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亠从仂仄亠仆亟舒亠仍仆亠 
亳亠仄 
亠从亳 2: 
SVD continued 
仆亟亠亶 舒仆亳仍亠仆从仂 
25 仂从磡 2014
弌从舒 
 Advanced SVD methods 
 iALS 
 ALS1, iALS1 
 rankALS 
 Explanations for SVD
Advanced SVD methods 
 iALS 
 ALS1-optimization 
 rankALS
Advanced SVD methods 
iALS
SVD revisited 
仂亟亠仍: 
Tqi 
ruui =亮 + bu + bi + pu 
argmin 
p*q*b* 
裡 2 
( r亮  b b pTq) 
uui u i u 
i (u,i )R 
2 ( ) 
+了 pu 
2 
+ qi 
2 
+ bu 
2 + bi 
个仆从亳 仂亳弍从亳:
SVD revisited 
仂亟亠仍: 
Tqi 
ruui =亮 + bu + bi + pu 
argmin 
p*q*b* 
裡 2 
( r亮  b b pTq) 
uui u i u 
i (u,i )R 
2 ( ) 
+了 pu 
2 
+ qi 
2 
+ bu 
2 + bi 
个仆从亳 仂亳弍从亳: 
仂 仂 舒从仂亠 r ? uui
舒从 亳仗仂仍亰仂于舒 
implicit feedback?
Implicit feedback prediction 
亟亠: rating => (preference, confidence) 
pui  {0,1} 
cui  + 
(u, i)  R 
pui =1 
pui = 0 亳仆舒亠 
cui =1+留rui 
亳仍亳 
cui =1+留 log 1+ rui 
( 硫 )
Implicit SVD model 
argmin 
x*y* 
裡 2 
T yi ( ) 
cui pui  xu 
(u,i ) 
裡 + yi 
+了 xu 
2 
u 
2 
裡 
i 
# 
$ % 
& 
' ( 
个仆从亳 仂亳弍从亳: 
亅仂 于仂亟亳 从 舒于仆亠仆亳礆 亟仍 ALS: 
xu = (了 I +Y TCuY )1 
Y TCu p(u) 
yi = 了 I + XTCi( X)1 
XTCi p(i)
Implicit SVD model 
argmin 
x*y* 
裡 2 
T yi ( ) 
cui pui  xu 
(u,i ) 
裡 + yi 
+了 xu 
2 
u 
2 
裡 
i 
# 
$ % 
& 
' ( 
个仆从亳 仂亳弍从亳: 
亅仂 于仂亟亳 从 舒于仆亠仆亳礆 亟仍 ALS: 
xu = (了 I +Y TCuY )1 
Y TCu p(u) 
yi = 了 I + XTCi( X)1 
XTCi p(i) 
仂 亠 仗仂弍仍亠仄舒!
丕从仂亠仆亳亠 (iALS) 
亟亠: 
Y TCuY = Y TY +Y T (Cu  I )Y 
仗亳亠仄 于 C 于亠亞仂 仆亠仆仍亠于 仍亠仄亠仆仂于, u  I nu 
舒从 亢亠 于 C 于亠亞仂 仆亠仆仍亠于 仍亠仄亠仆仂于, up(u) nu 
舒 Y 仆亠 亰舒于亳亳 仂 仗仂仍亰仂于舒亠仍! TY 
仂亞仂: 仂弍仆仂于仍磳仄 于亠从仂舒 仗仂仍亰仂于舒亠仍亠亶 亰舒 
O f 2N + f 3 ( U )
仆亳亳 iALS 
仗亳亠仄 ALS-舒亞 于 仗仂亠仆仆仂亶 仂仄亠: 
xu = (了 I +Y TCuY )1 
Y TCup(u) = 了 I + Au ( )1 du 
于亠亟亠仄 束仆仍亠于仂亞仂損 仗仂仍亰仂于舒亠仍 弍亠亰 亳亟弍亠从舒: 
裡 
裡 T yd= cpyi 
0 0 0i 
A0 = c0yi 
i 
i 
丐仂亞亟舒 亟仍 仂舒仍仆 仗仂仍亰仂于舒亠仍亠亶 于于仂亟亳仄: 
T yi 
裡 
Au = A0 + (cui  c0 )yi 
(u,i )N(u) 
裡 
du = d0 + cui pui  c0 p0 ( ) yi 
(u,i)N(u)
仆亳亳 iALS  仗仂亟仂仍亢亠仆亳亠 
舒从 于弍亳舒 c 亳 ? 0 p0
仆亳亳 iALS  仗仂亟仂仍亢亠仆亳亠 
舒从 于弍亳舒 c 亳 ? 0 p0 
舒从 亳 舒仆亠: 
(u, i)  N 
pui =1 
