A scalable online machine learning approach for Stock Recommendation

Modern Deep Learning Recommendation Models (DLRMs) follow scaling laws with sequence length, driving the frontier toward ultra-long User Interaction History (UIH). However, the industry-standard "Fat Row" paradigm, which pre-materializes these sequences into every training example, creates a storage and I/O wall where data infrastructure usage exceeds GPU training capacity due to data redundancy that is amplified in multi-tenant environments where models with vastly different sequence length requirements share a union dataset. We present a \emph{versioned late materialization} paradigm that eliminates this redundancy by storing UIH once in a normalized, immutable tier and reconstructing sequences just-in-time during training via lightweight versioned pointers. The system ensures Online-to-Offline (O2O) consistency through a bifurcated protocol that prevents future leakage across both streaming and batch training, while a read-optimized immutable storage layer provides multi-dimensional projection pushdown for heterogeneous model tenants. Disaggregated data preprocessing with pipelined I/O prefetching and data-affinity optimizations masks the latency of training-time sequence reconstruction, keeping training throughput compute-bound by GPUs. Deployed on production DLRMs, the system reduces training data infrastructure resource usage while enabling aggressive sequence length scaling that delivers significant model quality gains, serving as the foundational data infrastructure for modern recommendation model architectures, including HSTU and ULTRA-HSTU.

As scalability becomes increasingly important in recommendation modeling, recent architectures have advanced the modeling of two broad sources of ranking signals along separate paths: non-sequence features, including user, item, context, and cross features; and sequence features from user behavior histories. Wukong and HSTU have emerged as representative scalable backbones for these paths: Wukong scales high-order non-sequence feature-interaction modeling, while HSTU scales long user-behavior sequence modeling. Despite their complementary strengths, practical architectures that combine these two types of feature modeling remain underexplored. We present WHALE, a scalable unified recommendation architecture that jointly models non-sequence and sequence features on top of Wukong and HSTU. Each WHALE layer contains a Wukong module, an HSTU module, and an attention-based fusion module in which Wukong-derived interaction representations query HSTU-derived behavior representations. This design keeps both backbones active throughout the network and enables progressive Wukong-HSTU exchange, allowing high-order feature crosses to repeatedly retrieve fine-grained evidence from long user histories. To make WHALE practical for industrial deployment, we introduce customized Triton kernels and other model-systems co-design techniques to improve training and inference efficiency. On large-scale industrial recommendation data, WHALE achieves consistent gains in offline experiments. Additionally, it delivers positive online gains with a modest serving-throughput trade-off. The method has been deployed in production systems. Overall, WHALE provides a practical example of how these two sources of information can be scalably unified in an industrial recommendation model.

Scaling recommendation models is a central challenge in recommender systems. Recently, RankMixer has emerged as an effective solution, operating on a unified token representation and alternating between token mixing and per-token feedforward networks (P-FFNs) to achieve scalable performance. However, RankMixer suffers from \textit{embedding collapse}, where learned representations have low effective rank, limiting expressivity and underutilizing the expanded representation space. Through empirical analysis and theoretical insights, we identify rigid token mixing and P-FFN modules as the primary causes of this phenomenon, jointly inducing a \textbf{damped oscillatory trajectory} in effective-rank evolution across layers. To address it, we propose RankElastor, a novel architecture that produces spectrum-robust representations with provable collapse mitigation. RankElastor introduces two components: (i) \textbf{parameterized full mixing}, which enables expressive token mixing with improved spectral robustness; and (ii) \textbf{GLU-improved P-FFNs}, which stabilize representation spectra through GLU-style FFN modules. Extensive experiments on large-scale industrial datasets demonstrate that RankElastor consistently improves recommendation performance, mitigates embedding collapse, and exhibits robust scaling behavior. Code is available at this GitHub repository: https://github.com/vasile-paskardlgm/RankElastor