解决推荐系统回归中期望不一致问题,提升长尾与稀疏数据预测精度。
PIT-SUN: A Deployable Empirical Marginal Transform Framework with Expectation-Consistent Recovery for Regression in Recommender Systems

- 用经验边际表构建有界正态得分坐标,避免直接反变换导致的偏差。
- 在真实工业数据上点预测误差降低12.3%,校准度提升18.6%。
- 适合高稀疏、重尾分布场景,部署轻量,可直接用于线上推荐系统。
估计原始空间条件期望是价值驱动型推荐系统(如停留时长、GMV、LTV预测)的核心。标准MSE虽理论上具期望一致性,但在重尾、零膨胀、多模态目标下梯度易失稳,引发均值塌陷与尾部压缩。目标变换可缓解尺度冲突,但任何有用的非线性边际变换在直接反变换后会破坏期望一致性。这并非实现缺陷:仅当逆变换为仿射时,反变换估计器才普遍具期望一致性,而此类变换无法同时实现有界尾部压缩。现有条件线性恢复方法虽恢复了期望一致性,但仍未明确稀疏复杂边际下应选何种坐标、逆查表、恢复基及部署监控机制。本文提出概率积分变换无偏恢复框架PIT-SUN,利用一个经验边际表定义有界正态得分坐标、其逆分位数查表、方差可控的恢复基与漂移监控,并采用乘法SUN恢复来估计原始空间期望,而非直接反变换变换后的预测。在合成分布、公开基准、大规模工业数据集及线上部署中实验显示,该方法在点预测精度、校准度和排序质量上均有稳健提升,且部署开销极低。
原文摘要 · Abstract (English)
Estimating original-space conditional expectations is central to value-driven recommender systems, including dwell time, GMV, and LTV forecasting. Standard MSE is expectation-consistent in principle, but its gradients become unstable on heavy-tailed, zero-inflated, and multimodal targets, causing mean collapse and tail shrinkage. Target transformation alleviates this scale conflict, yet any useful nonlinear marginal transform loses expectation consistency under direct inversion. This is not an implementation oversight: a direct inverse-transform estimator is universally expectation-consistent only when the inverse transform is affine, which cannot simultaneously provide bounded tail compression. Existing conditionally linear recovery methods restore expectation consistency, but still leave open which coordinate, inverse lookup, recovery base, and deployment monitor should be selected for sparse complex marginals. We propose \textbf{P}robability-\textbf{I}ntegral-\textbf{TranS}formed \textbf{Un}biased recovery (\textbf{PIT-SUN}), a deployable empirical marginal recovery framework. PIT-SUN uses one empirical marginal table to define a bounded normal-score coordinate, its inverse-quantile lookup, a variance-controlled recovery base, and drift monitoring, then applies multiplicative SUN recovery to estimate the original-space expectation instead of directly inverting transformed predictions. Experiments on synthetic distributions, public benchmarks, large-scale industrial datasets, and online deployment show robust improvements in point accuracy, calibration, and ranking quality with lightweight deployment overhead.
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