Adaptive Matrix Completion for the Users and the Items in Tail

Recommender systems are widely used to recommend the most appealing items to users. These recommendations can be generated by applying collaborative filtering methods. The low-rank matrix completion method is the state-of-the-art collaborative filtering method. In this work, we show that the skewed distribution of ratings in the user-item rating matrix of real-world datasets affects the accuracy of matrix-completion-based approaches. Also, we show that the number of ratings that an item or a user has positively correlates with the ability of low-rank matrix-completion-based approaches to predict the ratings for the item or the user accurately. Furthermore, we use these insights to develop four matrix completion-based approaches, i.e., Frequency Adaptive Rating Prediction (FARP), Truncated Matrix Factorization (TMF), Truncated Matrix Factorization with Dropout (TMF + Dropout) and Inverse Frequency Weighted Matrix Factorization (IFWMF), that outperforms traditional matrix-completion-based approaches for the users and the items with few ratings in the user-item rating matrix.Comment: 7 pages, 3 figures, ACM WWW'1

A Gaussian Process Emulator Approach for Rapid Contaminant Characterization with an Integrated Multizone-CFD Model

This paper explores a Gaussian process emulator based approach for rapid Bayesian inference of contaminant source location and characteristics in an indoor environment. In the pre-event detection stage, the proposed approach represents transient contaminant fate and transport as a random function with multivariate Gaussian process prior. Hyper-parameters of the Gaussian process prior are inferred using a set of contaminant fate and transport simulation runs obtained at predefined source locations and characteristics. This paper uses an integrated multizone-CFD model to simulate contaminant fate and transport. Mean of the Gaussian process, conditional on the inferred hyper-parameters, is used as an computationally efficient statistical emulator of the multizone-CFD simulator. In the post event-detection stage, the Bayesian framework is used to infer the source location and characteristics using the contaminant concentration data obtained through a sensor network. The Gaussian process emulator of the contaminant fate and transport is used for Markov Chain Monte Carlo sampling to efficiently explore the posterior distribution of source location and characteristics. Efficacy of the proposed method is demonstrated for a hypothetical contaminant release through multiple sources in a single storey seven room building. The method is found to infer location and characteristics of the multiple sources accurately. The posterior distribution obtained using the proposed method is found to agree closely with the posterior distribution obtained by directly coupling the multizone-CFD simulator with the Markov Chain Monte Carlo sampling.Comment: The paper is submitted to the journal "Building and Environment" for possible publicatio

OBOE: Collaborative Filtering for AutoML Model Selection

Algorithm selection and hyperparameter tuning remain two of the most challenging tasks in machine learning. Automated machine learning (AutoML) seeks to automate these tasks to enable widespread use of machine learning by non-experts. This paper introduces OBOE, a collaborative filtering method for time-constrained model selection and hyperparameter tuning. OBOE forms a matrix of the cross-validated errors of a large number of supervised learning models (algorithms together with hyperparameters) on a large number of datasets, and fits a low rank model to learn the low-dimensional feature vectors for the models and datasets that best predict the cross-validated errors. To find promising models for a new dataset, OBOE runs a set of fast but informative algorithms on the new dataset and uses their cross-validated errors to infer the feature vector for the new dataset. OBOE can find good models under constraints on the number of models fit or the total time budget. To this end, this paper develops a new heuristic for active learning in time-constrained matrix completion based on optimal experiment design. Our experiments demonstrate that OBOE delivers state-of-the-art performance faster than competing approaches on a test bed of supervised learning problems. Moreover, the success of the bilinear model used by OBOE suggests that AutoML may be simpler than was previously understood

Uncertainty-Aware Data Aggregation for Deep Imitation Learning

Estimating statistical uncertainties allows autonomous agents to communicate their confidence during task execution and is important for applications in safety-critical domains such as autonomous driving. In this work, we present the uncertainty-aware imitation learning (UAIL) algorithm for improving end-to-end control systems via data aggregation. UAIL applies Monte Carlo Dropout to estimate uncertainty in the control output of end-to-end systems, using states where it is uncertain to selectively acquire new training data. In contrast to prior data aggregation algorithms that force human experts to visit sub-optimal states at random, UAIL can anticipate its own mistakes and switch control to the expert in order to prevent visiting a series of sub-optimal states. Our experimental results from simulated driving tasks demonstrate that our proposed uncertainty estimation method can be leveraged to reliably predict infractions. Our analysis shows that UAIL outperforms existing data aggregation algorithms on a series of benchmark tasks.Comment: Accepted to International Conference on Robotics and Automation 201

Inferring Networks of Substitutable and Complementary Products

In a modern recommender system, it is important to understand how products relate to each other. For example, while a user is looking for mobile phones, it might make sense to recommend other phones, but once they buy a phone, we might instead want to recommend batteries, cases, or chargers. These two types of recommendations are referred to as substitutes and complements: substitutes are products that can be purchased instead of each other, while complements are products that can be purchased in addition to each other. Here we develop a method to infer networks of substitutable and complementary products. We formulate this as a supervised link prediction task, where we learn the semantics of substitutes and complements from data associated with products. The primary source of data we use is the text of product reviews, though our method also makes use of features such as ratings, specifications, prices, and brands. Methodologically, we build topic models that are trained to automatically discover topics from text that are successful at predicting and explaining such relationships. Experimentally, we evaluate our system on the Amazon product catalog, a large dataset consisting of 9 million products, 237 million links, and 144 million reviews.Comment: 12 pages, 6 figure

