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  • 1. Collaborative Filtering CS294 Practical Machine Learning Week 14 Pat Flaherty [email_address]
  • 2. Amazon.com Book Recommendations
    • If amazon.com doesn’t know me, then I get generic recommendations
    • As I make purchases, click items, rate items and make lists my recommendations get “better”
  • 3. Google PageRank
    • Collaborative filtering
      • similar users like similar things
    • PageRank
      • similar web pages link to one another
      • respond to a query with “relevant” web sites
    • Generic PageRank algorithm does not take into account user preference
    • extensions & alternatives can use search history and user data to improve recommendations
    http://en.wikipedia.org/wiki/PageRank
  • 4. Netflix Movie Recommendation http://www.netflixprize.com/ “ The Netflix Prize seeks to substantially improve the accuracy of predictions about how much someone is going to love a movie based on their movie preferences.”
  • 5. Collaborative filtering
    • Look for users who share the same rating patterns with the query user
    • Use the ratings from those like-minded users to calculate a prediction for the query user
    • Build an item-item matrix determining relationships between pairs of items
    • Using the matrix, and the data on the current user, infer his/her taste
    http://en.wikipedia.org/wiki/Collaborative_filtering User-centric Item-centric Collaborative filtering : filter information based on user preference Information filtering : filter information based on content
  • 6. Data Structures
    • users are described by their preference for items
    • items are described by the users that prefer them
    • meta information
      • user={age, gender, zip code}
      • item={artist, genre, drector}
    sparse rating / co-occurance matrix user 1
  • 7. Today we’ll talk about…
    • Classification/Regression
      • Nearest Neighbors
      • Naïve Bayes
    • Dimensionality Reduction
      • Singular Value Decomposition
      • Factor Analysis
    • Probabilistic Model
      • Mixture of Multinomials
      • Aspect Model
      • Hierarchical Probabilistic Models
    Classification Each item y=1,…,M gets its own classifier. Some users will not have recorded a rating for item y - discard those users from the training set when learning the classier for item y.
  • 8. Nearest Neighbors
    • Compute distance between all other users and query user
    • aggregate ratings from K nearest neighbors to predict query user’s rating
      • real valued rating: mean
      • ordinal valued rating: majority vote
  • 9. Weighted kNN Estimation
    • Suppose we want to use information from all users who have rated item y, not just the nearest K neighbors
    • w qi  {0,1}  kNN
    • w qi  [0,  )  weighted KNN
    Majority Vote Weighted Mean
  • 10. kNN Similarity Metrics
    • Weights are only computed on common items between query and data set users
    • Some users may not have rated items that the query user has rated
    • so, make the weight vector the correlation between q and u
    for each user w qu = correlation between query user and each data set user (u) end for sort weights vector for each item end for
  • 11. kNN Complexity
    • Must keep the rating profiles for all users in memory at prediction time
    • Each item comparison between query user and user i takes O(M) time
    • Each query user comparison to dataset user takes O(N) or if using kNN takes O(NlogN) time to find K
    • We need O(MN) time to compute rating predictions
  • 12. Data set size examples
    • MovieLens database
      • 100k dataset = 1682 movies & 943 users
      • 1mn dataset = 3900 movies & 6040 users
    • Book crossings dataset
      • after a 4 week long webcrawl
      • 278,858 users & 271,378 books
    • KDtrees & sparse matrix data structures can be used to improve efficiency
  • 13. Naïve Bayes Classifier
    • One classifier for each item – y.
    • Main assumption
      • r i is independent of r j given class C, i ≠j
      • each user’s rating of each item is independent
    • prior
    • likelihood
    r 1 r M r y
  • 14. Naïve Bayes Algorithm
    • Train classifier with all users who have rated item y
    • Use counts to estimate prior and likelihood
  • 15. Classification Summary
    • Nonparametric methods
      • can be fast with appropriate data structures
      • correlations must be computed at prediction time
      • memory intensive
      • kNN is most popular collaborative filtering method
    • Parametric methods
      • Naïve Bayes
      • require less data than nonparametric methods
      • makes more assumptions about the structure of the data
  • 16. Today we’ll talk about…
    • Classification/Regression
      • Nearest Neighbors
      • Naïve Bayes
    • Dimensionality Reduction
      • Singular Value Decomposition
      • Factor Analysis
    • Probabilistic Models
      • Mixture of Multinomials
      • Aspect Model
      • Hierarchical Probabilistic Models
  • 17. Singular Value Decomposition
    • Decompose ratings matrix, R, into coefficients matrix U  and factors matrix V such that is minimized.
