Upgrade to Pro
— share decks privately, control downloads, hide ads and more …
Speaker Deck
Features
Speaker Deck
PRO
Sign in
Sign up for free
Search
Search
Offline A/B testing for Recommender Systems
Search
alpicola
November 20, 2018
Technology
0
2k
Offline A/B testing for Recommender Systems
alpicola
November 20, 2018
Tweet
Share
More Decks by alpicola
See All by alpicola
商品レコメンドでのexplicit negative feedbackの活用
alpicola
2
670
Recommending What Video to Watch Next: A Multitask Ranking System
alpicola
1
850
Kibanaを用いたアクセスログ調査と解析 / Access Log Analysis Using Kibana
alpicola
0
910
Other Decks in Technology
See All in Technology
リクルートのエンジニア組織を下支えする 新卒の育成の仕組み
recruitengineers
PRO
2
180
Introduction to OpenSearch Project - Search Engineering Tech Talk 2025 Winter
tkykenmt
2
220
20250304_赤煉瓦倉庫_DeepSeek_Deep_Dive
hiouchiy
2
130
フォーイット_エンジニア向け会社紹介資料_Forit_Company_Profile.pdf
forit_tech
1
1.7k
AIエージェント開発のノウハウと課題
pharma_x_tech
9
4.8k
JAWS DAYS 2025 アーキテクチャ道場 事前説明会 / JAWS DAYS 2025 briefing document
naospon
0
2.8k
いまからでも遅くない!コンテナでWebアプリを動かしてみよう!コンテナハンズオン編
nomu
0
180
手を動かしてレベルアップしよう!
maruto
0
250
ディスプレイ広告(Yahoo!広告・LINE広告)におけるバックエンド開発
lycorptech_jp
PRO
0
580
4th place solution Eedi - Mining Misconceptions in Mathematics
rist
0
150
Snowflake ML モデルを dbt データパイプラインに組み込む
estie
0
110
OPENLOGI Company Profile for engineer
hr01
1
20k
Featured
See All Featured
Keith and Marios Guide to Fast Websites
keithpitt
411
22k
The MySQL Ecosystem @ GitHub 2015
samlambert
250
12k
For a Future-Friendly Web
brad_frost
176
9.6k
Put a Button on it: Removing Barriers to Going Fast.
kastner
60
3.7k
Refactoring Trust on Your Teams (GOTO; Chicago 2020)
rmw
33
2.8k
"I'm Feeling Lucky" - Building Great Search Experiences for Today's Users (#IAC19)
danielanewman
227
22k
