A Collective Variational Autoencoder for Top-NN Recommendation with Side Information

Recommender systems have been studied extensively due to their practical use in many real-world scenarios. Despite this, generating effective recommendations with sparse user ratings remains a challenge. Side information associated with items has been widely utilized to address rating sparsity. Existing recommendation models that use side information are linear and, hence, have restricted expressiveness. Deep learning has been used to capture non-linearities by learning deep item representations from side information but as side information is high-dimensional existing deep models tend to have large input dimensionality, which dominates their overall size. This makes them difficult to train, especially with small numbers of inputs. Rather than learning item representations, which is problematic with high-dimensional side information, in this paper, we propose to learn feature representation through deep learning from side information. Learning feature representations, on the other hand, ensures a sufficient number of inputs to train a deep network. To achieve this, we propose to simultaneously recover user ratings and side information, by using a Variational Autoencoder (VAE). Specifically, user ratings and side information are encoded and decoded collectively through the same inference network and generation network. This is possible as both user ratings and side information are data associated with items. To account for the heterogeneity of user rating and side information, the final layer of the generation network follows different distributions depending on the type of information. The proposed model is easy to implement and efficient to optimize and is shown to outperform state-of-the-art top-$N$ recommendation methods that use side information.Comment: 7 pages, 3 figures, DLRS workshop 201

Recurrent Latent Variable Networks for Session-Based Recommendation

In this work, we attempt to ameliorate the impact of data sparsity in the context of session-based recommendation. Specifically, we seek to devise a machine learning mechanism capable of extracting subtle and complex underlying temporal dynamics in the observed session data, so as to inform the recommendation algorithm. To this end, we improve upon systems that utilize deep learning techniques with recurrently connected units; we do so by adopting concepts from the field of Bayesian statistics, namely variational inference. Our proposed approach consists in treating the network recurrent units as stochastic latent variables with a prior distribution imposed over them. On this basis, we proceed to infer corresponding posteriors; these can be used for prediction and recommendation generation, in a way that accounts for the uncertainty in the available sparse training data. To allow for our approach to easily scale to large real-world datasets, we perform inference under an approximate amortized variational inference (AVI) setup, whereby the learned posteriors are parameterized via (conventional) neural networks. We perform an extensive experimental evaluation of our approach using challenging benchmark datasets, and illustrate its superiority over existing state-of-the-art techniques