Timing is Important: Risk-aware Fund Allocation based on Time-Series ForecastingFuyuan Lyu, Linfeng Du, Yunpeng Weng et al.
Fund allocation has been an increasingly important problem in the financial domain. In reality, we aim to allocate the funds to buy certain assets within a certain future period. Naive solutions such as prediction-only or Predict-then-Optimize approaches suffer from goal mismatch. Additionally, the introduction of the SOTA time series forecasting model inevitably introduces additional uncertainty in the predicted result. To solve both problems mentioned above, we introduce a Risk-aware Time-Series Predict-and-Allocate (RTS-PnO) framework, which holds no prior assumption on the forecasting models. Such a framework contains three features: (i) end-to-end training with objective alignment measurement, (ii) adaptive forecasting uncertainty calibration, and (iii) agnostic towards forecasting models. The evaluation of RTS-PnO is conducted over both online and offline experiments. For offline experiments, eight datasets from three categories of financial applications are used: Currency, Stock, and Cryptos. RTS-PnO consistently outperforms other competitive baselines. The online experiment is conducted on the Cross-Border Payment business at FiT, Tencent, and an 8.4\% decrease in regret is witnessed when compared with the product-line approach. The code for the offline experiment is available at https://github.com/fuyuanlyu/RTS-PnO.
6.5CLApr 22
Optimizing User Profiles via Contextual Bandits for Retrieval-Augmented LLM PersonalizationLinfeng Du, Ye Yuan, Zichen Zhao et al.
Large language models (LLMs) excel at general-purpose tasks, yet adapting their responses to individual users remains challenging. Retrieval augmentation provides a lightweight alternative to fine-tuning by conditioning LLMs on user history records, and existing approaches typically select these records based on semantic relevance. We argue that relevance serves as an unreliable proxy for utility: a record may be semantically similar to a query yet fail to improve generation quality or even degrade it due to redundancy or conflicting information. To bridge this gap, we propose PURPLE, a contextual bandit framework that oPtimizes UseR Profiles for LLM pErsonalization. In contrast to a greedy selection of the most relevant records, PURPLE treats profile construction as an order-sensitive generation process and utilizes a Plackett-Luce ranking model to capture complex inter-record dependencies. By training with semantically rich feedback provided by the likelihood of the reference response, our method aligns retrieval directly with generation quality. Extensive experiments on nine personalization tasks demonstrate that PURPLE consistently outperforms strong heuristic and retrieval-augmented baselines in both effectiveness and efficiency, establishing a principled and scalable solution for optimizing user profiles.
1.0LGOct 6, 2019
Mobile APP User Attribute Prediction by Heterogeneous Information Network ModelingHekai Zhang, Jibing Gong, Zhiyong Teng et al.
User-based attribute information, such as age and gender, is usually considered as user privacy information. It is difficult for enterprises to obtain user-based privacy attribute information. However, user-based privacy attribute information has a wide range of applications in personalized services, user behavior analysis and other aspects. this paper advances the HetPathMine model and puts forward TPathMine model. With applying the number of clicks of attributes under each node to express the user's emotional preference information, optimizations of the solution of meta-path weight are also presented. Based on meta-path in heterogeneous information networks, the new model integrates all relationships among objects into isomorphic relationships of classified objects. Matrix is used to realize the knowledge dissemination of category knowledge among isomorphic objects. The experimental results show that: (1) the prediction of user attributes based on heterogeneous information networks can achieve higher accuracy than traditional machine learning classification methods; (2) TPathMine model based on the number of clicks is more accurate in classifying users of different age groups, and the weight of each meta-path is consistent with human intuition or the real world situation.
Modeling relation paths for knowledge base completion via joint adversarial trainingChen Li, Xutan Peng, Shanghang Zhang et al.
Knowledge Base Completion (KBC), which aims at determining the missing relations between entity pairs, has received increasing attention in recent years. Most existing KBC methods focus on either embedding the Knowledge Base (KB) into a specific semantic space or leveraging the joint probability of Random Walks (RWs) on multi-hop paths. Only a few unified models take both semantic and path-related features into consideration with adequacy. In this paper, we propose a novel method to explore the intrinsic relationship between the single relation (i.e. 1-hop path) and multi-hop paths between paired entities. We use Hierarchical Attention Networks (HANs) to select important relations in multi-hop paths and encode them into low-dimensional vectors. By treating relations and multi-hop paths as two different input sources, we use a feature extractor, which is shared by two downstream components (i.e. relation classifier and source discriminator), to capture shared/similar information between them. By joint adversarial training, we encourage our model to extract features from the multi-hop paths which are representative for relation completion. We apply the trained model (except for the source discriminator) to several large-scale KBs for relation completion. Experimental results show that our method outperforms existing path information-based approaches. Since each sub-module of our model can be well interpreted, our model can be applied to a large number of relation learning tasks.