pui = 0 亳仆舒亠 
cui =1+留rui
仆亳亳 iALS  仗仂亟仂仍亢亠仆亳亠 
舒从 于弍亳舒 c 亳 ? 0 p0 
舒从 亳 舒仆亠: 
(u, i)  N 
pui =1 
pui = 0 亳仆舒亠 
cui =1+留rui 
p0 = 0 
c0 =1
Advanced SVD methods 
ALS1-optimization
Ridge regression 
仂亟亠仍: 
yi wT xi 
wTw0 
argmin 
w 
yi wT xi ( )2 
+了wTw 
n裡 
i=1 
# 
$ % 
& 
' ( 
个仆从亳 仂亳弍从亳: 
丐仂仆仂亠 亠亠仆亳亠: 
w = (了 I + XTX)1 
XT y = (了 I + A)1 d 
A = XTX 
d = XT y
ALS revisited 
仂亟亠仍: 
Tqi 
ruui = pu 
argmin 
p*q*b* 
裡 2 
( r pTq) 
uui u 
i (u,i )R 
2 ( ) 
+了 pu 
2 
+ qi 
个仆从亳 仂亳弍从亳: 
P-step: 
pu = 了nuI + Au ( )1 du 
Au =Q[u]TQ[u] = qiqi 
T 
裡 
i:(u,i)R 
裡 
d =Q[u]T ru = ruiqi 
i:(u,i)R 
Q-step: 
qi = 了niI + Ai ( )1 di 
Ai = P[i]T P[i] = pupu 
T 
裡 
u:(u,i)R 
裡 
di = P[i]T ri = rui pu 
u:(u,i)R
Ridge regression (RR1 optimization) 
仂亟亠仍: 
yi wT xi 
wTw0 
argmin 
w 
n裡 
了wTw+ wT xi  yi ( )2 
i=1 
# 
$ % 
& 
' ( 
个仆从亳 仂亳弍从亳: 
仂从仂仂亟亳仆舒仆亶 仗从 (仗仂 于亠仄 k): 
裡 
n wkxik  yi  wlxil 
i=1 
lk 
wk  
裡 
n xe i=1 iki 
了 + xxi=1 ikik 
n ( 裡 )
ALS1-仂仗亳仄亳亰舒亳 仄仂亟亠仍亳 SVD 
仂亟亠仍: 
Tqi 
ruui = pu 
argmin 
p*q*b* 
裡 2 
( r pTq) 
uui u 
i (u,i )R 
2 ( ) 
+了 pu 
2 
+ qi 
个仆从亳 仂亳弍从亳: 
P-step: RR1 亟仍 pu 
Q-step: RR1 亟仍 
qi
ALS1: 舒亰弍仂 P-舒亞舒 
ei = yi +wT xi 
for k in 1..f: 
ei = ei +wkxik 
wk = 
裡 
n cxe i=1 iiki 
了 + cxxi=1 iikik 
n ( 裡 ) 
ei = ei wkxik 
仂亞仂: 仂弍仆仂于仍磳仄 仂亟仆仂亞仂 仗仂仍亰仂于舒亠仍 亰舒 
仂仍仆仂亠 仂弍仆仂于仍亠仆亳亠 亰舒 
O nu ( f ) 
O(Nf )
iALS1 
亟亠: 于仄亠仂 束亳仆亠亳亠从仂亞仂損 仗仂仍亰仂于舒亠仍 
弍亟亠仄 亳仗仂仍亰仂于舒 束亳仆亠亳亠从亳亶損 亳亟弍亠从 
舒亢亟仂仄 仗仂仍亰仂于舒亠仍 仂仗仂舒于亳仄 亳亟弍亠从: 
 positive: 仗仂舒于亳仍 ( p, c) uiui 于亠仄 q亟仍 
i i  N(u) 
 negative (cancellation): 于亠仄 亟仍 
 negative (synthetic): 于亠仄 亟仍 
 regularization: j-亶 仂从亠 亟仍 
p0,c0 ( ) qi i  N(u) 
rk, c0 ( ) gk k 1..K 
(0,1) 了 I j 1..K
舒从 亳舒 束亳仆亠亳亠从亳亠損 于亠从仂舒? 
舒亰仍仂亢亳仄 仄舒亳 仗仂 仂弍于亠仆仆仄 于亠从仂舒仄: 
裡 T y= SST 
i 
A0 = c0yi 
i 
仗亳亠仄 于 仄舒亳舒   亟亳舒亞仂仆舒仍仆舒 K K 
A0 = SST =GTG 
G = ST 
GT = S  
于亠从仂舒 g  仂从亳 G 
仆舒仍仂亞亳仆仂 
d0 =GTr 
, 仂从亟舒 仗仂仍亳仄 亰仆舒亠仆亳 rk
Advanced SVD methods 
Rank ALS
仗亳仄亳亰亳仂于舒 
舒仆亢亳仂于舒仆亳亠 亟仍 亰舒亟舒亳 
舒仆亢亳仂于舒仆亳  仂仂仂!
