Exact and efficient top-K inference for multi-target prediction by querying separable linear relational models

Many complex multi-target prediction problems that concern large target spaces are characterised by a need for efficient prediction strategies that avoid the computation of predictions for all targets explicitly. Examples of such problems emerge in several subfields of machine learning, such as collaborative filtering, multi-label classification, dyadic prediction and biological network inference. In this article we analyse efficient and exact algorithms for computing the top-$K$ predictions in the above problem settings, using a general class of models that we refer to as separable linear relational models. We show how to use those inference algorithms, which are modifications of well-known information retrieval methods, in a variety of machine learning settings. Furthermore, we study the possibility of scoring items incompletely, while still retaining an exact top-K retrieval. Experimental results in several application domains reveal that the so-called threshold algorithm is very scalable, performing often many orders of magnitude more efficiently than the naive approach

A Probabilistic Approach for Item Based Collaborative Filtering

In this era, it is essential to know the customer’s necessity before they know it themselves. The Recommendation system is a sub-class of machine learning which deals with the user data to offer relevant content or product to the user based on their taste. This paper aims to develop an integrated recommendation system using statistical theory and methods. Therefore, the conventional Item Based Collaborative filtering integrated the probabilistic approach and the pseudo-probabilistic approach is proposed to update the k-NN approach. Here we synthesize the data using the Monte-Carlo approach with the binomial and the multinomial distribution. Then we examine the performance of the proposed methodologies on the synthetic data using the RMSE calculation

Long-tail Augmented Graph Contrastive Learning for Recommendation

Graph Convolutional Networks (GCNs) has demonstrated promising results for recommender systems, as they can effectively leverage high-order relationship. However, these methods usually encounter data sparsity issue in real-world scenarios. To address this issue, GCN-based recommendation methods employ contrastive learning to introduce self-supervised signals. Despite their effectiveness, these methods lack consideration of the significant degree disparity between head and tail nodes. This can lead to non-uniform representation distribution, which is a crucial factor for the performance of contrastive learning methods. To tackle the above issue, we propose a novel Long-tail Augmented Graph Contrastive Learning (LAGCL) method for recommendation. Specifically, we introduce a learnable long-tail augmentation approach to enhance tail nodes by supplementing predicted neighbor information, and generate contrastive views based on the resulting augmented graph. To make the data augmentation schema learnable, we design an auto drop module to generate pseudo-tail nodes from head nodes and a knowledge transfer module to reconstruct the head nodes from pseudo-tail nodes. Additionally, we employ generative adversarial networks to ensure that the distribution of the generated tail/head nodes matches that of the original tail/head nodes. Extensive experiments conducted on three benchmark datasets demonstrate the significant improvement in performance of our model over the state-of-the-arts. Further analyses demonstrate the uniformity of learned representations and the superiority of LAGCL on long-tail performance. Code is publicly available at https://github.com/im0qianqian/LAGCLComment: 17 pages, 6 figures, accepted by ECML/PKDD 2023 (European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases

Enhancing new user cold-start based on decision trees active learning by using past warm-users predictions

The cold-start is the situation in which the recommender system has no or not enough information about the (new) users/items, i.e. their ratings/feedback; hence, the recommendations are not accurate. Active learning techniques for recommender systems propose to interact with new users by asking them to rate sequentially a few items while the system tries to detect her preferences. This bootstraps recommender systems and alleviate the new user cold-start. Compared to current state of the art, the presented approach takes into account the users' ratings predictions in addition to the available users' ratings. The experimentation shows that our approach achieves better performance in terms of precision and limits the number of questions asked to the users

Exploiting past users’ interests and predictions in an active learning method for dealing with cold start in recommender systems

This paper focuses on the new users cold-start issue in the context of recommender systems. New users who do not receive pertinent recommendations may abandon the system. In order to cope with this issue, we use active learning techniques. These methods engage the new users to interact with the system by presenting them with a questionnaire that aims to understand their preferences to the related items. In this paper, we propose an active learning technique that exploits past users’ interests and past users’ predictions in order to identify the best questions to ask. Our technique achieves a better performance in terms of precision (RMSE), which leads to learn the users’ preferences in less questions. The experimentations were carried out in a small and public dataset to prove the applicability for handling cold start issues

SelfCF: A Simple Framework for Self-supervised Collaborative Filtering

Collaborative filtering (CF) is widely used to learn an informative latent representation of a user or item from observed interactions. Existing CF-based methods commonly adopt negative sampling to discriminate different items. That is, observed user-item pairs are treated as positive instances; unobserved pairs are considered as negative instances and are sampled under a defined distribution for training. Training with negative sampling on large datasets is computationally expensive. Further, negative items should be carefully sampled under the defined distribution, in order to avoid selecting an observed positive item in the training dataset. Unavoidably, some negative items sampled from the training dataset could be positive in the test set. Recently, self-supervised learning (SSL) has emerged as a powerful tool to learn a model without negative samples. In this paper, we propose a self-supervised collaborative filtering framework (SelfCF), that is specially designed for recommender scenario with implicit feedback. The main idea of SelfCF is to augment the output embeddings generated by backbone networks, because it is infeasible to augment raw input of user/item ids. We propose and study three output perturbation techniques that can be applied to different types of backbone networks including both traditional CF models and graph-based models. By encapsulating two popular recommendation models into the framework, our experiments on three datasets show that the best performance of our framework is comparable or better than the supervised counterpart. We also show that SelfCF can boost up the performance by up to 8.93\% on average, compared with another self-supervised framework as the baseline. Source codes are available at: https://github.com/enoche/SelfCF

Data augmentation for recommender system: A semi-supervised approach using maximum margin matrix factorization

Collaborative filtering (CF) has become a popular method for developing recommender systems (RS) where ratings of a user for new items is predicted based on her past preferences and available preference information of other users. Despite the popularity of CF-based methods, their performance is often greatly limited by the sparsity of observed entries. In this study, we explore the data augmentation and refinement aspects of Maximum Margin Matrix Factorization (MMMF), a widely accepted CF technique for the rating predictions, which have not been investigated before. We exploit the inherent characteristics of CF algorithms to assess the confidence level of individual ratings and propose a semi-supervised approach for rating augmentation based on self-training. We hypothesize that any CF algorithm's predictions with low confidence are due to some deficiency in the training data and hence, the performance of the algorithm can be improved by adopting a systematic data augmentation strategy. We iteratively use some of the ratings predicted with high confidence to augment the training data and remove low-confidence entries through a refinement process. By repeating this process, the system learns to improve prediction accuracy. Our method is experimentally evaluated on several state-of-the-art CF algorithms and leads to informative rating augmentation, improving the performance of the baseline approaches.Comment: 20 page