In computational advertising, predicting the post-click conversion rate (CVR) using deep neural networks (DNNs) benefits a lot from privileged features, which can be collected for offline training but are unavailable during online serving.To utilize these privileged signals, privileged features distillation (PFD) methods incorporate a teacher model with privileged features to guide the CVR model.However, existing PFD approaches fail to put more emphasis on poorly predicted instances where the teacher's guidance is most crucial, and thus suffer from overconfidence on "easy" instances.In this work, we propose Hardness-aware Privileged Features Distillation (HA-PFD) for enhancing CVR prediction in real-world advertising recommender systems.We specifically design focal-style distillation losses that adaptively adjust the weight of each instance based on its "hardness".This method prioritizes poorly predicted instances during the distillation process, resulting in improved ranking performance and better model calibration.Additionally, we incorporate latent-level distillation into the PFD framework for the first time, which facilitates the student's representation learning through a straightforward layer alignment approach.We also propose a method for selecting privileged features based on their relevance to the conversion label.We conduct extensive offline experiments on large-scale, real-world datasets and online experiments on Douyin, a short video platform with billions of live users.In the offline evaluation, HA-PFD exhibits competitive performance and superior model calibration compared to existing state-of-the-art methods.In the online experiments, HA-PFD significantly improves advertiser value and conversions.Now we have deployed HA-PFD as the main online serving model on our short video platform.

In this paper, we revisit the online non-monotone continuous DR-submodular maximization problem over a down-closed convex set, which finds wide real-world applications in the domain of machine learning, economics, and operations research. At first, we present the Meta-MFW algorithm achieving a $1/e$-regret of $O(\sqrt{T})$ at the cost of $T^{3/2}$ stochastic gradient evaluations per round. As far as we know, Meta-MFW is the first algorithm to obtain $1/e$-regret of $O(\sqrt{T})$ for the online non-monotone continuous DR-submodular maximization problem over a down-closed convex set. Furthermore, in sharp contrast with ODC algorithm (Thang $&$ Srivastav, 2021), Meta-MFW relies on the simple online linear oracle without discretization, lifting, or rounding operations. Considering the practical restrictions, we then propose the Mono-MFW algorithm, which reduces the per-function stochastic gradient evaluations from $T^{3/2}$ to 1 and achieves a $1/e$-regret bound of $O(T^{4/5})$. Next, we extend Mono-MFW to the bandit setting and propose the Bandit-MFW algorithm which attains a $1/e$-regret bound of $O(T^{8/9})$. To the best of our knowledge, Mono-MFW and Bandit-MFW are the first sublinear-regret algorithms to explore the one-shot and bandit setting for online non-monotone continuous DR-submodular maximization problem over a down-closed convex set, respectively. Finally, we conduct numerical experiments on both synthetic and real-world datasets to verify the effectiveness of our methods.

Maximizing a monotone submodular function is a fundamental task in data mining, machine learning, economics, and statistics. In this paper, we present two communication-efficient decentralized online algorithms for the monotone continuous DR-submodular maximization problem, both of which reduce the number of per-function gradient evaluations and per-round communication complexity from T3/2 to 1. The first one, One-shot Decentralized Meta-Frank-Wolfe~(Mono-DMFW), achieves a (1-1/e)-regret bound of O(T4/5). As far as we know, this is the first one-shot and projection-free decentralized online algorithm for monotone continuous DR-submodular maximization. Next, inspired by the non-oblivious boosting function[29], we propose the Decentralized Online Boosting Gradient Ascent (DOBGA) algorithm, which attains a (1-1/e)-regret of O(√T). To the best of our knowledge, this is the first result to obtain the optimal O(√T) against a (1-1/e)-approximation with only one gradient inquiry for each local objective function per step. Finally, various experimental results confirm the effectiveness of the proposed methods.