Objective functions 
裡 
裡 
fP () = cui rui   rui ( )2 
iI 
uU 
裡 
裡 
裡 
fR () = cui sj  rui   ruj ( ) rui  ruj ( ) #$ 
2 
%& 
jI 
iI 
uU 
For prediction: 
For ranking (pairwise):
Training prediction 
fP () 
pu 
T pu  rui ( )qi 
裡 = 
= cui qi 
iI 
T 
裡 
= cuiqiqi 
iI 
& 
' ( 
) 
裡 T 
= 
* +pu  cuiruiqi 
iI 
= Au pu  bu 
P-舒亞: 
亠仄 舒弍仂: O f 2N + f 3 ( U )
Training ranking 
fR (P,Q) 
pu 
裡 qi  qj ( )T 
裡 = 
= cui sj 
jI 
pu  rui  ruj ( ) %&' 
()* 
qi  qj ( ) 
iI 
裡 
= sj 
j 
+ 
, -- 
. 
/ 00 
T 
cuiqiqi 
裡 
i 
+ 
, - 
. 
/ 0 
裡 
pu  cuiqi 
i 
+ 
, - 
. 
/ 0 
T 
sjqj 
裡 
j 
+ 
, -- 
. 
/ 00 
pu  
裡 
 sjqj 
j 
+ 
, -- 
. 
/ 00 
T 
cuiqi 
裡 
i 
+ 
, - 
. 
/ 0 
T 
裡 
pu + cuiqiqi 
i 
+ 
, - 
. 
/ 0 
T 
sjqjqj 
裡 
j 
+ 
, -- 
. 
/ 00 
pu  
裡 
 cuirui 
i 
+ 
, - 
. 
/ 0 
sjqj 
裡 
j 
+ 
, -- 
. 
/ 00 
裡 
 cui 
i 
+ 
, - 
. 
/ 0 
sjqjruj 
裡 
j 
+ 
, -- 
. 
/ 00 
= 
= !1 
 q!r  r ! q + 1!b 
( ) 
A  q ! qT  ! qqT + 1!A 
( ) pu  b!1
仂 仗仂仆磿?
Training ranking (for user) 
fR (P,Q) 
pu 
裡 qi  qj ( )T 
裡 = 
= cui sj 
jI 
pu  rui  ruj ( ) %&' 
()* 
qi  qj ( ) 
iI 
裡 
= sj 
j 
+ 
, -- 
. 
/ 00 
T 
cuiqiqi 
裡 
i 
+ 
, - 
. 
/ 0 
裡 
pu  cuiqi 
i 
+ 
, - 
. 
/ 0 
T 
sjqj 
裡 
j 
+ 
, -- 
. 
/ 00 
pu  
裡 
 sjqj 
j 
+ 
, -- 
. 
/ 00 
T 
cuiqi 
裡 
i 
+ 
, - 
. 
/ 0 
T 
裡 
pu + cuiqiqi 
i 
+ 
, - 
. 
/ 0 
T 
sjqjqj 
裡 
j 
+ 
, -- 
. 
/ 00 
pu  
裡 
 cuirui 
i 
+ 
, - 
. 
/ 0 
sjqj 
裡 
j 
+ 
, -- 
. 
/ 00 
裡 
 cui 
i 
+ 
, - 
. 
/ 0 
sjqjruj 
裡 
j 
+ 
, -- 
. 
/ 00 
= 
= !1 
 q!r  r ! q + 1!b 
( ) 
A  q ! qT  ! qqT + 1!A 
( ) pu  b!1
Training ranking (for user) 
fR (P,Q) 
pu 
裡 qi  qj ( )T 
裡 = 
= cui sj 
jI 
pu  rui  ruj ( ) %&' 
()* 
qi  qj ( ) 
iI 
裡 
= sj 
j 
+ 
, -- 
. 
/ 00 
T 
cuiqiqi 
裡 
i 
+ 
, - 
. 
/ 0 
裡 
pu  cuiqi 
i 
+ 
, - 
. 
/ 0 
T 
sjqj 
裡 
j 
+ 
, -- 
. 
/ 00 
pu  
裡 
 sjqj 
j 
+ 
, -- 
. 
/ 00 
T 
cuiqi 
裡 
i 
+ 
, - 
. 
/ 0 
T 
裡 
pu + cuiqiqi 
i 
+ 
, - 
. 
