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"Recommendation": models, code, and papers

Personalized, Health-Aware Recipe Recommendation: An Ensemble Topic Modeling Based Approach

Jul 31, 2019
Mansura A. Khan, Ellen Rushe, Barry Smyth, David Coyle

Food choices are personal and complex and have a significant impact on our long-term health and quality of life. By helping users to make informed and satisfying decisions, Recommender Systems (RS) have the potential to support users in making healthier food choices. Intelligent users-modeling is a key challenge in achieving this potential. This paper investigates Ensemble Topic Modelling (EnsTM) based Feature Identification techniques for efficient user-modeling and recipe recommendation. It builds on findings in EnsTM to propose a reduced data representation format and a smart user-modeling strategy that makes capturing user-preference fast, efficient and interactive. This approach enables personalization, even in a cold-start scenario. This paper proposes two different EnsTM based and one Hybrid EnsTM based recommenders. We compared all three EnsTM based variations through a user study with 48 participants, using a large-scale,real-world corpus of 230,876 recipes, and compare against a conventional Content Based (CB) approach. EnsTM based recommenders performed significantly better than the CB approach. Besides acknowledging multi-domain contents such as taste, demographics and cost, our proposed approach also considers user's nutritional preference and assists them finding recipes under diverse nutritional categories. Furthermore, it provides excellent coverage and enables implicit understanding of user's food practices. Subsequent analysis also exposed correlation between certain features and a healthier lifestyle.

* This is a pre-print version of the accepted full-paper in HealthRecsys2019 workshop ( The final version of the article would be published in the workshop preceding 

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Fast ALS-based tensor factorization for context-aware recommendation from implicit feedback

Apr 04, 2013
Balázs Hidasi, Domonkos Tikk

Albeit, the implicit feedback based recommendation problem - when only the user history is available but there are no ratings - is the most typical setting in real-world applications, it is much less researched than the explicit feedback case. State-of-the-art algorithms that are efficient on the explicit case cannot be straightforwardly transformed to the implicit case if scalability should be maintained. There are few if any implicit feedback benchmark datasets, therefore new ideas are usually experimented on explicit benchmarks. In this paper, we propose a generic context-aware implicit feedback recommender algorithm, coined iTALS. iTALS apply a fast, ALS-based tensor factorization learning method that scales linearly with the number of non-zero elements in the tensor. The method also allows us to incorporate diverse context information into the model while maintaining its computational efficiency. In particular, we present two such context-aware implementation variants of iTALS. The first incorporates seasonality and enables to distinguish user behavior in different time intervals. The other views the user history as sequential information and has the ability to recognize usage pattern typical to certain group of items, e.g. to automatically tell apart product types or categories that are typically purchased repetitively (collectibles, grocery goods) or once (household appliances). Experiments performed on three implicit datasets (two proprietary ones and an implicit variant of the Netflix dataset) show that by integrating context-aware information with our factorization framework into the state-of-the-art implicit recommender algorithm the recommendation quality improves significantly.

* Proceedings of the 2012 European conference on Machine Learning and Knowledge Discovery in Databases - Volume Part II 
* Accepted for ECML/PKDD 2012, presented on 25th September 2012, Bristol, UK 

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Personalized next-best action recommendation with multi-party interaction learning for automated decision-making

Aug 19, 2021
Longbing Cao, Chengzhang Zhu

Automated next-best action recommendation for each customer in a sequential, dynamic and interactive context has been widely needed in natural, social and business decision-making. Personalized next-best action recommendation must involve past, current and future customer demographics and circumstances (states) and behaviors, long-range sequential interactions between customers and decision-makers, multi-sequence interactions between states, behaviors and actions, and their reactions to their counterpart's actions. No existing modeling theories and tools, including Markovian decision processes, user and behavior modeling, deep sequential modeling, and personalized sequential recommendation, can quantify such complex decision-making on a personal level. We take a data-driven approach to learn the next-best actions for personalized decision-making by a reinforced coupled recurrent neural network (CRN). CRN represents multiple coupled dynamic sequences of a customer's historical and current states, responses to decision-makers' actions, decision rewards to actions, and learns long-term multi-sequence interactions between parties (customer and decision-maker). Next-best actions are then recommended on each customer at a time point to change their state for an optimal decision-making objective. Our study demonstrates the potential of personalized deep learning of multi-sequence interactions and automated dynamic intervention for personalized decision-making in complex systems.

