Jingsong Yuan

Alin Fan, Hanqing Li, Sihan Lu et al.

Modern industrial recommendation systems improve recommendation performance by integrating multimodal representations from pre-trained models into ID-based Click-Through Rate (CTR) prediction frameworks. However, existing approaches typically adopt modality-centric modeling strategies that process ID-based and multimodal embeddings independently, failing to capture fine-grained interactions between content semantics and behavioral signals. In this paper, we propose Decoupled Multimodal Fusion (DMF), which introduces a modality-enriched modeling strategy to enable fine-grained interactions between ID-based collaborative representations and multimodal representations for user interest modeling. Specifically, we construct target-aware features to bridge the semantic gap across different embedding spaces and leverage them as side information to enhance the effectiveness of user interest modeling. Furthermore, we design an inference-optimized attention mechanism that decouples the computation of target-aware features and ID-based embeddings before the attention layer, thereby alleviating the computational bottleneck introduced by incorporating target-aware features. To achieve comprehensive multimodal integration, DMF combines user interest representations learned under the modality-centric and modality-enriched modeling strategies. Offline experiments on public and industrial datasets demonstrate the effectiveness of DMF. Moreover, DMF has been deployed on the product recommendation system of the international e-commerce platform Lazada, achieving relative improvements of 5.30% in CTCVR and 7.43% in GMV with negligible computational overhead.

Xixi Li, Jingsong Yuan

The vector autoregressive (VAR) model has been used to describe the dependence within and across multiple time series. This is a model for stationary time series which can be extended to allow the presence of a deterministic trend in each series. Detrending the data either parametrically or nonparametrically before fitting the VAR model gives rise to more errors in the latter part. In this study, we propose a new approach called DeepVARwT that employs deep learning methodology for maximum likelihood estimation of the trend and the dependence structure at the same time. A Long Short-Term Memory (LSTM) network is used for this purpose. To ensure the stability of the model, we enforce the causality condition on the autoregressive coefficients using the transformation of Ansley & Kohn (1986). We provide a simulation study and an application to real data. In the simulation study, we use realistic trend functions generated from real data and compare the estimates with true function/parameter values. In the real data application, we compare the prediction performance of this model with state-of-the-art models in the literature.