Recently, significant advancements have been made in Large Language Models (LLMs) through the implementation of various alignment techniques. These techniques enable LLMs to generate highly tailored content in response to diverse user instructions. Consequently, LLMs have the potential to serve as robust, customizable recommendation systems in the field of content recommendation. However, using LLMs with user individual information and online exploration remains a challenge, which are important perspectives in developing personalized news headline generation algorithms. In this paper, we propose a novel framework to generate personalized news headlines using LLMs with extensive online exploration. The proposed approach involves initially training an offline goal-conditioned policy using supervised learning. Subsequently, online exploration is employed to collect new data for the next training iteration. Results from simulations, experiments, and real-word scenario demonstrate that our framework achieves outstanding performance on established benchmarks and can effectively generate personalized headlines under different reward settings. By treating the LLM as a goal-conditioned agent, the model can perform online exploration by modifying the goals without frequently retraining the model. To the best of our knowledge, this work represents the first investigation into the capability of LLMs to generate customized news headlines with goal-conditioned reinforcement learning via supervised learning within LLMs.

In recent advancements, large language models (LLMs) have demonstrated remarkable capabilities in diverse tasks, primarily through interactive question-answering with humans. This development marks significant progress towards artificial general intelligence (AGI). Despite their superior performance, LLMs often exhibit limitations when adapted to domain-specific tasks through instruction fine-tuning (IF). The primary challenge lies in the discrepancy between the data distribution in general and domain-specific contexts, leading to suboptimal accuracy in specialized tasks. To address this, continual instruction fine-tuning (CIF), particularly supervised fine-tuning (SFT), on targeted domain-specific instruction datasets is necessary. Our ablation study reveals that the structure of these instruction datasets critically influences CIF performance, with substantial data distributional shifts resulting in notable performance degradation. In this paper, we introduce a novel framework that enhances CIF by promoting format uniformity. We assess our approach using the Llama2 chat model across various domain-specific instruction datasets. The results demonstrate not only an improvement in task-specific performance under CIF but also a reduction in catastrophic forgetting (CF). This study contributes to the optimization of LLMs for domain-specific applications, highlighting the significance of data structure and distribution in CIF.

Graph Neural Networks (GNNs) have attracted much attention due to their superior learning capability. Despite the successful applications of GNNs in many areas, their performance suffers heavily from the long-tailed node degree distribution. Most prior studies tackle this issue by devising sophisticated model architectures. In this article, we aim to improve the performance of tail nodes (low-degree or hard-to-classify nodes) via a generic and light normalization method. In detail, we propose a novel normalization method for GNNs, termed as ResNorm, whichReshapes a long-tailed distribution into a normal-like distribution viaNormalization. The ResNorm includes two operators. First, thescaleoperator reshapes the distribution of the node-wise standard deviation (NStd) so as to improve the accuracy of tail nodes. Second, the analysis of the behavior of the standard shift indicates that the standard shift serves as a preconditioner on the weight matrix, increasing the risk of over-smoothing. To address this issue, we design a newshiftoperator for ResNorm, which simulates the degree-specific parameter strategy in a low-cost manner. Extensive experiments on various node classification benchmark datasets have validated the effectiveness of ResNorm in improving the performance of tail nodes as well as the overall performance.

Online platforms in the Internet Economy commonly incorporate recommender systems that recommend products (or “arms”) to users (or “agents”). A key challenge in this domain arises from myopic agents who are naturally incentivized to exploit by choosing the optimal arm based on current information, rather than exploring various alternatives to gather information that benefits the collective. We propose a new recommender system that aligns with agents’ incentives while achieving asymptotically optimal performance, as measured by regret in repeated interactions. Our framework models this incentive-aware system as a multi-agent bandit problem in two-sided markets, where the interactions of agents and arms are facilitated by recommender systems on online platforms. This model incorporates incentive constraints induced by agents’ opportunity costs. In scenarios where opportunity costs are known to the platform, we show the existence of an incentive-compatible recommendation algorithm. This algorithm pools recommendations between a genuinely good arm and an unknown arm using a randomized and adaptive strategy. Moreover, when these opportunity costs are unknown, we introduce an algorithm that randomly pools recommendations across all arms, utilizing the cumulative loss from each arm as feedback for strategic exploration. We demonstrate that both algorithms satisfy an ex-post fairness criterion, which protects agents from over-exploitation. All code for using the proposed algorithms and reproducing results is made available on GitHub.

