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Ziqi Liu

Ziqi Liu contributes to research discovery and scholarly infrastructure.

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Published work

17 published item(s)

preprint2026arXiv

First-Order Efficiency for Probabilistic Value Estimation via A Statistical Viewpoint

Probabilistic values, including Shapley values and semivalues, provide a model-agnostic framework to attribute the behavior of a black-box model to data points or features, with a wide range of applications including explainable artificial intelligence and data valuation. However, their exact computation requires utility evaluations over exponentially many coalitions, making Monte Carlo approximation essential in modern machine learning applications. Existing estimators are often developed through different identification strategies, including weighted averages, self-normalized weighting, regression adjustment, and weighted least squares. Our key observation is that these seemingly distinct constructions share a common first-order error structure, in which the leading term is an augmented inverse-probability weighted influence term determined by the sampling law and a working surrogate function. This first-order representation yields an explicit expression for the leading mean squared error (MSE), which characterizes how the sampling law and the surrogate jointly determine statistical efficiency. Guided by this criterion, we propose an Efficiency-Aware Surrogate-adjusted Estimator (EASE) that directly chooses the sampling law and surrogate to minimize the first-order MSE. We demonstrate that EASE consistently outperforms state-of-the-art estimators for various probabilistic values.

preprint2022arXiv

A Corpus for Understanding and Generating Moral Stories

Teaching morals is one of the most important purposes of storytelling. An essential ability for understanding and writing moral stories is bridging story plots and implied morals. Its challenges mainly lie in: (1) grasping knowledge about abstract concepts in morals, (2) capturing inter-event discourse relations in stories, and (3) aligning value preferences of stories and morals concerning good or bad behavior. In this paper, we propose two understanding tasks and two generation tasks to assess these abilities of machines. We present STORAL, a new dataset of Chinese and English human-written moral stories. We show the difficulty of the proposed tasks by testing various models with automatic and manual evaluation on STORAL. Furthermore, we present a retrieval-augmented algorithm that effectively exploits related concepts or events in training sets as additional guidance to improve performance on these tasks.

preprint2022arXiv

RunnerDNA: Interpretable indicators and model to characterize human activity pattern and individual difference

Human activity analysis based on sensor data plays a significant role in behavior sensing, human-machine interaction, health care, and so on. The current research focused on recognizing human activity and posture at the activity pattern level, neglecting the effective fusion of multi-sensor data and assessing different movement styles at the individual level, thus introducing the challenge to distinguish individuals in the same movement. In this study, the concept of RunnerDNA, consisting of five interpretable indicators, balance, stride, steering, stability, and amplitude, was proposed to describe human activity at the individual level. We collected smartphone multi-sensor data from 33 volunteers who engaged in physical activities such as walking, running, and bicycling and calculated the data into five indicators of RunnerDNA. The indicators were then used to build random forest models and recognize movement activities and the identity of users. The results show that the proposed model has high accuracy in identifying activities (accuracy of 0.679) and is also effective in predicting the identity of running users. Furthermore, the accuracy of the human activity recognition model has significant improved by combing RunnerDNA and two motion feature indicators, velocity, and acceleration. Results demonstrate that RunnerDNA is an effective way to describe an individual's physical activity and helps us understand individual differences in sports style, and the significant differences in balance and amplitude between men and women were found.

preprint2022arXiv

Vertically Federated Graph Neural Network for Privacy-Preserving Node Classification

Recently, Graph Neural Network (GNN) has achieved remarkable progresses in various real-world tasks on graph data, consisting of node features and the adjacent information between different nodes. High-performance GNN models always depend on both rich features and complete edge information in graph. However, such information could possibly be isolated by different data holders in practice, which is the so-called data isolation problem. To solve this problem, in this paper, we propose VFGNN, a federated GNN learning paradigm for privacy-preserving node classification task under data vertically partitioned setting, which can be generalized to existing GNN models. Specifically, we split the computation graph into two parts. We leave the private data (i.e., features, edges, and labels) related computations on data holders, and delegate the rest of computations to a semi-honest server. We also propose to apply differential privacy to prevent potential information leakage from the server. We conduct experiments on three benchmarks and the results demonstrate the effectiveness of VFGNN.