/ 0 
T 
sjqjqj 
裡 
j 
+ 
, -- 
. 
/ 00 
pu  
裡 
 cuirui 
i 
+ 
, - 
. 
/ 0 
sjqj 
裡 
j 
+ 
, -- 
. 
/ 00 
裡 
 cui 
i 
+ 
, - 
. 
/ 0 
sjqjruj 
裡 
j 
+ 
, -- 
. 
/ 00 
= 
= !1 
 q!r  r ! q + 1!b 
( ) 
A  q ! qT  ! qqT + 1!A 
( ) pu  b!1
Training ranking (for user) 
fR (P,Q) 
pu 
裡 qi  qj ( )T 
裡 = 
= cui sj 
jI 
pu  rui  ruj ( ) %&' 
()* 
qi  qj ( ) 
iI 
裡 
= sj 
j 
+ 
, -- 
. 
/ 00 
T 
cuiqiqi 
裡 
i 
+ 
, - 
. 
/ 0 
裡 
pu  cuiqi 
i 
+ 
, - 
. 
/ 0 
T 
sjqj 
裡 
j 
+ 
, -- 
. 
/ 00 
pu  
裡 
 sjqj 
j 
+ 
, -- 
. 
/ 00 
T 
cuiqi 
裡 
i 
+ 
, - 
. 
/ 0 
T 
裡 
pu + cuiqiqi 
i 
+ 
, - 
. 
/ 0 
T 
sjqjqj 
裡 
j 
+ 
, -- 
. 
/ 00 
pu  
裡 
 cuirui 
i 
+ 
, - 
. 
/ 0 
sjqj 
裡 
j 
+ 
, -- 
. 
/ 00 
裡 
 cui 
i 
+ 
, - 
. 
/ 0 
sjqjruj 
裡 
j 
+ 
, -- 
. 
/ 00 
= 
= !1 
 q!r  r ! q + 1!b 
( ) 
A  q ! qT  ! qqT + 1!A 
( ) pu  b!1 
亠 亟于仂亶仆 亰舒于亳亳仄仂亠亶!
Training ranking (for item) 
fR (P,Q) 
qi 
裡 裡 p+ 
u 
= cuisj pu 
jI 
T qi  qj ( ) rui  ruj ( ) %& 
'( 
uU 
裡 裡 p= 
u 
+ cujsi pu ( ) 
jI 
T qj  qi ( ) ruj  rui ( ) %& 
'( 
uU 
T 
裡 
= cui pu pu 
u 
) 
* + 
, 
- . 
sj 
裡 
j 
) 
* ++ 
, 
- .. 
T 
裡 
qi  cui pu pu 
u 
) 
* + 
, 
- . 
T 
sjqj 
裡 
j 
) 
* ++ 
, 
- .. 
 
裡 
 cui purui 
u 
) 
* + 
, 
- . 
sj 
裡 
j 
) 
* ++ 
, 
- .. 
裡 裡 
pu 
+ cui sjruj 
j 
) 
* ++ 
, 
- .. 
u 
) 
* 
++ 
, 
- 
.. 
 
裡 
T cujqj 
裡 
 pupu 
j 
) 
* ++ 
, 
- .. 
u 
) 
* 
, 
.. 
++ - 
裡 
T cuj 
裡 
si  pupu 
j 
) 
* ++ 
, 
- .. 
u 
) 
* 
++ 
, 
- 
.. 
siqi + 
裡 裡 
pu 
+ cujruj 
j 
) 
* ++ 
, 
- .. 
u 
) 
* 
++ 
, 
- 
.. 
裡 
裡 
si  puruj cuj 
j 
) 
* ++ 
, 
- .. 
u 
) 
* 
++ 
, 
- 
.. 
si = 
+ p1  p2 + p3si  bsi ( ) 
= A!1 
+  Asi ( )qi  A! q  b!1
 亠仗亠 亟仂弍舒于亳仄 
亠亞仍亳亰舒亳
ITMO RecSys course. Autumn 2014. Lecture 2
Explanations
舒仄 仗仂仆舒于亳 Y! 
仍亳 于舒仄 仆舒于亳 X, 仂 
仗仂仗仂弍亶亠 Y
Item-based model explanation 
仂亟亠仍: 裡 
 rui = wijrui 
k 
jNu 
从仍舒亟 于 亠亶亳仆亞: wijrui 
弍亠亠仄 j  仄舒从亳仄舒仍仆仄亳 于从仍舒亟舒仄亳  
仂 亳 亠 仂弍仆亠仆亳亠! 
j
ALS explanation 
仂亟亠仍:  rui = yi 
T (了 I +Y TY )1 
T xu = yi 
Y Tr (u) 
裡 u 
ruj 
 rui = sij 
(u,i)R 
1 
Wu = ( Y TY +了 I )su = yTWuyij 
i 
j 
丐仂亞亟舒 仗亠亠仗亳亠仄 仄仂亟亠仍 从舒从 
urj uj 
从仍舒亟 于 亠亶亳仆亞: sij 
弍亠亠仄 j  仄舒从亳仄舒仍仆仄亳 于从仍舒亟舒仄亳  
仂 亳 亠 仂弍仆亠仆亳亠!
