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Debo Cheng

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22 papers
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22

TAAS Journal 2026 Journal Article

Graph Unlearning System with Subgraph De-Isolation Measures

  • Yi Li
  • Debo Cheng
  • Guixian Zhang
  • Chengyu Li
  • Shichao Zhang

Graph unlearning system offers a promising solution for securely erasing specific data points and their associated influences from Graph Neural Networks (GNNs). However, existing approaches often treat the problem as multiple isolated and disjoint sub-problems by partitioning graph data into isolated subgraphs, which overlooks the native graph structure information between subgraphs. This results in biased representations that hinder the accurate modeling of key connections and relationships within the data, leading to a notable reduction in model utility due to this loss of information. To address these issues, we propose an innovative framework called N on- I solated G raph Eraser (NIGEraser) that decomposes the unlearning task into multiple non-isolated, intersecting sub-problems. Specifically, a novel non-isolated graph partitioning strategy is proposed for NIGEraser that mitigates isolation by replicating key nodes across multiple neighboring subgraphs, along with an attention-based sub-model aggregation technique in that global graph structure information is employed. By this design, a broader natural neighborhood is explored, capturing and effectively utilizing the critical graph structure features lost between subgraphs during partitioning, thereby reducing information loss during task decomposition and aggregation. Additionally, it is demonstrated that graph unlearning methods can overcome the limitations of traditional isolated partitioning strategies, providing an effective theoretical constraint on time consumption. Extensive experiments on four real-world graph-structured datasets show that NIGEraser consistently outperforms existing unlearning methods, offering superior model utility while ensuring efficient and deterministic data removal.

AAAI Conference 2026 Conference Paper

Learning Fair Graph Representations via Probability of Necessity and Sufficiency

  • Chuxun Liu
  • Qingfeng Chen
  • Debo Cheng
  • Jiangzhang Gan
  • Jiuyong Li
  • Lin Liu

Graph Neural Networks (GNNs) excel at modeling graph data but often amplify biases tied to sensitive attributes like gender and race. Existing causality-based methods use isolated interventions on graph topology or features but struggle to produce representations that balance predictive power with fairness. This leads to two issues: (1) weak predictive power, where representations miss critical task-relevant features, and (2) bias amplification, where representations encode sensitive attributes, causing unfair outcomes. To address these issues, we introduce the Probability of Necessity and Sufficiency (PNS), where necessity ensures representations capture only essential features for predictions, and sufficiency guarantees these features are adequate without relying on sensitive attributes. We propose FairSNR, a fairness-aware graph representation learning framework that introduces constraints based on the PNS. This leverages PNS to guide the learning of fair representations from graph data. In particular, FairSNR employs an encoder to learn node representations with high PNS for downstream tasks. To compute and optimize PNS, FairSNR introduces an intervenor to generate the most challenging counterfactual interventions on the representations, thereby enhancing the model’s causal stability even under worst-case scenarios. Further, a discriminator is trained to detect and mitigate sensitive information leakage in the learned representations, effectively disentangling sensitive biases from task-relevant features. Experiments on real-world graph datasets demonstrate that FairSNR outperforms existing state-of-the-art (SOTA) methods in both fairness and utility.

AAAI Conference 2026 Conference Paper

Noise-Aware Graph-Based Cognitive Diagnostic Framework Through Low-Rank Alignment

  • Guixian Zhang
  • Yanmei Zhang
  • Guan Yuan
  • Shang Liu
  • Xiaojing Du
  • Debo Cheng

Graph Neural Networks (GNNs) have effectively improved the performance of Cognitive Diagnosis Models (CDMs). Existing works have proposed a series of Graph-based Cognitive Diagnosis Frameworks (GCDFs) to enhance robustness to noise. However, these robust designs are often general methods for GNNs and are not designed for cognitive diagnosis, which undermines real cognitive information during the denoising process. Interestingly, a noteworthy phenomenon has been overlooked: even without robustness designs, GCDFs can still learn correct information in noisy environments. In this paper, we conduct a comprehensive empirical analysis of this issue. We found that noise primarily accumulates in lower singular components. Even in noisy environments, the principal subspaces of representations still remain stable. Based on these findings, we propose a Noise-aware Cognitive Diagnostic framework based on Low-rank Alignment, named NCDLA. The framework first performs low-rank reconstruction of the interaction matrix between students and exercises, retaining only larger singular values to achieve noise reduction. Then, the reconstructed interaction matrix and the original interaction matrix are combined with the Q matrix to form a noise-reduced heterogeneous graph and an original heterogeneous graph. In order to distinguish between the interaction patterns of correct and incorrect responses, we decompose the heterogeneous graph according to the type of response. NCDLA achieves denoising of student representations and exercises representations through a self-supervised strategy based on low-rank reconstruction and a spectral anchor regularisation method. Extensive experiments on three datasets demonstrate that NCDLA achieves optimal prediction performance and robustness.