Deep sequence networks such as multi-head self-attention networks provide a promising way to extract effective representations from raw sequence data in an end-to-end fashion and have shown great success in various domains such as natural language processing, computer vision, $etc$. However, in domains such as financial risk management and anti-fraud where expert-derived features are heavily relied on, deep sequence models struggle to dominate the game.In this paper, we introduce a simple framework called symbolic testing to verify the learnability of certain expert-derived features over sequence data. A systematic investigation over simulated data reveals the fact that the self-attention architecture fails to learn some standard symbolic expressions like the count distinct operation. To overcome this deficiency, we propose a novel architecture named SHORING, which contains two components:event network andsequence network. Theevent network efficiently learns arbitrary high-orderevent-level conditional embeddings via a reparameterization trick while thesequence network integrates domain-specific aggregations into the sequence-level representation, thereby providing richer inductive biases compare to standard sequence architectures like self-attention. We conduct comprehensive experiments and ablation studies on synthetic datasets that mimic sequence data commonly seen in anti-fraud domain and three real-world datasets. The results show that SHORING learns commonly used symbolic features well, and experimentally outperforms the state-of-the-art methods by a significant margin over real-world online transaction datasets. The symbolic testing framework and SHORING have been applied in anti-fraud model development at Alipay and improved performance of models for real-time fraud-detection.

Knowledge graph is generally incorporated into recommender systems to improve overall performance. Due to the generalization and scale of the knowledge graph, most knowledge relationships are not helpful for a target user-item prediction. To exploit the knowledge graph to capture target-specific knowledge relationships in recommender systems, we need to distill the knowledge graph to reserve the useful information and refine the knowledge to capture the users' preferences. To address the issues, we propose Knowledge-aware Conditional Attention Networks (KCAN), which is an end-to-end model to incorporate knowledge graph into a recommender system. Specifically, we use a knowledge-aware attention propagation manner to obtain the node representation first, which captures the global semantic similarity on the user-item network and the knowledge graph. Then given a target, i.e., a user-item pair, we automatically distill the knowledge graph into the target-specific subgraph based on the knowledge-aware attention. Afterward, by applying a conditional attention aggregation on the subgraph, we refine the knowledge graph to obtain target-specific node representations. Therefore, we can gain both representability and personalization to achieve overall performance. Experimental results on real-world datasets demonstrate the effectiveness of our framework over the state-of-the-art algorithms.

Credit risk prediction is a fundamental problem for most financial institutions.Previous methods mainly adopt users' individual features on a single snapshot.However, users' individual features on financial platforms are usually too sparse to be informative.And previous methods ignore that the features, the behaviours and the credit risk of the users are all dynamic.To resolve the problems, we aim to model the credit risk prediction on dynamic graphs and propose a Temporal-Aware Graph Neural Network (TemGNN) to predict user credit risk.In detail, the model consists of three parts: i) a static model to extract the user's static factors regarding the credit risk.ii) a short-term graph encoder with special graph convolution modules for each snapshot to enrich the user's information through aggregating short-term temporal and structural information.iii) a long-term temporal model based on LSTM with interval-decayed attention to adaptively aggregate the long-term information from the static factors and interval-irregular dynamic snapshots.By combining the three parts together, our model is able to mine both the short-and long-term temporal-structural information.Experimentally, we use the users' authorized lending behaviours as the temporal graphs to do default prediction on Alipay.The results show that our model achieves the best performance among the state-of-the-art methods.

