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Differentiating Regularization Weights - A Simple Mechanism to Alleviate Cold Start in Recommender Systems

机译:区分正则化权重-缓解推荐系统中冷启动的简单机制

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Matrix factorization (ME) and its extended methodologies have been studied extensively in the community of recommender systems in the last decade. Essentially, MF attempts to search for low-ranked matrices that can (1) best approximate the known rating scores, and (2) maintain low Frobenius norm for the low-ranked matrices to prevent overfitting. Since the two objectives conflict with each other, the common practice is to assign the relative importance weights as the hyper-parameters to these objectives. The two low-ranked matrices returned by MF are often interpreted as the latent factors of a user and the latent factors of an item that would affect the rating of the user on the item. As a result, it is typical that, in the loss function, we assign a regularization weight lambda(p) on the norms of the latent factors for all users, and another regularization weight lambda(q) on the norms of the latent factors for all the items. We argue that such a methodology probably over-simplifies the scenario. Alternatively, we probably should assign lower constraints to the latent factors associated with the items or users that reveal more information, and set higher constraints to the others. In this article, we systematically study this topic. We found that such a simple technique can improve the prediction results of the MF-based approaches based on several public datasets. Specifically, we applied the proposed methodology on three baseline models - SVD, SVD++, and the NMF models. We found that this technique improves the prediction accuracy for all these baseline models. Perhaps more importantly, this technique better predicts the ratings on the long-tail items, i.e., the items that were rated/viewed/purchased by few users. This suggests that this approach may partially remedy the cold-start issue. The proposed method is very general and can be easily applied on various recommendation models, such as Factorization Machines, Field-aware Factorization Machines, Factorizing Personalized Markov Chains, Prod2Vec, Behavior2Vec, and so on. We release the code for reproducibility. We implemented a Python package that integrates the proposed regularization technique with the SVD, SVD++, and the NMF model. The package can be accessed at https://github.comcti-dart/rdf.
机译:在过去的十年中,在推荐器系统社区中对矩阵分解(ME)及其扩展方法进行了广泛的研究。本质上,MF尝试搜索可以使(1)最好地近似已知评级分数的低排名矩阵,以及(2)为低排名矩阵保持低Frobenius范数以防止过度拟合。由于两个目标相互冲突,因此通常的做法是将相对重要性权重分配为这些目标的超参数。 MF返回的两个排名较低的矩阵通常被解释为用户的潜在因素和可能影响用户对项目评分的项目的潜在因素。因此,通常,在损失函数中,我们为所有用户的潜在因子范数分配一个正则化权重lambda(p),并为所有用户的潜在因子范数分配另一个正则化权重lambda(q)。所有项目。我们认为,这种方法可能会简化方案。或者,我们可能应该为与显示更多信息的项目或用户相关的潜在因素分配较低的约束,而对其他潜在因素设置较高的约束。在本文中,我们系统地研究了这个主题。我们发现,这种简单的技术可以改善基于几个公共数据集的基于MF的方法的预测结果。具体来说,我们将建议的方法应用于三个基线模型-SVD,SVD ++和NMF模型。我们发现该技术提高了所有这些基线模型的预测准确性。也许更重要的是,该技术可以更好地预测长尾物品的评分,即很少用户对其进行评分/观看/购买的物品。这表明该方法可以部分补救冷启动问题。所提出的方法非常通用,可以轻松地应用于各种推荐模型,例如分解机,现场感知分解机,个性化马尔可夫链分解,Prod2Vec,Behavior2Vec等。我们发布代码以提高可重复性。我们实现了一个Python包,该包将建议的正则化技术与SVD,SVD ++和NMF模型集成在一起。可以从https://github.comcti-dart/rdf访问该软件包。

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