ALS explanation 
仂亟亠仍:  rui = yi 
T (了 I +Y TY )1 
T xu = yi 
Y Tr (u) 
裡 
 rui = Vuqi ( )T Vuqj ( )ruj 
(u,i)R 
1 
Wu = ( Y TY +了 I )su = yTWuyij 
i 
j 
亠亠仗亳亠仄 仄仂亟亠仍 从舒从 
Wu =Vu 
TVu 
Vu 丐仂亞亟舒 仄仂亢仆仂 舒仄舒亳于舒 从舒从 舒弍仍仂仆 
仗仂仍亰仂于舒亠仍从仂亞仂 仄仆亠仆亳 仗仂 item-
iALS explanation 
仂亟亠仍: pui = yi 
T (了 I +Y TCuY )1 
T xu = yi 
Y TCup(u) 
裡 u 
cpuj uj 
pui = sij 
pui>0 
Wu = ( Y TCuY +了 I )1 
su = yTWuyij 
i 
j 
丐仂亞亟舒 仗亠亠仗亳亠仄 仄仂亟亠仍 从舒从 
j ucp= sucuj uj ij 
uj 
从仍舒亟 于 亠亶亳仆亞: sij 
弍亠亠仄 j  仄舒从亳仄舒仍仆仄亳 于从仍舒亟舒仄亳  
仂 亳 亠 仂弍仆亠仆亳亠!
仆亟亠亶 舒仆亳仍亠仆从仂 
舒亰舒弍仂亳从 
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ITMO RecSys course. Autumn 2014. Lecture 2

  • 1. 亠从仂仄亠仆亟舒亠仍仆亠 亳亠仄 亠从亳 2: SVD continued 仆亟亠亶 舒仆亳仍亠仆从仂 25 仂从磡 2014
  • 2. 弌从舒 Advanced SVD methods iALS ALS1, iALS1 rankALS Explanations for SVD
  • 3. Advanced SVD methods iALS ALS1-optimization rankALS
  • 5. SVD revisited 仂亟亠仍: Tqi ruui =亮 + bu + bi + pu argmin p*q*b* 裡 2 ( r亮 b b pTq) uui u i u i (u,i )R 2 ( ) +了 pu 2 + qi 2 + bu 2 + bi 个仆从亳 仂亳弍从亳:
  • 6. SVD revisited 仂亟亠仍: Tqi ruui =亮 + bu + bi + pu argmin p*q*b* 裡 2 ( r亮 b b pTq) uui u i u i (u,i )R 2 ( ) +了 pu 2 + qi 2 + bu 2 + bi 个仆从亳 仂亳弍从亳: 仂 仂 舒从仂亠 r ? uui
  • 8. Implicit feedback prediction 亟亠: rating => (preference, confidence) pui {0,1} cui + (u, i) R pui =1 pui = 0 亳仆舒亠 cui =1+留rui 亳仍亳 cui =1+留 log 1+ rui ( 硫 )
  • 9. Implicit SVD model argmin x*y* 裡 2 T yi ( ) cui pui xu (u,i ) 裡 + yi +了 xu 2 u 2 裡 i # $ % & ' ( 个仆从亳 仂亳弍从亳: 亅仂 于仂亟亳 从 舒于仆亠仆亳礆 亟仍 ALS: xu = (了 I +Y TCuY )1 Y TCu p(u) yi = 了 I + XTCi( X)1 XTCi p(i)
  • 10. Implicit SVD model argmin x*y* 裡 2 T yi ( ) cui pui xu (u,i ) 裡 + yi +了 xu 2 u 2 裡 i # $ % & ' ( 个仆从亳 仂亳弍从亳: 亅仂 于仂亟亳 从 舒于仆亠仆亳礆 亟仍 ALS: xu = (了 I +Y TCuY )1 Y TCu p(u) yi = 了 I + XTCi( X)1 XTCi p(i) 仂 亠 仗仂弍仍亠仄舒!
