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Xuhui Fan

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19 papers

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AIJ Journal 2026 Journal Article

Federated neural nonparametric point processes

Hui Chen
Xuhui Fan
Hengyu Liu
Yaqiong Li
Zhilin Zhao
Feng Zhou
Christopher John Quinn
Longbing Cao

Temporal point processes (TPPs) are effective for modeling event occurrences over time, but they struggle with sparse and uncertain events in federated systems, where privacy is a major concern. To address this, we propose \textit{FedPP}, a Federated neural nonparametric Point Process model. FedPP integrates neural embeddings into Sigmoidal Gaussian Cox Processes (SGCPs) on the client side, which is a flexible and expressive class of TPPs, allowing it to generate highly flexible intensity functions that capture client-specific event dynamics and uncertainties while efficiently summarizing historical records. For global aggregation, FedPP introduces a divergence-based mechanism that communicates the distributions of SGCPs' kernel hyperparameters between the server and clients, while keeping client-specific parameters local to ensure privacy and personalization. FedPP effectively captures event uncertainty and sparsity, and extensive experiments demonstrate its superior performance in federated settings, particularly with KL divergence and Wasserstein distance-based global aggregation.

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AAAI Conference 2026 Conference Paper

Hyperbolic-Enhanced Mixture-of-Experts Mamba for Sequential Recommendation

Yuwen Liu
Lianyong Qi
Xingyuan Mao
Weiming Liu
Xuhui Fan
Qiang Ni
Xuyun Zhang
Yang Zhang

Sequential recommendation has emerged as a fundamental task in various domains, aiming to predict a user's next interaction based on historical behavior. Recent advances in deep sequence models, particularly Transformer-based architectures and the more recent Mamba, have substantially pushed the boundaries of sequential modeling performance. However, existing methods still face two critical challenges. First, many current approaches overlook the hierarchical structures and high-order dependencies among items, typically restricting representation learning to conventional Euclidean spaces, which limits their capacity to capture complex relational information. Second, although Mamba excels at long-range dependency modeling, its reliance on static Feed-Forward Networks (FFNs) hinders its ability to dynamically adapt to evolving user preferences across diverse contexts. To address these limitations, we propose a Hyperbolic-Enhanced Mixture-of-Experts Mamba recommender (HM2Rec) for sequential recommendation. HM2Rec first encodes user-item relationships through hyperbolic graph convolution to exploit hierarchical structure more effectively. Then, a Variational Graph Auto-Encoder (VGAE) is employed to reconstruct node embeddings, improving structural robustness. To further enhance sequential modeling, we integrate Rotary Positional Encoding (RoPE) into Mamba to better capture relative position dependencies, and replace the FFN with Mixture-of-Expert (MOE) module, enabling dynamic and personalized expert selection for each token. Our extensive experiments on four widely-used public datasets demonstrate that HM2Rec outperforms several advanced baseline models.

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AAAI Conference 2025 Conference Paper

Dynamic Spectral Graph Anomaly Detection

Jianbo Zheng
Chao Yang
Tairui Zhang
Longbing Cao
Bin Jiang
Xuhui Fan
Xiao-ming Wu
Xianxun Zhu

Graph anomaly detection is crucial for identifying anomalous nodes within graphs and addressing applications like financial fraud detection and social spam detection. Recent spectral graph neural network methods advance graph anomaly detection by focusing on anomalies that notably affect the distribution of graph spectral energy. Such spectrum-based methods rely on two steps: graph wavelet extraction and feature fusion. However, both steps are hand-designed, capturing incomprehensive anomaly information of wavelet-specific features and resulting in their inconsistent feature fusion. To address these problems, we propose a dynamic spectral graph anomaly detection framework DSGAD to adaptively capture comprehensive anomaly information and perform consistent feature fusion. DSGAD introduces dynamic wavelets, consisting of trainable wavelets to adaptively learn anomalous patterns and capture wavelet-specific features with comprehensive anomaly information. Furthermore, the consistent fusion of wavelet-specific features achieves dynamic fusion by combining wavelet-specific feature extraction with energy difference and channel convolution fusion using location correlation. Experimental results on four datasets substantiate the efficacy of our DSGAD method, surpassing state-of-the-art methods in both homogeneous and heterogeneous graphs.

