Showing papers by "Charles E. Leiserson published in 2019"

EvolveGCN: Evolving Graph Convolutional Networks for Dynamic Graphs

Abstract: Graph representation learning resurges as a trending research subject owing to the widespread use of deep learning for Euclidean data, which inspire various creative designs of neural networks in the non-Euclidean domain, particularly graphs. With the success of these graph neural networks (GNN) in the static setting, we approach further practical scenarios where the graph dynamically evolves. Existing approaches typically resort to node embeddings and use a recurrent neural network (RNN, broadly speaking) to regulate the embeddings and learn the temporal dynamics. These methods require the knowledge of a node in the full time span (including both training and testing) and are less applicable to the frequent change of the node set. In some extreme scenarios, the node sets at different time steps may completely differ. To resolve this challenge, we propose EvolveGCN, which adapts the graph convolutional network (GCN) model along the temporal dimension without resorting to node embeddings. The proposed approach captures the dynamism of the graph sequence through using an RNN to evolve the GCN parameters. Two architectures are considered for the parameter evolution. We evaluate the proposed approach on tasks including link prediction, edge classification, and node classification. The experimental results indicate a generally higher performance of EvolveGCN compared with related approaches. The code is available at \url{this https URL}.

Anti-Money Laundering in Bitcoin: Experimenting with Graph Convolutional Networks for Financial Forensics.

Abstract: Anti-money laundering (AML) regulations play a critical role in safeguarding financial systems, but bear high costs for institutions and drive financial exclusion for those on the socioeconomic and international margins. The advent of cryptocurrency has introduced an intriguing paradox: pseudonymity allows criminals to hide in plain sight, but open data gives more power to investigators and enables the crowdsourcing of forensic analysis. Meanwhile advances in learning algorithms show great promise for the AML toolkit. In this workshop tutorial, we motivate the opportunity to reconcile the cause of safety with that of financial inclusion. We contribute the Elliptic Data Set, a time series graph of over 200K Bitcoin transactions (nodes), 234K directed payment flows (edges), and 166 node features, including ones based on non-public data; to our knowledge, this is the largest labelled transaction data set publicly available in any cryptocurrency. We share results from a binary classification task predicting illicit transactions using variations of Logistic Regression (LR), Random Forest (RF), Multilayer Perceptrons (MLP), and Graph Convolutional Networks (GCN), with GCN being of special interest as an emergent new method for capturing relational information. The results show the superiority of Random Forest (RF), but also invite algorithmic work to combine the respective powers of RF and graph methods. Lastly, we consider visualization for analysis and explainability, which is difficult given the size and dynamism of real-world transaction graphs, and we offer a simple prototype capable of navigating the graph and observing model performance on illicit activity over time. With this tutorial and data set, we hope to a) invite feedback in support of our ongoing inquiry, and b) inspire others to work on this societally important challenge.

Tapir: Embedding Recursive Fork-join Parallelism into LLVM’s Intermediate Representation

Abstract: Tapir (pronounced TAY-per) is a compiler intermediate representation (IR) that embeds recursive fork-join parallelism, as supported by task-parallel programming platforms such as Cilk and OpenMP, into a mainstream compiler’s IR. Mainstream compilers typically treat parallel linguistic constructs as syntactic sugar for function calls into a parallel runtime. These calls prevent the compiler from performing optimizations on and across parallel control constructs. Remedying this situation has generally been thought to require an extensive reworking of compiler analyses and code transformations to handle parallel semantics. Tapir leverages the “serial-projection property,” which is commonly satisfied by task-parallel programs, to handle the semantics of these programs without an extensive rework of the compiler. For recursive fork-join programs that satisfy the serial-projection property, Tapir enables effective compiler optimization of parallel programs with only minor changes to existing compiler analyses and code transformations. Tapir uses the serial-projection property to order logically parallel fine-grained tasks in the program’s control-flow graph. This ordered representation of parallel tasks allows the compiler to optimize parallel codes effectively with only minor modifications. For example, to implement Tapir/LLVM, a prototype of Tapir in the LLVM compiler, we added or modified less than 3,000 lines of LLVM’s half-million-line core middle-end functionality. These changes sufficed to enable LLVM’s existing compiler optimizations for serial code—including loop-invariant-code motion, common-subexpression elimination, and tail-recursion elimination—to work with parallel control constructs such as parallel loops and Cilk’s Cilk_Spawn keyword. Tapir also supports parallel optimizations, such as loop scheduling, which restructure the parallel control flow of the program. By making use of existing LLVM optimizations and new parallel optimizations, Tapir/LLVM can optimize recursive fork-join programs more effectively than traditional compilation methods. On a suite of 35 Cilk application benchmarks, Tapir/LLVM produces more efficient executables for 30 benchmarks, with faster 18-core running times for 26 of them, compared to a nearly identical compiler that compiles parallel linguistic constructs the traditional way.

Anti-Money Laundering in Bitcoin: Experimenting with Graph Convolutional Networks for Financial Forensics

Abstract: Anti-money laundering (AML) regulations play a critical role in safeguarding financial systems, but bear high costs for institutions and drive financial exclusion for those on the socioeconomic and international margins. The advent of cryptocurrency has introduced an intriguing paradox: pseudonymity allows criminals to hide in plain sight, but open data gives more power to investigators and enables the crowdsourcing of forensic analysis. Meanwhile advances in learning algorithms show great promise for the AML toolkit. In this workshop tutorial, we motivate the opportunity to reconcile the cause of safety with that of financial inclusion. We contribute the Elliptic Data Set, a time series graph of over 200K Bitcoin transactions (nodes), 234K directed payment flows (edges), and 166 node features, including ones based on non-public data; to our knowledge, this is the largest labelled transaction data set publicly available in any cryptocurrency. We share results from a binary classification task predicting illicit transactions using variations of Logistic Regression (LR), Random Forest (RF), Multilayer Perceptrons (MLP), and Graph Convolutional Networks (GCN), with GCN being of special interest as an emergent new method for capturing relational information. The results show the superiority of Random Forest (RF), but also invite algorithmic work to combine the respective powers of RF and graph methods. Lastly, we consider visualization for analysis and explainability, which is difficult given the size and dynamism of real-world transaction graphs, and we offer a simple prototype capable of navigating the graph and observing model performance on illicit activity over time. With this tutorial and data set, we hope to a) invite feedback in support of our ongoing inquiry, and b) inspire others to work on this societally important challenge.