TIST Journal 2026 Journal Article

Towards Fair Graph Representation Learning by Overcoming Social Homophily

  • Guixian Zhang
  • Guan Yuan
  • Debo Cheng
  • Lin Liu
  • Jiuyong Li
  • Shichao Zhang

With the widespread use of Graph Neural Networks (GNNs) for representation learning from network data, the fairness of GNN models has raised great attention lately. Fair GNNs aim to ensure that node representations can be accurately classified, but not easily associated with a specific group. Existing advanced approaches essentially enhance the generalisation of node representation in combination with data augmentation strategy and do not directly impose constraints on the fairness of GNNs. In this work, we identify that a fundamental reason for the unfairness of GNNs is the phenomenon of social homophily, i.e., users in the same group are more inclined to congregate. The message-passing mechanism of GNNs can cause users in the same group to have similar representations due to social homophily, leading model predictions to establish spurious correlations with sensitive attributes. Inspired by this reason, we propose a method called Equity-Aware GNN (EAGNN) towards fair graph representation learning. Specifically, to ensure that model predictions are independent of sensitive attributes while maintaining prediction performance, we introduce constraints for fair representation learning based on three principles: sufficiency, independence and separation. We theoretically demonstrate that our EAGNN method can effectively achieve group fairness. Extensive experiments on three datasets with varying levels of social homophily illustrate that our EAGNN method achieves the state-of-the-art performance across two fairness metrics and offers competitive effectiveness.

IJCAI Conference 2025 Conference Paper

Causality-Inspired Disentanglement for Fair Graph Neural Networks

  • Guixian Zhang
  • Debo Cheng
  • Guan Yuan
  • Shang Liu
  • Yanmei Zhang

Fair graph neural networks aim to eliminate discriminatory biases in predictions. Existing approaches often rely on adversarial learning to mitigate dependencies between sensitive attributes and labels but face challenges due to optimisation difficulties. A key limitation lies in neglecting intrinsic causality, which may lead to the entanglement of sensitive and causal factors, discarding causal factors or retaining sensitive factors in the final prediction, especially on unbalanced datasets. To address this issue, we propose a Causality-inspired Disentangled framework for Fair Graph neural networks (CDFG). In CDFG, node representations are conceptualised as a combination of causal and sensitive factors, enabling fair representation learning by only utilising the causal factors. We first use a counterfactual data generation mechanism to generate counterfactual data with similar causal factors but completely different sensitive factors. Then, we input real-world data and counterfactual data into the factor disentanglement module to achieve independence and disentanglement between the causal factors and sensitive factors. Finally, an adaptive mask module extracts the causal representation for fair and accurate graph-based predictions. Extensive experiments on three widely used datasets demonstrate that CDFG consistently outperforms existing methods, achieving competitive utility and significantly improved fairness.

AAAI Conference 2025 Conference Paper

Community-Centric Graph Unlearning

  • Yi Li
  • Shichao Zhang
  • Guixian Zhang
  • Debo Cheng

Graph unlearning technology has become increasingly important since the advent of the `right to be forgotten' and the growing concerns about the privacy and security of artificial intelligence. Graph unlearning aims to quickly eliminate the effects of specific data on graph neural networks (GNNs). However, most existing deterministic graph unlearning frameworks follow a balanced partition-submodel training-aggregation paradigm, resulting in a lack of structural information between subgraph neighborhoods and redundant unlearning parameter calculations. To address this issue, we propose a novel Graph Structure Mapping Unlearning paradigm (GSMU) and a novel method based on it named Community-centric Graph Eraser (CGE). CGE maps community subgraphs to nodes, thereby enabling the reconstruction of a node-level unlearning operation within a reduced mapped graph. CGE makes the exponential reduction of both the amount of training data and the number of unlearning parameters. Extensive experiments conducted on five real-world datasets and three widely used GNN backbones have verified the high performance and efficiency of our CGE method, highlighting its potential in the field of graph unlearning.