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AAAI Conference 2025 Conference Paper

Navigating Towards Fairness with Data Selection

Yixuan Zhang
Zhidong Li
Yang Wang
Fang Chen
Xuhui Fan
Feng Zhou

Machine learning algorithms often struggle to eliminate inherent data biases, particularly those arising from unreliable labels, which poses a significant challenge in ensuring fairness. Existing fairness techniques that address label bias typically involve modifying models and intervening in the training process, but these lack flexibility for large-scale datasets. To address this limitation, we introduce a data selection method designed to efficiently and flexibly mitigate label bias, tailored to more practical needs. Our approach utilizes a zero-shot predictor as a proxy model that simulates training on a clean holdout set. This strategy, supported by peer predictions, ensures the fairness of the proxy model and eliminates the need for an additional holdout set, which is a common requirement in previous methods. Without altering the classifier's architecture, our modality-agnostic method effectively selects appropriate training data and has proven efficient and effective in handling label bias and improving fairness across diverse datasets in experimental evaluations.

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NeurIPS Conference 2025 Conference Paper

SCoT: Unifying Consistency Models and Rectified Flows via Straight-Consistent Trajectories

Zhangkai Wu
Xuhui Fan
Hongyu Wu
Longbing Cao

Pre-trained diffusion models are commonly used to generate clean data (e. g. , images) from random noises, effectively forming pairs of noises and corresponding clean images. Distillation on these pre-trained models can be viewed as the process of constructing advanced trajectories within the pair to accelerate sampling. For instance, consistency model distillation develops consistent projection functions to regulate trajectories, although sampling efficiency remains a concern. Rectified flow method enforces straight trajectories to enable faster sampling, yet relies on numerical ODE solvers, which may introduce approximation errors. In this work, we bridge the gap between the consistency model and the rectified flow method by proposing a Straight-Consistent Trajectories~(SCoT) model. SCoT enjoys the benefits of both approaches for fast sampling, producing trajectories with consistent and straight properties simultaneously. These dual properties are strategically balanced by targeting two critical objectives: (1) regulating the gradient of SCoT's mapping function to a constant and (2) ensuring trajectory consistency. Extensive experimental results demonstrate the effectiveness and efficiency of SCoT.

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NeurIPS Conference 2024 Conference Paper

Nonstationary Sparse Spectral Permanental Process

Zicheng Sun
Yixuan Zhang
Zenan Ling
Xuhui Fan
Feng Zhou

Existing permanental processes often impose constraints on kernel types or stationarity, limiting the model's expressiveness. To overcome these limitations, we propose a novel approach utilizing the sparse spectral representation of nonstationary kernels. This technique relaxes the constraints on kernel types and stationarity, allowing for more flexible modeling while reducing computational complexity to the linear level. Additionally, we introduce a deep kernel variant by hierarchically stacking multiple spectral feature mappings, further enhancing the model's expressiveness to capture complex patterns in data. Experimental results on both synthetic and real-world datasets demonstrate the effectiveness of our approach, particularly in scenarios with pronounced data nonstationarity. Additionally, ablation studies are conducted to provide insights into the impact of various hyperparameters on model performance.

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NeurIPS Conference 2024 Conference Paper

Revealing Distribution Discrepancy by Sampling Transfer in Unlabeled Data

Zhilin Zhao
Longbing Cao
Xuhui Fan
Wei-Shi Zheng

There are increasing cases where the class labels of test samples are unavailable, creating a significant need and challenge in measuring the discrepancy between training and test distributions. This distribution discrepancy complicates the assessment of whether the hypothesis selected by an algorithm on training samples remains applicable to test samples. We present a novel approach called Importance Divergence (I-Div) to address the challenge of test label unavailability, enabling distribution discrepancy evaluation using only training samples. I-Div transfers the sampling patterns from the test distribution to the training distribution by estimating density and likelihood ratios. Specifically, the density ratio, informed by the selected hypothesis, is obtained by minimizing the Kullback-Leibler divergence between the actual and estimated input distributions. Simultaneously, the likelihood ratio is adjusted according to the density ratio by reducing the generalization error of the distribution discrepancy as transformed through the two ratios. Experimentally, I-Div accurately quantifies the distribution discrepancy, as evidenced by a wide range of complex data scenarios and tasks.

