Online Machine Learning in Big Data Streams

The area of online machine learning in big data streams covers algorithms that are (1) distributed and (2) work from data streams with only a limited possibility to store past data. The first requirement mostly concerns software architectures and efficient algorithms. The second one also imposes nontrivial theoretical restrictions on the modeling methods: In the data stream model, older data is no longer available to revise earlier suboptimal modeling decisions as the fresh data arrives. In this article, we provide an overview of distributed software architectures and libraries as well as machine learning models for online learning. We highlight the most important ideas for classification, regression, recommendation, and unsupervised modeling from streaming data, and we show how they are implemented in various distributed data stream processing systems. This article is a reference material and not a survey. We do not attempt to be comprehensive in describing all existing methods and solutions; rather, we give pointers to the most important resources in the field. All related sub-fields, online algorithms, online learning, and distributed data processing are hugely dominant in current research and development with conceptually new research results and software components emerging at the time of writing. In this article, we refer to several survey results, both for distributed data processing and for online machine learning. Compared to past surveys, our article is different because we discuss recommender systems in extended detail

RELEAF: An Algorithm for Learning and Exploiting Relevance

Recommender systems, medical diagnosis, network security, etc., require on-going learning and decision-making in real time. These -- and many others -- represent perfect examples of the opportunities and difficulties presented by Big Data: the available information often arrives from a variety of sources and has diverse features so that learning from all the sources may be valuable but integrating what is learned is subject to the curse of dimensionality. This paper develops and analyzes algorithms that allow efficient learning and decision-making while avoiding the curse of dimensionality. We formalize the information available to the learner/decision-maker at a particular time as a context vector which the learner should consider when taking actions. In general the context vector is very high dimensional, but in many settings, the most relevant information is embedded into only a few relevant dimensions. If these relevant dimensions were known in advance, the problem would be simple -- but they are not. Moreover, the relevant dimensions may be different for different actions. Our algorithm learns the relevant dimensions for each action, and makes decisions based in what it has learned. Formally, we build on the structure of a contextual multi-armed bandit by adding and exploiting a relevance relation. We prove a general regret bound for our algorithm whose time order depends only on the maximum number of relevant dimensions among all the actions, which in the special case where the relevance relation is single-valued (a function), reduces to $\tilde{O}(T^{2(\sqrt{2}-1)})$; in the absence of a relevance relation, the best known contextual bandit algorithms achieve regret $\tilde{O}(T^{(D+1)/(D+2)})$, where $D$ is the full dimension of the context vector.Comment: to appear in IEEE Journal of Selected Topics in Signal Processing, 201

Locally Non-linear Embeddings for Extreme Multi-label Learning

The objective in extreme multi-label learning is to train a classifier that can automatically tag a novel data point with the most relevant subset of labels from an extremely large label set. Embedding based approaches make training and prediction tractable by assuming that the training label matrix is low-rank and hence the effective number of labels can be reduced by projecting the high dimensional label vectors onto a low dimensional linear subspace. Still, leading embedding approaches have been unable to deliver high prediction accuracies or scale to large problems as the low rank assumption is violated in most real world applications. This paper develops the X-One classifier to address both limitations. The main technical contribution in X-One is a formulation for learning a small ensemble of local distance preserving embeddings which can accurately predict infrequently occurring (tail) labels. This allows X-One to break free of the traditional low-rank assumption and boost classification accuracy by learning embeddings which preserve pairwise distances between only the nearest label vectors. We conducted extensive experiments on several real-world as well as benchmark data sets and compared our method against state-of-the-art methods for extreme multi-label classification. Experiments reveal that X-One can make significantly more accurate predictions then the state-of-the-art methods including both embeddings (by as much as 35%) as well as trees (by as much as 6%). X-One can also scale efficiently to data sets with a million labels which are beyond the pale of leading embedding methods

Multi-Level Network Embedding with Boosted Low-Rank Matrix Approximation

As opposed to manual feature engineering which is tedious and difficult to scale, network representation learning has attracted a surge of research interests as it automates the process of feature learning on graphs. The learned low-dimensional node vector representation is generalizable and eases the knowledge discovery process on graphs by enabling various off-the-shelf machine learning tools to be directly applied. Recent research has shown that the past decade of network embedding approaches either explicitly factorize a carefully designed matrix to obtain the low-dimensional node vector representation or are closely related to implicit matrix factorization, with the fundamental assumption that the factorized node connectivity matrix is low-rank. Nonetheless, the global low-rank assumption does not necessarily hold especially when the factorized matrix encodes complex node interactions, and the resultant single low-rank embedding matrix is insufficient to capture all the observed connectivity patterns. In this regard, we propose a novel multi-level network embedding framework BoostNE, which can learn multiple network embedding representations of different granularity from coarse to fine without imposing the prevalent global low-rank assumption. The proposed BoostNE method is also in line with the successful gradient boosting method in ensemble learning as multiple weak embeddings lead to a stronger and more effective one. We assess the effectiveness of the proposed BoostNE framework by comparing it with existing state-of-the-art network embedding methods on various datasets, and the experimental results corroborate the superiority of the proposed BoostNE network embedding framework

