Auto-bidding is widely used in advertising systems, serving a diverse range of advertisers. Generative bidding is increasingly gaining traction due to its strong planning capabilities and generalizability. Unlike traditional reinforcement learning-based bidding, generative bidding does not depend on the Markov Decision Process (MDP), thereby exhibiting superior planning performance in long-horizon scenarios. Conditional diffusion modeling approaches have shown significant promise in the field of auto-bidding. However, relying solely on return as the optimality criterion is insufficient to guarantee the generation of truly optimal decision sequences, as it lacks personalized structural information. Moreover, the auto-regressive generation mechanism of diffusion models inherently introduces timeliness risks. To address these challenges, we introduce a novel conditional diffusion modeling approach that integrates expert trajectory guidance with a skip-step sampling strategy to improve generation efficiency. The efficacy of this method has been demonstrated through comprehensive offline experiments and further substantiated by statistically significant outcomes in online A/B testing, yielding an 11.29% increase in conversions and a 12.36% growth in revenue relative to the baseline.

Personalized recommendation is a key feature of intelligent tutoring systems, typically relying on accurate models of student knowledge. Knowledge Tracing (KT) models enable this by estimating a student's mastery based on their historical interactions. Many KT models rely on human-annotated knowledge concepts (KCs), which tag each exercise with one or more skills or concepts believed to be necessary for solving it. However, these KCs can be incomplete, error-prone, or overly general. In this paper, we propose a deep learning model that learns sparse binary representations of exercises, where each bit indicates the presence or absence of a latent concept. We refer to these representations as auxiliary KCs. These representations capture conceptual structure beyond human-defined annotations and are compatible with both classical models (e.g., BKT) and modern deep learning KT architectures. We demonstrate that incorporating auxiliary KCs improves both student modeling and adaptive exercise recommendation. For student modeling, we show that augmenting classical models like BKT with auxiliary KCs leads to improved predictive performance. For recommendation, we show that using auxiliary KCs enhances both reinforcement learning-based policies and a simple planning-based method (expectimax), resulting in measurable gains in student learning outcomes within a simulated student environment.

Classical discriminant analysis assumes identically distributed training data, yet in many applications observations are collected over time and the class-conditional distributions drift. This population drift renders stationary classifiers unreliable. We propose a principled, model-based framework that embeds discriminant analysis within state-space models to obtain nonstationary linear discriminant analysis (NSLDA) and nonstationary quadratic discriminant analysis (NSQDA). For linear-Gaussian dynamics, we adapt Kalman smoothing to handle multiple samples per time step and develop two practical extensions: (i) an expectation-maximization (EM) approach that jointly estimates unknown system parameters, and (ii) a Gaussian mixture model (GMM)-Kalman method that simultaneously recovers unobserved time labels and parameters, a scenario common in practice. To address nonlinear or non-Gaussian drift, we employ particle smoothing to estimate time-varying class centroids, yielding fully nonstationary discriminant rules. Extensive simulations demonstrate consistent improvements over stationary linear discriminant analysis (LDA), quadratic discriminant analysis (QDA), and support vector machine (SVM) baselines, with robustness to noise, missing data, and class imbalance. This paper establishes a unified and data-efficient foundation for discriminant analysis under temporal distribution shift.

Somewhat surprisingly, learning in a Markov Decision Process is most often considered under the performance criteria of consistency or regret minimization (see e.g.

To address this issue, various approximate Bayesian inference methods have been proposed, such as Markov Chain Monte Carlo [MCMC, see e.g.

We also devise a reinforcement learning algorithm for SICMDPs that we call SI-CRL.