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Recsysຮᙉ఍2014 
Gradient 
boos4ng 
factoriza4on 
machines 
ᆤᆏṇᚿ 
m.tsubosaka@gmail.com
Context-­‐aware 
recommenda4on 
• Tradi4onal 
recommenda4on 
– 䝴䞊䝄䛸䜰䜲䝔䝮䛾䝺䞊䝔䜱䞁䜾᝟ሗ䛜୚䛘䜙䜜 
䛯≧ἣ䛷䝴䞊䝄䛸䜰䜲䝔䝮䛾ᑐ䛻ᑐ䛧䛶䝺䞊䝔䜱 
䞁䜾䜢ண 䛩䜛䜘䛖䛺㛵ᩘ䜢Ꮫ⩦䛩䜛 
– ௦⾲ⓗ䛺ᡭἲ䛻Matrix 
factoriza4on䛜䛒䜛 
• Context-­‐aware 
recommenda4on 
– 䝴䞊䝄䛸䜰䜲䝔䝮䛰䛡䛷䛿䛺䛟䚸䝴䞊䝄䛾䝮䞊䝗 
䜔ఇ᪥䛛䛹䛖䛛䛺䛹䝺䝁䝯䞁䝗䛾䛸䛝䛾context䜒 
⪃៖䛧䛶䝺䝁䝯䞁䝗䜢⾜䛖
Factoriza4on 
machine 
• Matrix 
factoriza4on䛺䛹factoriza4on䛾ᡭἲ䜢୍⯡໬䛧䛯 
ᡭἲ 
– KDD 
Cup 
2012䛷SNS䛷䛾䛴䛺䛜䜚ண 䜔ᗈ࿌䛾CTRண 䛺䛹ᐇ 
㝿ⓗ䛺䝍䝇䜽䛻ᑐ䛧䛶䜒㧗䛔⢭ᗘ䜢㐩ᡂ䛧䛶䛔䜛 
– Rendle, 
Social 
networks 
and 
click-­‐through 
predic4on 
with 
factoriza4on 
machines, 
KDDCUP 
2012 
yi = 
• ᢅ䛖䝕䞊䝍䛿䜹䝔䝂䝸ኚᩘ䜢⪃䛘䚸䝧䜽䝖䝹䛷⾲⌧䛩䜛 
– ౛䛘䜀䝴䞊䝄䛜{U1,U2,U3},䜰䜲䝔䝮䛜{I1,I2,I3,I4},䝮䞊䝗䛜 
{happy,normal,sad}䛾ሙྜ 
– U1䛻I2䜢䝮䞊䝗䛜happy䛺䛸䛝䛻᥎⸀䛩䜛≧ἣ䛷䛿䝧䜽䝖䝹⾲ 
⌧䛸䛧䛶䛿(1,0,0, 
0,1,0,0, 
1,0,0)䛾䜘䛖䛻⾲⌧䛩䜛 
• ≉ᚩ㔞䛛䜙䛾ண 䛻䛚䛔䛶஧ḟ䛾㡯䜎䛷⪃៖䛩䜛 
– ୖ䛾౛䛻⨨䛔䛶䛿U1*I2, 
U1*happy, 
I2 
* 
happy䛾୕䛴䛾┦஫ 
స⏝䛻䛴䛔䛶㔜䜏䜢ィ⟬䛩䜛
Factoriza4on 
machine 
• ஧ḟ䛾┦஫స⏝䜢䛭䛾䜎䜎䛩䜉䛶㔜䜏䜢ồ䜑䜘 
䛖䛸䛩䜛䛸䝟䝷䝯䞊䝍䛾ᩘ䛜⭾኱䛻䛺䜛 
• 䛣䛾䛯䜑஧ḟ䛾┦஫స⏝㡯w_ij䜢kḟඖ䝧䜽䝖䝹 
䛾ෆ✚䛷㏆ఝ䛩䜛 
– n 
* 
n䛾ኚᩘ䛾௦䜟䜚䛻n*k䛾ኚᩘ䜢฼⏝䛩䜛 
Rendle, 
Factoriza4on 
machine, 
ICDM 
