CSMF: Cascaded Selective Mask Fine-Tuning for Multi-Objective Embedding-Based Retrieval

Multi-objective embedding-based retrieval (EBR) has become increasingly critical due to the growing complexity of user behaviors and commercial objectives. While traditional approaches often suffer from data sparsity and limited information sharing between objectives, recent methods utilizing a shared network alongside dedicated sub-networks for each objective partially address these limitations. However, such methods significantly increase the model parameters, leading to an increased retrieval latency and a limited ability to model causal relationships between objectives. To address these challenges, we propose the Cascaded Selective Mask Fine-Tuning (CSMF), a novel method that enhances both retrieval efficiency and serving performance for multi-objective EBR. The CSMF framework selectively masks model parameters to free up independent learning space for each objective, leveraging the cascading relationships between objectives during the sequential fine-tuning. Without increasing network parameters or online retrieval overhead, CSMF computes a linearly weighted fusion score for multiple objective probabilities while supporting flexible adjustment of each objective's weight across various recommendation scenarios. Experimental results on real-world datasets demonstrate the superior performance of CSMF, and online experiments validate its significant practical value.

Addressing Information Loss and Interaction Collapse: A Dual Enhanced Attention Framework for Feature Interaction

The Transformer has proven to be a significant approach in feature interaction for CTR prediction, achieving considerable success in previous works. However, it also presents potential challenges in handling feature interactions. Firstly, Transformers may encounter information loss when capturing feature interactions. By relying on inner products to represent pairwise relationships, they compress raw interaction information, which can result in a degradation of fidelity. Secondly, due to the long-tail features distribution, feature fields with low information-abundance embeddings constrain the information abundance of other fields, leading to collapsed embedding matrices. To tackle these issues, we propose a Dual Attention Framework for Enhanced Feature Interaction, known as Dual Enhanced Attention. This framework integrates two attention mechanisms: the Combo-ID attention mechanism and the collapse-avoiding attention mechanism. The Combo-ID attention mechanism directly retains feature interaction pairs to mitigate information loss, while the collapse-avoiding attention mechanism adaptively filters out low information-abundance interaction pairs to prevent interaction collapse. Extensive experiments conducted on industrial datasets have shown the effectiveness of Dual Enhanced Attention.

Efficient Long Sequential Low-rank Adaptive Attention for Click-through rate Prediction

In the context of burgeoning user historical behavior data, Accurate click-through rate(CTR) prediction requires effective modeling of lengthy user behavior sequences. As the volume of such data keeps swelling, the focus of research has shifted towards developing effective long-term behavior modeling methods to capture latent user interests. Nevertheless, the complexity introduced by large scale data brings about computational hurdles. There is a pressing need to strike a balance between achieving high model performance and meeting the strict response time requirements of online services. While existing retrieval-based methods (e.g., similarity filtering or attention approximation) achieve practical runtime efficiency, they inherently compromise information fidelity through aggressive sequence truncation or attention sparsification. This paper presents a novel attention mechanism. It overcomes the shortcomings of existing methods while ensuring computational efficiency. This mechanism learn compressed representation of sequence with length $L$ via low-rank projection matrices (rank $r \ll L$), reducing attention complexity from $O(L)$ to $O(r)$. It also integrates a uniquely designed loss function to preserve nonlinearity of attention. In the inference stage, the mechanism adopts matrix absorption and prestorage strategies. These strategies enable it to effectively satisfy online constraints. Comprehensive offline and online experiments demonstrate that the proposed method outperforms current state-of-the-art solutions.

Hierarchical Causal Transformer with Heterogeneous Information for Expandable Sequential Recommendation

Sequential recommendation systems leveraging transformer architectures have demonstrated exceptional capabilities in capturing user behavior patterns. At the core of these systems lies the critical challenge of constructing effective item representations. Traditional approaches employ feature fusion through simple concatenation or basic neural architectures to create uniform representation sequences. However, these conventional methods fail to address the intrinsic diversity of item attributes, thereby constraining the transformer's capacity to discern fine-grained patterns and hindering model extensibility. Although recent research has begun incorporating user-related heterogeneous features into item sequences, the equally crucial item-side heterogeneous feature continue to be neglected. To bridge this methodological gap, we present HeterRec - an innovative framework featuring two novel components: the Heterogeneous Token Flattening Layer (HTFL) and Hierarchical Causal Transformer (HCT). HTFL pioneers a sophisticated tokenization mechanism that decomposes items into multi-dimensional token sets and structures them into heterogeneous sequences, enabling scalable performance enhancement through model expansion. The HCT architecture further enhances pattern discovery through token-level and item-level attention mechanisms. furthermore, we develop a Listwise Multi-step Prediction (LMP) objective function to optimize learning process. Rigorous validation, including real-world industrial platforms, confirms HeterRec's state-of-the-art performance in both effective and efficiency.

ESANS: Effective and Semantic-Aware Negative Sampling for Large-Scale Retrieval Systems

Industrial recommendation systems typically involve a two-stage process: retrieval and ranking, which aims to match users with millions of items. In the retrieval stage, classic embedding-based retrieval (EBR) methods depend on effective negative sampling techniques to enhance both performance and efficiency. However, existing techniques often suffer from false negatives, high cost for ensuring sampling quality and semantic information deficiency. To address these limitations, we propose Effective and Semantic-Aware Negative Sampling (ESANS), which integrates two key components: Effective Dense Interpolation Strategy (EDIS) and Multimodal Semantic-Aware Clustering (MSAC). EDIS generates virtual samples within the low-dimensional embedding space to improve the diversity and density of the sampling distribution while minimizing computational costs. MSAC refines the negative sampling distribution by hierarchically clustering item representations based on multimodal information (visual, textual, behavioral), ensuring semantic consistency and reducing false negatives. Extensive offline and online experiments demonstrate the superior efficiency and performance of ESANS.