IJCAI Conference 2025 Conference Paper

Deconfounding Multi-Cause Latent Confounders: A Factor-Model Approach to Climate Model Bias Correction

  • Wentao Gao
  • Jiuyong Li
  • Debo Cheng
  • Lin Liu
  • Jixue Liu
  • Thuc Le
  • Xiaojing Du
  • Xiongren Chen

Global Climate Models (GCMs) are crucial for predicting future climate changes by simulating the Earth systems. However, GCM outputs exhibit systematic biases due to model uncertainties, parameterization simplifications, and inadequate representation of complex climate phenomena. Traditional bias correction methods, which rely on historical observation data and statistical techniques, often neglect unobserved confounders, leading to biased results. This paper proposes a novel bias correction approach to utilize both GCM and observational data to learn a factor model that captures multi-cause latent confounders. Inspired by recent advances in causality based time series deconfounding, our method first constructs a factor model to learn latent confounders from historical data and then applies them to enhance the bias correction process using advanced time series forecasting models. The experimental results demonstrate significant improvements in the accuracy of precipitation outputs. By addressing unobserved confounders, our approach offers a robust and theoretically grounded solution for climate model bias correction.

IJCAI Conference 2025 Conference Paper

Gradient-based Causal Feature Selection

  • Zhaolong Ling
  • Mengxiang Guo
  • Xingyu Wu
  • Debo Cheng
  • Peng Zhou
  • Tianci Li
  • Zhangling Duan

Causal feature selection leverages causal discovery techniques to identify critical features associated with a target variable using observational data. Traditional methodologies primarily rely on constraint-based or score-based techniques, which are fraught with limitations. For example, conditional independence tests often yield unreliable results in the presence of noise and complex data generation processes, while the computational complexity of learning directed acyclic graphs increases exponentially with the number of variables involved. In light of recent advancements in deep learning, gradient-based methods have shown promise for global causal discovery. However, significant challenges arise when focusing on the identification of local causal features, particularly in defining the local causal constraint space to achieve both minimality and completeness. To address these issues, we introduce a novel gradient-based causal feature selection method (GCFS) that leverages an AutoEncoder to simultaneously model the target variable alongside other variables, thereby capturing of causal associations within a divide-and-conquer framework. Additionally, our approach incorporates a mask pruning strategy that transforms the search process into the minimization of a non-cyclic local reconstruction loss objective function. This function is then effectively optimized using a gradient-based method to accurately identify the causal features related to the target variable. Experimental results substantiate that GCFS surpasses existing methodologies across both synthetic and real datasets.

IJCAI Conference 2025 Conference Paper

Hybrid Local Causal Discovery

  • Zhaolong Ling
  • Honghui Peng
  • Yiwen Zhang
  • Debo Cheng
  • Xingyu Wu
  • Peng Zhou
  • Kui Yu

Local causal discovery aims to identify and distinguish the direct causes and effects of a target variable from observational data. Due to the inherent incompleteness of local information, popular methods from global causal discovery often face new challenges in local causal discovery tasks, such as 1) erroneous symmetry constraint tests and the resulting cascading errors in constraint-based methods, and 2) confusion within score-based approaches caused by local spurious equivalence classes. To address the above issues, we propose a Hybrid Local Causal Discovery algorithm, called HLCD. Specifically, HLCD initially utilizes a constraint-based approach with the OR rule to obtain a candidate skeleton, which is subsequently refined using a score-based method to eliminate redundant structures. Furthermore, during the local causal orientation phase, HLCD distinguishes between V-structures and equivalence classes by comparing local structure scores between the two, thereby avoiding orientation interference caused by local equivalence class ambiguities. Comprehensive experiments on 14 benchmark Bayesian networks and two real datasets validate that the proposed algorithm outperforms the existing local causal discovery methods.

