aiqbench analysis
This research introduces FARE, a deep reinforcement learning framework that applies uncertainty-aware constraints to financial content ranking, effectively balancing fairness metrics with engagement optimization without retraining base models. By treating exposure control as an algorithmic trading problem, the study demonstrates how policy gradient and evolution strategy methods can mitigate "rich-get-richer" dynamics in recommendation systems.
FARE: Deep Reinforcement Learning For Fair Exposure Constrained Uncertainty Aware Financial Content Personalization
arXiv:2609.31890v1 Announce Type: new Abstract: Content personalization systems in financial services must ensure fair exposure across diverse offerings-a requirement driven by contractual obligations and the need to prevent "rich-get-richer" dynamics where content with high click-through rate (CTR) dominates while other relevant products receive minimal visibility. Share of Voice (SOV) constraints, which guarantee each content category a target fraction of top-position exposure, address this by promoting product diversity and balanced user discovery. While re-ranking layers atop CTR models are common in practice, we propose two key novelties: (1) framing SOV-constrained ranking as a deep reinforcement learning problem analogous to constrained trade execution in algorithmic finance, and (2) explicitly incorporating CTR prediction uncertainty into the agent's state space and policy design-enabling larger ranking adjustments for high-uncertainty predictions where deviation from CTR-optimal ordering is less costly. We introduce FARE (Fair Ranking Executor), a modular uncertainty-aware execution layer that translates any black-box CTR model's predictions into SOV-fair rankings without retraining the underlying model. Our uncertainty-weighted proportional control policy (FARE-PC) and learned neural policies (FARE-ES, FARE-PPO) demonstrate that uncertainty-aware approaches can substantially reduce SOV deviation from fairness targets while minimizing engagement loss, with gradient-free evolution strategies outperforming policy gradient methods on synthetic data and the ordering reversing on KuaiRand-Pure.
Abstract:Content personalization systems in financial services must ensure fair exposure across diverse offerings-a requirement driven by contractual obligations and the need to prevent "rich-get-richer" dynamics where content with high click-through rate (CTR) dominates while other relevant products receive minimal visibility. Share of Voice (SOV) constraints, which guarantee each content category a target fraction of top-position exposure, address this by promoting product diversity and balanced user discovery. While re-ranking layers atop CTR models are common in practice, we propose two key novelties: (1) framing SOV-constrained ranking as a deep reinforcement learning problem analogous to constrained trade execution in algorithmic finance, and (2) explicitly incorporating CTR prediction uncertainty into the agent's state space and policy design-enabling larger ranking adjustments for high-uncertainty predictions where deviation from CTR-optimal ordering is less costly. We introduce FARE (Fair Ranking Executor), a modular uncertainty-aware execution layer that translates any black-box CTR model's predictions into SOV-fair rankings without retraining the underlying model. Our uncertainty-weighted proportional control policy (FARE-PC) and learned neural policies (FARE-ES, FARE-PPO) demonstrate that uncertainty-aware approaches can substantially reduce SOV deviation from fairness targets while minimizing engagement loss, with gradient-free evolution strategies outperforming policy gradient methods on synthetic data and the ordering reversing on KuaiRand-Pure.
Machine Learning (cs.LG); Artificial Intelligence (cs.AI); Information Retrieval (cs.IR)
arXiv:2609.31890 [cs.LG]
(or arXiv:2609.31890v1 [cs.LG] for this version)
https://doi.org/10.48550/arXiv.2609.31890 Focus to learn more arXiv-issued DOI via DataCite (pending registration)
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