2010䜘䜚
Gradient 
boos4ng 
factoriza4on 
machine 
• Factoriza4on 
machine䛿┦஫స⏝䜢⾲⌧䛩䜛 
ୖ䛷䛿ᙉຊ䛺ᡭἲ䛷䛿䛒䜛䛜䚸䛒䜎䜚ண 䛻 
ᐤ୚䛧䛺䛔┦஫స⏝䜎䛷䝰䝕䝹䛻ධ䜜䜛䛸䛔 
䛖ၥ㢟䛜䛒䜛 
• 䛭䛣䛷ᮏㄽᩥ䛷䛿ண 䛻ᐤ୚䛧䛶䛔䛟䜘䛖䛺 
㡰␒䛷┦஫స⏝㡯䜢㏣ຍ䛧䛶䛔䛟᪉ἲ䜢ᥦ᱌ 
⤂௓ㄽᩥ䜘䜚ᘬ⏝
ᐇ㦂⤖ᯝ 
• ᪤Ꮡ䛾PMF(Probabilis4c 
matrix 
factoriza4on), 
FM(Factoriza4on 
machine)䛸ẚ㍑䛧䛶䜘䛔⢭ᗘ䛜 
䛷䛶䛔䜛 
• 䝍䝇䜽䛿twiWer䛾䜘䛖䛺䝃䞊䝡䝇䛻䛚䛔䛶䚸䝴䞊 
䝄䛜ᥦ♧䛥䜜䛯䛴䛺䛜䜚䛾䝺䝁䝯䞁䝗䜢accept䛩 
䜛䛛䛹䛖䛛䜢ண  
⤂௓ㄽᩥ䜘䜚ᘬ⏝
䝺䝡䝳䞊 
• ᪂つᛶ䞉⊂๰ᛶ 
: 
2 
– ᡭἲ⮬య䛿[Chen+ 
2013, 
ICML]䛾MF䛻Gradient 
boos4ng 
algorithm䜢㐺ᛂ䛧䛯᪉ἲ䜢FM䛻㐺ᛂ䛧 
䛯䛰䛡䛷䛒䜎䜚᪂つᛶ䛿䛺䛔 
• ᭷ຠᛶ䞉ᐇ⏝ᛶ㻌: 
4 
– 䜒䛸䜒䛸䛾FM䛜᭷ຠ䛺ᡭἲ䛷䛒䜚 
– ᚑ᮶䛾FM䛷䛿䛷䛝䛺䛛䛳䛯᭷ຠ䛺஧ḟ䛾㡯䛰䛡 
㑅ᢥ䛷䛝䜛䜘䛖䛻䛺䛳䛯䛸䛔䛖Ⅼ䛷ᐇ⏝ⓗ䛸䛔䛘䜛

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Recsys2014 recruit

  • 1. Recsysຮᙉ఍2014 Gradient boos4ng factoriza4on machines ᆤᆏṇᚿ m.tsubosaka@gmail.com
  • 2. Context-­‐aware recommenda4on • Tradi4onal recommenda4on – 䝴䞊䝄䛸䜰䜲䝔䝮䛾䝺䞊䝔䜱䞁䜾᝟ሗ䛜୚䛘䜙䜜 䛯≧ἣ䛷䝴䞊䝄䛸䜰䜲䝔䝮䛾ᑐ䛻ᑐ䛧䛶䝺䞊䝔䜱 䞁䜾䜢ண 䛩䜛䜘䛖䛺㛵ᩘ䜢Ꮫ⩦䛩䜛 – ௦⾲ⓗ䛺ᡭἲ䛻Matrix factoriza4on䛜䛒䜛 • Context-­‐aware recommenda4on – 䝴䞊䝄䛸䜰䜲䝔䝮䛰䛡䛷䛿䛺䛟䚸䝴䞊䝄䛾䝮䞊䝗 䜔ఇ᪥䛛䛹䛖䛛䛺䛹䝺䝁䝯䞁䝗䛾䛸䛝䛾context䜒 ⪃៖䛧䛶䝺䝁䝯䞁䝗䜢⾜䛖
