Search arXiv⌕ Search

arXiv subjects

Shengjian Chen

Publications and source records attributed to Shengjian Chen.

4 recordsLinked to original sources

Search-Aware Reinforcement Learning for Multi-Component Query Understanding in Roblox Game Search

Query understanding (QU) plays a critical role in production search systems, translating raw user queries into search execution plans that drive downstream retrieval and ranking. While large language models (LLMs) have enabled QU to be framed as a structured multi-task generation problem (e.g., intent classification, query expansion), optimizing such models to produce search-engine-coupled outputs remains challenging: static, label-based supervision fails to capture how each component actually interacts with the underlying search pipeline to affect downstream performance. We present a search-aware reinforcement learning (RL) framework for QU based on a distill-then-RL paradigm. Teacher-student supervised fine-tuning (SFT) first yields a well-formed, schema-compliant policy initialization. The RL stage then optimizes each QU component with rewards derived from live interaction with the search engine, tailored to that component's operational role, rather than a single reward tied to the final search outcome. Experiments on Roblox search show that this component-specific optimization improves both per-component utility and downstream search quality, raising NDCG@20 by 8.9 points over the SFT policy and by 3.5 points over training with a single end-to-end reward.

cs.AI↗

Research on the Price Prediction Algorithms of Major Cryptocurrencies and a Basic Transaction Framework

Through long-term observation and time series analysis of Bitcoin and Ethereum, we found the similarity in long-term consistent price trends, especially in the weekly K-line. We denoised and smoothed the historical data of their prices, and further derived the periodicity of their price change trends and the timing of buying and selling. We have for the first time proposed that the full application of central bank digital currencies (CBDC) is a key signal for investors to reduce their holdings of cryptocurrencies or even exit the market. In addition, we proposed momentum opening/closing prices to replace the traditional nominal opening/closing prices to accurately describe the price trends of the 24/7 financial trading market. We found that the cryptocurrency market can be regarded as a relatively independent financial market, thereby designing a safer and more efficient arbitrage strategy.

cs.CE↗

Non-Fungible Blockchain Tokens for Traceable Online-Quality Assurance of Milled Workpieces

This work presents a concept and implementation for the secure storage and transfer of quality-relevant data of milled workpieces from online-quality assurance processes enabled by real-time simulation models. It utilises Non-Fungible Tokens (NFT) to securely and interoperably store quality data in the form of an Asset Administration Shell (AAS) on a public Ethereum blockchain. Minted by a custom smart contract, the NFTs reference the metadata saved in the Interplanetary File System (IPFS), allowing new data from additional processing steps to be added in a flexible yet secure manner. The concept enables automated traceability throughout the value chain, minimising the need for time-consuming and costly repetitive manual quality checks.

cs.CR↗

Unraveling the Black Box of Neural Networks: A Dynamic Extremum Mapper

We point out that neural networks are not black boxes, and their generalization stems from the ability to dynamically map a dataset to the extrema of the model function. We further prove that the number of extrema in a neural network is positively correlated with the number of its parameters. We then propose a new algorithm that is significantly different from back-propagation algorithm, which mainly obtains the values of parameters by solving a system of linear equations. Some difficult situations, such as gradient vanishing and overfitting, can be simply explained and dealt with in this framework.

cs.LG↗