  • 11. 丕从仂亠仆亳亠 (iALS) 亟亠: Y TCuY = Y TY +Y T (Cu I )Y 仗亳亠仄 于 C 于亠亞仂 仆亠仆仍亠于 仍亠仄亠仆仂于, u I nu 舒从 亢亠 于 C 于亠亞仂 仆亠仆仍亠于 仍亠仄亠仆仂于, up(u) nu 舒 Y 仆亠 亰舒于亳亳 仂 仗仂仍亰仂于舒亠仍! TY 仂亞仂: 仂弍仆仂于仍磳仄 于亠从仂舒 仗仂仍亰仂于舒亠仍亠亶 亰舒 O f 2N + f 3 ( U )
  • 12. 仆亳亳 iALS 仗亳亠仄 ALS-舒亞 于 仗仂亠仆仆仂亶 仂仄亠: xu = (了 I +Y TCuY )1 Y TCup(u) = 了 I + Au ( )1 du 于亠亟亠仄 束仆仍亠于仂亞仂損 仗仂仍亰仂于舒亠仍 弍亠亰 亳亟弍亠从舒: 裡 裡 T yd= cpyi 0 0 0i A0 = c0yi i i 丐仂亞亟舒 亟仍 仂舒仍仆 仗仂仍亰仂于舒亠仍亠亶 于于仂亟亳仄: T yi 裡 Au = A0 + (cui c0 )yi (u,i )N(u) 裡 du = d0 + cui pui c0 p0 ( ) yi (u,i)N(u)
  • 13. 仆亳亳 iALS 仗仂亟仂仍亢亠仆亳亠 舒从 于弍亳舒 c 亳 ? 0 p0
  • 14. 仆亳亳 iALS 仗仂亟仂仍亢亠仆亳亠 舒从 于弍亳舒 c 亳 ? 0 p0 舒从 亳 舒仆亠: (u, i) N pui =1 pui = 0 亳仆舒亠 cui =1+留rui
  • 15. 仆亳亳 iALS 仗仂亟仂仍亢亠仆亳亠 舒从 于弍亳舒 c 亳 ? 0 p0 舒从 亳 舒仆亠: (u, i) N pui =1 pui = 0 亳仆舒亠 cui =1+留rui p0 = 0 c0 =1
  • 16. Advanced SVD methods ALS1-optimization
  • 17. Ridge regression 仂亟亠仍: yi wT xi wTw0 argmin w yi wT xi ( )2 +了wTw n裡 i=1 # $ % & ' ( 个仆从亳 仂亳弍从亳: 丐仂仆仂亠 亠亠仆亳亠: w = (了 I + XTX)1 XT y = (了 I + A)1 d A = XTX d = XT y
  • 18. ALS revisited 仂亟亠仍: Tqi ruui = pu argmin p*q*b* 裡 2 ( r pTq) uui u i (u,i )R 2 ( ) +了 pu 2 + qi 个仆从亳 仂亳弍从亳: P-step: pu = 了nuI + Au ( )1 du Au =Q[u]TQ[u] = qiqi T 裡 i:(u,i)R 裡 d =Q[u]T ru = ruiqi i:(u,i)R Q-step: qi = 了niI + Ai ( )1 di Ai = P[i]T P[i] = pupu T 裡 u:(u,i)R 裡 di = P[i]T ri = rui pu u:(u,i)R
  • 19. Ridge regression (RR1 optimization) 仂亟亠仍: yi wT xi wTw0 argmin w n裡 了wTw+ wT xi yi ( )2 i=1 # $ % & ' ( 个仆从亳 仂亳弍从亳: 仂从仂仂亟亳仆舒仆亶 仗从 (仗仂 于亠仄 k): 裡 n wkxik yi wlxil i=1 lk wk 裡 n xe i=1 iki 了 + xxi=1 ikik n ( 裡 )
  • 20. ALS1-仂仗亳仄亳亰舒亳 仄仂亟亠仍亳 SVD 仂亟亠仍: Tqi ruui = pu argmin p*q*b* 裡 2 ( r pTq) uui u i (u,i )R 2 ( ) +了 pu 2 + qi 个仆从亳 仂亳弍从亳: P-step: RR1 亟仍 pu Q-step: RR1 亟仍 qi
  • 21. ALS1: 舒亰弍仂 P-舒亞舒 ei = yi +wT xi for k in 1..f: ei = ei +wkxik wk = 裡 n cxe i=1 iiki 了 + cxxi=1 iikik n ( 裡 ) ei = ei wkxik 仂亞仂: 仂弍仆仂于仍磳仄 仂亟仆仂亞仂 仗仂仍亰仂于舒亠仍 亰舒 仂仍仆仂亠 仂弍仆仂于仍亠仆亳亠 亰舒 O nu ( f ) O(Nf )
  • 22. iALS1 亟亠: 于仄亠仂 束亳仆亠亳亠从仂亞仂損 仗仂仍亰仂于舒亠仍 弍亟亠仄 亳仗仂仍亰仂于舒 束亳仆亠亳亠从亳亶損 亳亟弍亠从 舒亢亟仂仄 仗仂仍亰仂于舒亠仍 仂仗仂舒于亳仄 亳亟弍亠从: positive: 仗仂舒于亳仍 ( p, c) uiui 于亠仄 q亟仍 i i N(u) negative (cancellation): 于亠仄 亟仍 negative (synthetic): 于亠仄 亟仍 regularization: j-亶 仂从亠 亟仍 p0,c0 ( ) qi i N(u) rk, c0 ( ) gk k 1..K (0,1) 了 I j 1..K
  • 23. 舒从 亳舒 束亳仆亠亳亠从亳亠損 于亠从仂舒? 舒亰仍仂亢亳仄 仄舒亳 仗仂 仂弍于亠仆仆仄 于亠从仂舒仄: 裡 T y= SST i A0 = c0yi i 仗亳亠仄 于 仄舒亳舒 亟亳舒亞仂仆舒仍仆舒 K K A0 = SST =GTG G = ST GT = S 于亠从仂舒 g 仂从亳 G 仆舒仍仂亞亳仆仂 d0 =GTr , 仂从亟舒 仗仂仍亳仄 亰仆舒亠仆亳 rk
