Christos Faloutsos’s research while affiliated with Santa Clara University and other places

How to best develop foundational models for time series forecasting remains an important open question. Tokenization is a crucial consideration in this effort: what is an effective discrete vocabulary for a real-valued sequential input? To address this question, we develop WaveToken, a wavelet-based tokenizer that allows models to learn complex representations directly in the space of time-localized frequencies. Our method first scales and decomposes the input time series, then thresholds and quantizes the wavelet coefficients, and finally pre-trains an autoregressive model to forecast coefficients for the forecast horizon. By decomposing coarse and fine structures in the inputs, wavelets provide an eloquent and compact language for time series forecasting that simplifies learning. Empirical results on a comprehensive benchmark, including 42 datasets for both in-domain and zero-shot settings, show that WaveToken: i) provides better accuracy than recently proposed foundation models for forecasting while using a much smaller vocabulary (1024 tokens), and performs on par or better than modern deep learning models trained specifically on each dataset; and ii) exhibits superior generalization capabilities, achieving the best average rank across all datasets for three complementary metrics. In addition, we show that our method can easily capture complex temporal patterns of practical relevance that are challenging for other recent pre-trained models, including trends, sparse spikes, and non-stationary time series with varying frequencies evolving over time.

Forecasting extrapolates the values of a time series into the future, and is crucial to optimize core operations for many businesses and organizations. Building machine learning (ML)-based forecasting applications presents a challenge though, due to non-stationary data and large numbers of time series. As there is no single dominating approach to forecasting, forecasting systems have to support a wide variety of approaches, ranging from deep learning-based methods to classical methods built on probabilistic modelling. We revisit our earlier work on a monolithic platform for forecasting from VLDB 2017, and describe how we evolved it into a modern forecasting stack consisting of several layers that support a wide range of forecasting needs and automate common tasks like model selection. This stack leverages our open source forecasting libraries GluonTS and AutoGluon-TimeSeries , the scalable ML platform SageMaker , and forms the basis of the no-code forecasting solutions ( SageMaker Canvas and Amazon Forecast ), available in the Amazon Web Services cloud. We give insights into the predictive performance of our stack and discuss learnings from using it to provision resources for the cloud database services DynamoDB, Redshift and Athena.

Data-centric AI focuses on understanding and utilizing high-quality, relevant data in training machine learning (ML) models, thereby increasing the likelihood of producing accurate and useful results. Automatic feature augmentation, aiming to augment the initial base table with useful features from other tables, is critical in data preparation as it improves model performance, robustness, and generalizability. While recent works have investigated automatic feature augmentation, most of them have limited capabilities in utilizing all useful features as many of them are in candidate tables not directly joinable with the base table. Worse yet, with numerous join paths leading to these distant features, existing solutions fail to fully exploit them within a reasonable compute budget. We present FeatNavigator, an effective and efficient framework that explores and integrates high-quality features in relational tables for ML models. FeatNavigator evaluates a feature from two aspects: (1) the intrinsic value of a feature towards an ML task (i.e., feature importance) and (2) the efficacy of a join path connecting the feature to the base table (i.e., integration quality). FeatNavigator strategically selects a small set of available features and their corresponding join paths to train a feature importance estimation model and an integration quality prediction model. Furthermore, FeatNavigator's search algorithm exploits both estimated feature importance and integration quality to identify the optimized feature augmentation plan. Our experimental results show that FeatNavigator outperforms state-of-the-art solutions on five public datasets by up to 40.1% in ML model performance.

Text-rich graphs, prevalent in data mining contexts like e-commerce and academic graphs, consist of nodes with textual features linked by various relations. Traditional graph machine learning models, such as Graph Neural Networks (GNNs), excel in encoding the graph structural information, but have limited capability in handling rich text on graph nodes. Large Language Models (LLMs), noted for their superior text understanding abilities, offer a solution for processing the text in graphs but face integration challenges due to their limitation for encoding graph structures and their computational complexities when dealing with extensive text in large neighborhoods of interconnected nodes. This paper introduces ``Hierarchical Compression'' (HiCom), a novel method to align the capabilities of LLMs with the structure of text-rich graphs. HiCom processes text in a node's neighborhood in a structured manner by organizing the extensive textual information into a more manageable hierarchy and compressing node text step by step. Therefore, HiCom not only preserves the contextual richness of the text but also addresses the computational challenges of LLMs, which presents an advancement in integrating the text processing power of LLMs with the structural complexities of text-rich graphs. Empirical results show that HiCom can outperform both GNNs and LLM backbones for node classification on e-commerce and citation graphs. HiCom is especially effective for nodes from a dense region in a graph, where it achieves a 3.48% average performance improvement on five datasets while being more efficient than LLM backbones.

Graph machine learning (GML) is effective in many business applications. However, making GML easy to use and applicable to industry applications with massive datasets remain challenging. We developed GraphStorm, which provides an end-to-end solution for scalable graph construction, graph model training and inference. GraphStorm has the following desirable properties: (a) Easy to use: it can perform graph construction and model training and inference with just a single command; (b) Expert-friendly: GraphStorm contains many advanced GML modeling techniques to handle complex graph data and improve model performance; (c) Scalable: every component in GraphStorm can operate on graphs with billions of nodes and can scale model training and inference to different hardware without changing any code. GraphStorm has been used and deployed for over a dozen billion-scale industry applications after its release in May 2023. It is open-sourced in Github: https://github.com/awslabs/graphstorm.