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Dawei Cheng

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28 papers

2 author rows

AAAI Conference 2026 Conference Paper

Role Perceptual Augmented Temporal Graph Network for Related-party Transaction Detection

Xin Liu
Yuanhang Yu
Peng Zhu
Dawei Cheng
Changjun Jiang

Illegal related-party transactions (RPT) are federal felonies that pose a severe threat to the stability and integrity of modern financial systems. The increasing frequency of RPTs forms complex and dynamic networks. Existing temporal graph learning methods tend to treat entities as functionally homogeneous, ignoring the diverse and evolving structural roles of nodes. Role-based embedding methods model global structure by bridging same-role nodes, but their reliance on a unified mechanism for aggregation and evolution means they fail to distinguish the underlying logic of distinct interactions governed by structural roles. The limitations motivate us to develop a customized role-based strategy. It can also adapt to evolving RPT dynamics, thereby forming a continuous regulatory process to combat illegal activities. In this paper, we propose an innovative Role Perceptual Augmented Temporal Graph Network (RPATGN) for proactive RPT detection. We analyze the structural roles of nodes and employ a role-based message passing mechanism that adapts its aggregation strategy based on the roles of interacting nodes. We integrate a variational graph recurrent neural network, enhanced by temporal contextual attention, to explicitly model the dynamics of the roles and the overall network evolution. Extensive experiments on real-world financial datasets demonstrate the effectiveness of our approach for RPT detection. It holds practical significance for fostering robust financial systems and promoting healthy, transparent financial markets.

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AAAI Conference 2025 Conference Paper

Adaptive Multi-Scale Decomposition Framework for Time Series Forecasting

Yifan Hu
Peiyuan Liu
Peng Zhu
Dawei Cheng
Tao Dai

Transformer-based and MLP-based methods have emerged as leading approaches in time series forecasting (TSF). However, real-world time series often show different patterns at different scales, and future changes are shaped by the interplay of these overlapping scales, requiring high-capacity models. While Transformer-based methods excel in capturing long-range dependencies, they suffer from high computational complexities and tend to overfit. Conversely, MLP-based methods offer computational efficiency and adeptness in modeling temporal dynamics, but they struggle with capturing temporal patterns with complex scales effectively. Based on the observation of multi-scale entanglement effect in time series, we propose a novel MLP-based Adaptive Multi-Scale Decomposition (AMD) framework for TSF. Our framework decomposes time series into distinct temporal patterns at multiple scales, leveraging the Multi-Scale Decomposable Mixing (MDM) block to dissect and aggregate these patterns. Complemented by the Dual Dependency Interaction (DDI) block and the Adaptive Multi-predictor Synthesis (AMS) block, our approach effectively models both temporal and channel dependencies and utilizes autocorrelation to refine multi-scale data integration. Comprehensive experiments demonstrate our AMD framework not only overcomes the limitations of existing methods but also consistently achieves state-of-the-art performance across various datasets.

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NeurIPS Conference 2025 Conference Paper

Attack by Yourself: Effective and Unnoticeable Multi-Category Graph Backdoor Attacks with Subgraph Triggers Pool

Jiangtong Li
Dongyi Liu
Kun Zhu
Dawei Cheng
Changjun Jiang

Graph Neural Networks (GNNs) have achieved significant success in various real-world applications, including social networks, finance systems, and traffic management. Recent researches highlight their vulnerability to backdoor attacks in node classification, where GNNs trained on a poisoned graph misclassify a test node only when specific triggers are attached. These studies typically focus on single attack categories and use adaptive trigger generators to create node-specific triggers. However, adaptive trigger generators typically have a simple structure, limited parameters, and lack category-aware graph knowledge, which makes them struggle to handle backdoor attacks across multiple categories as the number of target categories increases. We address this gap by proposing a novel approach for Effective and Unnoticeable Multi-Category (EUMC) graph backdoor attacks, leveraging subgraph from the attacked graph as category-aware triggers to precisely control the target category. To ensure the effectiveness of our method, we construct a Multi-Category Subgraph Triggers Pool (MC-STP) using the subgraphs of the attacked graph as triggers. We then exploit the attachment probability shifts of each subgraph trigger as category-aware priors for target category determination. Moreover, we develop a ``select then attach'' strategy that connects suitable category-aware trigger to attacked nodes for unnoticeability. Extensive experiments across different real-world datasets confirm the efficacy of our method in conducting multi-category graph backdoor attacks on various GNN models and defense strategies.