  • 25. 仗亳仄亳亰亳仂于舒 舒仆亢亳仂于舒仆亳亠 亟仍 亰舒亟舒亳 舒仆亢亳仂于舒仆亳 仂仂仂!
  • 26. Objective functions 裡 裡 fP () = cui rui rui ( )2 iI uU 裡 裡 裡 fR () = cui sj rui ruj ( ) rui ruj ( ) #$ 2 %& jI iI uU For prediction: For ranking (pairwise):
  • 27. Training prediction fP () pu T pu rui ( )qi 裡 = = cui qi iI T 裡 = cuiqiqi iI & ' ( ) 裡 T = * +pu cuiruiqi iI = Au pu bu P-舒亞: 亠仄 舒弍仂: O f 2N + f 3 ( U )
  • 28. Training ranking fR (P,Q) pu 裡 qi qj ( )T 裡 = = cui sj jI pu rui ruj ( ) %&' ()* qi qj ( ) iI 裡 = sj j + , -- . / 00 T cuiqiqi 裡 i + , - . / 0 裡 pu cuiqi i + , - . / 0 T sjqj 裡 j + , -- . / 00 pu 裡 sjqj j + , -- . / 00 T cuiqi 裡 i + , - . / 0 T 裡 pu + cuiqiqi i + , - . / 0 T sjqjqj 裡 j + , -- . / 00 pu 裡 cuirui i + , - . / 0 sjqj 裡 j + , -- . / 00 裡 cui i + , - . / 0 sjqjruj 裡 j + , -- . / 00 = = !1 q!r r ! q + 1!b ( ) A q ! qT ! qqT + 1!A ( ) pu b!1
  • 30. Training ranking (for user) fR (P,Q) pu 裡 qi qj ( )T 裡 = = cui sj jI pu rui ruj ( ) %&' ()* qi qj ( ) iI 裡 = sj j + , -- . / 00 T cuiqiqi 裡 i + , - . / 0 裡 pu cuiqi i + , - . / 0 T sjqj 裡 j + , -- . / 00 pu 裡 sjqj j + , -- . / 00 T cuiqi 裡 i + , - . / 0 T 裡 pu + cuiqiqi i + , - . / 0 T sjqjqj 裡 j + , -- . / 00 pu 裡 cuirui i + , - . / 0 sjqj 裡 j + , -- . / 00 裡 cui i + , - . / 0 sjqjruj 裡 j + , -- . / 00 = = !1 q!r r ! q + 1!b ( ) A q ! qT ! qqT + 1!A ( ) pu b!1
  • 31. Training ranking (for user) fR (P,Q) pu 裡 qi qj ( )T 裡 = = cui sj jI pu rui ruj ( ) %&' ()* qi qj ( ) iI 裡 = sj j + , -- . / 00 T cuiqiqi 裡 i + , - . / 0 裡 pu cuiqi i + , - . / 0 T sjqj 裡 j + , -- . / 00 pu 裡 sjqj j + , -- . / 00 T cuiqi 裡 i + , - . / 0 T 裡 pu + cuiqiqi i + , - . / 0 T sjqjqj 裡 j + , -- . / 00 pu 裡 cuirui i + , - . / 0 sjqj 裡 j + , -- . / 00 裡 cui i + , - . / 0 sjqjruj 裡 j + , -- . / 00 = = !1 q!r r ! q + 1!b ( ) A q ! qT ! qqT + 1!A ( ) pu b!1
  • 32. Training ranking (for user) fR (P,Q) pu 裡 qi qj ( )T 裡 = = cui sj jI pu rui ruj ( ) %&' ()* qi qj ( ) iI 裡 = sj j + , -- . / 00 T cuiqiqi 裡 i + , - . / 0 裡 pu cuiqi i + , - . / 0 T sjqj 裡 j + , -- . / 00 pu 裡 sjqj j + , -- . / 00 T cuiqi 裡 i + , - . / 0 T 裡 pu + cuiqiqi i + , - . / 0 T sjqjqj 裡 j + , -- . / 00 pu 裡 cuirui i + , - . / 0 sjqj 裡 j + , -- . / 00 裡 cui i + , - . / 0 sjqjruj 裡 j + , -- . / 00 = = !1 q!r r ! q + 1!b ( ) A q ! qT ! qqT + 1!A ( ) pu b!1 亠 亟于仂亶仆 亰舒于亳亳仄仂亠亶!
