6.7CLDec 31, 2025
AdaGReS:Adaptive Greedy Context Selection via Redundancy-Aware Scoring for Token-Budgeted RAGChao Peng, Bin Wang, Zhilei Long et al.
Retrieval-augmented generation (RAG) is highly sensitive to the quality of selected context, yet standard top-k retrieval often returns redundant or near-duplicate chunks that waste token budget and degrade downstream generation. We present AdaGReS, a redundancy-aware context selection framework for token-budgeted RAG that optimizes a set-level objective combining query-chunk relevance and intra-set redundancy penalties. AdaGReS performs greedy selection under a token-budget constraint using marginal gains derived from the objective, and introduces a closed-form, instance-adaptive calibration of the relevance-redundancy trade-off parameter to eliminate manual tuning and adapt to candidate-pool statistics and budget limits. We further provide a theoretical analysis showing that the proposed objective exhibits epsilon-approximate submodularity under practical embedding similarity conditions, yielding near-optimality guarantees for greedy selection. Experiments on open-domain question answering (Natural Questions) and a high-redundancy biomedical (drug) corpus demonstrate consistent improvements in redundancy control and context quality, translating to better end-to-end answer quality and robustness across settings.
8.7LGJun 16
Multiple cyclicity and Wavelet Decomposition with Channel Correlation for Long-term Time Series ForecastingBin Wang, Heming Yang, Jinfang Sheng
Cyclicity and trend are important components of time series data and many studies based on cyclicity and trend have achieved good results in long-term time series forecasting. However, we believe that current work neglects the influence of real-world inter-channel correlations in time series data which leads to suboptimal predictions. Furthermore, these models rely on complex designs to capture diverse information so that resulting in low computational efficiency. To address this challenge, we propose McWC, a long-term time series forecasting model that separately models the cyclicity, trend, and inter-channel correlations. Specifically, McWC first decouples cyclical information from data using a multi-layer cyclicity construction module. Then, it extracts inter-channel correlations using multi-layer perceptron. Next, it models and fuses the multi-layer high-frequency and low-frequency information from data using a multi-level wavelet decomposition module. Finally, it aggregates the results of different components to obtain the output. Simultaneously, we decouple intra-channel autocorrelations by calculating a loss function in the frequency domain. Experiments on six real-world datasets demonstrate that McWC achieves state-of-the-art performance, exhibiting excellent computational efficiency and historical information extraction capabilities.