Probabilistic Latent Tensor Factorization Model for Link Pattern Prediction in Multi-relational Networks

This paper aims at the problem of link pattern prediction in collections of objects connected by multiple relation types, where each type may play a distinct role. While common link analysis models are limited to single-type link prediction, we attempt here to capture the correlations among different relation types and reveal the impact of various relation types on performance quality. For that, we define the overall relations between object pairs as a \textit{link pattern} which consists in interaction pattern and connection structure in the network, and then use tensor formalization to jointly model and predict the link patterns, which we refer to as \textit{Link Pattern Prediction} (LPP) problem. To address the issue, we propose a Probabilistic Latent Tensor Factorization (PLTF) model by introducing another latent factor for multiple relation types and furnish the Hierarchical Bayesian treatment of the proposed probabilistic model to avoid overfitting for solving the LPP problem. To learn the proposed model we develop an efficient Markov Chain Monte Carlo sampling method. Extensive experiments are conducted on several real world datasets and demonstrate significant improvements over several existing state-of-the-art methods.Comment: 19pages, 5 figure

Quantifying Long Range Dependence in Language and User Behavior to improve RNNs

Characterizing temporal dependence patterns is a critical step in understanding the statistical properties of sequential data. Long Range Dependence (LRD) --- referring to long-range correlations decaying as a power law rather than exponentially w.r.t. distance --- demands a different set of tools for modeling the underlying dynamics of the sequential data. While it has been widely conjectured that LRD is present in language modeling and sequential recommendation, the amount of LRD in the corresponding sequential datasets has not yet been quantified in a scalable and model-independent manner. We propose a principled estimation procedure of LRD in sequential datasets based on established LRD theory for real-valued time series and apply it to sequences of symbols with million-item-scale dictionaries. In our measurements, the procedure estimates reliably the LRD in the behavior of users as they write Wikipedia articles and as they interact with YouTube. We further show that measuring LRD better informs modeling decisions in particular for RNNs whose ability to capture LRD is still an active area of research. The quantitative measure informs new Evolutive Recurrent Neural Networks (EvolutiveRNNs) designs, leading to state-of-the-art results on language understanding and sequential recommendation tasks at a fraction of the computational cost

Metric Factorization: Recommendation beyond Matrix Factorization

In the past decade, matrix factorization has been extensively researched and has become one of the most popular techniques for personalized recommendations. Nevertheless, the dot product adopted in matrix factorization based recommender models does not satisfy the inequality property, which may limit their expressiveness and lead to sub-optimal solutions. To overcome this problem, we propose a novel recommender technique dubbed as {\em Metric Factorization}. We assume that users and items can be placed in a low dimensional space and their explicit closeness can be measured using Euclidean distance which satisfies the inequality property. To demonstrate its effectiveness, we further designed two variants of metric factorization with one for rating estimation and the other for personalized item ranking. Extensive experiments on a number of real-world datasets show that our approach outperforms existing state-of-the-art by a large margin on both rating prediction and item ranking tasks.Comment: 12 page

An Unsupervised Method for Estimating the Global Horizontal Irradiance from Photovoltaic Power Measurements

In this paper, we present a method to determine the global horizontal irradiance (GHI) from the power measurements of one or more PV systems, located in the same neighborhood. The method is completely unsupervised and is based on a physical model of a PV plant. The precise assessment of solar irradiance is pivotal for the forecast of the electric power generated by photovoltaic (PV) plants. However, on-ground measurements are expensive and are generally not performed for small and medium-sized PV plants. Satellite-based services represent a valid alternative to on site measurements, but their space-time resolution is limited. Results from two case studies located in Switzerland are presented. The performance of the proposed method at assessing GHI is compared with that of free and commercial satellite services. Our results show that the presented method is generally better than satellite-based services, especially at high temporal resolutions

Deep density networks and uncertainty in recommender systems

Building robust online content recommendation systems requires learning complex interactions between user preferences and content features. The field has evolved rapidly in recent years from traditional multi-arm bandit and collaborative filtering techniques, with new methods employing Deep Learning models to capture non-linearities. Despite progress, the dynamic nature of online recommendations still poses great challenges, such as finding the delicate balance between exploration and exploitation. In this paper we show how uncertainty estimations can be incorporated by employing them in an optimistic exploitation/exploration strategy for more efficient exploration of new recommendations. We provide a novel hybrid deep neural network model, Deep Density Networks (DDN), which integrates content-based deep learning models with a collaborative scheme that is able to robustly model and estimate uncertainty. Finally, we present online and offline results after incorporating DNN into a real world content recommendation system that serves billions of recommendations per day, and show the benefit of using DDN in practice