反事实预测和选择偏差是因果效应估计中的重大挑战。为对潜在协变量的复杂混杂分布进行有效表征,同时增强反事实预测泛化能力,提出一种面向工业因果效应估计应用的重加权对抗变分自编码器网络(RVAENet)模型。针对混杂分布去偏问题,借鉴...反事实预测和选择偏差是因果效应估计中的重大挑战。为对潜在协变量的复杂混杂分布进行有效表征,同时增强反事实预测泛化能力,提出一种面向工业因果效应估计应用的重加权对抗变分自编码器网络(RVAENet)模型。针对混杂分布去偏问题,借鉴域适应思想,采用对抗学习机制对由变分自编码器(VAE)获得的隐含变量进行表示学习的分布平衡;在此基础上,通过学习样本倾向性权重对样本进行重加权,进一步缩小实验组(Treatment)与对照组(Control)样本间的分布差异。实验结果表明,在工业真实场景数据集的两个场景下,所提模型的提升曲线下的面积(AUUC)比TEDVAE(Treatment Effect with Disentangled VAE)分别提升了15.02%、16.02%;在公开数据集上,所提模型的平均干预效果(ATE)和异构估计精度(PEHE)普遍取得最优结果。展开更多
Financing needs exploration(FNE),which exploresfinancially constrained small-and medium-sized enterprises(SMEs),has become increasingly important in industry forfinancial institutions to facilitate SMEs’development.I...Financing needs exploration(FNE),which exploresfinancially constrained small-and medium-sized enterprises(SMEs),has become increasingly important in industry forfinancial institutions to facilitate SMEs’development.In this paper,wefirst perform an insightful exploratory analysis to exploit the transfer phenomenon offinancing needs among SMEs,which motivates us to fully exploit the multi-relation enterprise social network for boosting the effectiveness of FNE.The main challenge lies in modeling two kinds of heterogeneity,i.e.,transfer heterogeneity and SMEs’behavior heterogeneity,under different relation types simultaneously.To address these challenges,we propose a graph neural network named Multi-relation tRanslatIonal GrapH a Ttention network(M-RIGHT),which not only models the transfer heterogeneity offinancing needs along different relation types based on a novel entity–relation composition operator but also enables heterogeneous SMEs’representations based on a translation mechanism on relational hyperplanes to distinguish SMEs’heterogeneous behaviors under different relation types.Extensive experiments on two large-scale real-world datasets demonstrate M-RIGHT’s superiority over the state-of-the-art methods in the FNE task.展开更多
文摘反事实预测和选择偏差是因果效应估计中的重大挑战。为对潜在协变量的复杂混杂分布进行有效表征,同时增强反事实预测泛化能力,提出一种面向工业因果效应估计应用的重加权对抗变分自编码器网络(RVAENet)模型。针对混杂分布去偏问题,借鉴域适应思想,采用对抗学习机制对由变分自编码器(VAE)获得的隐含变量进行表示学习的分布平衡;在此基础上,通过学习样本倾向性权重对样本进行重加权,进一步缩小实验组(Treatment)与对照组(Control)样本间的分布差异。实验结果表明,在工业真实场景数据集的两个场景下,所提模型的提升曲线下的面积(AUUC)比TEDVAE(Treatment Effect with Disentangled VAE)分别提升了15.02%、16.02%;在公开数据集上,所提模型的平均干预效果(ATE)和异构估计精度(PEHE)普遍取得最优结果。
基金Project supported in part by the National Natural Sci-ence Foundation of China(No.72192823)the“Ten Thousand Talents Program”of Zhejiang Province for Leading Experts(No.2021R52001)the Cooperation Project of MYbank,Ant Group。
文摘Financing needs exploration(FNE),which exploresfinancially constrained small-and medium-sized enterprises(SMEs),has become increasingly important in industry forfinancial institutions to facilitate SMEs’development.In this paper,wefirst perform an insightful exploratory analysis to exploit the transfer phenomenon offinancing needs among SMEs,which motivates us to fully exploit the multi-relation enterprise social network for boosting the effectiveness of FNE.The main challenge lies in modeling two kinds of heterogeneity,i.e.,transfer heterogeneity and SMEs’behavior heterogeneity,under different relation types simultaneously.To address these challenges,we propose a graph neural network named Multi-relation tRanslatIonal GrapH a Ttention network(M-RIGHT),which not only models the transfer heterogeneity offinancing needs along different relation types based on a novel entity–relation composition operator but also enables heterogeneous SMEs’representations based on a translation mechanism on relational hyperplanes to distinguish SMEs’heterogeneous behaviors under different relation types.Extensive experiments on two large-scale real-world datasets demonstrate M-RIGHT’s superiority over the state-of-the-art methods in the FNE task.
