Graph-level anomaly detection (GLAD) has already gained significant importance and has become a popular field of study, attracting considerable attention across numerous downstream works. The core focus of this domain is to capture and highlight the anomalous information within given graph datasets. In most existing studies, anomalies are often the instances of few. The stark imbalance misleads current GLAD methods to focus on learning the patterns of normal graphs more, further impacting anomaly detection performance. Moreover, existing methods predominantly utilize the inherent features of nodes to identify anomalous graph patterns which is approved suboptimal according to our experiments. In this work, we propose an imbalanced GLAD method via counterfactual augmentation and feature learning. Specifically, we first construct anomalous samples based on counterfactual learning, aiming to expand and balance the datasets. Additionally, we construct a module based on Graph Neural Networks (GNNs), which allows us to utilize degree attributes to complement the inherent attribute features of nodes. Then, we design an adaptive weight learning module to integrate features tailored to different datasets effectively to avoid indiscriminately treating all features as equivalent. Furthermore, extensive baseline experiments conducted on public datasets substantiate the robustness and effectiveness. Besides, we apply the model to brain disease datasets, which can prove the generalization capability of our work. The source code of our work is available online.

In real-world machine learning systems, labels are often derived from user behaviors that the system wishes to encourage. Over time, new models must be trained as new training examples and features become available. However, feedback loops between users and models can bias future user behavior, inducing a presentation bias in the labels that compromises the ability to train new models. In this paper, we propose counterfactual augmentation, a novel causal method for correcting presentation bias using generated counterfactual labels. Our empirical evaluations demonstrate that counterfactual augmentation yields better downstream performance compared to both uncorrected models and existing bias-correction methods. Model analyses further indicate that the generated counterfactuals align closely with true counterfactuals in an oracle setting.

As AI-based systems increasingly impact many areas of our lives, auditing these systems for fairness is an increasingly high-stakes problem. Traditional group fairness metrics can miss discrimination against individuals and are difficult to apply after deployment. Counterfactual fairness describes an individualized notion of fairness but is even more challenging to evaluate after deployment. We present prediction sensitivity, an approach for continual audit of counterfactual fairness in deployed classifiers. Prediction sensitivity helps answer the question: would this prediction have been different, if this individual had belonged to a different demographic group -- for every prediction made by the deployed model. Prediction sensitivity can leverage correlations between protected status and other features and does not require protected status information at prediction time. Our empirical results demonstrate that prediction sensitivity is effective for detecting violations of counterfactual fairness.

Earnings call (EC), as a periodic teleconference of a publicly-traded company, has been extensively studied as an essential market indicator because of its high analytical value in corporate fundamentals. The recent emergence of deep learning techniques has shown great promise in creating automated pipelines to benefit the EC-supported financial applications. However, these methods presume all included contents to be informative without refining valuable semantics from long-text transcript and suffer from EC scarcity issue. Meanwhile, these black-box methods possess inherent difficulties in providing human-understandable explanations. To this end, in this paper, we propose a Multi-Domain Transformer-Based Counterfactual Augmentation, named MTCA, to address the above problems. Specifically, we first propose a transformer-based EC encoder to attentively quantify the task-inspired significance of critical EC content for market inference. Then, a multi-domain counterfactual learning framework is developed to evaluate the gradient-based variations after we perturb limited EC informative texts with plentiful cross-domain documents, enabling MTCA to perform unsupervised data augmentation. As a bonus, we discover a way to use non-training data as instance-based explanations for which we show the result with case studies. Extensive experiments on the real-world financial datasets demonstrate the effectiveness of interpretable MTCA for improving the volatility evaluation ability of the state-of-the-art by 14.2\% in accuracy.