Constrained Multi-Slot Optimization for Ranking Recommendations

Ranking items to be recommended to users is one of the main problems in large scale social media applications. This problem can be set up as a multi-objective optimization problem to allow for trading off multiple, potentially conflicting objectives (that are driven by those items) against each other. Most previous approaches to this problem optimize for a single slot without considering the interaction effect of these items on one another. In this paper, we develop a constrained multi-slot optimization formulation, which allows for modeling interactions among the items on the different slots. We characterize the solution in terms of problem parameters and identify conditions under which an efficient solution is possible. The problem formulation results in a quadratically constrained quadratic program (QCQP). We provide an algorithm that gives us an efficient solution by relaxing the constraints of the QCQP minimally. Through simulated experiments, we show the benefits of modeling interactions in a multi-slot ranking context, and the speed and accuracy of our QCQP approximate solver against other state of the art methods.Comment: 12 Pages, 6 figure

Low-rank Tensor Bandits

In recent years, multi-dimensional online decision making has been playing a crucial role in many practical applications such as online recommendation and digital marketing. To solve it, we introduce stochastic low-rank tensor bandits, a class of bandits whose mean rewards can be represented as a low-rank tensor. We propose two learning algorithms, tensor epoch-greedy and tensor elimination, and develop finite-time regret bounds for them. We observe that tensor elimination has an optimal dependency on the time horizon, while tensor epoch-greedy has a sharper dependency on tensor dimensions. Numerical experiments further back up these theoretical findings and show that our algorithms outperform various state-of-the-art approaches that ignore the tensor low-rank structure

Harnessing Structures in Big Data via Guaranteed Low-Rank Matrix Estimation

Low-rank modeling plays a pivotal role in signal processing and machine learning, with applications ranging from collaborative filtering, video surveillance, medical imaging, to dimensionality reduction and adaptive filtering. Many modern high-dimensional data and interactions thereof can be modeled as lying approximately in a low-dimensional subspace or manifold, possibly with additional structures, and its proper exploitations lead to significant reduction of costs in sensing, computation and storage. In recent years, there is a plethora of progress in understanding how to exploit low-rank structures using computationally efficient procedures in a provable manner, including both convex and nonconvex approaches. On one side, convex relaxations such as nuclear norm minimization often lead to statistically optimal procedures for estimating low-rank matrices, where first-order methods are developed to address the computational challenges; on the other side, there is emerging evidence that properly designed nonconvex procedures, such as projected gradient descent, often provide globally optimal solutions with a much lower computational cost in many problems. This survey article will provide a unified overview of these recent advances on low-rank matrix estimation from incomplete measurements. Attention is paid to rigorous characterization of the performance of these algorithms, and to problems where the low-rank matrix have additional structural properties that require new algorithmic designs and theoretical analysis.Comment: To appear in IEEE Signal Processing Magazin

Neural Collaborative Filtering

In recent years, deep neural networks have yielded immense success on speech recognition, computer vision and natural language processing. However, the exploration of deep neural networks on recommender systems has received relatively less scrutiny. In this work, we strive to develop techniques based on neural networks to tackle the key problem in recommendation -- collaborative filtering -- on the basis of implicit feedback. Although some recent work has employed deep learning for recommendation, they primarily used it to model auxiliary information, such as textual descriptions of items and acoustic features of musics. When it comes to model the key factor in collaborative filtering -- the interaction between user and item features, they still resorted to matrix factorization and applied an inner product on the latent features of users and items. By replacing the inner product with a neural architecture that can learn an arbitrary function from data, we present a general framework named NCF, short for Neural network-based Collaborative Filtering. NCF is generic and can express and generalize matrix factorization under its framework. To supercharge NCF modelling with non-linearities, we propose to leverage a multi-layer perceptron to learn the user-item interaction function. Extensive experiments on two real-world datasets show significant improvements of our proposed NCF framework over the state-of-the-art methods. Empirical evidence shows that using deeper layers of neural networks offers better recommendation performance.Comment: 10 pages, 7 figure

Stratified and Time-aware Sampling based Adaptive Ensemble Learning for Streaming Recommendations

Recommender systems have played an increasingly important role in providing users with tailored suggestions based on their preferences. However, the conventional offline recommender systems cannot handle the ubiquitous data stream well. To address this issue, Streaming Recommender Systems (SRSs) have emerged in recent years, which incrementally train recommendation models on newly received data for effective real-time recommendations. Focusing on new data only benefits addressing concept drift, i.e., the changing user preferences towards items. However, it impedes capturing long-term user preferences. In addition, the commonly existing underload and overload problems should be well tackled for higher accuracy of streaming recommendations. To address these problems, we propose a Stratified and Time-aware Sampling based Adaptive Ensemble Learning framework, called STS-AEL, to improve the accuracy of streaming recommendations. In STS-AEL, we first devise stratified and time-aware sampling to extract representative data from both new data and historical data to address concept drift while capturing long-term user preferences. Also, incorporating the historical data benefits utilizing the idle resources in the underload scenario more effectively. After that, we propose adaptive ensemble learning to efficiently process the overloaded data in parallel with multiple individual recommendation models, and then effectively fuse the results of these models with a sequential adaptive mechanism. Extensive experiments conducted on three real-world datasets demonstrate that STS-AEL, in all the cases, significantly outperforms the state-of-the-art SRSs.Comment: This paper was accepted by Applied Intelligence in July 202

Progresses and Challenges in Link Prediction

Link prediction is a paradigmatic problem in network science, which aims at estimating the existence likelihoods of nonobserved links, based on known topology. After a brief introduction of the standard problem and metrics of link prediction, this Perspective will summarize representative progresses about local similarity indices, link predictability, network embedding, matrix completion, ensemble learning and others, mainly extracted from thousands of related publications in the last decade. Finally, this Perspective will outline some long-standing challenges for future studies.Comment: 45 pages, 1 tabl