* 17 pages, 7 figures, 4 tables 

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FinGAT: Financial Graph Attention Networks for Recommending Top-K Profitable Stocks

Jun 18, 2021
Yi-Ling Hsu, Yu-Che Tsai, Cheng-Te Li

Financial technology (FinTech) has drawn much attention among investors and companies. While conventional stock analysis in FinTech targets at predicting stock prices, less effort is made for profitable stock recommendation. Besides, in existing approaches on modeling time series of stock prices, the relationships among stocks and sectors (i.e., categories of stocks) are either neglected or pre-defined. Ignoring stock relationships will miss the information shared between stocks while using pre-defined relationships cannot depict the latent interactions or influence of stock prices between stocks. In this work, we aim at recommending the top-K profitable stocks in terms of return ratio using time series of stock prices and sector information. We propose a novel deep learning-based model, Financial Graph Attention Networks (FinGAT), to tackle the task under the setting that no pre-defined relationships between stocks are given. The idea of FinGAT is three-fold. First, we devise a hierarchical learning component to learn short-term and long-term sequential patterns from stock time series. Second, a fully-connected graph between stocks and a fully-connected graph between sectors are constructed, along with graph attention networks, to learn the latent interactions among stocks and sectors. Third, a multi-task objective is devised to jointly recommend the profitable stocks and predict the stock movement. Experiments conducted on Taiwan Stock, S&P 500, and NASDAQ datasets exhibit remarkable recommendation performance of our FinGAT, comparing to state-of-the-art methods.

* Accepted to IEEE TKDE 2021. The first two authors equally contribute to this work. Code is available at 

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Deep Hierarchical Reinforcement Learning Based Recommendations via Multi-goals Abstraction

Mar 22, 2019
Dongyang Zhao, Liang Zhang, Bo Zhang, Lizhou Zheng, Yongjun Bao, Weipeng Yan

The recommender system is an important form of intelligent application, which assists users to alleviate from information redundancy. Among the metrics used to evaluate a recommender system, the metric of conversion has become more and more important. The majority of existing recommender systems perform poorly on the metric of conversion due to its extremely sparse feedback signal. To tackle this challenge, we propose a deep hierarchical reinforcement learning based recommendation framework, which consists of two components, i.e., high-level agent and low-level agent. The high-level agent catches long-term sparse conversion signals, and automatically sets abstract goals for low-level agent, while the low-level agent follows the abstract goals and interacts with real-time environment. To solve the inherent problem in hierarchical reinforcement learning, we propose a novel deep hierarchical reinforcement learning algorithm via multi-goals abstraction (HRL-MG). Our proposed algorithm contains three characteristics: 1) the high-level agent generates multiple goals to guide the low-level agent in different stages, which reduces the difficulty of approaching high-level goals; 2) different goals share the same state encoder parameters, which increases the update frequency of the high-level agent and thus accelerates the convergence of our proposed algorithm; 3) an appreciate benefit assignment function is designed to allocate rewards in each goal so as to coordinate different goals in a consistent direction. We evaluate our proposed algorithm based on a real-world e-commerce dataset and validate its effectiveness.

