online advertising teams

Abstract: A learner probes at most $k$ of $n$ arms each round, receives the maximum of their rewards in $[0,1]$, and competes with the best fixed arm. When does the probing advantage pay for learning? We determine two minimax laws. Under independent stochastic rewards with winner feedback (the maximum and a winning label), or on arbitrary fixed sequences given a single signed contrast between block maxima, the minimax regret has order $Φ_{n,k}(T)=\min\{\frac{n-k}{n}T,\frac{n-k}{k}\}$, $2\le k<n$. Under winner feedback, both arbitrary joint i.i.d. rewards and fixed sequences have minimax regret of order $R_{n,k}(T)=\frac{n-k}{n}\min\{T,\frac{n+T}{k},\sqrt{\frac{nT}{k}}\}$. Both laws have universal constants and anytime upper bounds. The first reduces regret to a pure coverage cost: same-round contrasts absorb the stability cost, and independence permits exact resampling whose gains fund sample advancement. The second adds a learning cost that becomes comparable to coverage at horizon $n$; beyond $nk$, numerical maxima improve over labels alone. The lower bound allows every adaptive action size.

Abstract: Transformers have shown promising performance in LLMs due to their outstanding scalability, several studies have investigated the scalability of Transformers for industrial recommendation. They typically rely on a single ranking model to optimize both sparse and dense parameters from scratch, resulting in substantial computational resource consumption and slow convergence. Fortunately, the pre-training models offer an effective solution to the above issues by providing favorable initialization of both sparse and dense parameters for the subsequent ranking. However, they still face two major limitations: (1) Since the input features used in pre-training and ranking are usually inconsistent, directly transferring dense parameters from pre-training to ranking may lead to negative transfer. (2) Multi-epoch training during the ranking process may result in the overfitting of sparse parameters, while freezing the sparse parameters limits their adaptability to the ranking objectives. To this end, we propose a Scaling Transformer for Industrial Recommendation via Transferable Generative Pre-training, termed LazFormer. Specifically, we first present a generative pre-training module to autoregressively generate sequential features, providing favorable initialization of both sparse and dense parameters for the subsequent ranking. To solve the negative transfer of dense parameters, we propose a transferable residual adapter that injects additional ranking-specific features into ranking in a residual manner. Moreover, a request-aware ranking module integrates long-sequence compression, hybrid sparse attention, and a request-aware paradigm to efficiently model users' long sequences. Besides, we further propose an asymmetric multi-epoch training strategy that resets sparse parameters while continuously accumulating dense parameters across epochs, alleviating the overfitting of sparse parameters.

Abstract: Integrating recall and pre-ranking in e-commerce search requires candidate generation to account for relevance, personalization, and business value before final ranking. To this end, we present VARG, a generative retrieval system for Tmall App search that directly admits generated item candidates to the existing final ranker. VARG-ID constructs semantic prefixes using RQ-VAE, enhances search relevance through bidirectional query-item contrastive learning, and combines these prefixes with a value-ordered third token to provide fine-grained item addresses and a business-value prior. Three-stage supervised fine-tuning progressively learns item-to-identifier mappings, query-semantic retrieval, and personalized retrieval. Personalized model training combines value-aware and hierarchy-aligned supervision with expanded user context, and uses local ordinal supervision (LO-SFT) to learn the local within-cluster ordering encoded by the third token. Prefix-GRPO combines gated rewards based on output legality, user behavior, ranker advantage, and search relevance with prefix-aware token weighting to align candidate generation with business value and ranking objectives. Coordinated daily product and model updates preserve existing item addresses while incorporating new products and behavioral feedback. Offline experiments on tens of millions of products validate identifier stability and demonstrate gains in retrieval quality and head-level value recall from SFT strategies and Prefix-GRPO over their respective baselines. In a 14-day online A/B test covering 20% of search traffic, VARG directly admits generated candidates to the final ranker and improves GMV by 1.45%, per-user IPV by 0.22%, and PCTR by 0.31%. Online shopping-guide query evaluations further show that VARG maintains competitive relevance with a smaller candidate quota.

Abstract: Bakhtiari, Lattimore and Szepesvári (COLT 2025) proved that Thompson sampling (TS) has Bayesian regret $\tilde O(d^{5/2}\sqrt n)$ for bandit convex optimisation with convex \emph{monotone} ridge losses $f(x)=\ell(\ip{x}θ)$, and asked whether monotonicity of the link is necessary. We give a qualitative negative answer. For every prior on $[0,1]$-valued, $1$-Lipschitz convex ridge losses with an arbitrary convex, possibly non-monotone, link, and for any fixed measurable selection of minimisers, exact-posterior TS has Bayesian regret $O\big((d+1)^4\sqrt{dn}\,\log(e+nd\max\{1,\diam K\})\big)=\tilde O(d^{9/2}\sqrt n)$. The monotone proof relies on a single-removal John-ellipsoid dichotomy; we show by an explicit twelve-point configuration that this dichotomy fails for non-monotone links, and replace it by an $O(d^2)$ cardinality bound for ``uninformative'' configurations. The bound uses a Boolean rounding argument: a $0$-$1$ matrix within $1/(4r)$ in max-norm of a rank-$r$ matrix has rank at most $2r-1$. We construct $d(d+1)$ uninformative losses, showing that the cardinality bound is tight up to constants in the large-diameter-to-gap regime, and give a self-contained information-ratio-to-regret transfer that is uniform over fixed measurable selections. Whether the $d^{5/2}$ dependence of the monotone case can be retained remains open.

Abstract: Online gradient descent is usually studied through external regret, where the learner competes with fixed alternatives. Recent work shows that first-order methods control richer action-dependent deviations. We ask for a geometric characterization of the deviations with respect to which online gradient descent, mirror descent, and follow-the-regularized-leader (FTRL) achieve no regret. We identify exactness as the common principle. Exactness means that the relevant displacement field is generated by a scalar potential, or equivalently that the associated one-form is exact in the geometry used by the algorithm. This geometry depends on the algorithm. For gradient descent it is Euclidean geometry, for mirror descent it is the geometry induced by the regularizer, and for FTRL it is the cumulative dual state. Under mild regularity conditions, exactness yields sublinear regret, while nonzero circulation provides the complementary obstruction and leads to linear regret. This gives a unified geometric framework for understanding the deviation classes controlled by these algorithms and reveals that different first-order methods can control genuinely different classes of deviations. These deviation classes have direct consequences for learning, particularly in games. We study the equilibrium notions induced by exact-form deviations and introduce conservative correlated equilibrium, reflecting both the conservative geometry of the underlying displacement fields and the restricted family of deviations available to the players. We characterize its relation to correlated equilibrium, determine when the resulting equilibrium notions coincide and when they separate, and show how these relationships depend on the geometry and the learning algorithm. Overall, this work gives a unified geometric account of what first-order online learning algorithms are no-regret with respect to, beyond fixed comparators.