IJCAI Conference 2025 Conference Paper

Interaction-Data-guided Conditional Instrumental Variables for Debiasing Recommender Systems

  • Zhirong Huang
  • Debo Cheng
  • Lin Liu
  • Jiuyong Li
  • Guangquan Lu
  • Shichao Zhang

It is often challenging to identify a valid instrumental variable (IV), although the IV methods have been regarded as effective tools of addressing the confounding bias introduced by latent variables. To deal with this issue, an Interaction-Data-guided Conditional IV (IDCIV) debiasing method is proposed for Recommender Systems, called IDCIV-RS. The IDCIV-RS automatically generates the representations of valid CIVs and their corresponding conditioning sets directly from interaction data, significantly reducing the complexity of IV selection while effectively mitigating the confounding bias caused by latent variables in recommender systems. Specifically, the IDCIV-RS leverages a variational autoencoder (VAE) to learn both the CIV representations and their conditioning sets from interaction data, followed by the application of least squares to derive causal representations for click prediction. Extensive experiments on two real-world datasets, Movielens-10M and Douban-Movie, demonstrate that IDCIV-RS successfully learns the representations of valid CIVs, effectively reduces bias, and consequently improves recommendation accuracy.

AAAI Conference 2025 Conference Paper

Local Causal Discovery Without Causal Sufficiency

  • Zhaolong Ling
  • Jiale Yu
  • Yiwen Zhang
  • Debo Cheng
  • Peng Zhou
  • Xingyu Wu
  • Bingbing Jiang
  • Kui Yu

Local causal discovery is crucial for revealing the causal relationships between specific variables from data. Existing local causal discovery algorithms are designed under the assumption of causal sufficiency, which states that there are no latent common causes for two or more of the observed variables in data. However, the assumption of causal sufficiency is often violated in practice. To address this issue, we first propose the local Maximal Ancestral Graph (MAG), referred to as LocalMAG, to describe the local causal relationships of the target variable in the MAG. Then, we propose a local causal discovery algorithm without the assumption of causal sufficiency, called LatentLCD, to learn the LocalMAG. Specifically, LatentLCD first uses the traditional parents and children discovery algorithm to identify the local causal skeleton that includes latent variables and verifies it theoretically. It then identifies bidirectional edges by determining whether both the target variable and its adjacent variables are colliders, thereby identifying latent variables in the local structure of the target variable. Extensive experiments on synthetic datasets have validated that the proposed LatentLCD algorithm significantly outperforms the state-of-the-art methods.

NeurIPS Conference 2025 Conference Paper

ShapeX: Shapelet-Driven Post Hoc Explanations for Time Series Classification Models

  • Bosong Huang
  • Ming Jin
  • Yuxuan Liang
  • Johan Barthelemy
  • Debo Cheng
  • Qingsong Wen
  • Chenghao Liu
  • Shirui Pan

Explaining time series classification models is crucial, particularly in high-stakes applications such as healthcare and finance, where transparency and trust play a critical role. Although numerous time series classification methods have identified key subsequences, known as shapelets, as core features for achieving state-of-the-art performance and validating their pivotal role in classification outcomes, existing post-hoc time series explanation (PHTSE) methods primarily focus on timestep-level feature attribution. These explanation methods overlook the fundamental prior that classification outcomes are predominantly driven by key shapelets. To bridge this gap, we present ShapeX, an innovative framework that segments time series into meaningful shapelet-driven segments and employs Shapley values to assess their saliency. At the core of ShapeX lies the Shapelet Describe-and-Detect (SDD) framework, which effectively learns a diverse set of shapelets essential for classification. We further demonstrate that ShapeX produces explanations which reveal causal relationships instead of just correlations, owing to the atomicity properties of shapelets. Experimental results on both synthetic and real-world datasets demonstrate that ShapeX outperforms existing methods in identifying the most relevant subsequences, enhancing both the precision and causal fidelity of time series explanations.

