glassdoor, and so on, (3) gender, to predict the The rapid development of technology not only provides a risk of personal insolvency. It is not hard to know by common lot of convenience to people's production and life, but also sense that unemployed employment status can be the real brings a lot of potential risks (Li et al. 2022; Chakraborty cause of an increase in personal insolvency risk among these et al. 2018; Guan et al. 2023a,b; Chu et al. 2023b), such as three predictors. Gender is also not directly related to the business risks, financial risks, medical risks, industry risks, personal insolvency risk. In addition, we also know that the credit risks, and so on. To prevent risks, a better way is to unemployed job status is more likely to increase the activity build an accurate risk prediction model before risks occur in job-hunting apps. Therefore, we can observe a correlation instead of finding a solution after the risk outbreak. Although rather than a causal relationship between the risk of personal artificial intelligence has seen tremendous recent successes in insolvency and the activity in job-hunting apps. Based on many areas (Luan and Tsai 2021; Zhu et al. 2023; Wang et al. this dataset, if we run a general prediction model, it is not 2023; Shi et al. 2023; Liu et al. 2023; Chen, Rezayi, and Li difficult to observe this result that the employment status and 2023), it is often unable to produce trustworthy results on risk the activity in job-hunting apps are relatively important features prediction tasks, mainly due to a lack of interpretability, no for the risk of personal insolvency due to the spurious insight into cause relationships, and low precision and recall.


Intelligent Virtual Assistants with LLM-based Process Automation

arXiv.org Artificial Intelligence

While intelligent virtual assistants like Siri, Alexa, and Google Assistant have become ubiquitous in modern life, they still face limitations in their ability to follow multi-step instructions and accomplish complex goals articulated in natural language. However, recent breakthroughs in large language models (LLMs) show promise for overcoming existing barriers by enhancing natural language processing and reasoning capabilities. Though promising, applying LLMs to create more advanced virtual assistants still faces challenges like ensuring robust performance and handling variability in real-world user commands. This paper proposes a novel LLM-based virtual assistant that can automatically perform multi-step operations within mobile apps based on high-level user requests. The system represents an advance in assistants by providing an end-to-end solution for parsing instructions, reasoning about goals, and executing actions. LLM-based Process Automation (LLMPA) has modules for decomposing instructions, generating descriptions, detecting interface elements, predicting next actions, and error checking. Experiments demonstrate the system completing complex mobile operation tasks in Alipay based on natural language instructions. This showcases how large language models can enable automated assistants to accomplish real-world tasks. The main contributions are the novel LLMPA architecture optimized for app process automation, the methodology for applying LLMs to mobile apps, and demonstrations of multi-step task completion in a real-world environment. Notably, this work represents the first real-world deployment and extensive evaluation of a large language model-based virtual assistant in a widely used mobile application with an enormous user base numbering in the hundreds of millions.


Data-Centric Financial Large Language Models

arXiv.org Artificial Intelligence

Large language models (LLMs) show promise for natural language tasks but struggle when applied directly to complex domains like finance. LLMs have difficulty reasoning about and integrating all relevant information. We propose a data-centric approach to enable LLMs to better handle financial tasks. Our key insight is that rather than overloading the LLM with everything at once, it is more effective to preprocess and pre-understand the data. We create a financial LLM (FLLM) using multitask prompt-based finetuning to achieve data pre-processing and pre-understanding. However, labeled data is scarce for each task. To overcome manual annotation costs, we employ abductive augmentation reasoning (AAR) to automatically generate training data by modifying the pseudo labels from FLLM's own outputs. Experiments show our data-centric FLLM with AAR substantially outperforms baseline financial LLMs designed for raw text, achieving state-of-the-art on financial analysis and interpretation tasks. We also open source a new benchmark for financial analysis and interpretation. Our methodology provides a promising path to unlock LLMs' potential for complex real-world domains.


Prompt-augmented Temporal Point Process for Streaming Event Sequence

arXiv.org Artificial Intelligence

Neural Temporal Point Processes (TPPs) are the prevalent paradigm for modeling continuous-time event sequences, such as user activities on the web and financial transactions. In real-world applications, event data is typically received in a \emph{streaming} manner, where the distribution of patterns may shift over time. Additionally, \emph{privacy and memory constraints} are commonly observed in practical scenarios, further compounding the challenges. Therefore, the continuous monitoring of a TPP to learn the streaming event sequence is an important yet under-explored problem. Our work paper addresses this challenge by adopting Continual Learning (CL), which makes the model capable of continuously learning a sequence of tasks without catastrophic forgetting under realistic constraints. Correspondingly, we propose a simple yet effective framework, PromptTPP\footnote{Our code is available at {\small \url{ https://github.com/yanyanSann/PromptTPP}}}, by integrating the base TPP with a continuous-time retrieval prompt pool. The prompts, small learnable parameters, are stored in a memory space and jointly optimized with the base TPP, ensuring that the model learns event streams sequentially without buffering past examples or task-specific attributes. We present a novel and realistic experimental setup for modeling event streams, where PromptTPP consistently achieves state-of-the-art performance across three real user behavior datasets.


