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FARE: Deep Reinforcement Learning For Fair Exposure Constrained Uncertainty Aware Financial Content Personalization

arXiv机器学习 2026-09-26 02:26 7 阅读 查看原文

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,
  • (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.