Dynamic graphs such as the user-item interactions graphs and financial transaction networks are ubiquitous nowadays. While numerous representation learning methods for static graphs have been proposed, the study of dynamic graphs is still in its infancy. A main challenge of modeling dynamic graphs is how to effectively encode temporal and structural information into nonlinear and compact dynamic embeddings. To achieve this, we propose a principled graph-neural-based approach to learn continuous-time dynamic embeddings. We first define a temporal dependency interaction graph(TDIG) that is induced from sequences of interaction data. Based on the topology of this TDIG, we develop a dynamic message passing neural network named TDIG-MPNN, which can capture the fine-grained global and local information on TDIG. In addition, to enhance the quality of continuous-time dynamic embeddings, a novel selection mechanism comprised of two successive steps, i.e., co-attention and gating, is applied before the above TDIG-MPNN layer to adjust the importance of the nodes by considering high-order correlation between interactive nodes' k-depth neighbors on TDIG. Finally, we cast our learning problem in the framework of temporal point processes (TPPs) where we use TDIG-MPNN to design a neural intensity function for the dynamic interaction processes. Our model achieves superior performance over alternatives on temporal interaction prediction (including tranductive and inductive tasks) on multiple datasets.

Aiming to effectively distinguish loan default in the Mobile Credit Payment Service, industrial efforts mainly attempt to employ conventional classifier with complicated feature engineer for prediction. However, these solutions fail to exploit multiplex relations existed in the financial scenarios and ignore the key intrinsic properties of the loan default detection, i.e., communicability, complementation and induction. To address these issues, we develop a novel attributed multiplex graph based loan default detection approach for effectively integrating multiplex relations in financial scenarios. Considering the complexity of financial scenario, an Attributed Multiplex Graph (AMG) is proposed to jointly model various relations and objects as well as the rich attributes on nodes and edges. We elaborately design relation-specific receptive layers equipped with adaptive breadth function to incorporate important information derived from local structure in each aspect of AMG and stack multiple propagation layer to explore the high-order connectivity information. Furthermore, a relation-specific attention mechanism is adopted to emphasize relevant information during end-to-end training. Extensive experiments conducted on the large-scale real- world dataset verify the effectiveness of the proposed model com- pared with state of arts. Moreover, AMG-DP has also achieved a performance improvement of 9.37% on KS metric in recent months after successful deployment in the Alipay APP.

Recently, in order to take a preemptive opportunity in the mobile economy, the Internet companies conduct thousands of marketing campaigns every day, to promote their mobile products and services. In the mobile marketing scenario, one of the fundamental issues is the audience expansion task for marketing campaigns. Given a set of seed users, audience expansion aims to seek more users (audiences), who are similar to the seeds and will finish the business goal of the targeted campaign (ie convert). However, the problem is challenging in three aspects. First, a company will run hundreds of campaigns to serve massive users every day. The requirements of scalability and timeliness make training model for each campaign extremely resource-consuming thus impractical. Therefore, we proposed to solve the problem in a two-stage manner, in which the offline stage employs heavyweight user representation learning and the online stage performs embedding-based lightweight audience expansion. Second, conventional two-stage audience expansion systems neglect the high-order user-campaign interactions and usually generate entangled user embeddings, thus fail to achieve high-quality user representation. Third, the seeds, which are usually provided by experts or collected from users' feedbacks, could be noisy and cannot cover the entire actual audiences, thus introduce coverage bias. Unfortunately, to our best knowledge, none of the related literatures tackle this crucial issue of audience expansion.

Machine learning over graphs has been emerging as powerful learning tools for graph data. However, it is challenging for industrial communities to leverage the techniques, such as graph neural networks (GNNs), and solve real-world problems at scale because of inherent data dependency in the graphs. As such, we cannot simply train a GNN with classic learning systems, for instance, parameter server that assumes data parallelism. Existing systems store the graph data in-memory for fast accesses either in a single machine or graph stores from remote. The major drawbacks are three-fold. First, they cannot scale because of the limitations on the volume of the memories, or the bandwidth between graph stores and workers. Second, they require extra development of graph stores without well exploiting mature infrastructures such as MapReduce that guarantee good system properties. Third, they focus on training but ignore optimizing the performance of inference over graphs, thus makes them an unintegrated system. In this paper, we design AGL, a scalable and integrated system, with fully-functional training and inference for GNNs. Our system design follows the message passing scheme underlying the computations of GNNs. We design to generate the K -hop neighborhood, an information-complete subgraph for each node, as well as do the inference simply by merging values from in-edge neighbors and propagating values to out-edge neighbors via MapReduce. In addition, the K -hop neighborhood contains information-complete subgraphs for each node, thus we simply do the training on parameter servers due to data independence. Our system AGL, implemented on mature infrastructures, can finish the training of a 2-layer GNN on a graph with billions of nodes and hundred billions of edges in 14 hours, and complete the inference in 1.2 hours.