How to Ace a Technical Interview
jacobian
276
23k
It's Worth the Effort
3n
184
28k
Fashionably flexible responsive web design (full day workshop)
malarkey
406
66k
10 Git Anti Patterns You Should be Aware of
lemiorhan
PRO
656
59k
Building a Modern Day E-commerce SEO Strategy
aleyda
38
7.1k
Code Review Best Practice
trishagee
67
18k
Transcript
Offline A/B testing for Recommender Systems ͯͳ ాத (alpicola) @
จಡΈձ 11/19 1
Offline A/B testing for Recommender Systems — CriteoͷWSDM'18ͷจ — SpotifyͷRecSys'18จͰݴٴ
2
Offline A/B testing for Recommender Systems — CriteoͷWSDM'18ͷจ — SpotifyͷRecSys'18จͰݴٴ
— ΫοΫύου։࠵ͷಡΈձͰ͢Ͱʹհ͞Ε͍ͯͨ — ͕ɺվΊͯ۷ΓԼ͕͛ͨͰ͖Εͱࢥ͍·͢ 3
ΦϑϥΠϯABςετ? — ΦϯϥΠϯͰߦ͏ABςετ࣌ؒͱ͕͔͔ۚΔ — ΦϑϥΠϯͰͦΕʹ͍ۙධՁ͕ߦ͑ΕΞϧΰϦζ ϜվળͷαΠΫϧΛߴԽͰ͖Δ — Ͱਫ਼? ! 4
ϩάʹجͮ͘ΦϑϥΠϯධՁͷݚڀ — Counterfactual estimationͱ͔off-policy estimationͱ ݺΕΔ — WSDM'15ͷνϡʔτϦΞϧ — SIGIR'16ͷνϡʔτϦΞϧ
— ධՁ͚ͩͰͳֶ͘शͷతؔʹ͏͜ͱͰ͖Δ — ͜ͷจͰධՁͷΈΛѻ͏ 5
จͷߩݙ — ΦϑϥΠϯABςετͰ༻͍Δใुͷਪఆख๏NCISͷ ͋Δछͷ࠷దੑΛࣔ͢ — ͜ͷݟʹج͍ͮͯNCISͷ֦ுPieceNCISͱ PointNCISΛఏҊ — ΦϯϥΠϯABςετ݁Ռͱͷ૬͕ؔେ্͖͘ 6
ઃఆ — Top-k ϥϯΩϯά — : ϩά — : ίϯςΩετ
— : ΞΫγϣϯ — : ใु 7
ઃఆ — : ίϯςΩετ͔ΒΞΫγϣϯΛબͿϙϦγʔ — : ݱߦͷϙϦγʔ — : ςετ͍ͨ͠ϙϦγʔ
— : ฏۉॲஔޮՌ — ͜ΕΛਪఆ͍ͨ͠ 8
ઃఆ — ΦϯϥΠϯABςετ — ͷݩͰͷϩάͱ ͷݩͰͷϩά͕͋Δ — ඪຊฏۉͰ , ͦΕͧΕਪఆ
— ΦϑϥΠϯABςετ — ͷݩͰͷϩά͔Β ਪఆ ! 9
ैདྷख๏ — Importance sampling (IS) — Normalized importance sampling (NIS)
— Doubly robust estimator (DR) — Capped importance sampling (CIS) — Normalized capped importance sampling (NCIS) ౷ܭϞϯςΧϧϩ๏ͷจ຺Ͱొ 10
Importance sampling (IS) — ! όΠΞε͕ͳ͍ — — " ʹΑΔߴόϦΞϯε
(unbounded) — όϦΞϯε͕େ͖͍ͱ ͱ ΛൺֱͰ͖ͳ͍ 11
Normalized importance sampling (NIS) Λͬͯ Λஔ͖͑ — ! ҰகਪఆྔʹͳΔ —
— " ґવͱͯ͠όϦΞϯεେ 12
Capped importance sampling (CIS) ॏΈͷ࠷େΛ ʹ (max capping) ॏΈ͕ Ҏ্ͷ߲ࣺͯΔ
(zero capping) 13
CISͷόΠΞε 14
CISͷόΠΞε — όΠΞε ͷ࣌ͷ Ͱbound͞ΕΔ — — ใु͕େ͖͍ͱ͜ΖΛऔΕΔΑ͏ʹվળ͍ͨ͠ ͕ͦ͏͢ΔͱόΠΞε͕େ͖͘ͳΔ !