  • 3. Factoriza4on machine • Matrix factoriza4on䛺䛹factoriza4on䛾ᡭἲ䜢୍⯡໬䛧䛯 ᡭἲ – KDD Cup 2012䛷SNS䛷䛾䛴䛺䛜䜚ண 䜔ᗈ࿌䛾CTRண 䛺䛹ᐇ 㝿ⓗ䛺䝍䝇䜽䛻ᑐ䛧䛶䜒㧗䛔⢭ᗘ䜢㐩ᡂ䛧䛶䛔䜛 – Rendle, Social networks and click-­‐through predic4on with factoriza4on machines, KDDCUP 2012 yi = • ᢅ䛖䝕䞊䝍䛿䜹䝔䝂䝸ኚᩘ䜢⪃䛘䚸䝧䜽䝖䝹䛷⾲⌧䛩䜛 – ౛䛘䜀䝴䞊䝄䛜{U1,U2,U3},䜰䜲䝔䝮䛜{I1,I2,I3,I4},䝮䞊䝗䛜 {happy,normal,sad}䛾ሙྜ – U1䛻I2䜢䝮䞊䝗䛜happy䛺䛸䛝䛻᥎⸀䛩䜛≧ἣ䛷䛿䝧䜽䝖䝹⾲ ⌧䛸䛧䛶䛿(1,0,0, 0,1,0,0, 1,0,0)䛾䜘䛖䛻⾲⌧䛩䜛 • ≉ᚩ㔞䛛䜙䛾ண 䛻䛚䛔䛶஧ḟ䛾㡯䜎䛷⪃៖䛩䜛 – ୖ䛾౛䛻⨨䛔䛶䛿U1*I2, U1*happy, I2 * happy䛾୕䛴䛾┦஫ స⏝䛻䛴䛔䛶㔜䜏䜢ィ⟬䛩䜛
  • 4. Factoriza4on machine • ஧ḟ䛾┦஫స⏝䜢䛭䛾䜎䜎䛩䜉䛶㔜䜏䜢ồ䜑䜘 䛖䛸䛩䜛䛸䝟䝷䝯䞊䝍䛾ᩘ䛜⭾኱䛻䛺䜛 • 䛣䛾䛯䜑஧ḟ䛾┦஫స⏝㡯w_ij䜢kḟඖ䝧䜽䝖䝹 䛾ෆ✚䛷㏆ఝ䛩䜛 – n * n䛾ኚᩘ䛾௦䜟䜚䛻n*k䛾ኚᩘ䜢฼⏝䛩䜛 Rendle, Factoriza4on machine, ICDM 2010䜘䜚
  • 5. Gradient boos4ng factoriza4on machine • Factoriza4on machine䛿┦஫స⏝䜢⾲⌧䛩䜛 ୖ䛷䛿ᙉຊ䛺ᡭἲ䛷䛿䛒䜛䛜䚸䛒䜎䜚ண 䛻 ᐤ୚䛧䛺䛔┦஫స⏝䜎䛷䝰䝕䝹䛻ධ䜜䜛䛸䛔 䛖ၥ㢟䛜䛒䜛 • 䛭䛣䛷ᮏㄽᩥ䛷䛿ண 䛻ᐤ୚䛧䛶䛔䛟䜘䛖䛺 㡰␒䛷┦஫స⏝㡯䜢㏣ຍ䛧䛶䛔䛟᪉ἲ䜢ᥦ᱌ ⤂௓ㄽᩥ䜘䜚ᘬ⏝
  • 6. ᐇ㦂⤖ᯝ • ᪤Ꮡ䛾PMF(Probabilis4c matrix factoriza4on), FM(Factoriza4on machine)䛸ẚ㍑䛧䛶䜘䛔⢭ᗘ䛜 䛷䛶䛔䜛 • 䝍䝇䜽䛿twiWer䛾䜘䛖䛺䝃䞊䝡䝇䛻䛚䛔䛶䚸䝴䞊 䝄䛜ᥦ♧䛥䜜䛯䛴䛺䛜䜚䛾䝺䝁䝯䞁䝗䜢accept䛩 䜛䛛䛹䛖䛛䜢ண  ⤂௓ㄽᩥ䜘䜚ᘬ⏝
  • 7. 䝺䝡䝳䞊 • ᪂つᛶ䞉⊂๰ᛶ : 2 – ᡭἲ⮬య䛿[Chen+ 2013, ICML]䛾MF䛻Gradient boos4ng algorithm䜢㐺ᛂ䛧䛯᪉ἲ䜢FM䛻㐺ᛂ䛧 䛯䛰䛡䛷䛒䜎䜚᪂つᛶ䛿䛺䛔 • ᭷ຠᛶ䞉ᐇ⏝ᛶ㻌: 4 – 䜒䛸䜒䛸䛾FM䛜᭷ຠ䛺ᡭἲ䛷䛒䜚 – ᚑ᮶䛾FM䛷䛿䛷䛝䛺䛛䛳䛯᭷ຠ䛺஧ḟ䛾㡯䛰䛡 㑅ᢥ䛷䛝䜛䜘䛖䛻䛺䛳䛯䛸䛔䛖Ⅼ䛷ᐇ⏝ⓗ䛸䛔䛘䜛