preprint2020arXiv

A Time Attention based Fraud Transaction Detection Framework

With online payment platforms being ubiquitous and important, fraud transaction detection has become the key for such platforms, to ensure user account safety and platform security. In this work, we present a novel method for detecting fraud transactions by leveraging patterns from both users' static profiles and users' dynamic behaviors in a unified framework. To address and explore the information of users' behaviors in continuous time spaces, we propose to use \emph{time attention based recurrent layers} to embed the detailed information of the time interval, such as the durations of specific actions, time differences between different actions and sequential behavior patterns,etc., in the same latent space. We further combine the learned embeddings and users' static profiles altogether in a unified framework. Extensive experiments validate the effectiveness of our proposed methods over state-of-the-art methods on various evaluation metrics, especially on \emph{recall at top percent} which is an important metric for measuring the balance between service experiences and risk of potential losses.

preprint2020arXiv

AGL: a Scalable System for Industrial-purpose Graph Machine Learning

Machine learning over graphs have been emerging as powerful learning tools for graph data. However, it is challenging for industrial communities to leverage the techniques, such as graph neural networks (GNNs), and solve real-world problems at scale because of inherent data dependency in the graphs. As such, we cannot simply train a GNN with classic learning systems, for instance parameter server that assumes data parallel. Existing systems store the graph data in-memory for fast accesses either in a single machine or graph stores from remote. The major drawbacks are in three-fold. First, they cannot scale because of the limitations on the volume of the memory, or the bandwidth between graph stores and workers. Second, they require extra development of graph stores without well exploiting mature infrastructures such as MapReduce that guarantee good system properties. Third, they focus on training but ignore the optimization of inference over graphs, thus makes them an unintegrated system. In this paper, we design AGL, a scalable, fault-tolerance and integrated system, with fully-functional training and inference for GNNs. Our system design follows the message passing scheme underlying the computations of GNNs. We design to generate the $k$-hop neighborhood, an information-complete subgraph for each node, as well as do the inference simply by merging values from in-edge neighbors and propagating values to out-edge neighbors via MapReduce. In addition, the $k$-hop neighborhood contains information-complete subgraphs for each node, thus we simply do the training on parameter servers due to data independency. Our system AGL, implemented on mature infrastructures, can finish the training of a 2-layer graph attention network on a graph with billions of nodes and hundred billions of edges in 14 hours, and complete the inference in 1.2 hour.

preprint2020arXiv

Bandit Samplers for Training Graph Neural Networks

Several sampling algorithms with variance reduction have been proposed for accelerating the training of Graph Convolution Networks (GCNs). However, due to the intractable computation of optimal sampling distribution, these sampling algorithms are suboptimal for GCNs and are not applicable to more general graph neural networks (GNNs) where the message aggregator contains learned weights rather than fixed weights, such as Graph Attention Networks (GAT). The fundamental reason is that the embeddings of the neighbors or learned weights involved in the optimal sampling distribution are changing during the training and not known a priori, but only partially observed when sampled, thus making the derivation of an optimal variance reduced samplers non-trivial. In this paper, we formulate the optimization of the sampling variance as an adversary bandit problem, where the rewards are related to the node embeddings and learned weights, and can vary constantly. Thus a good sampler needs to acquire variance information about more neighbors (exploration) while at the same time optimizing the immediate sampling variance (exploit). We theoretically show that our algorithm asymptotically approaches the optimal variance within a factor of 3. We show the efficiency and effectiveness of our approach on multiple datasets.

preprint2020arXiv

Distributed Deep Forest and its Application to Automatic Detection of Cash-out Fraud

Internet companies are facing the need for handling large-scale machine learning applications on a daily basis and distributed implementation of machine learning algorithms which can handle extra-large scale tasks with great performance is widely needed. Deep forest is a recently proposed deep learning framework which uses tree ensembles as its building blocks and it has achieved highly competitive results on various domains of tasks. However, it has not been tested on extremely large scale tasks. In this work, based on our parameter server system, we developed the distributed version of deep forest. To meet the need for real-world tasks, many improvements are introduced to the original deep forest model, including MART (Multiple Additive Regression Tree) as base learners for efficiency and effectiveness consideration, the cost-based method for handling prevalent class-imbalanced data, MART based feature selection for high dimension data and different evaluation metrics for automatically determining of the cascade level. We tested the deep forest model on an extra-large scale task, i.e., automatic detection of cash-out fraud, with more than 100 millions of training samples. Experimental results showed that the deep forest model has the best performance according to the evaluation metrics from different perspectives even with very little effort for parameter tuning. This model can block fraud transactions in a large amount of money each day. Even compared with the best-deployed model, the deep forest model can additionally bring into a significant decrease in economic loss each day.

