FairFS: Addressing Deep Feature Selection Biases for Recommender System

Large-scale online marketplaces and recommender systems serve as critical technological support for e-commerce development. In industrial recommender systems, features play vital roles as they carry information for downstream models. Accurate feature importance estimation is critical because it helps identify the most useful feature subsets from thousands of feature candidates for online services. Such selection enables improved online performance while reducing computational cost. To address feature selection problems in deep learning, trainable gate-based and sensitivity-based methods have been proposed and proven effective in industrial practice. However, through the analysis of real-world cases, we identified three bias issues that cause feature importance estimation to rely on partial model layers, samples, or gradients, ultimately leading to inaccurate importance estimation. We refer to these as layer bias, baseline bias, and approximation bias. To mitigate these issues, we propose FairFS, a fair and accurate feature selection algorithm. FairFS regularizes feature importance estimated across all nonlinear transformation layers to address layer bias. It also introduces a smooth baseline feature close to the classifier decision boundary and adopts an aggregated approximation method to alleviate baseline and approximation biases. Extensive experiments demonstrate that FairFS effectively mitigates these biases and achieves state-of-the-art feature selection performance.

Towards Stable and Structured Time Series Generation with Perturbation-Aware Flow Matching

Time series generation is critical for a wide range of applications, which greatly supports downstream analytical and decision-making tasks. However, the inherent temporal heterogeneous induced by localized perturbations present significant challenges for generating structurally consistent time series. While flow matching provides a promising paradigm by modeling temporal dynamics through trajectory-level supervision, it fails to adequately capture abrupt transitions in perturbed time series, as the use of globally shared parameters constrains the velocity field to a unified representation. To address these limitations, we introduce \textbf{PAFM}, a \textbf{P}erturbation-\textbf{A}ware \textbf{F}low \textbf{M}atching framework that models perturbed trajectories to ensure stable and structurally consistent time series generation. The framework incorporates perturbation-guided training to simulate localized disturbances and leverages a dual-path velocity field to capture trajectory deviations under perturbation, enabling refined modeling of perturbed behavior to enhance the structural coherence. In order to further improve sensitivity to trajectory perturbations while enhancing expressiveness, a mixture-of-experts decoder with flow routing dynamically allocates modeling capacity in response to different trajectory dynamics. Extensive experiments on both unconditional and conditional generation tasks demonstrate that PAFM consistently outperforms strong baselines. Code is available at https://anonymous.4open.science/r/PAFM-03B2.

Bridging the Last Mile of Prediction: Enhancing Time Series Forecasting with Conditional Guided Flow Matching

Diffusion models, a type of generative model, have shown promise in time series forecasting. But they face limitations like rigid source distributions and limited sampling paths, which hinder their performance. Flow matching offers faster generation, higher-quality outputs, and greater flexibility, while also possessing the ability to utilize valuable information from the prediction errors of prior models, which were previously inaccessible yet critically important. To address these challenges and fully unlock the untapped potential of flow matching, we propose Conditional Guided Flow Matching (CGFM). CGFM extends flow matching by incorporating the outputs of an auxiliary model, enabling a previously unattainable capability in the field: learning from the errors of the auxiliary model. For time series forecasting tasks, it integrates historical data as conditions and guidance, constructs two-sided conditional probability paths, and uses a general affine path to expand the space of probability paths, ultimately leading to improved predictions. Extensive experiments show that CGFM consistently enhances and outperforms state-of-the-art models, highlighting its effectiveness in advancing forecasting methods.

A Comprehensive Survey on Cross-Domain Recommendation: Taxonomy, Progress, and Prospects

Recommender systems (RS) have become crucial tools for information filtering in various real world scenarios. And cross domain recommendation (CDR) has been widely explored in recent years in order to provide better recommendation results in the target domain with the help of other domains. The CDR technology has developed rapidly, yet there is a lack of a comprehensive survey summarizing recent works. Therefore, in this paper, we will summarize the progress and prospects based on the main procedure of CDR, including Cross Domain Relevance, Cross Domain Interaction, Cross Domain Representation Enhancement and Model Optimization. To help researchers better understand and engage in this field, we also organize the applications and resources, and highlight several current important challenges and future directions of CDR. More details of the survey articles are available at https://github.com/USTCAGI/Awesome-Cross-Domain Recommendation-Papers-and-Resources.