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Matrix Factorizations for Recommender Systems
The document discusses the use of matrix factorizations in recommender systems, emphasizing the effectiveness of techniques such as weighted regularized matrix factorization (WRMF) for handling implicit feedback datasets. It highlights the differences between explicit and implicit feedback, the challenges of sparsity, and various approaches to improve recommendation precision, including alternating least squares for optimization. Additionally, it covers practical implementations and considerations for designing effective recommender systems.
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Matrix Factorizations for Recommender Systems
- 1. Matrix Factorizations forRecommender Systems Dmitriy Selivanov selivanov.dmitriy@gmail.com 2017-11-16
- 2. Recommender systems areeverywhere Figure 1:
- 3. Recommender systems areeverywhere Figure 2:
- 4. Recommender systems areeverywhere Figure 3:
- 5. Recommender systems areeverywhere Figure 4:
- 6. Goals Propose “relevant” itemsto customers Retention Exploration Up-sale Personalized offers recommended items for a customer given history of activities (transactions, browsing history, favourites) Similar items substitutions bundles - frequently bought together . . .
- 7. Live demo Dataset -LastFM-360K: 360k users 160k artists 17M observations sparsity - 0.9999999
- 8. Explicit feedback Ratings, likes/dislikes,purchases: cleaner data smaller hard to collect RMSE2 = 1 D u,i∈D (rui − ˆrui )2
- 9. Netflix prize ~ 480kusers, 18k movies, 100m ratings sparsity ~ 90% goal is to reduce RMSE by 10% - from 0.9514 to 0.8563
- 10. Implicit feedback noisy feedback(click, likes, purchases, search, . . . ) much easier to collect wider user/item coverage usually sparsity > 99.9% One-Class Collaborative Filtering observed entries are positive preferences should have high confidence missed entries in matrix are mix of negative preferences and positive preferences consider them as negative with low confidence we cannot really distinguish that user did not click a banner because of a lack of interest or lack of awareness
- 11. Evaluation Recap: we onlycare about how to produce small set of highly relevant items. RMSE is bad metrics - very weak connection to business goals. Only interested about relevance precision of retreived items: space on the screen is limited only order matters - most relevant items should be in top
- 12. Ranking - Meanaverage precision AveragePrecision = n k=1 (P(k)×rel(k)) number of relevant documents ## index relevant precision_at_k ## 1: 1 0 0.0000000 ## 2: 2 0 0.0000000 ## 3: 3 1 0.3333333 ## 4: 4 0 0.2500000 ## 5: 5 0 0.2000000 map@5 = 0.1566667
- 13. Ranking - NormalizedDiscounted Cumulative Gain Intuition is the same as for MAP@K, but also takes into account value of relevance: DCGp = p i=1 2reli − 1 log2(i + 1) nDCGp = DCGp IDCGp IDCGp = |REL| i=1 2reli − 1 log2(i + 1)
- 14. Approaches Content based good forcold start not personalized Collaborative filtering vanilla collaborative fitlering matrix factorizations . . . Hybrid and context aware recommender systems best of two worlds
- 15. Focus today WRMF (WeightedRegularized Matrix Factorization) - Collaborative Filtering for Implicit Feedback Datasets (2008) efficient learning with accelerated approximate Alternating Least Squares inference time Linear-FLow - Practical Linear Models for Large-Scale One-Class Collaborative Filtering (2016) efficient truncated SVD cheap cross-validation with full path regularization
- 16. Matrix Factorizations Users canbe described by small number of latent factors puk Items can be described by small number of latent factors qki
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- 18. Low rank matrixfactorization R = P × Q factors users items factors
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- 20. Truncated SVD Take klargest singular values: X ≈ UkDkV T k - Xk ∈ Rm∗n - Uk, V - columns are orthonormal bases (dot product of any 2 columns is zero, unit norm) - Dk - matrix with singular values on diagonal Truncated SVD is the best rank k approximation of the matrix X in terms of Frobenius norm: ||X − UkDkV T k ||F P = Uk Dk Q = DkV T k