ICML Conference 2025 Conference Paper

Telling Peer Direct Effects from Indirect Effects in Observational Network Data

  • Xiaojing Du
  • Jiuyong Li
  • Debo Cheng
  • Lin Liu 0003
  • Wentao Gao
  • Xiongren Chen
  • Ziqi Xu 0001

Estimating causal effects is crucial for decision-makers in many applications, but it is particularly challenging with observational network data due to peer interactions. Some algorithms have been proposed to estimate causal effects involving network data, particularly peer effects, but they often fail to tell apart diverse peer effects. To address this issue, we propose a general setting which considers both peer direct effects and peer indirect effects, and the effect of an individual’s own treatment, and provide the identification conditions of these causal effects. To differentiate these effects, we leverage causal mediation analysis and tailor it specifically for network data. Furthermore, given the inherent challenges of accurately estimating effects in networked environments, we propose to incorporate attention mechanisms to capture the varying influences of different neighbors and to explore high-order neighbor effects using multi-layer graph neural networks (GNNs). Additionally, we employ the Hilbert-Schmidt Independence Criterion (HSIC) to further enhance the model’s robustness and accuracy. Extensive experiments on two semi-synthetic datasets derived from real-world networks and on a dataset from a recommendation system confirm the effectiveness of our approach. Our findings have the potential to improve intervention strategies in networked systems, particularly in social networks and public health.

ICLR Conference 2024 Conference Paper

Causal Inference with Conditional Front-Door Adjustment and Identifiable Variational Autoencoder

  • Ziqi Xu 0001
  • Debo Cheng
  • Jiuyong Li
  • Jixue Liu
  • Lin Liu 0003
  • Kui Yu

An essential and challenging problem in causal inference is causal effect estimation from observational data. The problem becomes more difficult with the presence of unobserved confounding variables. The front-door adjustment is an approach for dealing with unobserved confounding variables. However, the restriction for the standard front-door adjustment is difficult to satisfy in practice. In this paper, we relax some of the restrictions by proposing the concept of conditional front-door (CFD) adjustment and develop the theorem that guarantees the causal effect identifiability of CFD adjustment. By leveraging the ability of deep generative models, we propose CFDiVAE to learn the representation of the CFD adjustment variable directly from data with the identifiable Variational AutoEncoder and formally prove the model identifiability. Extensive experiments on synthetic datasets validate the effectiveness of CFDiVAE and its superiority over existing methods. The experiments also show that the performance of CFDiVAE is less sensitive to the causal strength of unobserved confounding variables. We further apply CFDiVAE to a real-world dataset to demonstrate its potential application.

ICLR Conference 2024 Conference Paper

Conditional Instrumental Variable Regression with Representation Learning for Causal Inference

  • Debo Cheng
  • Ziqi Xu 0001
  • Jiuyong Li
  • Lin Liu 0003
  • Jixue Liu
  • Thuc Duy Le

This paper studies the challenging problem of estimating causal effects from observational data, in the presence of unobserved confounders. The two-stage least square (TSLS) method and its variants with a standard instrumental variable (IV) are commonly used to eliminate confounding bias, including the bias caused by unobserved confounders, but they rely on the linearity assumption. Besides, the strict condition of unconfounded instruments posed on a standard IV is too strong to be practical. To address these challenging and practical problems of the standard IV method (linearity assumption and the strict condition), in this paper, we use a conditional IV (CIV) to relax the unconfounded instrument condition of standard IV and propose a non-linear \underline{CIV} regression with \underline{C}onfounding \underline{B}alancing \underline{R}epresentation \underline{L}earning, CBRL.CIV, for jointly eliminating the confounding bias from unobserved confounders and balancing the observed confounders, without the linearity assumption. We theoretically demonstrate the soundness of CBRL.CIV. Extensive experiments on synthetic and two real-world datasets show the competitive performance of CBRL.CIV against state-of-the-art IV-based estimators and superiority in dealing with the non-linear situation.