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ICLR Conference 2025 Conference Paper

Cut the Crap: An Economical Communication Pipeline for LLM-based Multi-Agent Systems

Guibin Zhang
Yanwei Yue
Zhixun Li
Sukwon Yun
Guancheng Wan
Kun Wang 0056
Dawei Cheng
Jeffrey Xu Yu

Recent advancements in large language model (LLM)-powered agents have shown that collective intelligence can significantly outperform individual capabilities, largely attributed to the meticulously designed inter-agent communication topologies. Though impressive in performance, existing multi-agent pipelines inherently introduce substantial token overhead, as well as increased economic costs, which pose challenges for their large-scale deployments. In response to this challenge, we propose an economical, simple, and robust multi-agent communication framework, termed $\texttt{AgentPrune}$, which can seamlessly integrate into mainstream multi-agent systems and prunes redundant or even malicious communication messages. Technically, $\texttt{AgentPrune}$ is the first to identify and formally define the $\textit{Communication Redundancy}$ issue present in current LLM-based multi-agent pipelines, and efficiently performs one-shot pruning on the spatial-temporal message-passing graph, yielding a token-economic and high-performing communication topology. Extensive experiments across six benchmarks demonstrate that $\texttt{AgentPrune}$ $\textbf{(I)}$ achieves comparable results as state-of-the-art topologies at merely $\\$5.6$ cost compared to their $\\$43.7$, $\textbf{(II)}$ integrates seamlessly into existing multi-agent frameworks with $28.1\\%\sim72.8\\%\downarrow$ token reduction, and $\textbf{(III)}$ successfully defend against two types of agent-based adversarial attacks with $3.5\\%\sim10.8\\%\uparrow$ performance boost. The source code is available at \url{https://github.com/yanweiyue/AgentPrune}.

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IJCAI Conference 2025 Conference Paper

Enhancing Portfolio Optimization via Heuristic-Guided Inverse Reinforcement Learning with Multi-Objective Reward and Graph-based Policy Learning

Wenyi Zhang
Renjun Jia
Yanhao Wang
Dawei Cheng
Minghao Zhao
Cen Chen

Portfolio optimization encounters persistent challenges in adapting to dynamic markets due to static assumptions and high-dimensional decision spaces. Although reinforcement learning (RL) has emerged as a potential solution, conventional reward engineering often fails to capture complex market dynamics. Recent advances in deep RL and graph neural networks have attempted to enhance market microstructure modeling. However, these methods still struggle with the systematic integration of financial knowledge. To address the above issues, we propose a novel heuristic-guided inverse reinforcement learning framework for portfolio optimization. Specifically, our framework provides an interpretable expert strategy generation mechanism that takes into account sector diversification and correlation constraints. Then, a multi-objective reward optimization method is adopted to adaptively strike a balance between returns and risks. Furthermore, it also utilizes heterogeneous graph policy learning with hierarchical attention mechanisms to explicitly model inter-stock relationships. Finally, we conduct extensive experiments on real-world financial market data to demonstrate that our framework outperforms several state-of-the-art deep learning and RL baselines in terms of risk-adjusted returns. We provide case studies to showcase the ability of our framework to balance return maximization and risk containment. Our code is publicly available at https: //github. com/ChloeWenyiZhang/SmartFolio/.

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AAAI Conference 2025 Conference Paper

Fast Track to Winning Tickets: Repowering One-Shot Pruning for Graph Neural Networks

Yanwei Yue
Guibin Zhang
Haoran Yang
Dawei Cheng

Graph Neural Networks (GNNs) demonstrate superior performance in various graph learning tasks, yet their wider real-world application is hindered by the computational overhead when applied to large-scale graphs. To address the issue, the Graph Lottery Hypothesis (GLT) has been proposed, advocating the identification of subgraphs and subnetworks, i.e., winning tickets, without compromising performance. The effectiveness of current GLT methods largely stems from the use of iterative magnitude pruning (IMP), which offers greater stability and better performance than one-shot pruning. However, identifying GLTs is highly computationally expensive, due to the iterative pruning and retraining required by IMP. In this paper, we reevaluate the correlation between one-shot pruning and IMP: while one-shot tickets are suboptimal compared to IMP, they offer a fast track to tickets with a stronger performance. We introduce a one-shot pruning and denoising framework to validate the efficacy of the fast track. Compared to current IMP-based GLT methods, our framework achieves a double-win situation of graph lottery tickets with higher sparsity and faster speeds. Through extensive experiments across 4 backbones and 6 datasets, our method demonstrates a 1.32%-45.62% improvement in weight sparsity and a 7.49%-22.71% increase in graph sparsity, along with a 1.7-44× speedup over IMP-based methods and 95.3%-98.6% MAC savings.

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ICML Conference 2025 Conference Paper

G-Designer: Architecting Multi-agent Communication Topologies via Graph Neural Networks

Guibin Zhang
Yanwei Yue
Xiangguo Sun
Guancheng Wan
Miao Yu
Junfeng Fang
Kun Wang 0056
Tianlong Chen 0001