- 21. Issue with truncatedSVD for “explicit” feedback Optimal in terms of Frobenius norm - takes into account zeros in ratings - RMSE = 1 users × items u∈users,i∈items (rui − ˆrui )2 Overfits data Objective = error only in “observed” ratings: RMSE = 1 Observed u,i∈Observed (rui − ˆrui )2
- 22. SVD-like matrix factorizationwith ALS J = u,i∈Observed (rui − pu × qi )2 + λ(||Q2 || + ||P2 ||) Given Q fixed solve for p: min i∈Observed (ri − qi × P)2 + λ u j=1 p2 j Given P fixed solve for q: min u∈Observed (ru − pu × Q)2 + λ i j=1 q2 j Ridge regression: P = (QT Q + λI)−1QT r, Q = (PT P + λI)−1PT r
- 23. “Collaborative Filtering forImplicit Feedback Datasets” WRMF - Weighted Regularized Matrix Factorization “Default” approach Proposed in 2008, but still widely used in industry (even at youtube) several high-quality open-source implementations J = u,i Cui (Pui − XuYi )2 + λ(||X||F + ||Y ||F ) Preferences - binary Pij = 1 if Rij > 0 0 otherwise Confidence - Cui = 1 + f (Rui )
- 24. Alternating Least Squaresfor implicit feedback For fixed Y : dL/dxu = −2 i=item cui (pui − xT u yi )yi + 2λxu = −2 i=item cui (pui − yT i xu)yi + 2λxu = −2Y T Cu p(u) + 2Y T Cu Yxu + 2λxu Setting dL/dxu = 0 for optimal solution gives us (Y T CuY + λI)xu = Y T Cup(u) xu can be obtained by solving system of linear equations: xu = solve(Y T Cu Y + λI, Y T Cu p(u))
- 25. Alternating Least Squaresfor implicit feedback Similarly for fixed X: dL/dyi = −2XT Ci p(i) + 2XT Ci Yyi + 2λyi yi = solve(XT Ci X + λI, XT Ci p(i)) Another optimization: XT Ci X = XT X + XT (Ci − I)X Y T CuY = Y T Y + Y T (Cu − I)Y XT X and Y T Y can be precomputed
- 26. Accelerated Approximate AlternatingLeast Squares yi = solve(XT Ci X + λI, XT Ci p(i)) Iterative methods Conjugate Gradient Coordinate Descend Fixed number of steps of (usually 3-4 is enough):
- 27. Inference time How tomake recommendations for new users? There are no user embeddings since users are not in original matrix!
- 28. Inference time Make onestep on ALS with fixed item embeddings matrix => get new user embeddings: given Y fixed, Cnew - new user-item interactions confidence xunew = solve(Y T Cunew Y + λI, Y T Cunew p(unew )) scores = Xnew Y T
- 29. WRMF Implementations python implicit- implemets Conjugate Gradient. With GPU support recently! R reco - implemets Conjugate Gradient Spark ALS Quora qmf Google tensorflow *titles are clickable
- 30. Linear-Flow Idea is tolearn item-item similarity matrix W from the data. First min J = ||X − XWk||F + λ||Wk||F With constraint: rank(W ) ≤ k
- 31. Linear-Flow observations 1. WhithoutL2 regularization optimal solution is Wk = QkQT k where SVDk(X) = PkΣkQT k 2. Whithout rank(W ) ≤ k optimal solution is just solution for ridge regression: W = (XT X + λI)−1XT X - infeasible.
- 32. Linear-Flow reparametrization SVDk(X) =PkΣkQT k Let W = QkY : argmin(Y ) : ||X − XQkY ||F + λ||QkY ||F Motivation λ = 0 => W = QkQT k and also soliton for current problem Y = QT k
- 33. Linear-Flow closed-form solution Noticethat if Qk orthogogal then ||QkY ||F = ||Y ||F Solve ||X − XQkY ||F + λ||Y ||F Simple ridge regression with close form solution Y = (QT k XT XQk + λI)−1 QT k XT X Very cheap inversion of the matrix of rank k!
- 34. Linear-Flow hassle-free cross-validation Y= (QT k XT XQk + λI)−1 QT k XT X How to find lamda with cross-validation? pre-compute Z = QT k XT X so Y = (ZQk + λI)−1Z - pre-compute ZQk notice that value of lambda affects only diagonal of ZQk generate sequence of lambda (say of length 50) based on min/max diagonal values solving 50 rigde regression of a small rank is super-fast
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- 36. Suggestions start simple -SVD, WRMF design proper cross-validation - both objective and data split think about how to incorporate business logic (for example how to exclude something) use single machine implementations think about inference time don’t waste time with libraries/articles/blogposts wich demonstrate MF with dense matrices
- 37.