Urban spatio-temporal data present unique challenges for predictive analytics due to their dynamic and complex nature. We introduce STM-Graph, an open-source Python framework that transforms raw spatio-temporal urban event data into graph representations suitable for Graph Neural Network (GNN) training and prediction. STM-Graph integrates diverse spatial mapping methods, urban features from OpenStreetMap, multiple GNN models, comprehensive visualization tools, and a graphical user interface (GUI) suitable for professional and non-professional users. This modular and extensible framework facilitates rapid experimentation and benchmarking. It allows integration of new mapping methods and custom models, making it a valuable resource for researchers and practitioners in urban computing. The source code of the framework and GUI are available at: https://github.com/Ahghaffari/stm_graph and https://github.com/tuminguyen/stm_graph_gui.

Query understanding is essential in modern relevance systems, where user queries are often short, ambiguous, and highly context-dependent. Traditional approaches often rely on multiple task-specific Named Entity Recognition models to extract structured facets as seen in job search applications. However, this fragmented architecture is brittle, expensive to maintain, and slow to adapt to evolving taxonomies and language patterns. In this paper, we introduce a unified query understanding framework powered by a Large Language Model (LLM), designed to address these limitations. Our approach jointly models the user query and contextual signals such as profile attributes to generate structured interpretations that drive more accurate and personalized recommendations. The framework improves relevance quality in online A/B testing while significantly reducing system complexity and operational overhead. The results demonstrate that our solution provides a scalable and adaptable foundation for query understanding in dynamic web applications.

Financial time-series forecasting is critical for maintaining economic stability, guiding informed policymaking, and promoting sustainable investment practices. However, it remains challenging due to various underlying pattern shifts. These shifts arise primarily from three sources: temporal non-stationarity (distribution changes over time), multi-domain diversity (distinct patterns across financial domains such as stocks, commodities, and futures), and varying temporal resolutions (patterns differing across per-second, hourly, daily, or weekly indicators). While recent deep learning methods attempt to address these complexities, they frequently suffer from overfitting and typically require extensive domain-specific fine-tuning. To overcome these limitations, we introduce FinCast, the first foundation model specifically designed for financial time-series forecasting, trained on large-scale financial datasets. Remarkably, FinCast exhibits robust zero-shot performance, effectively capturing diverse patterns without domain-specific fine-tuning. Comprehensive empirical and qualitative evaluations demonstrate that FinCast surpasses existing state-of-the-art methods, highlighting its strong generalization capabilities.

The expansion of machine learning into dynamic environments presents challenges in handling open-world problems where label shift, covariate shift, and unknown classes emerge. Post-training methods have been explored to address these challenges, adapting models to newly emerging data. However, these methods struggle when the initial pre-training is performed on class-imbalanced datasets, limiting generalization to minority classes. To address this, we propose a method that effectively handles open-world problems even when pre-training is conducted on imbalanced data. Our contrastive-based pre-training approach enhances classification performance, particularly for underrepresented classes. Our post-training mechanism generates reliable pseudo-labels, improving model robustness against open-world problems. We also introduce selective activation criteria to optimize the post-training process, reducing unnecessary computation. Extensive experiments demonstrate that our method significantly outperforms state-of-the-art adaptation techniques in both accuracy and efficiency across diverse open-world scenarios.

In real-world applications, machine learning models face online label shift, where label distributions change over time. Effective adaptation requires careful learning rate selection: too low slows adaptation and too high causes instability. We propose ASAP (Adaptive Shift Aware Post-training), which dynamically adjusts the learning rate by computing the cosine distance between current and previous unlabeled outputs and mapping it within a bounded range. ASAP requires no labels, model ensembles, or past inputs, using only the previous softmax output for fast, lightweight adaptation. Experiments across multiple datasets and shift scenarios show ASAP consistently improves accuracy and efficiency, making it practical for unsupervised model adaptation.

Recently, Hyper-relational Knowledge Graphs (HKGs) have been proposed as an extension of traditional Knowledge Graphs (KGs) to better represent real-world facts with additional qualifiers. As a result, researchers have attempted to adapt classical Knowledge Graph Embedding (KGE) models for HKGs by designing extra qualifier processing modules. However, it remains unclear whether the superior performance of Hyper-relational KGE (HKGE) models arises from their base KGE model or the specially designed extension module. Hence, in this paper, we data-wise convert HKGs to KG format using three decomposition methods and then evaluate the performance of several classical KGE models on HKGs. Our results show that some KGE models achieve performance comparable to that of HKGE models. Upon further analysis, we find that the decomposition methods alter the original HKG topology and fail to fully preserve HKG information. Moreover, we observe that current HKGE models are either insufficient in capturing the graph's long-range dependency or struggle to integrate main-triple and qualifier information due to the information compression issue. To further justify our findings and offer a potential direction for future HKGE research, we propose the FormerGNN framework. This framework employs a qualifier integrator to preserve the original HKG topology, and a GNN-based graph encoder to capture the graph's long-range dependencies, followed by an improved approach for integrating main-triple and qualifier information to mitigate compression issues. Our experimental results demonstrate that FormerGNN outperforms existing HKGE models.