Recent advancements in large language model (LLM)-based agents have demonstrated that collective intelligence can significantly surpass the capabilities of individual agents, primarily due to well-crafted inter-agent communication topologies. Despite the diverse and high-performing designs available, practitioners often face confusion when selecting the most effective pipeline for their specific task: Which topology is the best choice for my task, avoiding unnecessary communication token overhead while ensuring high-quality solution? In response to this dilemma, we introduce G-Designer, an adaptive, efficient, and robust solution for multi-agent deployment, which dynamically designs task-aware, customized communication topologies. Specifically, G-Designer models the multi-agent system as a multi-agent network, leveraging a variational graph auto-encoder to encode both the nodes (agents) and a task-specific virtual node, and decodes a task-adaptive and high-performing communication topology. Extensive experiments on six benchmarks showcase that G-Designer is: (1) high-performing, achieving superior results on MMLU with accuracy at $84. 50\%$ and on HumanEval with pass@1 at $89. 90\%$; \textbf{(2) task-adaptive}, architecting communication protocols tailored to task difficulty, reducing token consumption by up to $95. 33\%$ on HumanEval; and \textbf{(3) adversarially robust}, defending against agent adversarial attacks with merely $0. 3\%$ accuracy drop.

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IJCAI Conference 2025 Conference Paper

PCAN: A Pandemic-Compatible Attentive Neural Network for Retail Sales Forecasting

Fan Li
Guoxuan Wang
Huiyu Chu
Dawei Cheng
Xiaoyang Wang

The outbreak of pandemic has a huge impact on production and consumption in the business world, especially for the retail sector. As a crucial component of decision-support technology in the retail industry, sales forecasting is significant for production planning and optimizing the supply of essential goods during the pandemic. However, due to the irregular fluctuation pattern caused by uncertainty and the complex temporal correlation between multiple covariates and sales, there is still no effective approach for sales forecasting in this extreme event. To fill this gap, we propose a Pandemic-Compatible Attentive Network (PCAN) for retail sales forecasting. Specifically, to capture the irregular fluctuation patterns from the sales series, we design a fluctuation attention mechanism based on association discrepancy in the time series. Then, a parallel attention module is developed to learn the complex relationship between target sales and various dynamic influence factors in a decoupled manner. Finally, we introduce a novel rectification decoding strategy to indicate fluctuation points in prediction. By evaluating PCAN on four real-world retail food datasets from the SF Express international supply chain system, the results show that our method achieves superior performance over the existing state-of-the-art baselines. The model has been deployed in the supply chain system as a fundamental component to serve a world-leading food retailer.

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ICLR Conference 2025 Conference Paper

Rationalizing and Augmenting Dynamic Graph Neural Networks

Guibin Zhang
Yiyan Qi
Ziyang Cheng
Yanwei Yue
Dawei Cheng
Jian Guo

Graph data augmentation (GDA) has shown significant promise in enhancing the performance, generalization, and robustness of graph neural networks (GNNs). However, contemporary methodologies are often limited to static graphs, whose applicability on dynamic graphs—more prevalent in real-world applications—remains unexamined. In this paper, we empirically highlight the challenges faced by static GDA methods when applied to dynamic graphs, particularly their inability to maintain temporal consistency. In light of this limitation, we propose a dedicated augmentation framework for dynamic graphs, termed $\texttt{DyAug}$, which adaptively augments the evolving graph structure with temporal consistency awareness. Specifically, we introduce the paradigm of graph rationalization for dynamic GNNs, progressively distinguishing between causal subgraphs (\textit{rationale}) and the non-causal complement (\textit{environment}) across snapshots. We develop three types of environment replacement, including, spatial, temporal, and spatial-temporal, to facilitate data augmentation in the latent representation space, thereby improving the performance, generalization, and robustness of dynamic GNNs. Extensive experiments on six benchmarks and three GNN backbones demonstrate that $\texttt{DyAug}$ can \textbf{(I)} improve the performance of dynamic GNNs by $0.89\\%\sim3.13\\%\uparrow$; \textbf{(II)} effectively counter targeted and non-targeted adversarial attacks with $6.2\\%\sim12.2\\%\\uparrow$ performance boost; \textbf{(III)} make stable predictions under temporal distribution shifts.

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ICML Conference 2025 Conference Paper

TimeFilter: Patch-Specific Spatial-Temporal Graph Filtration for Time Series Forecasting

Yifan Hu 0006
Guibin Zhang
Peiyuan Liu
Disen Lan
Naiqi Li
Dawei Cheng
Tao Dai 0001
Shu-Tao Xia

Time series forecasting methods generally fall into two main categories: Channel Independent (CI) and Channel Dependent (CD) strategies. While CI overlooks important covariate relationships, CD captures all dependencies without distinction, introducing noise and reducing generalization. Recent advances in Channel Clustering (CC) aim to refine dependency modeling by grouping channels with similar characteristics and applying tailored modeling techniques. However, coarse-grained clustering struggles to capture complex, time-varying interactions effectively. To address these challenges, we propose TimeFilter, a GNN-based framework for adaptive and fine-grained dependency modeling. After constructing the graph from the input sequence, TimeFilter refines the learned spatial-temporal dependencies by filtering out irrelevant correlations while preserving the most critical ones in a patch-specific manner. Extensive experiments on 13 real-world datasets from diverse application domains demonstrate the state-of-the-art performance of TimeFilter. The code is available at https: //github. com/TROUBADOUR000/TimeFilter.

