10.2AIMay 5, 2022
Multi-Graph based Multi-Scenario Recommendation in Large-scale Online Video ServicesFan Zhang, Qiuying Peng, Yulin Wu et al.
Recently, industrial recommendation services have been boosted by the continual upgrade of deep learning methods. However, they still face de-biasing challenges such as exposure bias and cold-start problem, where circulations of machine learning training on human interaction history leads algorithms to repeatedly suggest exposed items while ignoring less-active ones. Additional problems exist in multi-scenario platforms, e.g. appropriate data fusion from subsidiary scenarios, which we observe could be alleviated through graph structured data integration via message passing. In this paper, we present a multi-graph structured multi-scenario recommendation solution, which encapsulates interaction data across scenarios with multi-graph and obtains representation via graph learning. Extensive offline and online experiments on real-world datasets are conducted where the proposed method demonstrates an increase of 0.63% and 0.71% in CTR and Video Views per capita on new users over deployed set of baselines and outperforms regular method in increasing the number of outer-scenario videos by 25% and video watches by 116%, validating its superiority in activating cold videos and enriching target recommendation.
2.3GTSep 17, 2025
Efficient Last-Iterate Convergence in Regret Minimization via Adaptive Reward TransformationHang Ren, Yulin Wu, Shuhan Qi et al.
Regret minimization is a powerful method for finding Nash equilibria in Normal-Form Games (NFGs) and Extensive-Form Games (EFGs), but it typically guarantees convergence only for the average strategy. However, computing the average strategy requires significant computational resources or introduces additional errors, limiting its practical applicability. The Reward Transformation (RT) framework was introduced to regret minimization to achieve last-iterate convergence through reward function regularization. However, it faces practical challenges: its performance is highly sensitive to manually tuned parameters, which often deviate from theoretical convergence conditions, leading to slow convergence, oscillations, or stagnation in local optima. Inspired by previous work, we propose an adaptive technique to address these issues, ensuring better consistency between theoretical guarantees and practical performance for RT Regret Matching (RTRM), RT Counterfactual Regret Minimization (RTCFR), and their variants in solving NFGs and EFGs more effectively. Our adaptive methods dynamically adjust parameters, balancing exploration and exploitation while improving regret accumulation, ultimately enhancing asymptotic last-iterate convergence and achieving linear convergence. Experimental results demonstrate that our methods significantly accelerate convergence, outperforming state-of-the-art algorithms.