This paper studies the online stochastic resource allocation problem (RAP) with chance constraints. The online RAP is a 0-1 integer linear programming problem where the resource consumption coefficients are revealed column by column along with the corresponding revenue coefficients. When a column is revealed, the corresponding decision variables are determined instantaneously without future information. Moreover, in online applications, the resource consumption coefficients are often obtained by prediction. To model their uncertainties, we take the chance constraints into the consideration. To the best of our knowledge, this is the first time chance constraints are introduced in the online RAP problem. Assuming that the uncertain variables have known Gaussian distributions, the stochastic RAP can be transformed into a deterministic but nonlinear problem with integer second-order cone constraints. Next, we linearize this nonlinear problem and analyze the performance of vanilla online primal-dual algorithm for solving the linearized stochastic RAP. Under mild technical assumptions, the optimality gap and constraint violation are both on the order of $\sqrt n $ . Then, to further improve the performance of the algorithm, several modified online primal-dual algorithms with heuristic corrections are proposed. Finally, extensive numerical experiments on both synthetic and real data demonstrate the applicability and effectiveness of our methods.

Integrated recommendation, which aims at jointly recommending heterogeneous items from different channels in a main feed, has been widely applied to various online platforms. Though attractive, integrated recommendation requires the ranking methods to migrate from conventional user-item models to the new user-channel-item paradigm in order to better capture users' preferences on both item and channel levels. Moreover, practical feed recommendation systems usually impose exposure constraints on different channels to ensure user experience. This leads to greater difficulty in the joint ranking of heterogeneous items. In this paper, we investigate the integrated recommendation task with exposure constraints in practical recommender systems. Our contribution is forth-fold. First, we formulate this task as a binary online linear programming problem and propose a two-layer framework named Multi-channel Integrated Recommendation with Exposure Constraints~(MIREC) to obtain the optimal solution. Second, we propose an efficient online allocation algorithm to determine the optimal exposure assignment of different channels from a global view of all user requests over the entire time horizon. We prove that this algorithm reaches the optimal point under a regret bound of O (√T) with linear complexity. Third, we propose a series of collaborative models to determine the optimal layout of heterogeneous items at each user request. The joint modeling of user interests, cross-channel correlation, and page context in our models aligns more with the browsing nature of feed products than existing models. Finally, we conduct extensive experiments on both offline datasets and online A/B tests to verify the effectiveness of MIREC. The proposed framework has now been implemented on the homepage of Taobao to serve the main traffic.

In this paper, we revisit Stochastic Continuous Submodular Maximization in both offline and online settings, which can benefit wide applications in machine learning and operations research areas. We present a boosting framework covering gradient ascent and online gradient ascent. The fundamental ingredient of our methods is a novel non-oblivious function $F$ derived from a factor-revealing optimization problem, whose any stationary point provides a $(1-e^{-\gamma})$-approximation to the global maximum of the $\gamma$-weakly DR-submodular objective function $f\in C^{1,1}_L(\mathcal{X})$. Under the offline scenario, we propose a boosting gradient ascent method achieving $(1-e^{-\gamma}-\epsilon^{2})$-approximation after $O(1/\epsilon^2)$ iterations, which improves the $(\frac{\gamma^2}{1+\gamma^2})$ approximation ratio of the classical gradient ascent algorithm. In the online setting, for the first time we consider the adversarial delays for stochastic gradient feedback, under which we propose a boosting online gradient algorithm with the same non-oblivious function $F$. Meanwhile, we verify that this boosting online algorithm achieves a regret of $O(\sqrt{D})$ against a $(1-e^{-\gamma})$-approximation to the best feasible solution in hindsight, where $D$ is the sum of delays of gradient feedback. To the best of our knowledge, this is the first result to obtain $O(\sqrt{T})$ regret against a $(1-e^{-\gamma})$-approximation with $O(1)$ gradient inquiry at each time step, when no delay exists, i.e., $D=T$. Finally, numerical experiments demonstrate the effectiveness of our boosting methods.

Graph Convolutional Networks (GCNs) are powerful models for node representation learning tasks. However, the node representation in existing GCN models is usually generated by performing recursive neighborhood aggregation across multiple graph convolutional layers with certain sampling methods, which may lead to redundant feature mixing, needless information loss, and extensive computations. Therefore, in this paper, we propose a novel architecture named Non-Recursive Graph Convolutional Network (NRGCN) to improve both the training efficiency and the learning performance of GCNs in the context of node classification. Specifically, NRGCN proposes to represent different hops of neighbors for each node based on inner-layer aggregation and layer-independent sampling. In this way, each node can be directly represented by concatenating the information extracted independently from each hop of its neighbors thereby avoiding the recursive neighborhood expansion across layers. Moreover, the layer-independent sampling and aggregation can be precomputed before the model training, thus the training process can be accelerated considerably. Extensive experiments on benchmark datasets verify that our NRGCN outperforms the state-of-the-art GCN models, in terms of the node classification performance and reliability.