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IJCAI Conference 2024 Conference Paper

Effective High-order Graph Representation Learning for Credit Card Fraud Detection

Yao Zou
Dawei Cheng

Credit card fraud imposes significant costs on both cardholders and issuing banks. Fraudsters often disguise their crimes, such as using legitimate transactions through several benign users to bypass anti-fraud detection. Existing graph neural network (GNN) models struggle with learning features of camouflaged, indirect multi-hop transactions due to their inherent over-smoothing issues in deep multi-layer aggregation, presenting a major challenge in detecting disguised relationships. Therefore, in this paper, we propose a novel High-order Graph Representation Learning model (HOGRL) to avoid incorporating excessive noise during the multi-layer aggregation process. In particular, HOGRL learns different orders of \emph{pure} representations directly from high-order transaction graphs. We realize this goal by effectively constructing high-order transaction graphs first and then learning the \emph{pure} representations of each order so that the model could identify fraudsters' multi-hop indirect transactions via multi-layer \emph{pure} feature learning. In addition, we introduce a mixture-of-expert attention mechanism to automatically determine the importance of different orders for jointly optimizing fraud detection performance. We conduct extensive experiments in both the open source and real-world datasets, the result demonstrates the significant improvements of our proposed HOGRL compared with state-of-the-art fraud detection baselines. HOGRL's superior performance also proves its effectiveness in addressing high-order fraud camouflage criminals.

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NeurIPS Conference 2024 Conference Paper

GDeR: Safeguarding Efficiency, Balancing, and Robustness via Prototypical Graph Pruning

Guibin Zhang
Haonan Dong
Yuchen Zhang
Zhixun Li
Dingshuo Chen
Kai Wang
Tianlong Chen
Yuxuan Liang

Training high-quality deep models necessitates vast amounts of data, resulting in overwhelming computational and memory demands. Recently, data pruning, distillation, and coreset selection have been developed to streamline data volume by \textit{retaining}, \textit{synthesizing}, or \textit{selecting} a small yet informative subset from the full set. Among these methods, data pruning incurs the least additional training cost and offers the most practical acceleration benefits. However, it is the most vulnerable, often suffering significant performance degradation with imbalanced or biased data schema, thus raising concerns about its accuracy and reliability in on-device deployment. Therefore, there is a looming need for a new data pruning paradigm that maintains the efficiency of previous practices while ensuring balance and robustness. Unlike the fields of computer vision and natural language processing, where mature solutions have been developed to address these issues, graph neural networks (GNNs) continue to struggle with increasingly large-scale, imbalanced, and noisy datasets, lacking a unified dataset pruning solution. To achieve this, we introduce a novel dynamic soft-pruning method, \ourmethod, designed to update the training ``basket'' during the process using trainable prototypes. \ourmethod first constructs a well-modeled graph embedding hypersphere and then samples \textit{representative, balanced, and unbiased subsets} from this embedding space, which achieves the goal we called {\fontfamily{lmtt}\selectfont \textbf{Graph Training Debugging}}. Extensive experiments on four datasets across three GNN backbones, demonstrate that \ourmethod (I) achieves or surpasses the performance of the full dataset with $30\%\sim50\%$ fewer training samples, (II) attains up to a $2. 81\times$ lossless training speedup, and (III) outperforms state-of-the-art pruning methods in imbalanced training and noisy training scenarios by $0. 3\%\sim4. 3\%$ and $3. 6\%\sim7. 8\%$, respectively.

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ICLR Conference 2024 Conference Paper

Graph Lottery Ticket Automated

Guibin Zhang
Kun Wang 0056
Wei Huang 0034
Yanwei Yue
Yang Wang 0015
Roger Zimmermann
Aojun Zhou
Dawei Cheng

Graph Neural Networks (GNNs) have emerged as the leading deep learning models for graph-based representation learning. However, the training and inference of GNNs on large graphs remain resource-intensive, impeding their utility in real-world scenarios and curtailing their applicability in deeper and more sophisticated GNN architectures. To address this issue, the Graph Lottery Ticket (GLT) hypothesis assumes that GNN with random initialization harbors a pair of core subgraph and sparse subnetwork, which can yield comparable performance and higher efficiency to that of the original dense network and complete graph. Despite that GLT offers a new paradigm for GNN training and inference, existing GLT algorithms heavily rely on trial-and-error pruning rate tuning and scheduling, and adhere to an irreversible pruning paradigm that lacks elasticity. Worse still, current methods suffer scalability issues when applied to deep GNNs, as they maintain the same topology structure across all layers. These challenges hinder the integration of GLT into deeper and larger-scale GNN contexts. To bridge this critical gap, this paper introduces an $\textbf{A}$daptive, $\textbf{D}$ynamic, and $\textbf{A}$utomated framework for identifying $\textbf{G}$raph $\textbf{L}$ottery $\textbf{T}$ickets ($\textbf{AdaGLT}$). Our proposed method derives its key advantages and addresses the above limitations through the following three aspects: 1) tailoring layer-adaptive sparse structures for various datasets and GNNs, thus endowing it with the capability to facilitate deeper GNNs; 2) integrating the pruning and training processes, thereby achieving a dynamic workflow encompassing both pruning and restoration; 3) automatically capturing graph lottery tickets across diverse sparsity levels, obviating the necessity for extensive pruning parameter tuning. More importantly, we rigorously provide theoretical proofs to guarantee $\textbf{AdaGLT}$ to mitigate over-smoothing issues and obtain improved sparse structures in deep GNN scenarios. Extensive experiments demonstrate that $\textbf{AdaGLT}$ outperforms state-of-the-art competitors across multiple graph datasets of various scales and types, particularly in scenarios involving deep GNNs.