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IJCAI Conference 2023 Conference Paper

Bayesian Federated Learning: A Survey

Longbing Cao
Hui Chen
Xuhui Fan
Joao Gama
Yew-Soon Ong
Vipin Kumar

Federated learning (FL) demonstrates its advantages in integrating distributed infrastructure, communication, computing and learning in a privacy-preserving manner. However, the robustness and capabilities of existing FL methods are challenged by limited and dynamic data and conditions, complexities including heterogeneities and uncertainties, and analytical explainability. Bayesian federated learning (BFL) has emerged as a promising approach to address these issues. This survey presents a critical overview of BFL, including its basic concepts, its relations to Bayesian learning in the context of FL, and a taxonomy of BFL from both Bayesian and federated perspectives. We categorize and discuss client- and server-side and FL-based BFL methods and their pros and cons. The limitations of the existing BFL methods and the future directions of BFL research further address the intricate requirements of real-life FL applications.

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IJCAI Conference 2021 Conference Paper

Bayesian Nonparametric Space Partitions: A Survey

Xuhui Fan
Bin Li
Ling Luo
Scott A. Sisson

Bayesian nonparametric space partition (BNSP) models provide a variety of strategies for partitioning a D-dimensional space into a set of blocks, such that the data within the same block share certain kinds of homogeneity. BNSP models are applicable to many areas, including regression/classification trees, random feature construction, and relational modelling. This survey provides the first comprehensive review of this subject. We explore the current progress of BNSP research through three perspectives: (1) Partition strategies, where we review the various techniques for generating partitions and discuss their theoretical foundation, `self-consistency'; (2) Applications, where we detail the current mainstream usages of BNSP models and identify some potential future applications; and (3) Challenges, where we discuss current unsolved problems and possible avenues for future research.

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NeurIPS Conference 2021 Conference Paper

Continuous-time edge modelling using non-parametric point processes

Xuhui Fan
Bin Li
Feng Zhou
Scott SIsson

The mutually-exciting Hawkes process (ME-HP) is a natural choice to model reciprocity, which is an important attribute of continuous-time edge (dyadic) data. However, existing ways of implementing the ME-HP for such data are either inflexible, as the exogenous (background) rate functions are typically constant and the endogenous (excitation) rate functions are specified parametrically, or inefficient, as inference usually relies on Markov chain Monte Carlo methods with high computational costs. To address these limitations, we discuss various approaches to model design, and develop three variants of non-parametric point processes for continuous-time edge modelling (CTEM). The resulting models are highly adaptable as they generate intensity functions through sigmoidal Gaussian processes, and so provide greater modelling flexibility than parametric forms. The models are implemented via a fast variational inference method enabled by a novel edge modelling construction. The superior performance of the proposed CTEM models is demonstrated through extensive experimental evaluations on four real-world continuous-time edge data sets.

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JMLR Journal 2020 Journal Article

Efficient Inference for Nonparametric Hawkes Processes Using Auxiliary Latent Variables

Feng Zhou
Zhidong Li
Xuhui Fan
Yang Wang
Arcot Sowmya
Fang Chen

The expressive ability of classic Hawkes processes is limited due to the parametric assumption on the baseline intensity and triggering kernel. Therefore, it is desirable to perform inference in a data-driven, nonparametric approach. Many recent works have proposed nonparametric Hawkes process models based on Gaussian processes (GP). However, the likelihood is non-conjugate to the prior resulting in a complicated and time-consuming inference procedure. To address the problem, we present the sigmoid Gaussian Hawkes process model in this paper: the baseline intensity and triggering kernel are both modeled as the sigmoid transformation of random trajectories drawn from a GP. By introducing auxiliary latent random variables (branching structure, P\'{o}lya-Gamma random variables and latent marked Poisson processes), the likelihood is converted to two decoupled components with a Gaussian form which allows for an efficient conjugate analytical inference. Using the augmented likelihood, we derive an efficient Gibbs sampling algorithm to sample from the posterior; an efficient expectation-maximization (EM) algorithm to obtain the maximum a posteriori (MAP) estimate and furthermore an efficient mean-field variational inference algorithm to approximate the posterior. To further accelerate the inference, a sparse GP approximation is introduced to reduce complexity. We demonstrate the performance of our three algorithms on both simulated and real data. The experiments show that our proposed inference algorithms can recover well the underlying prompting characteristics efficiently. [abs] [ pdf ][ bib ] &copy JMLR 2020. ( edit, beta )