* submitted to SIGKDD 2019 

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Popularity Bias Is Not Always Evil: Disentangling Benign and Harmful Bias for Recommendation

Sep 16, 2021
Zihao Zhao, Jiawei Chen, Sheng Zhou, Xiangnan He, Xuezhi Cao, Fuzheng Zhang, Wei Wu

Recommender system usually suffers from severe popularity bias -- the collected interaction data usually exhibits quite imbalanced or even long-tailed distribution over items. Such skewed distribution may result from the users' conformity to the group, which deviates from reflecting users' true preference. Existing efforts for tackling this issue mainly focus on completely eliminating popularity bias. However, we argue that not all popularity bias is evil. Popularity bias not only results from conformity but also item quality, which is usually ignored by existing methods. Some items exhibit higher popularity as they have intrinsic better property. Blindly removing the popularity bias would lose such important signal, and further deteriorate model performance. To sufficiently exploit such important information for recommendation, it is essential to disentangle the benign popularity bias caused by item quality from the harmful popularity bias caused by conformity. Although important, it is quite challenging as we lack an explicit signal to differentiate the two factors of popularity bias. In this paper, we propose to leverage temporal information as the two factors exhibit quite different patterns along the time: item quality revealing item inherent property is stable and static while conformity that depends on items' recent clicks is highly time-sensitive. Correspondingly, we further propose a novel Time-aware DisEntangled framework (TIDE), where a click is generated from three components namely the static item quality, the dynamic conformity effect, as well as the user-item matching score returned by any recommendation model. Lastly, we conduct interventional inference such that the recommendation can benefit from the benign popularity bias while circumvent the harmful one. Extensive experiments on three real-world datasets demonstrated the effectiveness of TIDE.

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Heterogeneous Global Graph Neural Networks for Personalized Session-based Recommendation

Jul 08, 2021
Yitong Pang, Lingfei Wu, Qi Shen, Yiming Zhang, Zhihua Wei, Fangli Xu, Ethan Chang, Bo Long

Predicting the next interaction of a short-term interaction session is a challenging task in session-based recommendation. Almost all existing works rely on item transition patterns, and neglect the impact of user historical sessions while modeling user preference, which often leads to non-personalized recommendation. Additionally, existing personalized session-based recommenders capture user preference only based on the sessions of the current user, but ignore the useful item-transition patterns from other user's historical sessions. To address these issues, we propose a novel Heterogeneous Global Graph Neural Networks (HG-GNN) to exploit the item transitions over all sessions in a subtle manner for better inferring user preference from the current and historical sessions. To effectively exploit the item transitions over all sessions from users, we propose a novel heterogeneous global graph that contains item transitions of sessions, user-item interactions and global co-occurrence items. Moreover, to capture user preference from sessions comprehensively, we propose to learn two levels of user representations from the global graph via two graph augmented preference encoders. Specifically, we design a novel heterogeneous graph neural network (HGNN) on the heterogeneous global graph to learn the long-term user preference and item representations with rich semantics. Based on the HGNN, we propose the Current Preference Encoder and the Historical Preference Encoder to capture the different levels of user preference from the current and historical sessions, respectively. To achieve personalized recommendation, we integrate the representations of the user current preference and historical interests to generate the final user preference representation. Extensive experimental results on three real-world datasets show that our model outperforms other state-of-the-art methods.

* 11 pages, 2 figures 

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Towards Low-loss 1-bit Quantization of User-item Representations for Top-K Recommendation

Dec 03, 2021
Yankai Chen, Yifei Zhang, Yingxue Zhang, Huifeng Guo, Jingjie Li, Ruiming Tang, Xiuqiang He, Irwin King

