Event sequence metric learning

In this paper we consider a challenging problem of learning discriminative vector representations for event sequences generated by real-world users. Vector representations map behavioral client raw data to the low-dimensional fixed-length vectors in the latent space. We propose a novel method of learning those vector embeddings based on metric learning approach. We propose a strategy of raw data subsequences generation to apply a metric learning approach in a fully self-supervised way. We evaluated the method over several public bank transactions datasets and showed that self-supervised embeddings outperform other methods when applied to downstream classification tasks. Moreover, embeddings are compact and provide additional user privacy protection

Mining Weighted Frequent Closed Episodes over Multiple Sequences

Frequent episode discovery is introduced to mine useful and interesting temporal patterns from sequential data. The existing episode mining methods mainly focused on mining from a single long sequence consisting of events with time constraints. However, there can be multiple sequences of different importance as the persons or entities associated with each sequence can be of different importance. Aiming to mine episodes in multiple sequences of different importance, we first define a new kind of episodes, i.e., the weighted frequent closed episodes, to take sequence importance, episode distribution and occurrence frequency into account together. Secondly, to facilitate the mining of such new episodes, we present a new concept called maximal duration serial episodes to cut a whole sequence into multiple maximum episodes using duration constraints, and discuss its properties for episode shrinking processing. Finally, based on the theoretical properties, we propose a two-phase approach to efficiently mine these new episodes. In Phase I, we adopt a level-wise episode shrinking framework to discover the candidate frequent closed episodes with the same prefixes, and in Phase II, we match the candidates with different prefixes to find the frequent close episodes. Experiments on simulated and real datasets demonstrate that the proposed episode mining strategy has good mining effectiveness and efficiency

HypTrails: A Bayesian Approach for Comparing Hypotheses About Human Trails on the Web

When users interact with the Web today, they leave sequential digital trails on a massive scale. Examples of such human trails include Web navigation, sequences of online restaurant reviews, or online music play lists. Understanding the factors that drive the production of these trails can be useful for e.g., improving underlying network structures, predicting user clicks or enhancing recommendations. In this work, we present a general approach called HypTrails for comparing a set of hypotheses about human trails on the Web, where hypotheses represent beliefs about transitions between states. Our approach utilizes Markov chain models with Bayesian inference. The main idea is to incorporate hypotheses as informative Dirichlet priors and to leverage the sensitivity of Bayes factors on the prior for comparing hypotheses with each other. For eliciting Dirichlet priors from hypotheses, we present an adaption of the so-called (trial) roulette method. We demonstrate the general mechanics and applicability of HypTrails by performing experiments with (i) synthetic trails for which we control the mechanisms that have produced them and (ii) empirical trails stemming from different domains including website navigation, business reviews and online music played. Our work expands the repertoire of methods available for studying human trails on the Web.Comment: Published in the proceedings of WWW'1

Pattern Discovery in Colored Strings

In this paper, we consider the problem of identifying patterns of interest in colored strings. A colored string is a string where each position is assigned one of a finite set of colors. Our task is to find substrings of the colored string that always occur followed by the same color at the same distance. The problem is motivated by applications in embedded systems verification, in particular, assertion mining. The goal there is to automatically find properties of the embedded system from the analysis of its simulation traces. We show that, in our setting, the number of patterns of interest is upper-bounded by $\mathcal{O}(n^2)$, where $n$ is the length of the string. We introduce a baseline algorithm, running in $\mathcal{O}(n^2)$ time, which identifies all patterns of interest satisfying certain minimality conditions, for all colors in the string. For the case where one is interested in patterns related to one color only, we also provide a second algorithm which runs in $\mathcal{O}(n^2\log n)$ time in the worst case but is faster than the baseline algorithm in practice. Both solutions use suffix trees, and the second algorithm also uses an appropriately defined priority queue, which allows us to reduce the number of computations. We performed an experimental evaluation of the proposed approaches over both synthetic and real-world datasets, and found that the second algorithm outperforms the first algorithm on all simulated data, while on the real-world data, the performance varies between a slight slowdown (on half of the datasets) and a speedup by a factor of up to 11.Comment: 22 pages, 5 figures, 2 tables, published in ACM Journal of Experimental Algorithmics. This is the journal version of the paper with the same title at SEA 2020 (18th Symposium on Experimental Algorithms, Catania, Italy, June 16-18, 2020