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)
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
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
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!