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Han-Jay Shu

Publications and source records attributed to Han-Jay Shu.

3 recordsLinked to original sources

Beyond Uniform Token Training: A Multi-Target Framework for Learning Token-Weighted Objectives in Generative Recommenders

Recent generative recommendation models recast next-item prediction as the generation of a semantic identifier sequence. While this formulation enables autoregressive models to produce item IDs directly, the commonly used token-level likelihood objective does not distinguish between tokens that play different roles in item identification. This limitation is especially pronounced for semantic-ID representations, where prefix tokens often determine coarse item groups and later tokens provide finer-grained disambiguation. To better align training with the structure of semantic IDs, we study token-level learning signals from two complementary perspectives. First, we introduce a prefix-aware weighting scheme, Front-Greater Weighting, which emphasizes tokens according to their contribution to reducing semantic ambiguity among candidate items. Second, frequency weighting increases the learning emphasis on infrequent tokens, addressing the long-tailed distributions and popularity bias commonly observed in recommendation data. We further introduce a multi-target optimization framework with curriculum learning, which integrates the two token-weighted objectives with the standard likelihood and enables stable optimization with adaptive emphasis across training stages. Experiments on multiple benchmark datasets demonstrate that the proposed approach consistently improves generative recommendation performance over strong baselines and prior token-weighting methods. Additional analyses show that the method is robust across different semantic-ID constructions and backbone scales, and that it improves recommendation quality for both popular and long-tail items. Code is available at github repository.

cs.IR

Uncovering Overconfident Failures in CXR Models via Augmentation-Sensitivity Risk Scoring

Deep learning models achieve strong performance in chest radiograph (CXR) interpretation, yet fairness and reliability concerns persist. Models often show uneven accuracy across patient subgroups, leading to hidden failures not reflected in aggregate metrics. Existing error detection approaches -- based on confidence calibration or out-of-distribution (OOD) detection -- struggle with subtle within-distribution errors, while image- and representation-level consistency-based methods remain underexplored in medical imaging. We propose an augmentation-sensitivity risk scoring (ASRS) framework to identify error-prone CXR cases. ASRS applies clinically plausible rotations ($\pm 15^\circ$/$\pm 30^\circ$) and measures embedding shifts with the RAD-DINO encoder. Sensitivity scores stratify samples into stability quartiles, where highly sensitive cases show substantially lower recall ($-0.2$ to $-0.3$) despite high AUROC and confidence. ASRS provides a label-free means for selective prediction and clinician review, improving fairness and safety in medical AI.

cs.CV

NoxTrader: LSTM-Based Stock Return Momentum Prediction for Quantitative Trading

We introduce NoxTrader, a sophisticated system designed for portfolio construction and trading execution with the primary objective of achieving profitable outcomes in the stock market, specifically aiming to generate moderate to long-term profits. The underlying learning process of NoxTrader is rooted in the assimilation of valuable insights derived from historical trading data, particularly focusing on time-series analysis due to the nature of the dataset employed. In our approach, we utilize price and volume data of US stock market for feature engineering to generate effective features, including Return Momentum, Week Price Momentum, and Month Price Momentum. We choose the Long Short-Term Memory (LSTM)model to capture continuous price trends and implement dynamic model updates during the trading execution process, enabling the model to continuously adapt to the current market trends. Notably, we have developed a comprehensive trading backtesting system - NoxTrader, which allows us to manage portfolios based on predictive scores and utilize custom evaluation metrics to conduct a thorough assessment of our trading performance. Our rigorous feature engineering and careful selection of prediction targets enable us to generate prediction data with an impressive correlation range between 0.65 and 0.75. Finally, we monitor the dispersion of our prediction data and perform a comparative analysis against actual market data. Through the use of filtering techniques, we improved the initial -60% investment return to 325%.

q-fin.PM