preprint2020arXiv

DSSLP: A Distributed Framework for Semi-supervised Link Prediction

Link prediction is widely used in a variety of industrial applications, such as merchant recommendation, fraudulent transaction detection, and so on. However, it's a great challenge to train and deploy a link prediction model on industrial-scale graphs with billions of nodes and edges. In this work, we present a scalable and distributed framework for semi-supervised link prediction problem (named DSSLP), which is able to handle industrial-scale graphs. Instead of training model on the whole graph, DSSLP is proposed to train on the \emph{$k$-hops neighborhood} of nodes in a mini-batch setting, which helps reduce the scale of the input graph and distribute the training procedure. In order to generate negative examples effectively, DSSLP contains a distributed batched runtime sampling module. It implements uniform and dynamic sampling approaches, and is able to adaptively construct positive and negative examples to guide the training process. Moreover, DSSLP proposes a model-split strategy to accelerate the speed of inference process of the link prediction task. Experimental results demonstrate that the effectiveness and efficiency of DSSLP in serval public datasets as well as real-world datasets of industrial-scale graphs.

preprint2020arXiv

Graph Representation Learning for Merchant Incentive Optimization in Mobile Payment Marketing

Mobile payment such as Alipay has been widely used in our daily lives. To further promote the mobile payment activities, it is important to run marketing campaigns under a limited budget by providing incentives such as coupons, commissions to merchants. As a result, incentive optimization is the key to maximizing the commercial objective of the marketing campaign. With the analyses of online experiments, we found that the transaction network can subtly describe the similarity of merchants' responses to different incentives, which is of great use in the incentive optimization problem. In this paper, we present a graph representation learning method atop of transaction networks for merchant incentive optimization in mobile payment marketing. With limited samples collected from online experiments, our end-to-end method first learns merchant representations based on an attributed transaction networks, then effectively models the correlations between the commercial objectives each merchant may achieve and the incentives under varying treatments. Thus we are able to model the sensitivity to incentive for each merchant, and spend the most budgets on those merchants that show strong sensitivities in the marketing campaign. Extensive offline and online experimental results at Alipay demonstrate the effectiveness of our proposed approach.

preprint2020arXiv

Heterogeneous Graph Neural Networks for Malicious Account Detection

We present, GEM, the first heterogeneous graph neural network approach for detecting malicious accounts at Alipay, one of the world's leading mobile cashless payment platform. Our approach, inspired from a connected subgraph approach, adaptively learns discriminative embeddings from heterogeneous account-device graphs based on two fundamental weaknesses of attackers, i.e. device aggregation and activity aggregation. For the heterogeneous graph consists of various types of nodes, we propose an attention mechanism to learn the importance of different types of nodes, while using the sum operator for modeling the aggregation patterns of nodes in each type. Experiments show that our approaches consistently perform promising results compared with competitive methods over time.

preprint2020arXiv

How Much Can A Retailer Sell? Sales Forecasting on Tmall

Time-series forecasting is an important task in both academic and industry, which can be applied to solve many real forecasting problems like stock, water-supply, and sales predictions. In this paper, we study the case of retailers' sales forecasting on Tmall|the world's leading online B2C platform. By analyzing the data, we have two main observations, i.e., sales seasonality after we group different groups of retails and a Tweedie distribution after we transform the sales (target to forecast). Based on our observations, we design two mechanisms for sales forecasting, i.e., seasonality extraction and distribution transformation. First, we adopt Fourier decomposition to automatically extract the seasonalities for different categories of retailers, which can further be used as additional features for any established regression algorithms. Second, we propose to optimize the Tweedie loss of sales after logarithmic transformations. We apply these two mechanisms to classic regression models, i.e., neural network and Gradient Boosting Decision Tree, and the experimental results on Tmall dataset show that both mechanisms can significantly improve the forecasting results.

preprint2020arXiv

InfDetect: a Large Scale Graph-based Fraud Detection System for E-Commerce Insurance

