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Preserving Seasonal and Trend Information: A Variational Autoencoder-Latent Space Arithmetic Based Approach for Non-stationary Learning

Wasswa, Hassan, Nanyonga, Aziida, Lynar, Timothy

arXiv.org Artificial Intelligence

AI models have garnered significant research attention towards predictive task automation. However, a stationary training environment is an underlying assumption for most models and such models simply do not work on non-stationary data since a stationary relationship is learned. The existing solutions propose making data stationary prior to model training and evaluation. This leads to loss of trend and seasonal patterns which are vital components for learning temporal dependencies of the system under study. This research aims to address this limitation by proposing a method for enforcing stationary behaviour within the latent space while preserving trend and seasonal information. The method deploys techniques including Differencing, Time-series decomposition, and Latent Space Arithmetic (LSA), to learn information vital for efficient approximation of trend and seasonal information which is then stored as embeddings within the latent space of a Variational Autoencoder (VAE). The approach's ability to preserve trend and seasonal information was evaluated on two time-series non-stationary datasets. For predictive performance evaluation, four deep learning models were trained on the latent vector representations of the datasets after application of the proposed method and all models produced competitive results in comparison with state-of-the-art techniques using RMSE as the performance metric.


Prioritized Propagation in Graph Neural Networks

Cheng, Yao, Chen, Minjie, Li, Xiang, Shan, Caihua, Gao, Ming

arXiv.org Artificial Intelligence

Graph neural networks (GNNs) have recently received significant attention. Learning node-wise message propagation in GNNs aims to set personalized propagation steps for different nodes in the graph. Despite the success, existing methods ignore node priority that can be reflected by node influence and heterophily. In this paper, we propose a versatile framework PPro, which can be integrated with most existing GNN models and aim to learn prioritized node-wise message propagation in GNNs. Specifically, the framework consists of three components: a backbone GNN model, a propagation controller to determine the optimal propagation steps for nodes, and a weight controller to compute the priority scores for nodes. We design a mutually enhanced mechanism to compute node priority, optimal propagation step and label prediction. We also propose an alternative optimization strategy to learn the parameters in the backbone GNN model and two parametric controllers. We conduct extensive experiments to compare our framework with other 11 state-of-the-art competitors on 8 benchmark datasets. Experimental results show that our framework can lead to superior performance in terms of propagation strategies and node representations.