Abstract:Industry 5.0 introduces new challenges for Long-term Time Series Forecasting (LTSF), characterized by high-dimensional, high-resolution data and high-stakes application scenarios. Against this backdrop, developing efficient and interpretable models for LTSF becomes a key challenge. Existing deep learning and linear models often suffer from excessive parameter complexity and lack intuitive interpretability. To address these issues, we propose DiPE-Linear, a Disentangled interpretable Parameter-Efficient Linear network. DiPE-Linear incorporates three temporal components: Static Frequential Attention (SFA), Static Temporal Attention (STA), and Independent Frequential Mapping (IFM). These components alternate between learning in the frequency and time domains to achieve disentangled interpretability. The decomposed model structure reduces parameter complexity from quadratic in fully connected networks (FCs) to linear and computational complexity from quadratic to log-linear. Additionally, a Low-Rank Weight Sharing policy enhances the model's ability to handle multivariate series. Despite operating within a subspace of FCs with limited expressive capacity, DiPE-Linear demonstrates comparable or superior performance to both FCs and nonlinear models across multiple open-source and real-world LTSF datasets, validating the effectiveness of its sophisticatedly designed structure. The combination of efficiency, accuracy, and interpretability makes DiPE-Linear a strong candidate for advancing LTSF in both research and real-world applications. The source code is available at https://github.com/wintertee/DiPE-Linear.
Abstract:With the increase in the business scale and number of domains in online advertising, multi-domain ad recommendation has become a mainstream solution in the industry. The core of multi-domain recommendation is effectively modeling the commonalities and distinctions among domains. Existing works are dedicated to designing model architectures for implicit multi-domain modeling while overlooking an in-depth investigation from a more fundamental perspective of feature distributions. This paper focuses on features with significant differences across various domains in both distributions and effects on model predictions. We refer to these features as domain-sensitive features, which serve as carriers of domain distinctions and are crucial for multi-domain modeling. Experiments demonstrate that existing multi-domain modeling methods may neglect domain-sensitive features, indicating insufficient learning of domain distinctions. To avoid this neglect, we propose a domain-sensitive feature attribution method to identify features that best reflect domain distinctions from the feature set. Further, we design a memory architecture that extracts domain-specific information from domain-sensitive features for the model to retrieve and integrate, thereby enhancing the awareness of domain distinctions. Extensive offline and online experiments demonstrate the superiority of our method in capturing domain distinctions and improving multi-domain recommendation performance.
Abstract:Accurately predicting the probabilities of user feedback, such as clicks and conversions, is critical for ad ranking and bidding. However, there often exist unwanted mismatches between predicted probabilities and true likelihoods due to the shift of data distributions and intrinsic model biases. Calibration aims to address this issue by post-processing model predictions, and field-aware calibration can adjust model output on different feature field values to satisfy fine-grained advertising demands. Unfortunately, the observed samples corresponding to certain field values can be too limited to make confident calibrations, which may yield bias amplification and online disturbance. In this paper, we propose a confidence-aware multi-field calibration method, which adaptively adjusts the calibration intensity based on the confidence levels derived from sample statistics. It also utilizes multiple feature fields for joint model calibration with awareness of their importance to mitigate the data sparsity effect of a single field. Extensive offline and online experiments show the superiority of our method in boosting advertising performance and reducing prediction deviations.