Integrative Analysis of Financial Market Sentiment Using CNN and GRU for Risk Prediction and Alert Systems

This document presents an in-depth examination of stock market sentiment through the integration of Convolutional Neural Networks (CNN) and Gated Recurrent Units (GRU), enabling precise risk alerts. The robust feature extraction capability of CNN is utilized to preprocess and analyze extensive network text data, identifying local features and patterns. The extracted feature sequences are then input into the GRU model to understand the progression of emotional states over time and their potential impact on future market sentiment and risk. This approach addresses the order dependence and long-term dependencies inherent in time series data, resulting in a detailed analysis of stock market sentiment and effective early warnings of future risks.

Research on Feature Extraction Data Processing System For MRI of Brain Diseases Based on Computer Deep Learning

Most of the existing wavelet image processing techniques are carried out in the form of single-scale reconstruction and multiple iterations. However, processing high-quality fMRI data presents problems such as mixed noise and excessive computation time. This project proposes the use of matrix operations by combining mixed noise elimination methods with wavelet analysis to replace traditional iterative algorithms. Functional magnetic resonance imaging (fMRI) of the auditory cortex of a single subject is analyzed and compared to the wavelet domain signal processing technology based on repeated times and the world's most influential SPM8. Experiments show that this algorithm is the fastest in computing time, and its detection effect is comparable to the traditional iterative algorithm. However, this has a higher practical value for the processing of FMRI data. In addition, the wavelet analysis method proposed signal processing to speed up the calculation rate.

Research on Early Warning Model of Cardiovascular Disease Based on Computer Deep Learning

This project intends to study a cardiovascular disease risk early warning model based on one-dimensional convolutional neural networks. First, the missing values of 13 physiological and symptom indicators such as patient age, blood glucose, cholesterol, and chest pain were filled and Z-score was standardized. The convolutional neural network is converted into a 2D matrix, the convolution function of 1,3, and 5 is used for the first-order convolution operation, and the Max Pooling algorithm is adopted for dimension reduction. Set the learning rate and output rate. It is optimized by the Adam algorithm. The result of classification is output by a soft classifier. This study was conducted based on Statlog in the UCI database and heart disease database respectively. The empirical data indicate that the forecasting precision of this technique has been enhanced by 11.2%, relative to conventional approaches, while there is a significant improvement in the logarithmic curve fitting. The efficacy and applicability of the novel approach are corroborated through the examination employing a one-dimensional convolutional neural network.

Scenario-Adaptive Fine-Grained Personalization Network: Tailoring User Behavior Representation to the Scenario Context

Existing methods often adjust representations adaptively only after aggregating user behavior sequences. This coarse-grained approach to re-weighting the entire user sequence hampers the model's ability to accurately model the user interest migration across different scenarios. To enhance the model's capacity to capture user interests from historical behavior sequences in each scenario, we develop a ranking framework named the Scenario-Adaptive Fine-Grained Personalization Network (SFPNet), which designs a kind of fine-grained method for multi-scenario personalized recommendations. Specifically, SFPNet comprises a series of blocks named as Scenario-Tailoring Block, stacked sequentially. Each block initially deploys a parameter personalization unit to integrate scenario information at a coarse-grained level by redefining fundamental features. Subsequently, we consolidate scenario-adaptively adjusted feature representations to serve as context information. By employing residual connection, we incorporate this context into the representation of each historical behavior, allowing for context-aware fine-grained customization of the behavior representations at the scenario-level, which in turn supports scenario-aware user interest modeling.

Scenario-Adaptive and Self-Supervised Model for Multi-Scenario Personalized Recommendation

Multi-scenario recommendation is dedicated to retrieve relevant items for users in multiple scenarios, which is ubiquitous in industrial recommendation systems. These scenarios enjoy portions of overlaps in users and items, while the distribution of different scenarios is different. The key point of multi-scenario modeling is to efficiently maximize the use of whole-scenario information and granularly generate adaptive representations both for users and items among multiple scenarios. we summarize three practical challenges which are not well solved for multi-scenario modeling: (1) Lacking of fine-grained and decoupled information transfer controls among multiple scenarios. (2) Insufficient exploitation of entire space samples. (3) Item's multi-scenario representation disentanglement problem. In this paper, we propose a Scenario-Adaptive and Self-Supervised (SASS) model to solve the three challenges mentioned above. Specifically, we design a Multi-Layer Scenario Adaptive Transfer (ML-SAT) module with scenario-adaptive gate units to select and fuse effective transfer information from whole scenario to individual scenario in a quite fine-grained and decoupled way. To sufficiently exploit the power of entire space samples, a two-stage training process including pre-training and fine-tune is introduced. The pre-training stage is based on a scenario-supervised contrastive learning task with the training samples drawn from labeled and unlabeled data spaces. The model is created symmetrically both in user side and item side, so that we can get distinguishing representations of items in different scenarios. Extensive experimental results on public and industrial datasets demonstrate the superiority of the SASS model over state-of-the-art methods. This model also achieves more than 8.0% improvement on Average Watching Time Per User in online A/B tests.