Enhancing Asynchronous Time Series Forecasting with Contrastive Relational Inference

arXiv.org Artificial Intelligence

Asynchronous time series, also known as temporal event sequences, are the basis of many applications throughout different industries. Temporal point processes(TPPs) are the standard method for modeling such data. Existing TPP models have focused on parameterizing the conditional distribution of future events instead of explicitly modeling event interactions, imposing challenges for event predictions. In this paper, we propose a novel approach that leverages Neural Relational Inference (NRI) to learn a relation graph that infers interactions while simultaneously learning the dynamics patterns from observational data. Our approach, the Contrastive Relational Inference-based Hawkes Process (CRIHP), reasons about event interactions under a variational inference framework. It utilizes intensity-based learning to search for prototype paths to contrast relationship constraints. Extensive experiments on three real-world datasets demonstrate the effectiveness of our model in capturing event interactions for event sequence modeling tasks. Code will be integrated into the EasyTPP framework.


Monotonic Neural Ordinary Differential Equation: Time-series Forecasting for Cumulative Data

arXiv.org Artificial Intelligence

Time-Series Forecasting based on Cumulative Data (TSFCD) is a crucial problem in decision-making across various industrial scenarios. However, existing time-series forecasting methods often overlook two important characteristics of cumulative data, namely monotonicity and irregularity, which limit their practical applicability. To address this limitation, we propose a principled approach called Monotonic neural Ordinary Differential Equation (MODE) within the framework of neural ordinary differential equations. By leveraging MODE, we are able to effectively capture and represent the monotonicity and irregularity in practical cumulative data. Through extensive experiments conducted in a bonus allocation scenario, we demonstrate that MODE outperforms state-of-the-art methods, showcasing its ability to handle both monotonicity and irregularity in cumulative data and delivering superior forecasting performance.


Fair Attribute Completion on Graph with Missing Attributes

arXiv.org Artificial Intelligence

Tackling unfairness in graph learning models is a challenging task, as the unfairness issues on graphs involve both attributes and topological structures. Existing work on fair graph learning simply assumes that attributes of all nodes are available for model training and then makes fair predictions. In practice, however, the attributes of some nodes might not be accessible due to missing data or privacy concerns, which makes fair graph learning even more challenging. In this paper, we propose FairAC, a fair attribute completion method, to complement missing information and learn fair node embeddings for graphs with missing attributes. FairAC adopts an attention mechanism to deal with the attribute missing problem and meanwhile, it mitigates two types of unfairness, i.e., feature unfairness from attributes and topological unfairness due to attribute completion. FairAC can work on various types of homogeneous graphs and generate fair embeddings for them and thus can be applied to most downstream tasks to improve their fairness performance. To our best knowledge, FairAC is the first method that jointly addresses the graph attribution completion and graph unfairness problems. Experimental results on benchmark datasets show that our method achieves better fairness performance with less sacrifice in accuracy, compared with the state-of-the-art methods of fair graph learning. Code is available at: https://github.com/donglgcn/FairAC.


pTSE: A Multi-model Ensemble Method for Probabilistic Time Series Forecasting

arXiv.org Artificial Intelligence

Various probabilistic time series forecasting models have sprung up and shown remarkably good performance. However, the choice of model highly relies on the characteristics of the input time series and the fixed distribution that the model is based on. Due to the fact that the probability distributions cannot be averaged over different models straightforwardly, the current time series model ensemble methods cannot be directly applied to improve the robustness and accuracy of forecasting. To address this issue, we propose pTSE, a multi-model distribution ensemble method for probabilistic forecasting based on Hidden Markov Model (HMM). pTSE only takes off-the-shelf outputs from member models without requiring further information about each model. Besides, we provide a complete theoretical analysis of pTSE to prove that the empirical distribution of time series subject to an HMM will converge to the stationary distribution almost surely. Experiments on benchmarks show the superiority of pTSE overall member models and competitive ensemble methods.