Goto

Collaborating Authors

 arp





ArchISMiner: A Framework for Automatic Mining of Architectural Issue-Solution Pairs from Online Developer Communities

de Dieu, Musengamana Jean, Li, Ruiyin, Liang, Peng, Shahin, Mojtaba, Waseem, Muhammad, Khan, Arif Ali, Wang, Bangchao, Aktar, Mst Shamima

arXiv.org Artificial Intelligence

Stack Overflow (SO), a leading online community forum, is a rich source of software development knowledge. However, locating architectural knowledge, such as architectural solutions remains challenging due to the overwhelming volume of unstructured content and fragmented discussions. Developers must manually sift through posts to find relevant architectural insights, which is time-consuming and error-prone. This study introduces ArchISMiner, a framework for mining architectural knowledge from SO. The framework comprises two complementary components: ArchPI and ArchISPE. ArchPI trains and evaluates multiple models, including conventional ML/DL models, Pre-trained Language Models (PLMs), and Large Language Models (LLMs), and selects the best-performing model to automatically identify Architecture-Related Posts (ARPs) among programming-related discussions. ArchISPE employs an indirect supervised approach that leverages diverse features, including BERT embeddings and local TextCNN features, to extract architectural issue-solution pairs. Our evaluation shows that the best model in ArchPI achieves an F1-score of 0.960 in ARP detection, and ArchISPE outperforms baselines in both SE and NLP fields, achieving F1-scores of 0.883 for architectural issues and 0.894 for solutions. A user study further validated the quality (e.g., relevance and usefulness) of the identified ARPs and the extracted issue-solution pairs. Moreover, we applied ArchISMiner to three additional forums, releasing a dataset of over 18K architectural issue-solution pairs. Overall, ArchISMiner can help architects and developers identify ARPs and extract succinct, relevant, and useful architectural knowledge from developer communities more accurately and efficiently. The replication package of this study has been provided at https://github.com/JeanMusenga/ArchISPE





Weight-Space Linear Recurrent Neural Networks

Nzoyem, Roussel Desmond, Keshtmand, Nawid, Fernandez, Enrique Crespo, Tsayem, Idriss, Santos-Rodriguez, Raul, Barton, David A. W., Deakin, Tom

arXiv.org Artificial Intelligence

We introduce WARP (Weight-space Adaptive Recurrent Prediction), a simple yet powerful model that unifies weight-space learning with linear recurrence to redefine sequence modeling. Unlike conventional recurrent neural networks (RNNs) which collapse temporal dynamics into fixed-dimensional hidden states, WARP explicitly parametrizes its hidden state as the weights and biases of a distinct auxiliary neural network, and uses input differences to drive its recurrence. This brain-inspired formulation enables efficient gradient-free adaptation of the auxiliary network at test-time, in-context learning abilities, and seamless integration of domain-specific physical priors. Empirical validation shows that WARP matches or surpasses state-of-the-art baselines on diverse classification tasks, featuring in the top three in 5 out of 6 real-world challenging datasets. Furthermore, extensive experiments across sequential image completion, multivariate time series forecasting, and dynamical system reconstruction demonstrate its expressiveness and generalisation capabilities. Remarkably, a physics-informed variant of our model outperforms the next best model by more than 10x. Ablation studies confirm the architectural necessity of key components, solidifying weight-space linear RNNs as a transformative paradigm for adaptive machine intelligence.


On the Power of Spatial Locality on Online Routing Problems

Guragain, Swapnil, Sharma, Gokarna

arXiv.org Artificial Intelligence

We consider the online versions of two fundamental routing problems, traveling salesman (TSP) and dial-a-ride (DARP), which have a variety of relevant applications in logistics and robotics. The online versions of these problems concern with efficiently serving a sequence of requests presented in a real-time on-line fashion located at points of a metric space by servers (salesmen/vehicles/robots). In this paper, motivated from real-world applications, such as Uber/Lyft rides, where some limited knowledge is available on the future requests, we propose the {\em spatial locality} model that provides in advance the distance within which new request(s) will be released from the current position of server(s). We study the usefulness of this advanced information on achieving the improved competitive ratios for both the problems with $k\geq 1$ servers, compared to the competitive results established in the literature without such spatial locality consideration. We show that small locality is indeed useful in obtaining improved competitive ratios irrespective of the metric space.


ChronosX: Adapting Pretrained Time Series Models with Exogenous Variables

Arango, Sebastian Pineda, Mercado, Pedro, Kapoor, Shubham, Ansari, Abdul Fatir, Stella, Lorenzo, Shen, Huibin, Senetaire, Hugo, Turkmen, Caner, Shchur, Oleksandr, Maddix, Danielle C., Bohlke-Schneider, Michael, Wang, Yuyang, Rangapuram, Syama Sundar

arXiv.org Artificial Intelligence

Covariates provide valuable information on external factors that influence time series and are critical in many real-world time series forecasting tasks. For example, in retail, covariates may indicate promotions or peak dates such as holiday seasons that heavily influence demand forecasts. Recent advances in pretraining large language model architectures for time series forecasting have led to highly accurate forecasters. However, the majority of these models do not readily use covariates as they are often specific to a certain task or domain. This paper introduces a new method to incorporate covariates into pretrained time series forecasting models. Our proposed approach incorporates covariate information into pretrained forecasting models through modular blocks that inject past and future covariate information, without necessarily modifying the pretrained model in consideration. In order to evaluate our approach, we introduce a benchmark composed of 32 different synthetic datasets with varying dynamics to evaluate the effectivity of forecasting models with covariates. Extensive evaluations on both synthetic and real datasets show that our approach effectively incorporates covariate information into pretrained models, outperforming existing baselines.