Recent advances in a generative neural network model extend the development of data augmentation methods. However, the augmentation methods based on the modern generative models fail to achieve notable improvement in class imbalance data compared to the conventional model, Synthetic Minority Oversampling Technique (SMOTE). We investigate the problem of the generative model for imbalanced classification and introduce a framework to enhance the SMOTE algorithm using Variational Autoencoders (VAE s). Our approach systematically quantifies the density of data points in a low-dimensional latent space using the VAE, simultaneously incorporating information on class labels and classification difficulty. Then, the data points potentially degrading the augmentation are systematically excluded, and the neighboring observations are directly augmented on the data space. Empirical studies on several imbalanced datasets represent that this simple process innovatively improves the conventional SMOTE algorithm over the deep learning models. Consequently, we conclude that the selection of minority data and the interpolation in the data space are beneficial for imbalanced classification problems with a relatively small number of data points.

Sea ice at the North Pole is vital to global climate dynamics. However, accurately forecasting sea ice poses a significant challenge due to the intricate interaction among multiple variables. Leveraging the capability to integrate multiple inputs and powerful performances seamlessly, many studies have turned to neural networks for sea ice forecasting. This paper introduces a novel deep architecture named Unicorn, designed to forecast weekly sea ice. Our model integrates multiple time series images within its architecture to enhance its forecasting performance. Moreover, we incorporate a bottleneck layer within the U-Net architecture, serving as neural ordinary differential equations with convolutional operations, to capture the spatiotemporal dynamics of latent variables. Through real data analysis with datasets spanning from 1998 to 2021, our proposed model demonstrates significant improvements over state-of-the-art models in the sea ice concentration forecasting task. It achieves an average MAE improvement of 12% compared to benchmark models. Additionally, our method outperforms existing approaches in sea ice extent forecasting, achieving a classification performance improvement of approximately 18%. These experimental results show the superiority of our proposed model. A preprint version of this work is available at this url https://arxiv.org/abs/2405.03929.

In stock price forecasting, modeling the probabilistic dependence between stock prices within a time-series framework has remained a persistent and highly challenging area of research. We propose a novel model to explain the extreme co-movement in multivariate data with time-series dependencies. Our model incorporates a Hawkes process layer to capture abrupt co-movements, thereby enhancing the temporal representation of market dynamics. We introduce dynamic hypergraphs into our model adapting to higher-order (groupwise rather than pairwise) relationships within the stock market. Extensive experiments on real-world benchmarks demonstrate the robustness of our approach in predictive performance and portfolio stability.

In this paper, our goal is to generate synthetic data for heterogeneous (mixed-type) tabular datasets with high machine learning utility (MLu). Since the MLu performance depends on accurately approximating the conditional distributions, we focus on devising a synthetic data generation method based on conditional distribution estimation. We introduce MaCoDE by redefining the consecutive multi-class classification task of Masked Language Modeling (MLM) as histogram-based non-parametric conditional density estimation. Our approach enables the estimation of conditional densities across arbitrary combinations of target and conditional variables. We bridge the theoretical gap between distributional learning and MLM by demonstrating that minimizing the orderless multi-class classification loss leads to minimizing the total variation distance between conditional distributions. To validate our proposed model, we evaluate its performance in synthetic data generation across 10 real-world datasets, demonstrating its ability to adjust data privacy levels easily without re-training. Additionally, since masked input tokens in MLM are analogous to missing data, we further assess its effectiveness in handling training datasets with missing values, including multiple imputations of the missing entries.