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AAAI Conference 2020 Conference Paper

Fragmentation Coagulation Based Mixed Membership Stochastic Blockmodel

Zheng Yu
Xuhui Fan
Marcin Pietrasik
Marek Z. Reformat

The Mixed-Membership Stochastic Blockmodel (MMSB) is proposed as one of the state-of-the-art Bayesian relational methods suitable for learning the complex hidden structure underlying the network data. However, the current formulation of MMSB suffers from the following two issues: (1), the prior information (e. g. entities’ community structural information) can not be well embedded in the modelling; (2), community evolution can not be well described in the literature. Therefore, we propose a non-parametric fragmentation coagulation based Mixed Membership Stochastic Blockmodel (fcMMSB). Our model performs entity-based clustering to capture the community information for entities and linkagebased clustering to derive the group information for links simultaneously. Besides, the proposed model infers the network structure and models community evolution, manifested by appearances and disappearances of communities, using the discrete fragmentation coagulation process (DFCP). By integrating the community structure with the group compatibility matrix we derive a generalized version of MMSB. An efﬁcient Gibbs sampling scheme with Polya Gamma (PG) approach is implemented for posterior inference. We validate our model on synthetic and real world data.

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IJCAI Conference 2020 Conference Paper

Recurrent Dirichlet Belief Networks for interpretable Dynamic Relational Data Modelling

Yaqiong Li
Xuhui Fan
Ling Chen
Bin Li
Zheng Yu
Scott A. Sisson

The Dirichlet Belief Network~(DirBN) has been recently proposed as a promising approach in learning interpretable deep latent representations for objects. In this work, we leverage its interpretable modelling architecture and propose a deep dynamic probabilistic framework -- the Recurrent Dirichlet Belief Network~(Recurrent-DBN) -- to study interpretable hidden structures from dynamic relational data. The proposed Recurrent-DBN has the following merits: (1) it infers interpretable and organised hierarchical latent structures for objects within and across time steps; (2) it enables recurrent long-term temporal dependence modelling, which outperforms the one-order Markov descriptions in most of the dynamic probabilistic frameworks; (3) the computational cost scales to the number of positive links only. In addition, we develop a new inference strategy, which first upward-and-backward propagates latent counts and then downward-and-forward samples variables, to enable efficient Gibbs sampling for the Recurrent-DBN. We apply the Recurrent-DBN to dynamic relational data problems. The extensive experiment results on real-world data validate the advantages of the Recurrent-DBN over the state-of-the-art models in interpretable latent structure discovery and improved link prediction performance.

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NeurIPS Conference 2019 Conference Paper

Scalable Deep Generative Relational Model with High-Order Node Dependence

Xuhui Fan
Bin Li
Caoyuan Li
Scott SIsson
Ling Chen

In this work, we propose a probabilistic framework for relational data modelling and latent structure exploring. Given the possible feature information for the nodes in a network, our model builds up a deep architecture that can approximate to the possible nonlinear mappings between the nodes' feature information and latent representations. For each node, we incorporate all its neighborhoods' high-order structure information to generate latent representation, such that these latent representations are ``smooth'' in terms of the network. Since the latent representations are generated from Dirichlet distributions, we further develop a data augmentation trick to enable efficient Gibbs sampling for Ber-Poisson likelihood with Dirichlet random variables. Our model can be ready to apply to large sparse network as its computations cost scales to the number of positive links in the networks. The superior performance of our model is demonstrated through improved link prediction performance on a range of real-world datasets.

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NeurIPS Conference 2018 Conference Paper

Rectangular Bounding Process

Xuhui Fan
Bin Li
Scott SIsson

Stochastic partition models divide a multi-dimensional space into a number of rectangular regions, such that the data within each region exhibit certain types of homogeneity. Due to the nature of their partition strategy, existing partition models may create many unnecessary divisions in sparse regions when trying to describe data in dense regions. To avoid this problem we introduce a new parsimonious partition model -- the Rectangular Bounding Process (RBP) -- to efficiently partition multi-dimensional spaces, by employing a bounding strategy to enclose data points within rectangular bounding boxes. Unlike existing approaches, the RBP possesses several attractive theoretical properties that make it a powerful nonparametric partition prior on a hypercube. In particular, the RBP is self-consistent and as such can be directly extended from a finite hypercube to infinite (unbounded) space. We apply the RBP to regression trees and relational models as a flexible partition prior. The experimental results validate the merit of the RBP {in rich yet parsimonious expressiveness} compared to the state-of-the-art methods.

