Discovering Valuable Items from Massive Data

Suppose there is a large collection of items, each with an associated cost and an inherent utility that is revealed only once we commit to selecting it. Given a budget on the cumulative cost of the selected items, how can we pick a subset of maximal value? This task generalizes several important problems such as multi-arm bandits, active search and the knapsack problem. We present an algorithm, GP-Select, which utilizes prior knowledge about similarity be- tween items, expressed as a kernel function. GP-Select uses Gaussian process prediction to balance exploration (estimating the unknown value of items) and exploitation (selecting items of high value). We extend GP-Select to be able to discover sets that simultaneously have high utility and are diverse. Our preference for diversity can be specified as an arbitrary monotone submodular function that quantifies the diminishing returns obtained when selecting similar items. Furthermore, we exploit the structure of the model updates to achieve an order of magnitude (up to 40X) speedup in our experiments without resorting to approximations. We provide strong guarantees on the performance of GP-Select and apply it to three real-world case studies of industrial relevance: (1) Refreshing a repository of prices in a Global Distribution System for the travel industry, (2) Identifying diverse, binding-affine peptides in a vaccine de- sign task and (3) Maximizing clicks in a web-scale recommender system by recommending items to users

How Algorithmic Confounding in Recommendation Systems Increases Homogeneity and Decreases Utility

Recommendation systems are ubiquitous and impact many domains; they have the potential to influence product consumption, individuals' perceptions of the world, and life-altering decisions. These systems are often evaluated or trained with data from users already exposed to algorithmic recommendations; this creates a pernicious feedback loop. Using simulations, we demonstrate how using data confounded in this way homogenizes user behavior without increasing utility

Fast Differentially Private Matrix Factorization

Differentially private collaborative filtering is a challenging task, both in terms of accuracy and speed. We present a simple algorithm that is provably differentially private, while offering good performance, using a novel connection of differential privacy to Bayesian posterior sampling via Stochastic Gradient Langevin Dynamics. Due to its simplicity the algorithm lends itself to efficient implementation. By careful systems design and by exploiting the power law behavior of the data to maximize CPU cache bandwidth we are able to generate 1024 dimensional models at a rate of 8.5 million recommendations per second on a single PC

A Theoretical Analysis of Two-Stage Recommendation for Cold-Start Collaborative Filtering

In this paper, we present a theoretical framework for tackling the cold-start collaborative filtering problem, where unknown targets (items or users) keep coming to the system, and there is a limited number of resources (users or items) that can be allocated and related to them. The solution requires a trade-off between exploitation and exploration as with the limited recommendation opportunities, we need to, on one hand, allocate the most relevant resources right away, but, on the other hand, it is also necessary to allocate resources that are useful for learning the target's properties in order to recommend more relevant ones in the future. In this paper, we study a simple two-stage recommendation combining a sequential and a batch solution together. We first model the problem with the partially observable Markov decision process (POMDP) and provide an exact solution. Then, through an in-depth analysis over the POMDP value iteration solution, we identify that an exact solution can be abstracted as selecting resources that are not only highly relevant to the target according to the initial-stage information, but also highly correlated, either positively or negatively, with other potential resources for the next stage. With this finding, we propose an approximate solution to ease the intractability of the exact solution. Our initial results on synthetic data and the Movie Lens 100K dataset confirm the performance gains of our theoretical development and analysis

Deep Item-based Collaborative Filtering for Top-N Recommendation

Item-based Collaborative Filtering(short for ICF) has been widely adopted in recommender systems in industry, owing to its strength in user interest modeling and ease in online personalization. By constructing a user's profile with the items that the user has consumed, ICF recommends items that are similar to the user's profile. With the prevalence of machine learning in recent years, significant processes have been made for ICF by learning item similarity (or representation) from data. Nevertheless, we argue that most existing works have only considered linear and shallow relationship between items, which are insufficient to capture the complicated decision-making process of users. In this work, we propose a more expressive ICF solution by accounting for the nonlinear and higher-order relationship among items. Going beyond modeling only the second-order interaction (e.g. similarity) between two items, we additionally consider the interaction among all interacted item pairs by using nonlinear neural networks. Through this way, we can effectively model the higher-order relationship among items, capturing more complicated effects in user decision-making. For example, it can differentiate which historical itemsets in a user's profile are more important in affecting the user to make a purchase decision on an item. We treat this solution as a deep variant of ICF, thus term it as DeepICF. To justify our proposal, we perform empirical studies on two public datasets from MovieLens and Pinterest. Extensive experiments verify the highly positive effect of higher-order item interaction modeling with nonlinear neural networks. Moreover, we demonstrate that by more fine-grained second-order interaction modeling with attention network, the performance of our DeepICF method can be further improved.Comment: 25 pages, submitted to TOI