With the rapid advancement of pre-trained large language models (LLMs), recent endeavors have leveraged the capabilities of LLMs in relevance modeling, resulting in enhanced performance. This is usually done through the process of fine-tuning LLMs on specifically annotated datasets to determine the relevance between queries and items. However, there are two limitations when LLMs are naively employed for relevance modeling through fine-tuning and inference. First, it is not inherently efficient for performing nuanced tasks beyond simple yes or no answers, such as assessing search relevance. It may therefore tend to be overconfident and struggle to distinguish fine-grained degrees of relevance (e.g., strong relevance, weak relevance, irrelevance) used in search engines. Second, it exhibits significant performance degradation when confronted with data distribution shift in real-world scenarios. In this paper, we propose a novel Distribution-Aware Robust Learning framework (DaRL) for relevance modeling in Alipay Search. Specifically, we design an effective loss function to enhance the discriminability of LLM-based relevance modeling across various fine-grained degrees of query-item relevance. To improve the generalizability of LLM-based relevance modeling, we first propose the Distribution-Aware Sample Augmentation (DASA) module. This module utilizes out-of-distribution (OOD) detection techniques to actively select appropriate samples that are not well covered by the original training set for model fine-tuning. Furthermore, we adopt a multi-stage fine-tuning strategy to simultaneously improve in-distribution (ID) and OOD performance, bridging the performance gap between them. DaRL has been deployed online to serve the Alipay's insurance product search...

Retrieval-augmented generation (RAG) is a powerful technique that enhances downstream task execution by retrieving additional information, such as knowledge, skills, and tools from external sources. Graph, by its intrinsic "nodes connected by edges" nature, encodes massive heterogeneous and relational information, making it a golden resource for RAG in tremendous real-world applications. As a result, we have recently witnessed increasing attention on equipping RAG with Graph, i.e., GraphRAG. However, unlike conventional RAG, where the retriever, generator, and external data sources can be uniformly designed in the neural-embedding space, the uniqueness of graph-structured data, such as diverse-formatted and domain-specific relational knowledge, poses unique and significant challenges when designing GraphRAG for different domains. Given the broad applicability, the associated design challenges, and the recent surge in GraphRAG, a systematic and up-to-date survey of its key concepts and techniques is urgently desired. Following this motivation, we present a comprehensive and up-to-date survey on GraphRAG. Our survey first proposes a holistic GraphRAG framework by defining its key components, including query processor, retriever, organizer, generator, and data source. Furthermore, recognizing that graphs in different domains exhibit distinct relational patterns and require dedicated designs, we review GraphRAG techniques uniquely tailored to each domain. Finally, we discuss research challenges and brainstorm directions to inspire cross-disciplinary opportunities.

Narrative data spans all disciplines and provides a coherent model of the world to the reader or viewer. Recent advancement in machine learning and Large Language Models (LLMs) have enable great strides in analyzing natural language. However, Large language models (LLMs) still struggle with complex narrative arcs as well as narratives containing conflicting information. Recent work indicates LLMs augmented with external knowledge bases can improve the accuracy and interpretability of the resulting models. In this work, we analyze the effectiveness of applying knowledge graphs (KGs) in understanding true-crime podcast data from both classical Natural Language Processing (NLP) and LLM approaches. We directly compare KG-augmented LLMs (KGLLMs) with classical methods for KG construction, topic modeling, and sentiment analysis. Additionally, the KGLLM allows us to query the knowledge base in natural language and test its ability to factually answer questions. We examine the robustness of the model to adversarial prompting in order to test the model's ability to deal with conflicting information. Finally, we apply classical methods to understand more subtle aspects of the text such as the use of hearsay and sentiment in narrative construction and propose future directions. Our results indicate that KGLLMs outperform LLMs on a variety of metrics, are more robust to adversarial prompts, and are more capable of summarizing the text into topics.

Deep models for Multivariate Time Series (MTS) forecasting have recently demonstrated significant success. Channel-dependent models capture complex dependencies that channel-independent models cannot capture. However, the number of channels in real-world applications outpaces the capabilities of existing channel-dependent models, and contrary to common expectations, some models underperform the channel-independent models in handling high-dimensional data, which raises questions about the performance of channel-dependent models. To address this, our study first investigates the reasons behind the suboptimal performance of these channel-dependent models on high-dimensional MTS data. Our analysis reveals that two primary issues lie in the introduced noise from unrelated series that increases the difficulty of capturing the crucial inter-channel dependencies, and challenges in training strategies due to high-dimensional data. To address these issues, we propose STHD, the Scalable Transformer for High-Dimensional Multivariate Time Series Forecasting. STHD has three components: a) Relation Matrix Sparsity that limits the noise introduced and alleviates the memory issue; b) ReIndex applied as a training strategy to enable a more flexible batch size setting and increase the diversity of training data; and c) Transformer that handles 2-D inputs and captures channel dependencies. These components jointly enable STHD to manage the high-dimensional MTS while maintaining computational feasibility. Furthermore, experimental results show STHD's considerable improvement on three high-dimensional datasets: Crime-Chicago, Wiki-People, and Traffic. The source code and dataset are publicly available https://github.com/xinzzzhou/ScalableTransformer4HighDimensionMTSF.git.