Yang, Shuang
Bandit Samplers for Training Graph Neural Networks
Liu, Ziqi, Wu, Zhengwei, Zhang, Zhiqiang, Zhou, Jun, Yang, Shuang, Song, Le, Qi, Yuan
Several sampling algorithms with variance reduction have been proposed for accelerating the training of Graph Convolution Networks (GCNs). However, due to the intractable computation of optimal sampling distribution, these sampling algorithms are suboptimal for GCNs and are not applicable to more general graph neural networks (GNNs) where the message aggregator contains learned weights rather than fixed weights, such as Graph Attention Networks (GAT). The fundamental reason is that the embeddings of the neighbors or learned weights involved in the optimal sampling distribution are changing during the training and not known a priori, but only partially observed when sampled, thus making the derivation of an optimal variance reduced samplers non-trivial. In this paper, we formulate the optimization of the sampling variance as an adversary bandit problem, where the rewards are related to the node embeddings and learned weights, and can vary constantly. Thus a good sampler needs to acquire variance information about more neighbors (exploration) while at the same time optimizing the immediate sampling variance (exploit). We theoretically show that our algorithm asymptotically approaches the optimal variance within a factor of 3. We show the efficiency and effectiveness of our approach on multiple datasets.
Variational Optimization for the Submodular Maximum Coverage Problem
Du, Jian, Hua, Zhigang, Yang, Shuang
We provide the first While [25] shows the greedy method with a modular approximation variational approximation for this problem based on the Nemhauser has good performance, we take a step further to build a mathematical divergence, and show that it can be solved efficiently using variational connection between the variational modular approximation optimization. The algorithm alternates between two steps: to a submodular function based on Namhauser divergence and (1) an E step that estimates a variational parameter to maximize a classical variational approximation based on KullbackรขฤลLeibler parameterized modular lower bound; and (2) an M step that updates divergence. We take advantage of this framework to iteratively solve the solution by solving the local approximate problem. We provide SMCP, leading to a novel variational approach. Analogous to the theoretical analysis on the performance of the proposed approach counterpart of variational optimization based on Kullback-Leibler and its curvature-dependent approximate factor, and empirically divergence, the proposed method consists of two alternating steps, evaluate it on a number of public data sets and several application namely estimation (E step) and maximization (M step) to monotonically tasks.
QEBA: Query-Efficient Boundary-Based Blackbox Attack
Li, Huichen, Xu, Xiaojun, Zhang, Xiaolu, Yang, Shuang, Li, Bo
Machine learning (ML), especially deep neural networks (DNNs) have been widely used in various applications, including several safety-critical ones (e.g. autonomous driving). As a result, recent research about adversarial examples has raised great concerns. Such adversarial attacks can be achieved by adding a small magnitude of perturbation to the input to mislead model prediction. While several whitebox attacks have demonstrated their effectiveness, which assume that the attackers have full access to the machine learning models; blackbox attacks are more realistic in practice. In this paper, we propose a Query-Efficient Boundary-based blackbox Attack (QEBA) based only on model's final prediction labels. We theoretically show why previous boundary-based attack with gradient estimation on the whole gradient space is not efficient in terms of query numbers, and provide optimality analysis for our dimension reduction-based gradient estimation. On the other hand, we conducted extensive experiments on ImageNet and CelebA datasets to evaluate QEBA. We show that compared with the state-of-the-art blackbox attacks, QEBA is able to use a smaller number of queries to achieve a lower magnitude of perturbation with 100% attack success rate. We also show case studies of attacks on real-world APIs including MEGVII Face++ and Microsoft Azure.
A Semi-supervised Graph Attentive Network for Financial Fraud Detection
Wang, Daixin, Lin, Jianbin, Cui, Peng, Jia, Quanhui, Wang, Zhen, Fang, Yanming, Yu, Quan, Zhou, Jun, Yang, Shuang, Qi, Yuan
With the rapid growth of financial services, fraud detection has been a very important problem to guarantee a healthy environment for both users and providers. Conventional solutions for fraud detection mainly use some rule-based methods or distract some features manually to perform prediction. However, in financial services, users have rich interactions and they themselves always show multifaceted information. These data form a large multiview network, which is not fully exploited by conventional methods. Additionally, among the network, only very few of the users are labelled, which also poses a great challenge for only utilizing labeled data to achieve a satisfied performance on fraud detection. To address the problem, we expand the labeled data through their social relations to get the unlabeled data and propose a semi-supervised attentive graph neural network, namedSemiGNN to utilize the multi-view labeled and unlabeled data for fraud detection. Moreover, we propose a hierarchical attention mechanism to better correlate different neighbors and different views. Simultaneously, the attention mechanism can make the model interpretable and tell what are the important factors for the fraud and why the users are predicted as fraud. Experimentally, we conduct the prediction task on the users of Alipay, one of the largest third-party online and offline cashless payment platform serving more than 4 hundreds of million users in China. By utilizing the social relations and the user attributes, our method can achieve a better accuracy compared with the state-of-the-art methods on two tasks. Moreover, the interpretable results also give interesting intuitions regarding the tasks.
Graph Representation Learning for Merchant Incentive Optimization in Mobile Payment Marketing
Liu, Ziqi, Wang, Dong, Yu, Qianyu, Zhang, Zhiqiang, Shen, Yue, Ma, Jian, Zhong, Wenliang, Gu, Jinjie, Zhou, Jun, Yang, Shuang, Qi, Yuan
Mobile payment such as Alipay has been widely used in our daily lives. To further promote the mobile payment activities, it is important to run marketing campaigns under a limited budget by providing incentives such as coupons, commissions to merchants. As a result, incentive optimization is the key to maximizing the commercial objective of the marketing campaign. With the analyses of online experiments, we found that the transaction network can subtly describe the similarity of merchants' responses to different incentives, which is of great use in the incentive optimization problem. In this paper, we present a graph representation learning method atop of transaction networks for merchant incentive optimization in mobile payment marketing. With limited samples collected from online experiments, our end-to-end method first learns merchant representations based on an attributed transaction networks, then effectively models the correlations between the commercial objectives each merchant may achieve and the incentives under varying treatments. Thus we are able to model the sensitivity to incentive for each merchant, and spend the most budgets on those merchants that show strong sensitivities in the marketing campaign. Extensive offline and online experimental results at Alipay demonstrate the effectiveness of our proposed approach.