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Attributed graphs, which contain rich contextual features beyond just network structure, are ubiquitous and have been observed to benefit various network analytics applications. Graph structure optimization, aiming to find the optimal graphs in terms of some specific measures, has become an effective computational tool in complex network analysis. However, traditional model-free methods suffer from the expensive computational cost of evaluating graphs; existing vectorial Bayesian optimization methods cannot be directly applied to attributed graphs and have the scalability issue due to the use of Gaussian processes (GPs). To bridge the gap, in this paper, we propose a novel scalable Deep Graph Bayesian Optimization (DGBO) method on attributed graphs. The proposed DGBO prevents the cubical complexity of the GPs by adopting a deep graph neural network to surrogate black-box functions, and can scale linearly with the number of observations. Intensive experiments are conducted on both artificial and real-world problems, including molecular discovery and urban road network design, and demonstrate the effectiveness of the DGBO compared with the state-of-the-art.
An important family of problems in climate science focus on finding predictive relationships between various climate variables. In this paper, we consider the problem of predicting monthly deseasonalized land temperature at different locations worldwide based on sea surface temperature (SST). Contrary to popular belief on the trade-off between (a) simple interpretable but inaccurate models and (b) complex accurate but uninterpretable models, we introduce a weighted Lasso model for the problem which yields interpretable results while being highly accurate. Covariate weights in the regularization of weighted Lasso are pre-determined, and proportional to the spatial distance of the covariate (sea surface location) from the target (land location). We establish finite sample estimation error bounds for weighted Lasso, and illustrate its superior empirical performance and interpretability over complex models such as deep neural networks (Deep nets) and gradient boosted trees (GBT). We also present a detailed empirical analysis of what went wrong with Deep nets here, which may serve as a helpful guideline for application of Deep nets to small sample scientific problems.
Bike sharing provides an environment-friendly way for traveling and is booming all over the world. Yet, due to the high similarity of user travel patterns, the bike imbalance problem constantly occurs, especially for dockless bike sharing systems, causing significant impact on service quality and company revenue. Thus, it has become a critical task for bike sharing operators to resolve such imbalance efficiently. In this paper, we propose a novel deep reinforcement learning framework for incentivizing users to rebalance such systems. We model the problem as a Markov decision process and take both spatial and temporal features into consideration. We develop a novel deep reinforcement learning algorithm called Hierarchical Reinforcement Pricing (HRP), which builds upon the Deep Deterministic Policy Gradient algorithm. Different from existing methods that often ignore spatial information and rely heavily on accurate prediction, HRP captures both spatial and temporal dependencies using a divide-and-conquer structure with an embedded localized module. We conduct extensive experiments to evaluate HRP, based on a dataset from Mobike, a major Chinese dockless bike sharing company. Results show that HRP performs close to the 24-timeslot look-ahead optimization, and outperforms state-of-the-art methods in both service level and bike distribution. It also transfers well when applied to unseen areas.
Green Security Games (GSGs) have been proposed and applied to optimize patrols conducted by law enforcement agencies in green security domains such as combating poaching, illegal logging and overfishing. However, real-time information such as footprints and agents’ subsequent actions upon receiving the information, e.g., rangers following the footprints to chase the poacher, have been neglected in previous work. To fill the gap, we first propose a new game model GSG-I which augments GSGs with sequential movement and the vital element of real-time information. Second, we design a novel deep reinforcement learning-based algorithm, DeDOL, to compute a patrolling strategy that adapts to the real-time information against a best-responding attacker. DeDOL is built upon the double oracle framework and the policy-space response oracle, solving a restricted game and iteratively adding best response strategies to it through training deep Q-networks. Exploring the game structure, DeDOL uses domain-specific heuristic strategies as initial strategies and constructs several local modes for efficient and parallelized training. To our knowledge, this is the first attempt to use Deep Q-Learning for security games.
Nowadays, multivariate time series data are increasingly collected in various real world systems, e.g., power plants, wearable devices, etc. Anomaly detection and diagnosis in multivariate time series refer to identifying abnormal status in certain time steps and pinpointing the root causes. Building such a system, however, is challenging since it not only requires to capture the temporal dependency in each time series, but also need encode the inter-correlations between different pairs of time series. In addition, the system should be robust to noise and provide operators with different levels of anomaly scores based upon the severity of different incidents. Despite the fact that a number of unsupervised anomaly detection algorithms have been developed, few of them can jointly address these challenges. In this paper, we propose a Multi-Scale Convolutional Recurrent Encoder-Decoder (MSCRED), to perform anomaly detection and diagnosis in multivariate time series data. Specifically, MSCRED first constructs multi-scale (resolution) signature matrices to characterize multiple levels of the system statuses in different time steps. Subsequently, given the signature matrices, a convolutional encoder is employed to encode the inter-sensor (time series) correlations and an attention based Convolutional Long-Short Term Memory (ConvLSTM) network is developed to capture the temporal patterns. Finally, based upon the feature maps which encode the inter-sensor correlations and temporal information, a convolutional decoder is used to reconstruct the input signature matrices and the residual signature matrices are further utilized to detect and diagnose anomalies. Extensive empirical studies based on a synthetic dataset and a real power plant dataset demonstrate that MSCRED can outperform state-ofthe-art baseline methods.