33 research outputs found
Predicting Sparse Clients' Actions with CPOPT-Net in the Banking Environment
The digital revolution of the banking system with evolving European
regulations have pushed the major banking actors to innovate by a newly use of
their clients' digital information. Given highly sparse client activities, we
propose CPOPT-Net, an algorithm that combines the CP canonical tensor
decomposition, a multidimensional matrix decomposition that factorizes a tensor
as the sum of rank-one tensors, and neural networks. CPOPT-Net removes
efficiently sparse information with a gradient-based resolution while relying
on neural networks for time series predictions. Our experiments show that
CPOPT-Net is capable to perform accurate predictions of the clients' actions in
the context of personalized recommendation. CPOPT-Net is the first algorithm to
use non-linear conjugate gradient tensor resolution with neural networks to
propose predictions of financial activities on a public data set
Link Prediction via Generalized Coupled Tensor Factorisation
This study deals with the missing link prediction problem: the problem of
predicting the existence of missing connections between entities of interest.
We address link prediction using coupled analysis of relational datasets
represented as heterogeneous data, i.e., datasets in the form of matrices and
higher-order tensors. We propose to use an approach based on probabilistic
interpretation of tensor factorisation models, i.e., Generalised Coupled Tensor
Factorisation, which can simultaneously fit a large class of tensor models to
higher-order tensors/matrices with com- mon latent factors using different loss
functions. Numerical experiments demonstrate that joint analysis of data from
multiple sources via coupled factorisation improves the link prediction
performance and the selection of right loss function and tensor model is
crucial for accurately predicting missing links
Weighted Random Walk Sampling for Multi-Relational Recommendation
In the information overloaded web, personalized recommender systems are
essential tools to help users find most relevant information. The most
heavily-used recommendation frameworks assume user interactions that are
characterized by a single relation. However, for many tasks, such as
recommendation in social networks, user-item interactions must be modeled as a
complex network of multiple relations, not only a single relation. Recently
research on multi-relational factorization and hybrid recommender models has
shown that using extended meta-paths to capture additional information about
both users and items in the network can enhance the accuracy of recommendations
in such networks. Most of this work is focused on unweighted heterogeneous
networks, and to apply these techniques, weighted relations must be simplified
into binary ones. However, information associated with weighted edges, such as
user ratings, which may be crucial for recommendation, are lost in such
binarization. In this paper, we explore a random walk sampling method in which
the frequency of edge sampling is a function of edge weight, and apply this
generate extended meta-paths in weighted heterogeneous networks. With this
sampling technique, we demonstrate improved performance on multiple data sets
both in terms of recommendation accuracy and model generation efficiency