AAAI Conference 2024 Conference Paper

Instrumental Variable Estimation for Causal Inference in Longitudinal Data with Time-Dependent Latent Confounders

  • Debo Cheng
  • Ziqi Xu
  • Jiuyong Li
  • Lin Liu
  • Jixue Liu
  • Wentao Gao
  • Thuc Duy Le

Causal inference from longitudinal observational data is a challenging problem due to the difficulty in correctly identifying the time-dependent confounders, especially in the presence of latent time-dependent confounders. Instrumental variable (IV) is a powerful tool for addressing the latent confounders issue, but the traditional IV technique cannot deal with latent time-dependent confounders in longitudinal studies. In this work, we propose a novel Time-dependent Instrumental Factor Model (TIFM) for time-varying causal effect estimation from data with latent time-dependent confounders. At each time-step, the proposed TIFM method employs the Recurrent Neural Network (RNN) architecture to infer latent IV, and then uses the inferred latent IV factor for addressing the confounding bias caused by the latent time-dependent confounders. We provide a theoretical analysis for the proposed TIFM method regarding causal effect estimation in longitudinal data. Extensive evaluation with synthetic datasets demonstrates the effectiveness of TIFM in addressing causal effect estimation over time. We further apply TIFM to a climate dataset to showcase the potential of the proposed method in tackling real-world problems.

AAAI Conference 2023 Conference Paper

Causal Inference with Conditional Instruments Using Deep Generative Models

  • Debo Cheng
  • Ziqi Xu
  • Jiuyong Li
  • Lin Liu
  • Jixue Liu
  • Thuc Duy Le

The instrumental variable (IV) approach is a widely used way to estimate the causal effects of a treatment on an outcome of interest from observational data with latent confounders. A standard IV is expected to be related to the treatment variable and independent of all other variables in the system. However, it is challenging to search for a standard IV from data directly due to the strict conditions. The conditional IV (CIV) method has been proposed to allow a variable to be an instrument conditioning on a set of variables, allowing a wider choice of possible IVs and enabling broader practical applications of the IV approach. Nevertheless, there is not a data-driven method to discover a CIV and its conditioning set directly from data. To fill this gap, in this paper, we propose to learn the representations of the information of a CIV and its conditioning set from data with latent confounders for average causal effect estimation. By taking advantage of deep generative models, we develop a novel data-driven approach for simultaneously learning the representation of a CIV from measured variables and generating the representation of its conditioning set given measured variables. Extensive experiments on synthetic and real-world datasets show that our method outperforms the existing IV methods.

AAAI Conference 2023 Conference Paper

Disentangled Representation for Causal Mediation Analysis

  • Ziqi Xu
  • Debo Cheng
  • Jiuyong Li
  • Jixue Liu
  • Lin Liu
  • Ke Wang

Estimating direct and indirect causal effects from observational data is crucial to understanding the causal mechanisms and predicting the behaviour under different interventions. Causal mediation analysis is a method that is often used to reveal direct and indirect effects. Deep learning shows promise in mediation analysis, but the current methods only assume latent confounders that affect treatment, mediator and outcome simultaneously, and fail to identify different types of latent confounders (e.g., confounders that only affect the mediator or outcome). Furthermore, current methods are based on the sequential ignorability assumption, which is not feasible for dealing with multiple types of latent confounders. This work aims to circumvent the sequential ignorability assumption and applies the piecemeal deconfounding assumption as an alternative. We propose the Disentangled Mediation Analysis Variational AutoEncoder (DMAVAE), which disentangles the representations of latent confounders into three types to accurately estimate the natural direct effect, natural indirect effect and total effect. Experimental results show that the proposed method outperforms existing methods and has strong generalisation ability. We further apply the method to a real-world dataset to show its potential application.

IJCAI Conference 2022 Conference Paper

Ancestral Instrument Method for Causal Inference without Complete Knowledge

  • Debo Cheng
  • Jiuyong Li
  • Lin Liu
  • Jiji Zhang
  • Thuc Duy Le
  • Jixue Liu

Unobserved confounding is the main obstacle to causal effect estimation from observational data. Instrumental variables (IVs) are widely used for causal effect estimation when there exist latent confounders. With the standard IV method, when a given IV is valid, unbiased estimation can be obtained, but the validity requirement on a standard IV is strict and untestable. Conditional IVs have been proposed to relax the requirement of standard IVs by conditioning on a set of observed variables (known as a conditioning set for a conditional IV). However, the criterion for finding a conditioning set for a conditional IV needs a directed acyclic graph (DAG) representing the causal relationships of both observed and unobserved variables. This makes it challenging to discover a conditioning set directly from data. In this paper, by leveraging maximal ancestral graphs (MAGs) for causal inference with latent variables, we study the graphical properties of ancestral IVs, a type of conditional IVs using MAGs, and develop the theory to support data-driven discovery of the conditioning set for a given ancestral IV in data under the pretreatment variable assumption. Based on the theory, we develop an algorithm for unbiased causal effect estimation with a given ancestral IV and observational data. Extensive experiments on synthetic and real-world datasets demonstrate the performance of the algorithm in comparison with existing IV methods.

