Risk prediction, usually achieved by learning representations from patient’s physiological sequence or user’s behavioral sequence data, and has been widely applied in healthcare and finance. Despite that, some recent time-aware deep learning methods have led to superior performances in such sequence representation learning tasks, such improvement is limited due to a lack of guidance from hierarchical global view. To address this issue, we propose a novel end-to-end H ierarchical G lobal V iew-guided (HGV) sequence representation learning framework. Specifically, the Global Graph Embedding (GGE) module is proposed to learn sequential clip-aware representations from temporal correlation graph (TCG) at instance level. Furthermore, following the way of key-query attention, the harmonic β-attention (β-Attn) is also developed for making a global tradeoff between time-aware decay and observation significance at channel level adaptively. Moreover, the hierarchical representations at both instance level and channel level can be coordinated by the heterogeneous information aggregation under the guidance of global view. Experimental results on both healthcare risk prediction benchmark and SMEs credit overdue risk prediction task from the real-world industrial scenario in MYBank, Ant Group, have illustrated that the proposed model can achieve competitive prediction performance compared with other known baselines. The code has been released public available at: https://github.com/LiYouru0228/HGV.
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