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IJCAI Conference 2024 Conference Paper

Hypergraph Self-supervised Learning with Sampling-efficient Signals

Fan Li
Xiaoyang Wang
Dawei Cheng
Wenjie Zhang
Ying Zhang
Xuemin Lin

Self-supervised learning (SSL) provides a promising alternative for representation learning on hypergraphs without costly labels. However, existing hypergraph SSL models are mostly based on contrastive methods with the instance-level discrimination strategy, suffering from two significant limitations: (1) They select negative samples arbitrarily, which is unreliable in deciding similar and dissimilar pairs, causing training bias. (2) They often require a large number of negative samples, resulting in expensive computational costs. To address the above issues, we propose SE-HSSL, a hypergraph SSL framework with three sampling-efficient self-supervised signals. Specifically, we introduce two sampling-free objectives leveraging the canonical correlation analysis as the node-level and group-level self-supervised signals. Additionally, we develop a novel hierarchical membership-level contrast objective motivated by the cascading overlap relationship in hypergraphs, which can further reduce membership sampling bias and improve the efficiency of sample utilization. Through comprehensive experiments on 7 real-world hypergraphs, we demonstrate the superiority of our approach over the state-of-the-art method in terms of both effectiveness and efficiency.

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ICML Conference 2024 Conference Paper

Multi-Patch Prediction: Adapting Language Models for Time Series Representation Learning

Yuxuan Bian
Xuan Ju
Jiangtong Li
Zhijian Xu
Dawei Cheng
Qiang Xu 0001

In this study, we present $\text{aL\small{LM}4T\small{S}}$, an innovative framework that adapts Large Language Models (LLMs) for time-series representation learning. Central to our approach is that we reconceive time-series forecasting as a self-supervised, multi-patch prediction task, which, compared to traditional mask-and-reconstruction methods, captures temporal dynamics in patch representations more effectively. Our strategy encompasses two-stage training: (i). a causal continual pre-training phase on various time-series datasets, anchored on next patch prediction, effectively syncing LLM capabilities with the intricacies of time-series data; (ii). fine-tuning for multi-patch prediction in the targeted time-series context. A distinctive element of our framework is the patch-wise decoding layer, which departs from previous methods reliant on sequence-level decoding. Such a design directly transposes individual patches into temporal sequences, thereby significantly bolstering the model’s proficiency in mastering temporal patch-based representations. $\text{aL\small{LM}4T\small{S}}$ demonstrates superior performance in several downstream tasks, proving its effectiveness in deriving temporal representations with enhanced transferability and marking a pivotal advancement in the adaptation of LLMs for time-series analysis.

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AAAI Conference 2024 Conference Paper

Pre-trained Online Contrastive Learning for Insurance Fraud Detection

Rui Zhang
Dawei Cheng
Jie Yang
Yi Ouyang
Xian Wu
Yefeng Zheng
Changjun Jiang

Medical insurance fraud has always been a crucial challenge in the field of healthcare industry. Existing fraud detection models mostly focus on offline learning scenes. However, fraud patterns are constantly evolving, making it difficult for models trained on past data to detect newly emerging fraud patterns, posing a severe challenge in medical fraud detection. Moreover, current incremental learning models are mostly designed to address catastrophic forgetting, but often exhibit suboptimal performance in fraud detection. To address this challenge, this paper proposes an innovative online learning method for medical insurance fraud detection, named POCL. This method combines contrastive learning pre-training with online updating strategies. In the pre-training stage, we leverage contrastive learning pre-training to learn on historical data, enabling deep feature learning and obtaining rich risk representations. In the online learning stage, we adopt a Temporal Memory Aware Synapses online updating strategy, allowing the model to perform incremental learning and optimization based on continuously emerging new data. This ensures timely adaptation to fraud patterns and reduces forgetting of past knowledge. Our model undergoes extensive experiments and evaluations on real-world insurance fraud datasets. The results demonstrate our model has significant advantages in accuracy compared to the state-of-the-art baseline methods, while also exhibiting lower running time and space consumption. Our sources are released at https://github.com/finint/POCL.

