A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Recommendation problems with large numbers of discrete items, such as products, webpages, or videos, are ubiquitous in the technology industry. Deep neural networks are being increasingly used for these recommendation problems. These models use embeddings to represent discrete items as continuous vectors, and the vocab…
In this work, we study recommendation systems modelled as contextual multi-armed bandit (MAB) problems. We propose a graph-based recommendation system that learns and exploits the geometry of the user space to create meaningful clusters in the user domain. This reduces the dimensionality of the recommendation problem w…
In this paper, we investigate the common scenario where every candidate item for recommendation is characterized by a maximum capacity, i.e., number of seats in a Point-of-Interest (POI) or size of an item's inventory. Despite the prevalence of the task of recommending items under capacity constraints in a variety of s…
Large-scale industrial recommender systems are usually confronted with computational problems due to the enormous corpus size. To retrieve and recommend the most relevant items to users under response time limits, resorting to an efficient index structure is an effective and practical solution. The previous work Tree-b…
Skip-gram with negative sampling, a popular variant of Word2vec originally designed and tuned to create word embeddings for Natural Language Processing, has been used to create item embeddings with successful applications in recommendation. While these fields do not share the same type of data, neither evaluate on the …
Recommender systems have recently attracted many researchers in the deep learning community. The state-of-the-art deep neural network models used in recommender systems are typically multilayer perceptron and deep Autoencoder (DAE), among which DAE usually shows better performance due to its superior capability to reco…
Production recommendation systems rely on embedding methods to represent various features. An impeding challenge in practice is that the large embedding matrix incurs substantial memory footprint in serving as the number of features grows over time. We propose a similarity-aware embedding matrix compression method call…
We propose a novel way to train ranking models, such as recommender systems, that are both effective and efficient. Knowledge distillation (KD) was shown to be successful in image recognition to achieve both effectiveness and efficiency. We propose a KD technique for learning to rank problems, called \emph{ranking dist…
Classical collaborative filtering, and content-based filtering methods try to learn a static recommendation model given training data. These approaches are far from ideal in highly dynamic recommendation domains such as news recommendation and computational advertisement, where the set of items and users is very fluid.…
In sponsored search, keyword recommendations help advertisers to achieve much better performance within limited budget. Many works have been done to mine numerous candidate keywords from search logs or landing pages. However, the strategy to select from given candidates remains to be improved. The existing relevance-ba…
We consider a particular instance of a common problem in recommender systems: using a database of book reviews to inform user-targeted recommendations. In our dataset, books are categorized into genres and sub-genres. To exploit this nested taxonomy, we use a hierarchical model that enables information pooling across a…
New recommendations improve Gaussian process accuracy and stability.
problem Numerical instabilities and poor test likelihoods in iterative Gaussian process learning.
method Investigated CG tolerance, preconditioner rank, and Lanczos decomposition rank. Recommended small CG tolerance and large root decomposition size.
result L-BFGS-B optimizer achieves convergence with fewer gradient updates, improving Gaussian process accuracy.
MACRo-mIcro VAE learns disentangled user behavior representations.
problem Complex user behavior data in recommender systems are entangled; disentangling them enhances robustness and interpretability.
method MACRo-mIcro Disentangled Variational Auto-Encoder (MacridVAE) infers high-level user intentions and micro-disentangles preferences.
result Our approach achieves substantial improvement over state-of-the-art baselines and demonstrates interpretable and controllable learned representations.
Recommendation is the task of improving customer experience through personalized recommendation based on users' past feedback. In this paper, we investigate the most common scenario: the user-item (U-I) matrix of implicit feedback. Even though many recommendation approaches are designed based on implicit feedback, they…
Deviation-based learning improves recommender systems by abstaining from recommending choices users might follow.
problem Recommender systems learn from user choices but can stall if users blindly follow recommendations.
method The recommender learns user knowledge by observing choices, abstaining from recommending a choice when multiple alternatives produce similar payoffs.
result Learning rate and social welfare improve when the recommender abstains from recommending certain choices.
The paper is devoted to modeling optimal exercise strategies of the behavior of investors and issuers working with convertible bonds. This implies solution of the problems of stock price modeling, payoff computation and min-max optimization. Stock prices (underlying asset) were modeled under the assumption of the geome…
Knowledge graphs capture structured information and relations between a set of entities or items. As such knowledge graphs represent an attractive source of information that could help improve recommender systems. However, existing approaches in this domain rely on manual feature engineering and do not allow for an end…
We study the transfer of adversarial robustness of deep neural networks between different perturbation types. While most work on adversarial examples has focused on L∞ and L2-bounded perturbations, these do not capture all types of perturbations available to an adversary. The present work evaluates 32 attack…