    • U = eigenvectors of RR T (NxN)
    • V = eigenvectors of R T R (MxM)
    •  = diag(  1 ,…,  M ) eigenvalues of RR T
  • 18. Weighted SVD
    • Binary weights
      • w ij = 1 means element is observed
      • w ij = 0 means element is missing
    • Positive weights
      • weights are inversely proportional to noise variance
      • allow for sampling density e.g. elements are actually sample averages from counties or districts
    Srebro & Jaakkola Weighted Low-Rank Approximations ICML2003
  • 19. SVD with Missing Values
    • E step fills in missing values of ranking matrix with the low-rank approximation matrix
    • M step computes best approximation matrix in Frobenius norm
    • Local minima exist for weighted SVD
    • Heuristic: decrease K, then hold fixed
  • 20. PageRank
    • View the web as a directed graph
    • Solve for the eigenvector with  =1 for the link matrix
    word id  web page list
  • 21. PageRank Eigenvector
    • Initialize r(P) to 1/n and iterate
    • Or solve an eigenvector problem
    Link analysis, eigenvectors & stability http://ai.stanford.edu/~ang/papers/ijcai01-linkanalysis.pdf
  • 22. Convergence
    • If P is stochastic
      • all rows sum to 1
      • non reducible (can’t get stuck), non periodic
    • Then
      • the dominant eigenvalue is 1
      • the left eigenvector is the stationary distribution of the Markov chain
    • Intuitively, PageRank is the long-run proportion of time spent at that site by a web user randomly clicking links
  • 23. User preference
    • If the web matrix is not irredicuble (a node has no outgoing links) it must be fixed
      • replace each row of all zeros with
      • add a perturbation matrix for “jumps”
    • Add a “personalization” vector
    • So with some probability  users can jump according to a randomly chosen page with distribution v
  • 24. PCA & Factor Analysis
    • Factor analysis needs an EM algorithm to work
    • EM algorithm can be slow for very large data sets
    • Probabilistic PCA:  =  2 I M
    • r = observed data vector in R M
    • Z = latent space R K
    •  = MxK factor loading matrix
    • model: X =  z +  + 
    Z r     M =3 K =2 r 1 r 3 r 2 z 1 z 2 N
  • 25. Matrix methods
    • in general: recommendation does not depend on the particular item under consideration – only the similarity between query and dataset users
    • one person may be a reliable recommender for another person with respect to a subset of items , but not necessarily for all possible items
    Thomas Hofmann. Learning What People (Don't) Want. In Proceedings of the European Conference on Machine Learning (ECML), 2001.
  • 26. Dimensionality Reduction Summary
    • Singular Value Decomposition
      • requires one or more eigenvectors (one is fast, more is slow)
      • Weighted SVD
        • handles rating confidence measures
        • handles missing data
      • PageRank
        • only need to solve a maximum eigenvector problem (iteration)
        • “ user” preferences incorporated into Markov chain matrix for the web
    • Factor Analysis
      • extends Principle components analysis with a rating noise term
  • 27. Today we’ll talk about…
    • Classification/Regression
      • each item gets its own classifier
      • Nearest Neighbors, Naïve Bayes
    • Dimensionality Reduction
      • Singular Value Decomposition
      • Factor Analysis
    • Probabilistic Model
      • Mixture of Multinomials
      • Aspect Model
      • Hierarchical Probabilistic Models
  • 28. Probabilistic Models
    • Nearest Neighbors, SVD, PCA & Factor analysis operate on one matrix of data
    • What if we have meta data on users or items?
    • Mixture of Multinomials
    • Aspect Model
    • Hierarchical Models
  • 29. Mixture of Multinomials
    • Each user selects their “type” from P(Z|  )= 
    • User selects their rating for each item from P(r|Z=k) =  k , where  k is the probability the user likes the item.
    • User cannot have more than one type.
    Z r  M N 
  • 30. Aspect Model
    • P(Z|U=u)=  u
    • P(r|Z=k,Y=y)=  zk
    • We have to specify a distribution over types for each user.
    • Number of model parameters grows with number of users  Can’t do prediction.
    Z r  M N U Y  Thomas Hofmann. Learning What People (Don't) Want. In Proceedings of the European Conference on Machine Learning (ECML), 2001.
  • 31. Hierarchical Models
    • Meta data can be represented by additional random variables and connected to the model with prior & conditional probability distributions.
    • Each user gets a distribution over groups,  u
    • For each item, choose a group (Z=k), then choose a rating from that distribution Pr(r=v|Z=k)=  k
    • Users can have more than one type (admixture).
    Z r  M N  
  • 32. Cross Validation
    • Before deploying a collaborative filtering algorithm we must make sure that it does well on new data
    • Many machine learning methods fail at this stage
      • real users change their behavior
      • real data is not as nice as curated data sets
  • 33. Support Vector Machine
    • SVM is current state of the art classification algorithm
    • We conclude that the quality of collaborative filtering recommendations is highly dependent on the quality of the data . Furthermore, we can see that kNN is dominant over SVM on the two standard datasets. On the real-life corporate dataset with high level of sparsity, kNN fails as it is unable to form reliable neighborhoods. In this case SVM outperforms kNN.
    http://db.cs.ualberta.ca/webkdd05/proc/paper25-mladenic.pdf
  • 34. Data Quality
    • If the accuracy of the algorithm depends on the quality of the data we need to look at how to select a good data set.
    • Topic for next week…
    • Active Learning, Sampling, Classical Experiment Design, Optimal Experiment Design, Sequential Experiment Design
  • 35. Summary
    • Non-parametric methods
      • classification + memory-based
        • kNN, weighted kNN
      • dimensionality reduction
        • SVD, weighted SVD
    • Parametric Methods
      • classification + not memory-based
        • naïve bayes
      • dimensionality reduction
        • factor analysis
    • Probabilistic Models
      • multinomial model
      • aspect model
      • hierarchical models
    • Cross-validation
    cost: computation & memory most popular no meta-data cost: computation popular missing data ok cost: computation offline many assumptions missing data ok cost: computation offline less assumptions missing data ok cost: computation offline some assumptions missing data ok can include meta-data
  • 36. Boosting Methods
    • Many simple methods can be combined to produce an accurate method with good generality
  • 37. Clustering Methods
    • Each user is an M-dimensional vector of item ratings
    • Group users together
    • Pros
      • only need to modify N terms in distance matrix
    • Cons
      • regroup each time data set changes
    week 6 clustering lecture