For building recommender systems, a critical task is to learn a policy with collected feedback (e.g., ratings, clicks) to decide which items to be recommended to users. However, it has been shown that the selection bias in the collected feedback leads to biased learning and thus a sub-optimal policy. To deal with this issue, counterfactual learning has received much attention, where existing approaches can be categorized as either value learning or policy learning approaches. This work studies policy learning approaches for top-K recommendations with a large item space and points out several difficulties related to importance weight explosion, observation insufficiency, and training efficiency. A practical framework for policy learning is then proposed to overcome these difficulties. Our experiments confirm the effectiveness and efficiency of the proposed framework.

We study the problem of learning similarity by using nonlinear embedding models (e.g., neural networks) from all possible pairs. This problem is well-known for its difficulty of training with the extreme number of pairs. For the special case of using linear embeddings, many studies have addressed this issue of handling all pairs by considering certain loss functions and developing efficient optimization algorithms. This paper aims to extend results for general nonlinear embeddings. First, we finish detailed derivations and provide clean formulations for efficiently calculating some building blocks of optimization algorithms such as function, gradient evaluation, and Hessian-vector product. The result enables the use of many optimization methods for extreme similarity learning with nonlinear embeddings. Second, we study some optimization methods in detail. Due to the use of nonlinear embeddings, implementation issues different from linear cases are addressed. In the end, some methods are shown to be highly efficient for extreme similarity learning with nonlinear embeddings.

Click-through rate (CTR) prediction is an important topic in mobile recommendation systems and computational advertising. As previous research indicates, a key point to maximize CTR is feature conjunction for making the training data more informative. Despite great progress, existing methods still fail to choose suitable settings of feature conjunction for the given data. In particular, a linear model on the pair-wise feature conjunction may overfit the training set if the data set is highly sparse. For such data, a model based on low-rank latent matrices are shown to be more appropriate. Unfortunately, practitioners now face difficulties to decide when to use which. In this paper, we propose an adaptive framework to address the feature conjunction problem. Our proposed framework adaptively chooses effective models to do feature conjunction according to data properties. We offer a case for building feature conjunction based on feature-pair frequency. Efficient training, as well as parameter selection, are thoroughly investigated. We conduct comprehensive online and offline experiments to demonstrate the effectiveness of the adaptive model over existing models for CTR prediction.

Click-through rate (CTR) prediction is a core problem of building advertising systems. In many real-world applications, because an ad placed in various positions has different click probabilities, the position information should be considered in both training and prediction. For such position-aware systems, existing approaches learn CTR models from clicks/not-clicks on historically displayed events by leveraging the position information in different ways. In this work, we explain that these approaches may give a heavily biased model. We first point out that in position-aware systems, two different types of selection biases coexist in displayed events. Secondly, we explain that some approaches attempting to eliminate the position effect from clicks/not-clicks may possess an additional bias. Finally, to obtain an unbiased CTR model for position-aware systems, we propose a novel counterfactual learning framework. Experiments confirm both our analysis on selection biases and the effectiveness of our proposed counterfactual learning framework.

Recommender system is one of the most successful machine learning technologies for commerce. However, it can reinforce the closed feedback loop problem, where the recommender system generates items to users, then the further recommendation model is trained with the data that users' feedback to the items. Such self-reinforcing pattern can cause data bias problems. There are several debiasing methods, inverse-propensity-scoring (IPS) is a practical one for industry product. Since it is relatively easy to reweight training samples, and ameliorate the distribution shift problem. However,because of deterministic policy problem and confoundings in real-world data, it is hard to predict propensity score accurately. Inspired by the sample reweight work for robust deep learning, we propose a novel influence function based method for recommendation modeling, and analyze how the influence function corrects the bias. In the experiments, our proposed method achieves better performance against the state-of-the-art approaches.

Click-through rate (CTR) prediction is the core problem of building advertising systems. Most existing state-of-the-art approaches model CTR prediction as binary classification problems, where displayed events with and without click feedbacks are respectively considered as positive and negative instances for training and offline validation. However, due to the selection mechanism applied in most advertising systems, a selection bias exists between distributions of displayed and non-displayed events. Conventional CTR models ignoring the bias may have inaccurate predictions and cause a loss of the revenue. To alleviate the bias, we need to conduct counterfactual learning by considering not only displayed events but also non-displayed events. In this paper, through a review of existing approaches of counterfactual learning, we point out some difficulties for applying these approaches for CTR prediction in a real-world advertising system. To overcome these difficulties, we propose a novel framework for counterfactual CTR prediction. In experiments, we compare our proposed framework against state-of-the-art conventional CTR models and existing counterfactual learning approaches. Experimental results show significant improvements.

To date, factorization machines (FMs) have emerged as a powerful model in many applications. In this work, we study the training of FM with the logistic loss for binary classification, which is a nonlinear extension of the linear model with the logistic loss (i.e., logistic regression). For the training of large-scale logistic regression, Newton methods have been shown to be an effective approach, but it is difficult to apply such methods to FM because of the nonconvexity. We consider a modification of FM that is multiblock convex and propose an alternating minimization algorithm based on Newton methods. Some novel optimization techniques are introduced to reduce the running time. Our experiments demonstrate that the proposed algorithm is more efficient than stochastic gradient algorithms and coordinate descent methods. The parallelism of our method is also investigated for the acceleration in multithreading environments.

Matrix factorization (MF) plays a key role in many applications such as recommender systems and computer vision, but MF may take long running time for handling large matrices commonly seen in the big data era. Many parallel techniques have been proposed to reduce the running time, but few parallel MF packages are available. Therefore, we present an open source library, LIBMF, based on recent advances of parallel MF for shared-memory systems. LIBMF includes easy-to-use command-line tools, interfaces to C/C++ languages, and comprehensive documentation. Our experiments demonstrate that LIBMF outperforms state of the art packages. LIBMF is BSD-licensed, so users can freely use, modify, and redistribute the code.