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In the domain of streaming recommender systems, conventional methods for addressing new user IDs or item IDs typically involve assigning initial ID embeddings randomly. However, this practice results in two practical challenges: (i) Items or users with limited interactive data may yield suboptimal prediction performance. (ii) Embedding new IDs or low-frequency IDs necessitates consistently expanding the embedding table, leading to unnecessary memory consumption. In light of these concerns, we introduce a reinforcement learning-driven framework, namely AutoAssign+, that facilitates Automatic Shared Embedding Assignment Plus. To be specific, AutoAssign+ utilizes an Identity Agent as an actor network, which plays a dual role: (i) Representing low-frequency IDs field-wise with a small set of shared embeddings to enhance the embedding initialization, and (ii) Dynamically determining which ID features should be retained or eliminated in the embedding table. The policy of the agent is optimized with the guidance of a critic network. To evaluate the effectiveness of our approach, we perform extensive experiments on three commonly used benchmark datasets. Our experiment results demonstrate that AutoAssign+ is capable of significantly enhancing recommendation performance by mitigating the cold-start problem. Furthermore, our framework yields a reduction in memory usage of approximately 20-30%, verifying its practical effectiveness and efficiency for streaming recommender systems.

The development of high-dimensional white noise test is important in both statistical theories and applications, where the dimension of the time series can be comparable to or exceed the length of the time series. This paper proposes several distribution-free tests using the rank based statistics for testing the high-dimensional white noise, which are robust to the heavy tails and do not quire the finite-order moment assumptions for the sample distributions. Three families of rank based tests are analyzed in this paper, including the simple linear rank statistics, non-degenerate U-statistics and degenerate U-statistics. The asymptotic null distributions and rate optimality are established for each family of these tests. Among these tests, the test based on degenerate U-statistics can also detect the non-linear and non-monotone relationships in the autocorrelations. Moreover, this is the first result on the asymptotic distributions of rank correlation statistics which allowing for the cross-sectional dependence in high dimensional data.