Robust Cost-Sensitive Learning for Recommendation with Implicit Feedback

07/03/2017
by   Peng Yang, et al.
0

Recommendation is the task of improving customer experience through personalized recommendation based on users' past feedback. In this paper, we investigate the most common scenario: the user-item (U-I) matrix of implicit feedback. Even though many recommendation approaches are designed based on implicit feedback, they attempt to project the U-I matrix into a low-rank latent space, which is a strict restriction that rarely holds in practice. In addition, although misclassification costs from imbalanced classes are significantly different, few methods take the cost of classification error into account. To address aforementioned issues, we propose a robust framework by decomposing the U-I matrix into two components: (1) a low-rank matrix that captures the common preference, and (2) a sparse matrix that detects the user-specific preference of individuals. A cost-sensitive learning model is embedded into the framework. Specifically, this model exploits different costs in the loss function for the observed and unobserved instances. We show that the resulting non-smooth convex objective can be optimized efficiently by an accelerated projected gradient method with closed-form solutions. Morever, the proposed algorithm can be scaled up to large-sized datasets after a relaxation. The theoretical result shows that even with a small fraction of 1's in the U-I matrix M∈R^n× m, the cost-sensitive error of the proposed model is upper bounded by O(α/√(mn)), where α is a bias over imbalanced classes. Finally, empirical experiments are extensively carried out to evaluate the effectiveness of our proposed algorithm. Encouraging experimental results show that our algorithm outperforms several state-of-the-art algorithms on benchmark recommendation datasets.

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