The insurance industry has been creating innovative products around the emerging online shopping activities. Such e-commerce insurance is designed to protect buyers from potential risks such as impulse purchases and counterfeits. Fraudulent claims towards online insurance typically involve multiple parties such as buyers, sellers, and express companies, and they could lead to heavy financial losses. In order to uncover the relations behind organized fraudsters and detect fraudulent claims, we developed a large-scale insurance fraud detection system, i.e., InfDetect, which provides interfaces for commonly used graphs, standard data processing procedures, and a uniform graph learning platform. InfDetect is able to process big graphs containing up to 100 millions of nodes and billions of edges. In this paper, we investigate different graphs to facilitate fraudster mining, such as a device-sharing graph, a transaction graph, a friendship graph, and a buyer-seller graph. These graphs are fed to a uniform graph learning platform containing supervised and unsupervised graph learning algorithms. Cases on widely applied e-commerce insurance are described to demonstrate the usage and capability of our system. InfDetect has successfully detected thousands of fraudulent claims and saved over tens of thousands of dollars daily.

preprint2020arXiv

Privacy Preserving Point-of-interest Recommendation Using Decentralized Matrix Factorization

Points of interest (POI) recommendation has been drawn much attention recently due to the increasing popularity of location-based networks, e.g., Foursquare and Yelp. Among the existing approaches to POI recommendation, Matrix Factorization (MF) based techniques have proven to be effective. However, existing MF approaches suffer from two major problems: (1) Expensive computations and storages due to the centralized model training mechanism: the centralized learners have to maintain the whole user-item rating matrix, and potentially huge low rank matrices. (2) Privacy issues: the users' preferences are at risk of leaking to malicious attackers via the centralized learner. To solve these, we present a Decentralized MF (DMF) framework for POI recommendation. Specifically, instead of maintaining all the low rank matrices and sensitive rating data for training, we propose a random walk based decentralized training technique to train MF models on each user's end, e.g., cell phone and Pad. By doing so, the ratings of each user are still kept on one's own hand, and moreover, decentralized learning can be taken as distributed learning with multi-learners (users), and thus alleviates the computation and storage issue. Experimental results on two real-world datasets demonstrate that, comparing with the classic and state-of-the-art latent factor models, DMF significantly improvements the recommendation performance in terms of precision and recall.

preprint2020arXiv

Robotic Cane as a Soft SuperLimb for Elderly Sit-to-Stand Assistance

Many researchers have identified robotics as a potential solution to the aging population faced by many developed and developing countries. If so, how should we address the cognitive acceptance and ambient control of elderly assistive robots through design? In this paper, we proposed an explorative design of an ambient SuperLimb (Supernumerary Robotic Limb) system that involves a pneumatically-driven robotic cane for at-home motion assistance, an inflatable vest for compliant human-robot interaction, and a depth sensor for ambient intention detection. The proposed system aims at providing active assistance during the sit-to-stand transition for at-home usage by the elderly at the bedside, in the chair, and on the toilet. We proposed a modified biomechanical model with a linear cane robot for closed-loop control implementation. We validated the design feasibility of the proposed ambient SuperLimb system including the biomechanical model, our result showed the advantages in reducing lower limb efforts and elderly fall risks, yet the detection accuracy using depth sensing and adjustments on the model still require further research in the future. Nevertheless, we summarized empirical guidelines to support the ambient design of elderly-assistive SuperLimb systems for lower limb functional augmentation.

preprint2020arXiv

Uncovering Insurance Fraud Conspiracy with Network Learning

Fraudulent claim detection is one of the greatest challenges the insurance industry faces. Alibaba's return-freight insurance, providing return-shipping postage compensations over product return on the e-commerce platform, receives thousands of potentially fraudulent claims every day. Such deliberate abuse of the insurance policy could lead to heavy financial losses. In order to detect and prevent fraudulent insurance claims, we developed a novel data-driven procedure to identify groups of organized fraudsters, one of the major contributions to financial losses, by learning network information. In this paper, we introduce a device-sharing network among claimants, followed by developing an automated solution for fraud detection based on graph learning algorithms, to separate fraudsters from regular customers and uncover groups of organized fraudsters. This solution applied at Alibaba achieves more than 80% precision while covering 44% more suspicious accounts compared with a previously deployed rule-based classifier after human expert investigations. Our approach can easily and effectively generalizes to other types of insurance.