  • 33. Training ranking (for item) fR (P,Q) qi 裡 裡 p+ u = cuisj pu jI T qi qj ( ) rui ruj ( ) %& '( uU 裡 裡 p= u + cujsi pu ( ) jI T qj qi ( ) ruj rui ( ) %& '( uU T 裡 = cui pu pu u ) * + , - . sj 裡 j ) * ++ , - .. T 裡 qi cui pu pu u ) * + , - . T sjqj 裡 j ) * ++ , - .. 裡 cui purui u ) * + , - . sj 裡 j ) * ++ , - .. 裡 裡 pu + cui sjruj j ) * ++ , - .. u ) * ++ , - .. 裡 T cujqj 裡 pupu j ) * ++ , - .. u ) * , .. ++ - 裡 T cuj 裡 si pupu j ) * ++ , - .. u ) * ++ , - .. siqi + 裡 裡 pu + cujruj j ) * ++ , - .. u ) * ++ , - .. 裡 裡 si puruj cuj j ) * ++ , - .. u ) * ++ , - .. si = + p1 p2 + p3si bsi ( ) = A!1 + Asi ( )qi A! q b!1
  • 34. 亠仗亠 亟仂弍舒于亳仄 亠亞仍亳亰舒亳
  • 37. 舒仄 仗仂仆舒于亳 Y! 仍亳 于舒仄 仆舒于亳 X, 仂 仗仂仗仂弍亶亠 Y
  • 38. Item-based model explanation 仂亟亠仍: 裡 rui = wijrui k jNu 从仍舒亟 于 亠亶亳仆亞: wijrui 弍亠亠仄 j 仄舒从亳仄舒仍仆仄亳 于从仍舒亟舒仄亳 仂 亳 亠 仂弍仆亠仆亳亠! j
  • 39. ALS explanation 仂亟亠仍: rui = yi T (了 I +Y TY )1 T xu = yi Y Tr (u) 裡 u ruj rui = sij (u,i)R 1 Wu = ( Y TY +了 I )su = yTWuyij i j 丐仂亞亟舒 仗亠亠仗亳亠仄 仄仂亟亠仍 从舒从 urj uj 从仍舒亟 于 亠亶亳仆亞: sij 弍亠亠仄 j 仄舒从亳仄舒仍仆仄亳 于从仍舒亟舒仄亳 仂 亳 亠 仂弍仆亠仆亳亠!
  • 40. ALS explanation 仂亟亠仍: rui = yi T (了 I +Y TY )1 T xu = yi Y Tr (u) 裡 rui = Vuqi ( )T Vuqj ( )ruj (u,i)R 1 Wu = ( Y TY +了 I )su = yTWuyij i j 亠亠仗亳亠仄 仄仂亟亠仍 从舒从 Wu =Vu TVu Vu 丐仂亞亟舒 仄仂亢仆仂 舒仄舒亳于舒 从舒从 舒弍仍仂仆 仗仂仍亰仂于舒亠仍从仂亞仂 仄仆亠仆亳 仗仂 item-
  • 41. iALS explanation 仂亟亠仍: pui = yi T (了 I +Y TCuY )1 T xu = yi Y TCup(u) 裡 u cpuj uj pui = sij pui>0 Wu = ( Y TCuY +了 I )1 su = yTWuyij i j 丐仂亞亟舒 仗亠亠仗亳亠仄 仄仂亟亠仍 从舒从 j ucp= sucuj uj ij uj 从仍舒亟 于 亠亶亳仆亞: sij 弍亠亠仄 j 仄舒从亳仄舒仍仆仄亳 于从仍舒亟舒仄亳 仂 亳 亠 仂弍仆亠仆亳亠!