Point-of-Interest (POI) recommendation has been extensively studied and successfully applied in industry recently. However, most existing approaches build centralized models on the basis of collecting users’ data. Both private data and models are held by the recommender, which causes serious privacy concerns. In this article, we propose a novel Privacy preserving POI Recommendation (PriRec) framework. First, to protect data privacy, users’ private data (features and actions) are kept on their own side, e.g., Cellphone or Pad. Meanwhile, the public data that need to be accessed by all the users are kept by the recommender to reduce the storage costs of users’ devices. Those public data include: (1) static data only related to the status of POI, such as POI categories, and (2) dynamic data dependent on user-POI actions such as visited counts. The dynamic data could be sensitive, and we develop local differential privacy techniques to release such data to the public with privacy guarantees. Second, PriRec follows the representations of Factorization Machine (FM) that consists of a linear model and the feature interaction model. To protect the model privacy, the linear models are saved on the users’ side, and we propose a secure decentralized gradient descent protocol for users to learn it collaboratively. The feature interaction model is kept by the recommender since there is no privacy risk, and we adopt a secure aggregation strategy in a federated learning paradigm to learn it. To this end, PriRec keeps users’ private raw data and models in users’ own hands, and protects user privacy to a large extent. We apply PriRec in real-world datasets, and comprehensive experiments demonstrate that, compared with FM, PriRec achieves comparable or even better recommendation accuracy.

The insurance industry has been creating innovative products around the emerging online shopping activities. Such ecommerce insurance is designed to protect buyers from potential risks such as impulse purchases and counterfeits. Fraudulent claims towards online insurance typically involve multiple parties such as buyers, sellers, and express companies, and they could lead to heavy financial losses. In order to uncover the relations behind organized fraudsters and detect fraudulent claims, we developed a large-scale insurance fraud detection system, i.e., InfDetect, which provides interfaces for commonly used graphs, standard data processing procedures, and a uniform graph learning platform. InfDetect is able to process big graphs containing up to 100 millions of nodes and billions of edges.In this paper, we investigate different graphs to facilitate fraudster mining, such as a device-sharing graph, a transaction graph, a friendship graph, and a buyer-seller graph. These graphs are fed to a uniform graph learning platform containing supervised and unsupervised graph learning algorithms. Cases on widely applied e-commerce insurance are described to demonstrate the usage and capability of our system. InfDetect has successfully detected thousands of fraudulent claims and saved over tens of thousands of dollars daily.

Mobile payment such as Alipay has been widely used in our daily lives. To further promote the mobile payment activities, it is important to run marketing campaigns under a limited budget by providing incentives such as coupons, commissions to merchants. As a result, incentive optimization is the key to maximizing the commercial objective of the marketing campaign. With the analyses of online experiments, we found that the transaction network can subtly describe the similarity of merchants' responses to different incentives, which is of great use in the incentive optimization problem. In this paper, we present a graph representation learning method atop of transaction networks for merchant incentive optimization in mobile payment marketing. With limited samples collected from online experiments, our end-to-end method first learns merchant representations based on an attributed transaction networks, then effectively models the correlations between the commercial objectives each merchant may achieve and the incentives under varying treatments. Thus we are able to model the sensitivity to incentive for each merchant, and spend the most budgets on those merchants that show strong sensitivities in the marketing campaign. Extensive offline and online experimental results at Alipay demonstrate the effectiveness of our proposed approach.