Due to the promising advantages in space compression and inference acceleration, quantized representation learning for recommender systems has become an emerging research direction recently. As the target is to embed latent features in the discrete embedding space, developing quantization for user-item representations with a few low-precision integers confronts the challenge of high information loss, thus leading to unsatisfactory performance in Top-K recommendation. In this work, we study the problem of representation learning for recommendation with 1-bit quantization. We propose a model named Low-loss Quantized Graph Convolutional Network (L^2Q-GCN). Different from previous work that plugs quantization as the final encoder of user-item embeddings, L^2Q-GCN learns the quantized representations whilst capturing the structural information of user-item interaction graphs at different semantic levels. This achieves the substantial retention of intermediate interactive information, alleviating the feature smoothing issue for ranking caused by numerical quantization. To further improve the model performance, we also present an advanced solution named L^2Q-GCN-anl with quantization approximation and annealing training strategy. We conduct extensive experiments on four benchmarks over Top-K recommendation task. The experimental results show that, with nearly 9x representation storage compression, L^2Q-GCN-anl attains about 90~99% performance recovery compared to the state-of-the-art model.

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Joint Item Recommendation and Attribute Inference: An Adaptive Graph Convolutional Network Approach

May 25, 2020
Le Wu, Yonghui Yang, Kun Zhang, Richang Hong, Yanjie Fu, Meng Wang

In many recommender systems, users and items are associated with attributes, and users show preferences to items. The attribute information describes users'(items') characteristics and has a wide range of applications, such as user profiling, item annotation, and feature-enhanced recommendation. As annotating user (item) attributes is a labor intensive task, the attribute values are often incomplete with many missing attribute values. Therefore, item recommendation and attribute inference have become two main tasks in these platforms. Researchers have long converged that user (item) attributes and the preference behavior are highly correlated. Some researchers proposed to leverage one kind of data for the remaining task, and showed to improve performance. Nevertheless, these models either neglected the incompleteness of user (item) attributes or regarded the correlation of the two tasks with simple models, leading to suboptimal performance of these two tasks. To this end, in this paper, we define these two tasks in an attributed user-item bipartite graph, and propose an Adaptive Graph Convolutional Network (AGCN) approach for joint item recommendation and attribute inference. The key idea of AGCN is to iteratively perform two parts: 1) Learning graph embedding parameters with previously learned approximated attribute values to facilitate two tasks; 2) Sending the approximated updated attribute values back to the attributed graph for better graph embedding learning. Therefore, AGCN could adaptively adjust the graph embedding learning parameters by incorporating both the given attributes and the estimated attribute values, in order to provide weakly supervised information to refine the two tasks. Extensive experimental results on three real-world datasets clearly show the effectiveness of the proposed model.

* Accepted by SIGIR2020 

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Show Me the Whole World: Towards Entire Item Space Exploration for Interactive Personalized Recommendations

Oct 19, 2021
Yu Song, Jianxun Lian, Shuai Sun, Hong Huang, Yu Li, Hai Jin, Xing Xie

User interest exploration is an important and challenging topic in recommender systems, which alleviates the closed-loop effects between recommendation models and user-item interactions. Contextual bandit (CB) algorithms strive to make a good trade-off between exploration and exploitation so that users' potential interests have chances to expose. However, classical CB algorithms can only be applied to a small, sampled item set (usually hundreds), which forces the typical applications in recommender systems limited to candidate post-ranking, homepage top item ranking, ad creative selection, or online model selection (A/B test). In this paper, we introduce two simple but effective hierarchical CB algorithms to make a classical CB model (such as LinUCB and Thompson Sampling) capable to explore users' interest in the entire item space without limiting it to a small item set. We first construct a hierarchy item tree via a bottom-up clustering algorithm to organize items in a coarse-to-fine manner. Then we propose a hierarchical CB (HCB) algorithm to explore users' interest in the hierarchy tree. HCB takes the exploration problem as a series of decision-making processes, where the goal is to find a path from the root to a leaf node, and the feedback will be back-propagated to all the nodes in the path. We further propose a progressive hierarchical CB (pHCB) algorithm, which progressively extends visible nodes which reach a confidence level for exploration, to avoid misleading actions on upper-level nodes in the sequential decision-making process. Extensive experiments on two public recommendation datasets demonstrate the effectiveness and flexibility of our methods.

* WSDM 2022 

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