In this paper, we study the cardinality constrained mean-variance-skewness-kurtosis (MVSKC) model for sparse high-order portfolio optimization. The MVSKC model is computationally challenging, as the objective function is non-convex and the cardinality constraint is discontinuous. Since the cardinality constraint has the difference-of-convex (DC) property, we transform it into a penalty term and then propose three algorithms, namely the proximal difference-of-convex algorithm (pDCA), pDCA with extrapolation (pDCAe), and the successive convex approximation (SCA), to handle the resulting penalized mean-variance-skewness-kurtosis (PM-VSK) formulation. Moreover, we establish theoretical convergence results for pDCA and SCA. Numerical experiments on a real dataset demonstrate the superiority of our proposed methods in obtaining better objective values and sparser solutions efficiently.

The recent success of single-agent reinforcement learning (RL) in Internet of Things (IoT) systems motivates the study of multiagent RL (MARL), which is more challenging but more useful in large-scale IoT. In this article, we consider a voting-based MARL problem, in which the agents vote to make group decisions and the goal is to maximize the globally averaged returns. To this end, we formulate the MARL problem based on the linear programming form of the policy optimization problem and propose a primal-dual algorithm to obtain the optimal solution. We also propose a voting mechanism through which the distributed learning achieves the same sublinear convergence rate as centralized learning. In other words, the distributed decision making does not slow down the process of achieving global consensus on optimality. Finally, we verify the convergence of our proposed algorithm with numerical simulations and conduct case studies in practical multiagent IoT systems.

Recent advances in Graph Convolutional Networks (GCNs) have led to state-of-the-art performance on various graph-related tasks. However, most existing GCN models do not explicitly identify whether all the aggregated neighbors are valuable to the learning tasks, which may harm the learning performance. In this paper, we consider the problem of node classification and propose the Label-Aware Graph Convolutional Network (LAGCN) framework which can directly identify valuable neighbors to enhance the performance of existing GCN models. Our contribution is three-fold. First, we propose a label-aware edge classifier that can filter distracting neighbors and add valuable neighbors for each node to refine the original graph into a label-aware (LA) graph. Existing GCN models can directly learn from the LA graph to improve the performance without changing their model architectures. Second, we introduce the concept of positive ratio to evaluate the density of valuable neighbors in the LA graph. Theoretical analysis reveals that using the edge classifier to increase the positive ratio can improve the learning performance of existing GCN models. Third, we conduct extensive node classification experiments on benchmark datasets. The results verify that LAGCN can improve the performance of existing GCN models considerably, in terms of node classification.

Graph learning is one of the most important tasks in machine learning, statistics and signal processing. In this paper, we focus on the problem of learning the generalized graph Lapla-cian (GGL) and propose an efficient algorithm to solve it. We first fully exploit the sparsity structure hidden in the objective function by utilizing soft-thresholding technique to transform the GGL problem into an equivalent problem. Moreover, we propose a fast proximal point algorithm (PPA) to solve the transformed GGL problem and establish the linear convergence rate of our algorithm. Extensive numerical experiments on both synthetic data and real data demonstrate that the soft-thresholding technique accelerates our PPA method and PPA can outperform the current state-of-the-art method in terms of speed.

Variable selection is one of the most important tasks in statistics and machine learning. To incorporate more prior information about the regression coefficients, various constrained Lasso models have been proposed in the literature. Compared with the classic (unconstrained) Lasso model, the algorithmic aspects of constrained Lasso models are much less explored. In this paper, we demonstrate how the recently developed semis-mooth Newton-based augmented Lagrangian framework can be extended to solve a linear equality-constrained Lasso model. A key technical challenge that is not present in prior works is the lack of strong convexity in our dual problem, which we overcome by adopting a regularization strategy. We show that under mild assumptions, our proposed method will converge superlinearly. Moreover, extensive numerical experiments on both synthetic and real-world data show that our method can be substantially faster than existing first-order methods while achieving a better solution accuracy.