Incremental Factorization Machines for
Persistently Cold-starting
Online Item Recommendation
Takuya Kitazawa
Graduate School of Information Science and Technology, The University of Tokyo
RecProfile 2016
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Incremental Factorization Machines for
(1) Persistently Cold-starting,
(2) Online Item Recommendation
as new
baseline method
Factorization Machines
context-aware
recommender
Incremental MF
online item recommender
optimized by SGD
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Continuously recommend ”new” items to ”unforeseen” users
Poor recommendation accuracy !
Yahoo! Labs — online ad [M. Aharon et al. RecSys 2013]
Booking.com — hotel reservation [L. Bernardi et al. CBRecSys 2015]
Rakuten — golf package reservation [R. Swezey and Y. Chung. CIKM 2015]
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Challenge I: Persistent cold-start in e-commerce
users’ rare activity changing persona
short-lived items changing prices
For
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Factorization Machines (FMs; general predictor) for
context-aware recommendation
global bias
linear
interaction
[S. Rendle. ACM TIST, 3(3), 2012.] (Fig. 1)
MF
FMs
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For
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Factorization Machines (FMs; general predictor) for
context-aware recommendation
global bias
linear
interaction
[S. Rendle. ACM TIST, 3(3), 2012.] (Fig. 1)
MF
FMs
Persistent cold-start can be seen as:
concept drift
online algorithms are more effective
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Challenge II: Online item recommendation
Incrementally update model based on user-item interactions
(e.g. click, buy, book; not explicit rating)
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Classical static baseline:
Matrix Factorization (MF) for item recommendation
https://en.wikipedia.org/wiki/Collaborative_filtering
R ≈ P
users
QT
items
×
1 1 1
1
1
1
1 1
1
0
0 0
0
0 0
0
0
0
0
0
1.0 least-squared loss for binary output
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Incremental Matrix Factorization (iMF) for
online item recommendation
iMF
S can be data stream
update (user ID)
update (item ID)
for each observation
Where are auxiliary features?
[J. Vinagre et al. UMAP 2014]
SGD update
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Overview
FMs (context-aware
recommender)
iMF (online item
recommender)
Incremental FMs (iFMs)
(context-aware online
item recommender)
optimized by SGD
as generic framework
(i.e. baseline)
classical online baseline
modern context-aware baseline
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Using FMs to item recommendation
Solve MF with unique target value
[J. Vinagre et al. In Proc. of UMAP 2014, pp. 459–470.]
Solve FM as regression (least-square loss) with y = 1.0
1.0
For
1.0
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Generalizing iMF to incremental FMs (iFMs)
SGD update for FMs
O( #non-zero in x × k )
S is data stream
for each observation
SGD update for MF
update (user information)
update (item information)
update
update
update
SGD update
SGD update
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Incremental adaptive regularization
FMs have many hyperparameters:
Adaptive regularization [S. Rendle. In Proc. of WSDM 2012, pp. 133-142.]
Incremental adaptive regularization
(“pseudo validation sample” idea)
outdated
immediately
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Evaluation of online item recommender:
Test-then-learn procedure
0) pre-train with initial 20% of samples
[J. Vinagre, et al. In Proc. of REDD 2014.]
Evaluation of Recommender Systems in Streaming Environments,
(u1
, i1
) ɾɾɾ
timestamped n-samples for evaluation
ɾɾɾ (uk
, ik
) (uk+3
, ik+3
)
For sample (u, i)
1) top-N recommendation for u
2) check if i is in top-N list
3) compute recall@N in
4) update model based on (u, i)
(un
, in
)
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Experiment: Synthetic click (2/2)
iFMs show higher adaptivity for changes
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Overall results (5 times w/ different initial params.)
Trade-off : efficiency vs context-awareness
FMs are: slower better
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Summary
■ Key features:
positive-only feedback
incremental adaptive regularization
■ Use your appropriate competitor:
FMs (context-aware
recommender)
iMF (online item
recommender)
Incremental FMs (iFMs)
(context-aware online
item recommender)
ID-only Feature-based
Static MF FMs
Online iMF iFMs
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Future work
▶ More competitors/datasets (time-stamped, rich in contexts)
▶ Other approaches for positive-only feedback (e.g. BPR)
[J. Vinagre, et al. In Proc. of UMAP 2014.]
(Fig. 1)
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Incremental Factorization Machines for
Persistently Cold-starting
Online Item Recommendation
Takuya Kitazawa
Graduate School of Information Science and Technology, The University of Tokyo
RecProfile 2016
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500k impressions ▶ rule change ▶ 500k impressions
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[M. Aharon et al.,
RecSys2013] (Table 1)
⾢ most clicked ad rule
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New feature insertion
e.g. insert new user’s dimension