The paper introduces RQ-Reg, a residual‑quantization framework for predicting continuous values in recommender systems. It decomposes target values into a sequence of quantization codes, autoregressively refining predictions from coarse to fine granularity, and incorporates an ordinal‑aware objective to align embeddings with target order. Experiments on watch‑time, LTV, and a large‑scale online A/B test for GMV demonstrate competitive performance and strong generalization across diverse prediction tasks.
By Runpeng Cui, Zhipeng Sun, Chi Lu, Peng Jiang
The paper introduces an adaptive Mixture-of-Experts (MoE) framework for time series forecasting that incorporates expert-specific losses to give each expert a direct learning signal independent of gating weights. The overall objective combines base forecasting loss with these expert losses, encouraging experts to specialize on different temporal segments. A partial online learning strategy is added for efficient incremental updates, and experiments on economic, tourism, and energy datasets show the method outperforms state‑of‑the‑art neural models and foundation models, with ablation studies confirming the benefit of expert loss integration.
By Btissame El Mahtout, Florian Ziel
arXiv:2606. 18367v1 Announce Type: new Abstract: Standard benchmarks evaluate time series foundation models (TSFMs) using aggregate metrics, but these can mask severe failures in critical operating regimes.
By Yingshuo Wang, Xian Sun, Lingdong Kong, Wei Gao, Yanhang Li, Zhichao Fan, Zexin Zhuang
arXiv:2606. 01352v1 Announce Type: new Abstract: Watch time has emerged as a pivotal metric for optimizing deep user engagement in short-video recommender systems.
By Hongxu Ma, Han Zhou, Chenghou Jin, Jie Zhang, Xiaoyu Yang, Chunjie Chen, Jihong Guan, Shuigeng Zhou
arXiv:2606. 15172v1 Announce Type: new Abstract: Synthesizing realistic time series with generative models has wide-ranging applications in real-world scenarios.
By Zihao Yao, Qi Zheng, Jiankai Zuo, Yaying Zhang
Aurora‑X is a billion‑parameter time‑series foundation model designed for extreme forecasting tasks. It employs a progressive curriculum that starts with channel‑independent pretraining, then adds cross‑variable dependencies, variable context and horizon lengths, and optional future covariates during mid‑training. A variable‑resolution post‑training stage allows adjustable temporal spans per token at inference, while a pattern‑guided mixture‑of‑experts expands capacity through sparse activation and expert specialization. An implicit quantile network head predicts arbitrary quantiles, enhancing probabilistic forecasting flexibility. Experiments on GIFT‑Eval, TIME, FEV‑Bench, TFB, and DAG‑Bench show state‑of‑the‑art performance against both pretrained TSFMs and task‑specific supervised models.
By Xingjian Wu, Chenjuan Guo, Xiangfei Qiu, Zhigang Hu, Hanyin Cheng, Peng Chen, Yang Shu, Jilin Hu, Bin Yang