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In graph classification, attention- and pooling-based graph neural networks (GNNs) predominate to extract salient features from the input graph and support the prediction. They mostly follow the paradigm of "learning to attend," which maximizes the mutual information between the attended graph and the ground-truth label. However, this paradigm causes GNN classifiers to indiscriminately absorb all statistical correlations between input features and labels in the training data without distinguishing the causal and noncausal effects of features. Rather than emphasizing causal features, the attended graphs tend to rely on noncausal features as shortcuts to predictions. These shortcut features may easily change outside the training distribution, thereby leading to poor generalization for GNN classifiers. In this article, we take a causal view on GNN modeling. Under our causal assumption, the shortcut feature serves as a confounder between the causal feature and prediction. It misleads the classifier into learning spurious correlations that facilitate prediction in in-distribution (ID) test evaluation while causing significant performance drop in out-of-distribution (OOD) test data. To address this issue, we employ the backdoor adjustment from causal theory—combining each causal feature with various shortcut features, to identify causal patterns and mitigate the confounding effect. Specifically, we employ attention modules to estimate the causal and shortcut features of the input graph. Then, a memory bank collects the estimated shortcut features, enhancing the diversity of shortcut features for combination. Simultaneously, we apply the prototype strategy to improve the consistency of intra-class causal features. We term our method as CAL+, which can promote stable relationships between causal estimation and prediction, regardless of distribution changes. Extensive experiments on synthetic and real-world OOD benchmarks demonstrate our method's effectiveness in improving OOD generalization. Our codes are released at https://github.com/shuyao-wang/CAL-plus. [ABSTRACT FROM AUTHOR]

Media recommender systems aim to capture users' preferences and provide precise personalized recommendation of media content. There are two critical components in the common paradigm of modern recommender models: (1) representation learning, which generates an embedding for each user and item; and (2) interaction modeling, which fits user preferences toward items based on their representations. In spite of great success, when a great amount of users and items exist, it usually needs to create, store, and optimize a huge embedding table, where the scale of model parameters easily reach millions or even larger. Hence, it naturally raises questions about the heavy recommender models: Do we really need such large‐scale parameters? We get inspirations from the recently proposed lottery ticket hypothesis (LTH), which argues that the dense and over‐parameterized model contains a much smaller and sparser sub‐model that can reach comparable performance to the full model. In this paper, we extend LTH to media recommender systems, aiming to find the winning tickets in deep recommender models. To the best of our knowledge, this is the first work to study LTH in media recommender systems. With Matrix Factorization and Light Graph Convolution Networks as the backbone models, we found that there widely exist winning tickets in recommender models. On three media convergence data sets—Yelp2018, TikTok and Kwai, the winning tickets can achieve comparable recommendation performance with only 29%~48%,7%~10%, and 3%~17% of parameters, respectively. [ABSTRACT FROM AUTHOR]