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版本更新 · v4arXiv:2307.04754

Dynamic Strategy Selection

Francesco Cordoni, Alessio Sancetta, Yuqian Zhao

原文摘要

We consider the problem of dynamically selecting among competing strategies using observable predictors. To mitigate estimation noise and excessive switching, we regularise the estimated policy with a switching cost, which may exceed actual transaction costs when these are too small to provide sufficient regularisation. Since switching costs make current choices affect future decisions, we formulate the problem using dynamic programming. The optimal policy is estimated using a reinforcement learning algorithm based on iterated regressions, making the procedure simple to implement. We apply the method to monthly rotation among momentum, value, profitability, and defensive U.S. equity factors over a sample of about 60 years. Using a parsimonious set of state variables, the estimated policy outperforms both the myopic dynamic policy and the best fixed factor in hindsight in out-of-sample evaluation. Under weak conditions, we show theoretically that the decision rule estimated from empirical data is asymptotically consistent for the unknown optimal decision rule. Simulation results illustrate the finite-sample relevance of these asymptotic results.

cs.LG · q-fin.PM · stat.ME · stat.ML

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arXiv ↗PDF ↗
新论文 · v1arXiv:2611.04867

One Assistant, Many Memories: Benchmarking Real-World Group Assistance When Recall Is Not Enough

Zhanghao Hu, Linhai Zhang, Qian Zhao, Qi Zhu, Yuan Hua, Di Liang, Jiasheng Si, Xin Zhao 等 11 位作者

原文摘要

The value of memory lies not only in recall but in using it to provide appropriate assistance. Recent benchmarks test memory use in personalisation and agentic tasks, but seldom evaluate assistance without fixed answers or integration across multiple participants. Group chats make both challenges more acute: an assistant must integrate information from multiple members, track revisions and conflicts over time, and produce one response for the group. Yet existing group memory benchmarks rely on synthetic conversations and inherit constrained evaluation from general memory benchmarks, focusing on recall against fixed answers or decisions over a closed set. We introduce GroupAssistBench, the first memory benchmark from real-world group conversations with a deployed group assistant, covering 80,299 messages in 50 groups and costing over $53K. Over the same histories, GroupAssistBench evaluates memory recall (L1) with reference answers and memory use (L2) with service requests without fixed answers across single, distributed, and conflicting memories (M1--M3). Requests are verified to require group history, memories are anchored to their sources, and L2 uses tailored rubrics with penalties derived from real user feedback. Across evaluations of frontier models with full context, retrieval methods, and memory systems, the strongest memory system rivals full context on recall but falls far behind on use, especially for distributed and conflicting memories. Together, two additions that relate retrieved memories and bind remembered facts as response constraints bring consistent gains, showing that group memory systems must improve use, not recall alone.

cs.CL · cs.AI

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arXiv ↗PDF ↗
新论文 · v1arXiv:2610.36958

PailitaoMMSearch2.0 Technical Report: Scaling Generative Retrieval to Unified End-to-End Multimodal Search

Xiaohan Ye, Zihan Gong, Jingqian Zhao, Lianyu Du, Yunmeng Shu, Xu Chen, Zesheng Zhou, Renchun You 等 12 位作者

原文摘要

Generative retrieval models have been increasingly adopted in search and recommendation systems. However, industrial generative retrieval models are commonly specialized to a fixed online scenario: they learn from scenario-specific interactions, support a narrow set of query forms and retrieval objectives. We study how to remove these couplings and build a unified end-to-end multimodal search system for open-ended image--text queries, heterogeneous shopping intents, and online scenarios with different resource constraints. We present \textbf{PailitaoMMSearch}, which directly generates product Semantic IDs from a raw query image and free-form instruction and scales along three dimensions. \textbf{Data scaling} uses a reusable toolset that can be composed into intent- and lifecycle-specific workflows for cold-start synthesis, quality control, real-traffic refinement, and continuous data production. \textbf{Intent scaling} progressively equips one model with e-commerce product knowledge, multiple retrieval relations, and adjustable reasoning budgets through continual pre-training (CPT), mixed-budget supervised fine-tuning (SFT), and unified reinforcement learning (RL). The RL stage combines intent-balanced optimization and Sample--Beam rollouts aligned with multi-candidate serving. \textbf{Scenario scaling} exposes quality--cost operating points across model capacity and reasoning budget. The system is deployed in multimodal search applications on Taobao Pailitao. A controlled online A/B test reports statistically significant improvements, including item page views $\textbf{+17.90\%}$, transactions $\textbf{+27.04\%}$, and gross merchandise value $\textbf{+8.94\%}$.

cs.IR · cs.AI

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arXiv ↗PDF ↗
版本更新 · v2arXiv:2601.21893

WADBERT: Dual-Channel Web Attack Detection via Permutation-Invariant Parameter Modeling

Kangqiang Luo, Yi Xie, Shiqian Zhao, Jing Pan

原文摘要

Web attack detection is the first line of defense for securing web applications, designed to preemptively identify malicious activities. Deep learning-based approaches are increasingly popular for their advantages: automatically learning complex patterns and extracting semantic features from HTTP requests to achieve superior detection performance. However, existing methods are less effective at representing irregular HTTP requests and introduce unnecessary sensitivity to payload parameter order. To tackle this issue, in this paper, we propose WADBERT, a structure-aware dual-channel framework for web attack detection built on two complementary designs. First, we introduce \textit{Hybrid Granularity Embedding (HGE)}, which combines WordPiece embeddings with token-aligned character representations to capture fine-grained patterns in symbol-dense URLs and payload parameters. Second, we develop \textit{structure-aware feature extraction}, with separate branches for the sequential URL and the unordered collection of payload parameters. Each parameter is encoded independently, and position-free multi-head attention followed by mean pooling produces a payload representation invariant to parameter reordering. The URL and payload features are fused for request classification, while the learned parameter-level attention weights support inspection of potentially malicious parameters. Experiments on CSIC2010 and SR-BH2020 validate the effectiveness of our method: WADBERT achieves F1-scores of 99.64\% and 99.59\%, respectively, outperforming the evaluated state-of-the-art baselines.

cs.CR

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arXiv ↗PDF ↗