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IJCAI Conference 2024 Conference Paper

Safeguarding Fraud Detection from Attacks: A Robust Graph Learning Approach

Jiasheng Wu
Xin Liu
Dawei Cheng
Yi Ouyang
Xian Wu
Yefeng Zheng

Financial fraud is one of the most significant social issues and has caused tremendous property losses. Graph neural networks (GNNs) have been applied to anti-fraud practices and achieved decent results. However, recent researches have discovered flaws in the robustness of fraud-detection models based on GNNs, enabling fraudsters to mislead them through attacks like data poisoning. In addition, most existing attack-defense models tend to study on ideal settings and lose information during truncation or filtering, which lowers their performances in complicated financial fraud cases. Therefore, in this paper, we propose a novel robust anti-fraud GNN model. In particular, we first design an attack algorithm tampering with both features and structures of graph data to simulate fraudsters' attacking behaviors in real-life complex fraud scenarios. Then we apply singular value decomposition to the graph and learn the decomposed matrices in a GNN model with specifically designed joint losses. This enables our model to learn the graph patterns in low-rank subspaces without losing too much detailed information and fit the graph structure to characteristics including class-homophily and sparsity to guarantee robustness. The proposed approach is experimented on real-world fraud datasets, which demonstrates its advantages in fraud detection and robustness compared with the state-of-the-art baselines.

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ICML Conference 2024 Conference Paper

Two Heads Are Better Than One: Boosting Graph Sparse Training via Semantic and Topological Awareness

Guibin Zhang
Yanwei Yue
Kun Wang 0056
Junfeng Fang
Yongduo Sui
Kai Wang 0036
Yuxuan Liang 0002
Dawei Cheng

Graph Neural Networks (GNNs) excel in various graph learning tasks but face computational challenges when applied to large-scale graphs. A promising solution is to remove non-essential edges to reduce the computational overheads in GNN. Previous literature generally falls into two categories: topology-guided and semantic-guided. The former maintains certain graph topological properties yet often underperforms on GNNs. % due to low integration with neural network training. The latter performs well at lower sparsity on GNNs but faces performance collapse at higher sparsity levels. With this in mind, we propose a new research line and concept termed Graph Sparse Training (GST), which dynamically manipulates sparsity at the data level. Specifically, GST initially constructs a topology & semantic anchor at a low training cost, followed by performing dynamic sparse training to align the sparse graph with the anchor. We introduce the Equilibria Sparsification Principle to guide this process, balancing the preservation of both topological and semantic information. Ultimately, GST produces a sparse graph with maximum topological integrity and no performance degradation. Extensive experiments on 6 datasets and 5 backbones showcase that GST (I) identifies subgraphs at higher graph sparsity levels ($1. 67%\sim15. 85%$$\uparrow$) than state-of-the-art sparsification methods, (II) preserves more key spectral properties, (III) achieves $1. 27-3. 42\times$ speedup in GNN inference and (IV) successfully helps graph adversarial defense and graph lottery tickets.

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AAAI Conference 2023 Conference Paper

Critical Firms Prediction for Stemming Contagion Risk in Networked-Loans through Graph-Based Deep Reinforcement Learning

Dawei Cheng
Zhibin Niu
Jianfu Zhang
Yiyi Zhang
Changjun Jiang

The networked-loan is major financing support for Micro, Small and Medium-sized Enterprises (MSMEs) in some developing countries. But external shocks may weaken the financial networks' robustness; an accidental default may spread across the network and collapse the whole network. Thus, predicting the critical firms in networked-loans to stem contagion risk and prevent potential systemic financial crises is of crucial significance to the long-term health of inclusive finance and sustainable economic development. Existing approaches in the banking industry dismiss the contagion risk across loan networks and need extensive knowledge with sophisticated financial expertise. Regarding the issues, we propose a novel approach to predict critical firms for stemming contagion risk in the bank industry with deep reinforcement learning integrated with high-order graph message-passing networks. We demonstrate that our approach outperforms the state-of-the-art baselines significantly on the dataset from a large commercial bank. Moreover, we also conducted empirical studies on the real-world loan dataset for risk mitigation. The proposed approach enables financial regulators and risk managers to better track and understands contagion and systemic risk in networked-loans. The superior performance also represents a paradigm shift in addressing the modern challenges in financing support of MSMEs and sustainable economic development.

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IJCAI Conference 2023 Conference Paper

Fighting against Organized Fraudsters Using Risk Diffusion-based Parallel Graph Neural Network

Jiacheng Ma
Fan Li
Rui Zhang
Zhikang Xu
Dawei Cheng
Yi Ouyang
Ruihui Zhao
Jianguang Zheng

Medical insurance plays a vital role in modern society, yet organized healthcare fraud causes billions of dollars in annual losses, severely harming the sustainability of the social welfare system. Existing works mostly focus on detecting individual fraud entities or claims, ignoring hidden conspiracy patterns. Hence, they face severe challenges in tackling organized fraud. In this paper, we proposed RDPGL, a novel Risk Diffusion-based Parallel Graph Learning approach, to fighting against medical insurance criminal gangs. In particular, we first leverage a heterogeneous graph attention network to encode the local context from the beneficiary-provider graph. Then, we devise a community-aware risk diffusion model to infer the global context of organized fraud behaviors with the claim-claim relation graph. The local and global representations are parallel concatenated together and trained simultaneously in an end-to-end manner. Our approach is extensively evaluated on a real-world medical insurance dataset. The experimental results demonstrate the superiority of our proposed approach, which could detect more organized fraud claims with relatively high precision compared with state-of-the-art baselines.

