Retrospective Higher-Order Markov Processes for User Trails

Users form information trails as they browse the web, checkin with a geolocation, rate items, or consume media. A common problem is to predict what a user might do next for the purposes of guidance, recommendation, or prefetching. First-order and higher-order Markov chains have been widely used methods to study such sequences of data. First-order Markov chains are easy to estimate, but lack accuracy when history matters. Higher-order Markov chains, in contrast, have too many parameters and suffer from overfitting the training data. Fitting these parameters with regularization and smoothing only offers mild improvements. In this paper we propose the retrospective higher-order Markov process (RHOMP) as a low-parameter model for such sequences. This model is a special case of a higher-order Markov chain where the transitions depend retrospectively on a single history state instead of an arbitrary combination of history states. There are two immediate computational advantages: the number of parameters is linear in the order of the Markov chain and the model can be fit to large state spaces. Furthermore, by providing a specific structure to the higher-order chain, RHOMPs improve the model accuracy by efficiently utilizing history states without risks of overfitting the data. We demonstrate how to estimate a RHOMP from data and we demonstrate the effectiveness of our method on various real application datasets spanning geolocation data, review sequences, and business locations. The RHOMP model uniformly outperforms higher-order Markov chains, Kneser-Ney regularization, and tensor factorizations in terms of prediction accuracy

PATH: Person Authentication using Trace Histories

In this paper, a solution to the problem of Active Authentication using trace histories is addressed. Specifically, the task is to perform user verification on mobile devices using historical location traces of the user as a function of time. Considering the movement of a human as a Markovian motion, a modified Hidden Markov Model (HMM)-based solution is proposed. The proposed method, namely the Marginally Smoothed HMM (MSHMM), utilizes the marginal probabilities of location and timing information of the observations to smooth-out the emission probabilities while training. Hence, it can efficiently handle unforeseen observations during the test phase. The verification performance of this method is compared to a sequence matching (SM) method , a Markov Chain-based method (MC) and an HMM with basic Laplace Smoothing (HMM-lap). Experimental results using the location information of the UMD Active Authentication Dataset-02 (UMDAA02) and the GeoLife dataset are presented. The proposed MSHMM method outperforms the compared methods in terms of equal error rate (EER). Additionally, the effects of different parameters on the proposed method are discussed.Comment: 8 pages, 9 figures. Best Paper award at IEEE UEMCON 201

A probabilistic model to resolve diversity-accuracy challenge of recommendation systems

Recommendation systems have wide-spread applications in both academia and industry. Traditionally, performance of recommendation systems has been measured by their precision. By introducing novelty and diversity as key qualities in recommender systems, recently increasing attention has been focused on this topic. Precision and novelty of recommendation are not in the same direction, and practical systems should make a trade-off between these two quantities. Thus, it is an important feature of a recommender system to make it possible to adjust diversity and accuracy of the recommendations by tuning the model. In this paper, we introduce a probabilistic structure to resolve the diversity-accuracy dilemma in recommender systems. We propose a hybrid model with adjustable level of diversity and precision such that one can perform this by tuning a single parameter. The proposed recommendation model consists of two models: one for maximization of the accuracy and the other one for specification of the recommendation list to tastes of users. Our experiments on two real datasets show the functionality of the model in resolving accuracy-diversity dilemma and outperformance of the model over other classic models. The proposed method could be extensively applied to real commercial systems due to its low computational complexity and significant performance.Comment: 19 pages, 5 figure