{"id":1298,"date":"2026-02-08T03:12:09","date_gmt":"2026-02-08T03:12:09","guid":{"rendered":"https:\/\/www.highsund.com\/?p=1298"},"modified":"2026-02-08T03:16:29","modified_gmt":"2026-02-08T03:16:29","slug":"%e9%87%8f%e5%8c%96%e6%9c%ba%e5%99%a8%e5%ad%a6%e4%b9%a0%e9%87%8c%e6%a8%a1%e5%9e%8b%e8%b5%b0%e6%8d%b7%e5%be%84%e7%9a%84%e5%85%b8%e5%9e%8b%e7%8e%b0%e8%b1%a1%e4%b8%8e%e5%ba%94%e5%af%b9","status":"publish","type":"post","link":"https:\/\/www.highsund.com\/zh\/2026\/02\/08\/%e9%87%8f%e5%8c%96%e6%9c%ba%e5%99%a8%e5%ad%a6%e4%b9%a0%e9%87%8c%e6%a8%a1%e5%9e%8b%e8%b5%b0%e6%8d%b7%e5%be%84%e7%9a%84%e5%85%b8%e5%9e%8b%e7%8e%b0%e8%b1%a1%e4%b8%8e%e5%ba%94%e5%af%b9\/","title":{"rendered":"\u91cf\u5316\u673a\u5668\u5b66\u4e60\u91cc\u201c\u6a21\u578b\u8d70\u6377\u5f84\u201d\u7684\u5178\u578b\u73b0\u8c61\u4e0e\u5e94\u5bf9\u65b9\u6cd5"},"content":{"rendered":"<p>\u8fd9\u4e2a\u73b0\u8c61\u5728\u91cf\u5316\u91cc\u7279\u522b\u5178\u578b\uff1a\u6a21\u578b\u4f1a\u4f18\u5148\u5b66\u201c\u6700\u5bb9\u6613\u964d\u4f4e loss \u7684\u4fe1\u53f7\u201d\uff0c\u800c\u8fd9\u4e9b\u4fe1\u53f7\u5f80\u5f80\u662f\uff1a<\/p>\n<ul>\n<li><strong>\u4e0d\u53ef\u4ea4\u6613<\/strong>\uff08\u8dcc\u505c \/ \u505c\u724c \/ \u6d41\u52a8\u6027\u592a\u5dee\u3001\u6210\u4ea4\u51b2\u51fb\u5de8\u5927\uff09<\/li>\n<li><strong>\u4e0d\u5141\u8bb8\u66b4\u9732<\/strong>\uff08\u884c\u4e1a \/ \u98ce\u683c \/ beta \u592a\u5f3a\uff0c\u540e\u9762\u4f18\u5316\u5668\u4f1a\u526a\u6389\uff09<\/li>\n<li><strong>\u770b\u8d77\u6765\u5f88\u51c6\u4f46\u5176\u5b9e\u662f\u6cc4\u9732 \/ \u540c\u6b65\u4fe1\u606f<\/strong>\uff08\u65f6\u95f4\u6233\u6ca1\u5bf9\u9f50\u3001\u7528\u5230\u4e86\u6536\u76d8\u540e\u624d\u80fd\u77e5\u9053\u7684\u4e1c\u897f\uff09<\/li>\n<\/ul>\n<p>\u60f3\u8ba9\u8bad\u7ec3\u201c\u65e0\u504f\u201d\uff08\u66f4\u51c6\u786e\u8bf4\uff1a<strong>\u5bf9\u9f50\u4f60\u6700\u7ec8\u80fd\u843d\u5730\u7684 alpha key driver<\/strong>\uff09\uff0c\u5e38\u7528\u529e\u6cd5\u53ef\u4ee5\u6309\u201c\u4ece\u7b80\u5355\u5230\u9ad8\u7ea7\u201d\u5206\u56db\u7c7b\uff1a<\/p>\n<hr \/>\n<h2>1) \u5148\u628a\u201c\u4e0d\u53ef\u5b9e\u73b0\u7684\u90e8\u5206\u201d\u4ece\u6570\u636e\u5c42\u9762\u5173\u6389<\/h2>\n<p>\u8fd9\u662f\u6027\u4ef7\u6bd4\u6700\u9ad8\u7684\u4e00\u6b65\uff08\u5f88\u591a\u65f6\u5019\u6bd4\u6539 loss \u66f4\u6709\u6548\uff09\uff1a<\/p>\n<ul>\n<li><strong>\u4e25\u683c\u53ef\u4ea4\u6613\u8fc7\u6ee4<\/strong>\uff1a\u8dcc\u505c \/ \u505c\u724c \/ \u4e00\u5b57\u677f \/ \u6781\u7aef\u6d41\u52a8\u6027\u65e5\uff0c\u76f4\u63a5\u628a\u8fd9\u4e9b\u6837\u672c\u4ece\u8bad\u7ec3\u6216 label \u91cc <strong>mask \u6389<\/strong>\uff08\u4e0d\u53c2\u4e0e loss\uff09\u3002<\/li>\n<li><strong>\u65f6\u95f4\u6233\u5bf9\u9f50<\/strong>\uff1a\u7279\u5f81\u53ea\u7528\u4f60\u4e0b\u5355\u524d\u80fd\u62ff\u5230\u7684\u7248\u672c\uff1blabel \u4e5f\u6309\u4f60\u771f\u5b9e\u6210\u4ea4\u4ef7\/\u6210\u4ea4\u65f6\u70b9\u5b9a\u4e49\u3002<\/li>\n<li><strong>\u8bad\u7ec3\u96c6\u7684\u80a1\u7968\u6c60 = \u5b9e\u76d8\u80a1\u7968\u6c60<\/strong>\uff1a\u522b\u8ba9\u6a21\u578b\u5728\u8bad\u7ec3\u65f6\u5b66\u5230\u201c\u5c0f\u7968\u3001\u4f4e\u6d41\u52a8\u6027\u201d\u5e26\u6765\u7684\u865a\u5047 alpha\u3002<\/li>\n<\/ul>\n<blockquote>\n<p>\u8fd9\u4e00\u6b65\u7684\u76ee\u7684\uff1a\u522b\u8ba9\u6a21\u578b\u628a\u201c\u4f60\u6839\u672c\u505a\u4e0d\u5230\u7684\u6536\u76ca\u201d\u5f53\u6210\u6700\u7701\u529b\u7684\u6377\u5f84\u3002<\/p>\n<\/blockquote>\n<hr \/>\n<h2>2) \u8ba9 label \u53d8\u6210\u201c\u4f60\u771f\u6b63\u60f3\u8d5a\u7684\u4e1c\u897f\u201d<\/h2>\n<p>\u5982\u679c label \u672c\u8eab\u5c31\u662f\u201c\u6bdb\u6536\u76ca\u201d\uff0c\u6a21\u578b\u5929\u7136\u4f1a\u504f\u5411\u90a3\u4e9b <strong>\u6bdb\u6536\u76ca\u5f88\u5927\u4f46\u6210\u672c\u4e5f\u5f88\u5927 \/ \u4e0d\u53ef\u4ea4\u6613<\/strong> \u7684\u70b9\u3002<\/p>\n<p>\u5e38\u89c1\u66f4\u8d34\u8fd1\u843d\u5730\u7684 label \u8bbe\u8ba1\uff1a<\/p>\n<ul>\n<li><strong>\u51c0\u6536\u76ca label<\/strong>\uff1a\u7528<br \/>\n<code>\u672a\u6765\u6536\u76ca - \u9884\u4f30\u4ea4\u6613\u6210\u672c(\u51b2\u51fb + \u624b\u7eed\u8d39)<\/code><br \/>\n\u505a label\uff08\u54ea\u6015\u662f\u7c97\u7cd9\u6210\u672c\u6a21\u578b\u4e5f\u6bd4\u6ca1\u6709\u5f3a\uff09\u3002<\/li>\n<li><strong>\u6392\u5e8f\u578b label\uff08Rank \/ LTR\uff09<\/strong>\uff1a\u4f60\u6700\u7ec8\u662f\u9009\u80a1+\u7ec4\u5408\uff0c\u5f88\u591a\u65f6\u5019\u201c\u6392\u5e8f\u6b63\u786e\u201d\u6bd4\u201c\u70b9\u503c\u9884\u6d4b\u51c6\u201d\u91cd\u8981\u3002<\/li>\n<li><strong>\u6b8b\u5dee \/ \u53bb\u66b4\u9732\u540e\u7684 label<\/strong>\uff1a\u6bd4\u5982\u5148\u628a\u672a\u6765\u6536\u76ca\u5bf9\u884c\u4e1a \/ \u98ce\u683c \/ beta \u56de\u5f52\uff0c\u62ff residual \u5f53 label\uff08\u5bf9\u5e94\u201c\u7279\u8d28 alpha\u201d\uff09\u3002<\/li>\n<\/ul>\n<hr \/>\n<h2>3) \u5728 loss \u91cc\u76f4\u63a5\u201c\u60e9\u7f5a\u6377\u5f84\u201d<\/h2>\n<p>\u91cd\u70b9\uff1a\u600e\u4e48\u8ba9\u6a21\u578b\u522b\u5b66\u5230\u4e0d\u8be5\u5b66\u7684 driver\u3002<\/p>\n<h3>A. \u66b4\u9732\u60e9\u7f5a\uff08\u4f60\u4eec\u5f88\u9002\u7528\uff1a\u884c\u4e1a\u4e5f\u7ea6\u675f\uff09<\/h3>\n<p>\u5728 loss \u91cc\u52a0\u4e00\u9879\uff1a\u8ba9\u6a21\u578b\u8f93\u51fa\u5206\u6570\u4e0e\u884c\u4e1a\/\u98ce\u683c\u66b4\u9732\u201c\u4e0d\u8981\u592a\u76f8\u5173\u201d\uff1a<\/p>\n<ul>\n<li>\u60e9\u7f5a <code>corr(score, style_expo)<\/code>\u3001<code>corr(score, industry_dummy)<\/code><\/li>\n<li>\u6216\u60e9\u7f5a\u7ec4\u5408\u5c42\u9762\u7684\u66b4\u9732\uff08\u7528\u4e00\u4e2a\u7b80\u5355\u53ef\u5fae\u7684\u201c\u4ece score \u5230\u6743\u91cd\u201d\u7684\u6620\u5c04\u505a\u4ee3\u7406\uff09<\/li>\n<\/ul>\n<p>\u76f4\u89c9\uff1a\u6a21\u578b\u60f3\u9760\u884c\u4e1a\u8d5a\u94b1 \u2192 loss \u4f1a\u75db \u2192 \u5b83\u5c31\u4f1a\u53bb\u627e\u66f4\u201c\u7279\u8d28\u201d\u7684\u89e3\u91ca\u3002<\/p>\n<h3>B. \u6210\u672c \/ \u6362\u624b\u60e9\u7f5a<\/h3>\n<p>\u5982\u679c\u4f60\u4eec\u6700\u7ec8\u53d7\u6362\u624b\/\u51b2\u51fb\u6210\u672c\u7ea6\u675f\uff0c\u8bad\u7ec3\u91cc\u5c31\u628a\u201c\u9891\u7e41\u53d8\u52a8\u201d\u53d8\u8d35\uff1a<\/p>\n<ul>\n<li>\u60e9\u7f5a <code>|score_t - score_{t-1}|<\/code>\uff08\u65f6\u95f4\u5e73\u6ed1\uff09<\/li>\n<li>\u6216\u66f4\u63a5\u8fd1\u6301\u4ed3\u5c42\uff1a\u60e9\u7f5a <code>|w_t - w_{t-1}|<\/code> \u7684\u4ee3\u7406\u9879<\/li>\n<\/ul>\n<h3>C. \u5206\u7ec4\u635f\u5931\uff08\u9632\u6b62\u6a21\u578b\u53ea\u505a\u884c\u4e1a\u8f6e\u52a8\uff09<\/h3>\n<p>\u6bd4\u5982\u5728\u884c\u4e1a\u5185\u505a pairwise \u6392\u5e8f loss\uff1a<br \/>\n\u8ba9\u6a21\u578b\u5b66\u201c\u540c\u4e00\u884c\u4e1a\u91cc\u8c01\u66f4\u597d\u201d\uff0c\u800c\u4e0d\u662f\u201c\u884c\u4e1a A &gt; \u884c\u4e1a B\u201d\u3002<\/p>\n<h3>D. \u5bf9\u5c3e\u90e8\u6837\u672c\u7684\u7a33\u5065\u635f\u5931<\/h3>\n<p>Huber \/ Quantile \u4e4b\u7c7b\uff0c\u8ba9\u6781\u7aef\u70b9\u4e0d\u4f1a\u4e3b\u5bfc\u68af\u5ea6\uff08\u907f\u514d\u6a21\u578b\u4e3a\u4e86\u5c11\u6570\u6781\u7aef\u6837\u672c\u626d\u66f2\u5e38\u6001\uff09\u3002<\/p>\n<hr \/>\n<h2>4) \u66f4\u9ad8\u7ea7\u4f46\u66f4\u5f3a\uff1a\u628a\u201c\u4f18\u5316\u5668\u76ee\u6807\u201d\u62c9\u8fdb\u8bad\u7ec3\uff08\u8fd1\u4f3c\u7aef\u5230\u7aef\uff09<\/h2>\n<p>\u201clabel \u8003\u8651\u98ce\u9669\u7ea6\u675f\u201d\u7b49\uff0c\u8fd9\u6761\u8def\u80fd\u8d70\uff0c\u4f46\u901a\u5e38\u4e0d\u76f4\u63a5\u628a\u201c\u4f18\u5316\u5668\u8f93\u51fa\u6536\u76ca\u201d\u5f53 label\uff0c\u800c\u662f\uff1a<\/p>\n<ul>\n<li>\u7528\u4e00\u4e2a <strong>\u53ef\u5fae\u7684\u8fd1\u4f3c\u7ec4\u5408\u6784\u5efa\u5c42<\/strong>\uff08\u6bd4\u5982 softmax \u9009\u80a1\u3001\u6216\u7b80\u5355\u7ea6\u675f\u6295\u5f71\uff09<\/li>\n<li>\u5728\u8bad\u7ec3\u76ee\u6807\u91cc\u76f4\u63a5\u4f18\u5316\u4e00\u4e2a <strong>\u7ec4\u5408\u5c42\u6307\u6807<\/strong>\uff08\u4f8b\u5982\uff1a\u98ce\u9669\u8c03\u6574\u540e\u7684\u6536\u76ca\u4ee3\u7406\u3001\u6216 IC \u4f46\u5e26\u66b4\u9732\u60e9\u7f5a\uff09<\/li>\n<\/ul>\n<p>\u4f18\u70b9\uff1a\u76ee\u6807\u5bf9\u9f50<br \/>\n\u7f3a\u70b9\uff1a\u5de5\u7a0b\u590d\u6742\u3001\u5bb9\u6613\u4e0d\u7a33\u5b9a\uff0c\u9700\u8981\u5f3a\u9a8c\u8bc1<\/p>\n<hr \/>\n<h2>\u4e00\u53e5\u8bdd\u603b\u7ed3<\/h2>\n<p>\u8981\u8ba9\u6a21\u578b\u4e0d\u8d70\u6377\u5f84\uff0c\u6700\u7a33\u7684\u987a\u5e8f\u662f\uff1a<\/p>\n<p><strong>\u5148 mask \u4e0d\u53ef\u4ea4\u6613 \u2192 \u518d\u628a label \u53d8\u6210\u201c\u51c0\u7684 \/ \u6b8b\u5dee\u7684\u201d \u2192 \u518d\u52a0\u66b4\u9732\u4e0e\u6362\u624b\u60e9\u7f5a \u2192 \u6700\u540e\u518d\u8003\u8651\u7aef\u5230\u7aef\u3002<\/strong><\/p>","protected":false},"excerpt":{"rendered":"<p>\u8fd9\u4e2a\u73b0\u8c61\u5728\u91cf\u5316\u91cc\u7279\u522b\u5178\u578b\uff1a\u6a21\u578b\u4f1a\u4f18\u5148\u5b66\u201c\u6700\u5bb9\u6613\u964d\u4f4e loss \u7684\u4fe1\u53f7\u201d\uff0c\u800c\u8fd9\u4e9b\u4fe1\u53f7\u5f80\u5f80\u662f\uff1a \u4e0d\u53ef\u4ea4\u6613\uff08\u8dcc\u505c \/ \u505c\u724c \/ \u6d41\u52a8\u6027\u592a\u5dee\u3001\u6210\u4ea4\u51b2\u51fb\u5de8\u5927\uff09 \u4e0d\u5141\u8bb8\u66b4\u9732\uff08\u884c\u4e1a \/ \u98ce\u683c \/ beta \u592a\u5f3a\uff0c\u540e\u9762\u4f18\u5316\u5668\u4f1a\u526a\u6389\uff09 \u770b\u8d77\u6765\u5f88\u51c6\u4f46\u5176\u5b9e\u662f\u6cc4\u9732 \/ \u540c\u6b65\u4fe1\u606f\uff08\u65f6\u95f4\u6233\u6ca1\u5bf9\u9f50\u3001\u7528\u5230\u4e86\u6536\u76d8\u540e\u624d\u80fd\u77e5\u9053\u7684\u4e1c\u897f\uff09 \u60f3\u8ba9\u8bad\u7ec3\u201c\u65e0\u504f\u201d\uff08\u66f4\u51c6\u786e\u8bf4\uff1a\u5bf9\u9f50\u4f60\u6700\u7ec8\u80fd\u843d\u5730\u7684 alpha key driver\uff09\uff0c\u5e38\u7528\u529e\u6cd5\u53ef\u4ee5\u6309\u201c\u4ece\u7b80\u5355\u5230\u9ad8\u7ea7\u201d\u5206\u56db\u7c7b\uff1a 1) \u5148\u628a\u201c\u4e0d\u53ef\u5b9e\u73b0\u7684\u90e8\u5206\u201d\u4ece\u6570\u636e\u5c42\u9762\u5173\u6389 \u8fd9\u662f\u6027\u4ef7\u6bd4\u6700\u9ad8\u7684\u4e00\u6b65\uff08\u5f88\u591a\u65f6\u5019\u6bd4\u6539 loss \u66f4\u6709\u6548\uff09\uff1a \u4e25\u683c\u53ef\u4ea4\u6613\u8fc7\u6ee4\uff1a\u8dcc\u505c \/ \u505c\u724c \/ \u4e00\u5b57\u677f \/ \u6781\u7aef\u6d41\u52a8\u6027\u65e5\uff0c\u76f4\u63a5\u628a\u8fd9\u4e9b\u6837\u672c\u4ece\u8bad\u7ec3\u6216 label \u91cc mask \u6389\uff08\u4e0d\u53c2\u4e0e loss\uff09\u3002 \u65f6\u95f4\u6233\u5bf9\u9f50\uff1a\u7279\u5f81\u53ea\u7528\u4f60\u4e0b\u5355\u524d\u80fd\u62ff\u5230\u7684\u7248\u672c\uff1blabel \u4e5f\u6309\u4f60\u771f\u5b9e\u6210\u4ea4\u4ef7\/\u6210\u4ea4\u65f6\u70b9\u5b9a\u4e49\u3002 \u8bad\u7ec3\u96c6\u7684\u80a1\u7968\u6c60 = \u5b9e\u76d8\u80a1\u7968\u6c60\uff1a\u522b\u8ba9\u6a21\u578b\u5728\u8bad\u7ec3\u65f6\u5b66\u5230\u201c\u5c0f\u7968\u3001\u4f4e\u6d41\u52a8\u6027\u201d\u5e26\u6765\u7684\u865a\u5047 alpha\u3002 \u8fd9\u4e00\u6b65\u7684\u76ee\u7684\uff1a\u522b\u8ba9\u6a21\u578b\u628a\u201c\u4f60\u6839\u672c\u505a\u4e0d\u5230\u7684\u6536\u76ca\u201d\u5f53\u6210\u6700\u7701\u529b\u7684\u6377\u5f84\u3002 2) \u8ba9 label \u53d8\u6210\u201c\u4f60\u771f\u6b63\u60f3\u8d5a\u7684\u4e1c\u897f\u201d \u5982\u679c label \u672c\u8eab\u5c31\u662f\u201c\u6bdb\u6536\u76ca\u201d\uff0c\u6a21\u578b\u5929\u7136\u4f1a\u504f\u5411\u90a3\u4e9b \u6bdb\u6536\u76ca\u5f88\u5927\u4f46\u6210\u672c\u4e5f\u5f88\u5927 \/ \u4e0d\u53ef\u4ea4\u6613 &hellip; <\/p>\n<p class=\"link-more\"><a href=\"https:\/\/www.highsund.com\/zh\/2026\/02\/08\/%e9%87%8f%e5%8c%96%e6%9c%ba%e5%99%a8%e5%ad%a6%e4%b9%a0%e9%87%8c%e6%a8%a1%e5%9e%8b%e8%b5%b0%e6%8d%b7%e5%be%84%e7%9a%84%e5%85%b8%e5%9e%8b%e7%8e%b0%e8%b1%a1%e4%b8%8e%e5%ba%94%e5%af%b9\/\" class=\"more-link\">\u9605\u8bfb\u66f4\u591a<span class=\"screen-reader-text\"> 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