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IJCAI Conference 2023 Conference Paper

Preventing Attacks in Interbank Credit Rating with Selective-aware Graph Neural Network

Junyi Liu
Dawei Cheng
Changjun Jiang

Accurately credit rating on Interbank assets is essential for a healthy financial environment and substantial economic development. But individual participants tend to provide manipulated information in order to attack the rating model to produce a higher score, which may conduct serious adverse effects on the economic system, such as the 2008 global financial crisis. To this end, in this paper, we propose a novel selective-aware graph neural network model (SA-GNN) for defense the Interbank credit rating attacks. In particular, we first simulate the rating information manipulating process by structural and feature poisoning attacks. Then we build a selective-aware defense graph neural model to adaptively prioritize the poisoning training data with Bernoulli distribution similarities. Finally, we optimize the model with weighed penalization on the objection function so that the model could differentiate the attackers. Extensive experiments on our collected real-world Interbank dataset, with over 20 thousand banks and their relations, demonstrate the superior performance of our proposed method in preventing credit rating attacks compared with the state-of-the-art baselines.

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AAAI Conference 2023 Conference Paper

Semi-supervised Credit Card Fraud Detection via Attribute-Driven Graph Representation

Sheng Xiang
Mingzhi Zhu
Dawei Cheng
Enxia Li
Ruihui Zhao
Yi Ouyang
Ling Chen
Yefeng Zheng

Credit card fraud incurs a considerable cost for both cardholders and issuing banks. Contemporary methods apply machine learning-based classifiers to detect fraudulent behavior from labeled transaction records. But labeled data are usually a small proportion of billions of real transactions due to expensive labeling costs, which implies that they do not well exploit many natural features from unlabeled data. Therefore, we propose a semi-supervised graph neural network for fraud detection. Specifically, we leverage transaction records to construct a temporal transaction graph, which is composed of temporal transactions (nodes) and interactions (edges) among them. Then we pass messages among the nodes through a Gated Temporal Attention Network (GTAN) to learn the transaction representation. We further model the fraud patterns through risk propagation among transactions. The extensive experiments are conducted on a real-world transaction dataset and two publicly available fraud detection datasets. The result shows that our proposed method, namely GTAN, outperforms other state-of-the-art baselines on three fraud detection datasets. Semi-supervised experiments demonstrate the excellent fraud detection performance of our model with only a tiny proportion of labeled data.

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AAAI Conference 2020 Conference Paper

Exploiting Motion Information from Unlabeled Videos for Static Image Action Recognition

Yiyi Zhang
Li Niu
Ziqi Pan
Meichao Luo
Jianfu Zhang
Dawei Cheng
Liqing Zhang

Static image action recognition, which aims to recognize action based on a single image, usually relies on expensive human labeling effort such as adequate labeled action images and large-scale labeled image dataset. In contrast, abundant unlabeled videos can be economically obtained. Therefore, several works have explored using unlabeled videos to facilitate image action recognition, which can be categorized into the following two groups: (a) enhance visual representations of action images with a designed proxy task on unlabeled videos, which falls into the scope of self-supervised learning; (b) generate auxiliary representations for action images with the generator learned from unlabeled videos. In this paper, we integrate the above two strategies in a uniﬁed framework, which consists of Visual Representation Enhancement (VRE) module and Motion Representation Augmentation (MRA) module. Speciﬁcally, the VRE module includes a proxy task which imposes pseudo motion label constraint and temporal coherence constraint on unlabeled videos, while the MRA module could predict the motion information of a static action image by exploiting unlabeled videos. We demonstrate the superiority of our framework based on four benchmark human action datasets with limited labeled data.

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IJCAI Conference 2020 Conference Paper

F-HMTC: Detecting Financial Events for Investment Decisions Based on Neural Hierarchical Multi-Label Text Classification

Xin Liang
Dawei Cheng
Fangzhou Yang
Yifeng Luo
Weining Qian
Aoying Zhou

The share prices of listed companies in the stock trading market are prone to be influenced by various events. Performing event detection could help people to timely identify investment risks and opportunities accompanying these events. The financial events inherently present hierarchical structures, which could be represented as tree-structured schemes in real-life applications, and detecting events could be modeled as a hierarchical multi-label text classification problem, where an event is designated to a tree node with a sequence of hierarchical event category labels. Conventional hierarchical multi-label text classification methods usually ignore the hierarchical relationships existing in the event classification scheme, and treat the hierarchical labels associated with an event as uniform labels, where correct or wrong label predictions are assigned with equal rewards or penalties. In this paper, we propose a neural hierarchical multi-label text classification method, namely F-HMTC, for a financial application scenario with massive event category labels. F-HMTC learns the latent features based on bidirectional encoder representations from transformers, and directly maps them to hierarchical labels with a delicate hierarchy-based loss layer. We conduct extensive experiments on a private financial dataset with elaborately-annotated labels, and F-HMTC consistently outperforms state-of-art baselines by substantial margins. We will release both the source codes and dataset on the first author's repository.