With the rapid growth of financial services, fraud detection has been a very important problem to guarantee a healthy environment for both users and providers. Conventional solutions for fraud detection mainly use some rule-based methods or distract some features manually to perform prediction. However, in financial services, users have rich interactions and they themselves always show multifaceted information. These data form a large multiview network, which is not fully exploited by conventional methods. Additionally, among the network, only very few of the users are labelled, which also poses a great challenge for only utilizing labeled data to achieve a satisfied performance on fraud detection. To address the problem, we expand the labeled data through their social relations to get the unlabeled data and propose a semi-supervised attentive graph neural network, named SemiGNN to utilize the multi-view labeled and unlabeled data for fraud detection. Moreover, we propose a hierarchical attention mechanism to better correlate different neighbors and different views. Simultaneously, the attention mechanism can make the model interpretable and tell what are the important factors for the fraud and why the users are predicted as fraud. Experimentally, we conduct the prediction task on the users of Alipay, one of the largest third-party online and offline cashless payment platform serving more than 4 hundreds of million users in China. By utilizing the social relations and the user attributes, our method can achieve a better accuracy compared with the state-of-the-art methods on two tasks. Moreover, the interpretable results also give interesting intuitions regarding the tasks.

Fraudulent claim detection is one of the greatest challenges the insurance industry faces. Alibaba's return-freight insurance, providing return-shipping postage compensations over product return on the e-commerce platform, receives thousands of potentially fraudulent claims everyday. Such deliberate abuse of the insurance policy could lead to heavy financial losses. In order to detect and prevent fraudulent insurance claims, we developed a novel data-driven procedure to identify groups of organized fraudsters, one of the major contributions to financial losses, by learning network information. In this paper, we introduce a device-sharing network among claimants, followed by developing an automated solution for fraud detection based on graph learning algorithms, to separate fraudsters from regular customers and uncover groups of organized fraudsters. This solution applied at Alibaba achieves more than 80% precision while covering 44% more suspicious accounts compared with a previously deployed rule-based classifier after human expert investigations. Our approach can easily and effectively generalizes to other types of insurance.

With the explosive growth of e-commerce and the booming of e-payment, detecting online transaction fraud in real time has become increasingly important to Fintech business. To tackle this problem, we introduce the TitAnt, a transaction fraud detection system deployed in Ant Financial, one of the largest Fintech companies in the world. The system is able to predict online real-time transaction fraud in mere milliseconds. We present the problem definition, feature extraction, detection methods, implementation and deployment of the system, as well as empirical effectiveness. Extensive experiments have been conducted on large real-world transaction data to show the effectiveness and the efficiency of the proposed system.

Internet companies are facing the need for handling large-scale machine learning applications on a daily basis and distributed implementation of machine learning algorithms which can handle extra-large-scale tasks with great performance is widely needed. Deep forest is a recently proposed deep learning framework which uses tree ensembles as its building blocks and it has achieved highly competitive results on various domains of tasks. However, it has not been tested on extremely large-scale tasks. In this work, based on our parameter server system, we developed the distributed version of deep forest. To meet the need for real-world tasks, many improvements are introduced to the original deep forest model, including MART (Multiple Additive Regression Tree) as base learners for efficiency and effectiveness consideration, the cost-based method for handling prevalent class-imbalanced data, MART based feature selection for high dimension data, and different evaluation metrics for automatically determining the cascade level. We tested the deep forest model on an extra-large-scale task, i.e., automatic detection of cash-out fraud, with more than 100 million training samples. Experimental results showed that the deep forest model has the best performance according to the evaluation metrics from different perspectives even with very little effort for parameter tuning. This model can block fraud transactions in a large amount of money each day. Even compared with the best-deployed model, the deep forest model can additionally bring a significant decrease in economic loss each day.

Ant Credit Pay is a consumer credit service in Ant Financial Service Group. Similar to credit card, loan default is one of the major risks of this credit product. Hence, effective algorithm for default prediction is the key to losses reduction and profits increment for the company. However, the challenges facing in our scenario are different from those in conventional credit card service. The first one is scalability. The huge volume of users and their behaviors in Ant Financial requires the ability to process industrial-scale data and perform model training efficiently. The second challenges is the cold-start problem. Different from the manual review for credit card application in conventional banks, the credit limit of Ant Credit Pay is automatically offered to users based on the knowledge learned from big data. However, default prediction for new users is suffered from lack of enough credit behaviors. It requires that the proposal should leverage other new data source to alleviate the cold-start problem. Considering the above challenges and the special scenario in Ant Financial, we try to incorporate default prediction with network information to alleviate the cold-start problem. In this paper, we propose an industrial-scale distributed network representation framework, termed NetDP, for default prediction in Ant Credit Pay. The proposal explores network information generated by various interaction between users, and blends unsupervised and supervised network representation in a unified framework for default prediction problem. Moreover, we present a parameter-server-based distributed implement of our proposal to handle the scalability challenge. Experimental results demonstrate the effectiveness of our proposal, especially in cold-start problem, as well as the efficiency for industrial-scale dataset.

