HarmonRank: Ranking-aligned Multi-objective Ensemble for Live-streaming E-commerce Recommendation

Recommendation for live-streaming e-commerce is gaining increasing attention due to the explosive growth of the live streaming economy. Different from traditional e-commerce, live-streaming e-commerce shifts the focus from products to streamers, which requires ranking mechanism to balance both purchases and user-streamer interactions for long-term ecology. To trade off multiple objectives, a popular solution is to build an ensemble model to integrate multi-objective scores into a unified score. The ensemble model is usually supervised by multiple independent binary classification losses of all objectives. However, this paradigm suffers from two inherent limitations. First, the optimization direction of the binary classification task is misaligned with the ranking task (evaluated by AUC). Second, this paradigm overlooks the alignment between objectives, e.g., comment and buy behaviors are partially dependent which can be revealed in labels correlations. The model can achieve better trade-offs if it learns the aligned parts of ranking abilities among different objectives. To mitigate these limitations, we propose a novel multi-objective ensemble framework HarmonRank to fulfill both alignment to the ranking task and alignment among objectives. For alignment to ranking, we formulate ranking metric AUC as a rank-sum problem and utilize differentiable ranking techniques for ranking-oriented optimization. For inter-objective alignment, we change the original one-step ensemble paradigm to a two-step relation-aware ensemble scheme. Extensive offline experiments results on two industrial datasets and online experiments demonstrate that our approach significantly outperforms existing state-of-the-art methods. The proposed method has been fully deployed in Kuaishou's live-streaming e-commerce recommendation platform with 400 million DAUs, contributing over 2% purchase gain.