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AAAI Conference 2020 Conference Paper

Image Cropping with Composition and Saliency Aware Aesthetic Score Map

Yi Tu
Li Niu
Weijie Zhao
Dawei Cheng
Liqing Zhang

Aesthetic image cropping is a practical but challenging task which aims at ﬁnding the best crops with the highest aesthetic quality in an image. Recently, many deep learning methods have been proposed to address this problem, but they did not reveal the intrinsic mechanism of aesthetic evaluation. In this paper, we propose an interpretable image cropping model to unveil the mystery. For each image, we use a fully convolutional network to produce an aesthetic score map, which is shared among all candidate crops during crop-level aesthetic evaluation. Then, we require the aesthetic score map to be both composition-aware and saliency-aware. In particular, the same region is assigned with different aesthetic scores based on its relative positions in different crops. Moreover, a visually salient region is supposed to have more sensitive aesthetic scores so that our network can learn to place salient objects at more proper positions. Such an aesthetic score map can be used to localize aesthetically important regions in an image, which sheds light on the composition rules learned by our model. We show the competitive performance of our model in the image cropping task on several benchmark datasets, and also demonstrate its generality in realworld applications.

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IJCAI Conference 2020 Conference Paper

Risk Guarantee Prediction in Networked-Loans

Dawei Cheng
Xiaoyang Wang
Ying Zhang
Liqing Zhang

The guaranteed loan is a debt obligation promise that if one corporation gets trapped in risks, its guarantors will back the loan. When more and more companies involve, they subsequently form complex networks. Detecting and predicting risk guarantee in these networked-loans is important for the loan issuer. Therefore, in this paper, we propose a dynamic graph-based attention neural network for risk guarantee relationship prediction (DGANN). In particular, each guarantee is represented as an edge in dynamic loan networks, while companies are denoted as nodes. We present an attention-based graph neural network to encode the edges that preserve the financial status as well as network structures. The experimental result shows that DGANN could significantly improve the risk prediction accuracy in both the precision and recall compared with state-of-the-art baselines. We also conduct empirical studies to uncover the risk guarantee patterns from the learned attentional network features. The result provides an alternative way for loan risk management, which may inspire more work in the future.

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AAAI Conference 2020 Conference Paper

Spatio-Temporal Attention-Based Neural Network for Credit Card Fraud Detection

Dawei Cheng
Sheng Xiang
Chencheng Shang
Yiyi Zhang
Fangzhou Yang
Liqing Zhang

Credit card fraud is an important issue and incurs a considerable cost for both cardholders and issuing institutions. Contemporary methods apply machine learning-based approaches to detect fraudulent behavior from transaction records. But manually generating features needs domain knowledge and may lay behind the modus operandi of fraud, which means we need to automatically focus on the most relevant patterns in fraudulent behavior. Therefore, in this work, we propose a spatial-temporal attention-based neural network (STAN) for fraud detection. In particular, transaction records are modeled by attention and 3D convolution mechanisms by integrating the corresponding information, including spatial and temporal behaviors. Attentional weights are jointly learned in an end-to-end manner with 3D convolution and detection networks. Afterward, we conduct extensive experiments on real-word fraud transaction dataset, the result shows that STAN performs better than other state-of-the-art baselines in both AUC and precision-recall curves. Moreover, we conduct empirical studies with domain experts on the proposed method for fraud post-analysis; the result demonstrates the effectiveness of our proposed method in both detecting suspicious transactions and mining fraud patterns.

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IJCAI Conference 2019 Conference Paper

Risk Assessment for Networked-guarantee Loans Using High-order Graph Attention Representation

Dawei Cheng
Yi Tu
Zhenwei Ma
Zhibin Niu
Liqing Zhang

Assessing and predicting the default risk of networked-guarantee loans is critical for the commercial banks and financial regulatory authorities. The guarantee relationships between the loan companies are usually modeled as directed networks. Learning the informative low-dimensional representation of the networks is important for the default risk prediction of loan companies, even for the assessment of systematic financial risk level. In this paper, we propose a high-order graph attention representation method (HGAR) to learn the embedding of guarantee networks. Because this financial network is different from other complex networks, such as social, language, or citation networks, we set the binary roles of vertices and define high-order adjacent measures based on financial domain characteristics. We design objective functions in addition to a graph attention layer to capture the importance of nodes. We implement a productive learning strategy and prove that the complexity is near-linear with the number of edges, which could scale to large datasets. Extensive experiments demonstrate the superiority of our model over state-of-the-art method. We also evaluate the model in a real-world loan risk control system, and the results validate the effectiveness of our proposed approaches.

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