IJCAI Conference 2022 Conference Paper

Information Augmentation for Few-shot Node Classification

  • Zongqian Wu
  • Peng Zhou
  • Guoqiu Wen
  • Yingying Wan
  • Junbo Ma
  • Debo Cheng
  • Xiaofeng Zhu

Although meta-learning and metric learning have been widely applied for few-shot node classification (FSNC), some limitations still need to be addressed, such as expensive time costs for the meta-train and difficult of exploring the complex structure inherent the graph data. To address in issues, this paper proposes a new data augmentation method to conduct FSNC on the graph data including parameter initialization and parameter fine-tuning. Specifically, parameter initialization only conducts a multi-classification task on the base classes, resulting in good generalization ability and less time cost. Parameter fine-tuning designs two data augmentation methods (i. e. , support augmentation and shot augmentation) on the novel classes to generate sufficient node features so that any traditional supervised classifiers can be used to classify the query set. As a result, the proposed method is the first work of data augmentation for FSNC. Experiment results show the effectiveness and the efficiency of our proposed method, compared to state-of-the-art methods, in terms of different classification tasks.

ECAI Conference 2020 Conference Paper

Causal Query in Observational Data with Hidden Variables

  • Debo Cheng
  • Jiuyong Li
  • Lin Liu 0003
  • Jixue Liu
  • Kui Yu
  • Thuc Duy Le

This paper discusses the problem of causal query in observational data with hidden variables, with the aim of seeking the change of an outcome when “manipulating” a variable while given a set of plausible confounding variables which affect the manipulated variable and the outcome. Such an “experiment on data” to estimate the causal effect of the manipulated variable is useful for validating an experiment design using historical data or for exploring confounders when studying a new relationship. However, existing data-driven methods for causal effect estimation face some major challenges, including poor scalability with high dimensional data, low estimation accuracy due to heuristics used by the global causal structure learning algorithms, and the assumption of causal sufficiency when hidden variables are inevitable in data. In this paper, we develop theorems for using local search to find a superset of the adjustment (or confounding) variables for causal effect estimation from observational data under a realistic pretreatment assumption. The theorems ensure that the unbiased estimate of causal effect is included in the set of causal effects estimated by the superset of adjustment variables. Based on the developed theorems, we propose a data-driven algorithm for causal query. Experiments show that the proposed algorithm is faster and produces better causal effect estimation than an existing data-driven causal effect estimation method with hidden variables. The causal effects estimated by the proposed algorithm are as accurate as those by the state-of-the-art methods using domain knowledge.

TIST Journal 2017 Journal Article

Learning k for kNN Classification

  • Shichao Zhang
  • Xuelong Li
  • Ming Zong
  • Xiaofeng Zhu
  • Debo Cheng

The K Nearest Neighbor (kNN) method has widely been used in the applications of data mining and machine learning due to its simple implementation and distinguished performance. However, setting all test data with the same k value in the previous kNN methods has been proven to make these methods impractical in real applications. This article proposes to learn a correlation matrix to reconstruct test data points by training data to assign different k values to different test data points, referred to as the Correlation Matrix kNN (CM-kNN for short) classification. Specifically, the least-squares loss function is employed to minimize the reconstruction error to reconstruct each test data point by all training data points. Then, a graph Laplacian regularizer is advocated to preserve the local structure of the data in the reconstruction process. Moreover, an ℓ 1 -norm regularizer and an ℓ 2, 1 -norm regularizer are applied to learn different k values for different test data and to result in low sparsity to remove the redundant/noisy feature from the reconstruction process, respectively. Besides for classification tasks, the kNN methods (including our proposed CM-kNN method) are further utilized to regression and missing data imputation. We conducted sets of experiments for illustrating the efficiency, and experimental results showed that the proposed method was more accurate and efficient than existing kNN methods in data-mining applications, such as classification, regression, and missing data imputation.