In recent years, due to the emergence of Big Data (terabytes or petabytes) and Big Model (tens of billions of parameters), there has been an ever-increasing need of parallelizing machine learning (ML) algorithms in both academia and industry. Although there are some existing distributed computing systems, such as Hadoop and Spark, for parallelizing ML algorithms, they only provide synchronous and coarse-grained operators (e.g., Map, Reduce, and Join, etc.), which may hinder developers from implementing more efficient algorithms. This motivated us to design a universal distributed platform termed KunPeng, that combines both distributed systems and parallel optimization algorithms to deal with the complexities that arise from large-scale ML. Specifically, KunPeng not only encapsulates the characteristics of data/model parallelism, load balancing, model sync-up, sparse representation, industrial fault-tolerance, etc., but also provides easy-to-use interface to empower users to focus on the core ML logics. Empirical results on terabytes of real datasets with billions of samples and features demonstrate that, such a design brings compelling performance improvements on ML programs ranging from Follow-the-Regularized-Leader Proximal algorithm to Sparse Logistic Regression and Multiple Additive Regression Trees. Furthermore, KunPeng's encouraging performance is also shown for several real-world applications including the Alibaba's Double 11 Online Shopping Festival and Ant Financial's transaction risk estimation.

Sparse learning has received tremendous amount of interest in high-dimensional data analysis due to its model interpretability and the low-computational cost. Among the various techniques, adaptive l1-regularization is an effective framework to improve the convergence behaviour of the LASSO, by using varying strength of regularization across different features. In the meantime, the adaptive structure makes it very powerful in modelling grouped sparsity patterns as well, being particularly useful in high-dimensional multi-task problems. However, choosing an appropriate, global regularization weight is still an open problem. In this paper, inspired by the annealing technique in material science, we propose to achieve "annealed sparsity" by designing a dynamic shrinking scheme that simultaneously optimizes the regularization weights and model coefficients in sparse (multi-task) learning. The dynamic structures of our algorithm are twofold. Feature-wise (spatially), the regularization weights are updated interactively with model coefficients, allowing us to improve the global regularization structure. Iteration-wise (temporally), such interaction is coupled with gradually boosted l1-regularization by adjusting an equality norm-constraint, achieving an annealing effect to further improve model selection. This renders interesting shrinking behaviour in the whole solution path. Our method competes favorably with state-of-the-art methods in sparse (multi-task) learning. We also apply it in expression quantitative trait loci analysis (eQTL), which gives useful biological insights in human cancer (melanoma) study.

Online learning has become increasingly popular on handling massive data. The sequential nature of online learning, however, requires a centralized learner to store data and update parameters. In this paper, we consider online learning with distributed data sources. The autonomous learners update local parameters based on local data sources and periodically exchange information with a small subset of neighbors in a communication network. We derive the regret bound for strongly convex functions that generalizes the work by Ram et al. for convex functions. More importantly, we show that our algorithm has intrinsic privacy-preserving properties, and we prove the sufficient and necessary conditions for privacy preservation in the network. These conditions imply that for networks with greater-than-one connectivity, a malicious learner cannot reconstruct the subgradients (and sensitive raw data) of other learners, which makes our algorithm appealing in privacy-sensitive applications.

We present a new direction for semi-supervised learning where self-adjusting generative models replace fixed ones and unlabeled data can potentially improve learning even when labeled data is only partially-observed. We model each class data by a mixture model and use a hierarchical Dirichlet process (HDP) to model observed as well as unobserved classes. We extend the standard HDP model to accommodate unlabeled samples and introduce a new sharing strategy, within the context of Gaussian mixture models, that restricts sharing with covariance matrices while leaving the mean vectors free. Our research is mainly driven by real-world applications with evolving data-generating mechanisms where obtaining a fully-observed labeled data set is impractical. We demonstrate the feasibility of the proposed approach for semi-supervised learning in two such applications.