15
CISͷόΠΞε Cappingͷઃఆʹ͍͍τϨʔυΦϑ͕ଘࡏ͠ͳ͍ ! 16
Normalized capped importance sampling (NCIS) NIS, CIS྆ํͷΞΠσΞΛ࣋ͪࠐΉ 17
NCISͱCISͷؔ 18
NCISͱCISͷؔ CIS͕͍࣋ͬͯͨόΠΞε Λୈೋ߲ͰϞσϧ ͍ͯ͠ΔͱݟͳͤΔ 19
NCISͱCISͷؔ (ಛʹzero cappingͷ࣌) 20
NCISͱCISͷؔ (ಛʹzero cappingͷ࣌) — ͳΒۙతʹόΠΞ ε͕ͳ͘ͳΔ ! — ͷ ,
ʹର͢Δґଘ͕খ͍࣌͞ͳͲ 21
NCISͷόΠΞε 22
NCISͷόΠΞε — ͱcappingͷ༗ແʹ૬͕ؔ͋ΔͱόΠΞε͕େ͖͘ ͳΔ ! — ަབྷҼࢠϢʔβʔͷλΠϓͳͲ͕ߟ͑ΒΕΔ (Table 1) 23
NCISͷόΠΞε 24
จͷΞΠσΞ — ͷϞσϦϯάΛάϩʔόϧ㱺ϩʔΧϧʹ — ίϯςΩετ ʹରͯ͠ہॴతͳNCIS — ͱcappingͷ૬ؔΛݮΒ͢ — Piecewise
NCIS: ׂ͞ΕͨྖҬ͝ͱʹNCIS — Pointwise NCIS: ཁૉ͝ͱʹNCIS 25
Piecewise NCIS (PieceNCIS) ίϯςΩετͷू߹ ͷׂ Λߟ͑Δ 26
Piecewise NCIS (PieceNCIS) ׂ֤ʹରͯ͠NCIS 27
ׂͷྫ దͳؔ ΛఆΊͯ ֤ Ͱ ͷ ʹର͢Δґଘ͕খ͘͞ͳΔΑ͏ʹ 28
Pointwise NCIS (PointNCIS) ཁૉ୯ҐͰׂ͢Δ (i.e. ) ಛఆͷίϯςΩετʹର͢Δαϯϓϧ͘͝গͳ͍ͷ ͰૉʹNCISΛద༻Ͱ͖ͳ͍ 29
Pointwise NCIS (PointNCIS) — ΞΫγϣϯʹ͍ͭͯपลԽ͢Δ ͱਖ਼֬ʹٻΊΒΕΔ — ΞΫγϣϯͷ͕ଟ͍ͱܭࢉ͕ߴίετ ! —
ΛαϯϓϦϯάͰٻΊΔ 30
Midzuno-Sen method 1. Λαϯϓϧ 2. Λ ͔Β ͳͷ͕ಘΒΕΔ·Ͱαϯϓϧ 3. Λ
͔Βαϯϓϧ 4. Λฦ͢ ͜͏ͯ͠ಘΒΕΔΛ ͱॻ͘ 31
Pointwise NCIS (PointNCIS) — ͷ͏ͪ ͕ ͷσʔλແࢹͰ͖Δ — ใु͕εύʔεͳ࣌ʹޮతʹܭࢉͰ͖Δ !
32
࣮ݧ — ϓϩϓϥΠΤλϦͷσʔληοτ — 39छɺ߹ܭͰઍԯ݅ͷϩάσʔλ — ΫϦοΫϕʔεͷใु (εύʔε͔ͭࢄେ) — ରCIS,
NCIS, PieceNCIS, PointNCIS ( ) — IS, NISόϦΞϯε͕ߴ͗͢ΔͷͰআ֎ 33
ΦϯϥΠϯʗΦϑϥΠϯABςετͷ૬ؔ 34
ద߹ͱِӄੑ ʮ ͕ ΑΓΑ͍͔Ͳ͏͔ʯͷ2༧ଌͱͯ͠ݟΔ 35
࣮ݧ݁Ռͷ·ͱΊ — CIS૬͕ؔෛ — શମతʹΊͷਪఆ͕ग़͍ͯͨ (Figure 4) — CIS⇒NCISͰେ͖͘վળ —
NCIS⇒PointNCISͰِཅੑ͕͞ΒʹԼ͕Δ — ద߹NCISҎޙͦ͜·ͰΑ͘ͳΒͳ͍ — ࣮ߦʹ͓͍ͯਫ਼ʹ͓͍ͯPointNCIS͕Α͍ 36
Appendix — ͕খ͍͞ͱ ͕ cappingΛ͑Δ͜ͱ — Max cappingͰ ʹͳΔΑ͏ͳ ৽͍͠capping
͕ͱΕΔ (Lemma A.3) 37