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IJCAI Conference 2016 Conference Paper

Bayesian Optimization of Partition Layouts for Mondrian Processes

Yi Wang
Bin Li
Xuhui Fan
Yang Wang
Fang Chen

The Mondrian process (MP) produces hierarchical partitions on a product space as a kd-tree, which can be served as a flexible yet parsimonious partition prior for relational modeling. Due to the recursive generation of partitions and varying dimensionality of the partition state space, the inference procedure for the MP relational modeling is extremely difficult. The prevalent inference method reversible-jump MCMC for this problem requires a number of unnecessary retrospective steps to transit from one partition state to a very similar one and it is prone to fall into a local optimum. In this paper, we attempt to circumvent these drawbacks by proposing an alternative method for inferring the MP partition structure. Based on the observation that similar cutting rate measures on the partition space lead to similar partition layouts, we propose to impose a nonhomogeneous cutting rate measure on the partition space to control the layouts of the generated partitions - the original MCMC sampling problem is thus transformed into a Bayesian global optimization problem. The empirical tests demonstrate that Bayesian optimization is able to find better partition structures than MCMC sampling with the same number of partition structure proposals.

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IJCAI Conference 2016 Conference Paper

Copula Mixed-Membership Stochastic Blockmodel

Xuhui Fan
Richard Yi Da Xu
Longbing Cao

The Mixed-Membership Stochastic Blockmodels (MMSB) is a popular framework for modelling social relationships by fully exploiting each individual node's participation (or membership) in a social network. Despite its powerful representations, MMSB assumes that the membership indicators of each pair of nodes (i. e. , people) are distributed independently. However, such an assumption often does not hold in real-life social networks, in which certain known groups of people may correlate with each other in terms of factors such as their membership categories. To expand MMSB's ability to model such dependent relationships, a new framework - a Copula Mixed-Membership Stochastic Blockmodel - is introduced in this paper for modeling intra-group correlations, namely an individual Copula function jointly models the membership pairs of those nodes within the group of interest. This framework enables various Copula functions to be used on demand, while maintaining the membership indicator's marginal distribution needed for modelling membership indicators with other nodes outside of the group of interest. Sampling algorithms for both the finite and infinite number of groups are also detailed. Our experimental results show its superior performance in capturing group interactions when compared with the baseline models on both synthetic and real world datasets.

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AAAI Conference 2016 Conference Paper

The Ostomachion Process

Xuhui Fan
Bin Li
Yi Wang
Yang Wang
Fang Chen

Stochastic partition processes for exchangeable graphs produce axis-aligned blocks on a product space. In relational modeling, the resulting blocks uncover the underlying interactions between two sets of entities of the relational data. Although some ﬂexible axis-aligned partition processes, such as the Mondrian process, have been able to capture complex interacting patterns in a hierarchical fashion, they are still in short of capturing dependence between dimensions. To overcome this limitation, we propose the Ostomachion process (OP), which relaxes the cutting direction by allowing for oblique cuts. The partitions generated by an OP are convex polygons that can capture inter-dimensional dependence. The OP also exhibits interesting properties: 1) Along the time line the cutting times can be characterized by a homogeneous Poisson process, and 2) on the partition space the areas of the resulting components comply with a Dirichlet distribution. We can thus control the expected number of cuts and the expected areas of components through hyper-parameters. We adapt the reversible-jump MCMC algorithm for inferring OP partition structures. The experimental results on relational modeling and decision tree classiﬁcation have validated the merit of the OP.

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AAAI Conference 2012 Conference Paper

A Theoretical Framework of the Graph Shift Algorithm

Xuhui Fan
Longbing Cao

Since no theoretical foundations for proving the convergence of Graph Shift Algorithm have been reported, we provide a generic framework consisting of three key GS components to fit the Zangwill’s convergence theorem. We show that the sequence set generated by the GS procedures always terminates at a local maximum, or at worst, contains a subsequence which converges to a local maximum of the similarity measure function. What is more, a theoretical framework is proposed to apply our proof to a more general case.

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