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BEYOND ACCURACY:
GOAL-DRIVEN RECOMMENDER
SYSTEM DESIGN
Tamas Jambor (@jamborta)
Data Scientist at Big Data Partnership (@bigdataexperts)
Ph.D. student at UCL
Evaluating Recommender Systems
• General error metrics
  • Mean absolute error (MAE)
  • Root mean squared error (RMSE)
• General rank based metrics
  • Precision/Recall
  • Mean Reciprocal Rank (MRR)
• Directly/indirectly optimised
• What does improving these metrics mean?
Goal driven vs Metric driven design
• Metric driven (error or rank based)
  • Metric(s) is abstract and general (e.g. RMSE)
  • Objective of the algorithm is abstract
  • Competitions (e.g. Kaggle, Netflix) encourage this approach
• Goal driven
  • Metric(s) depends on the goal
  • More focused algorithm design
  • Fitting goal to data (not model to data)
Goal driven design

• User/system perspective
  • Define and consider user satisfaction or system related objectives as
    priority
• Internal/external goals
   • Consider algorithmic or non-algorithmic solutions
• Time dependent goals
   • Identify various objectives and find the optimal solution
User/System perspective
• System perspective
 • Performance
 • Cost
 • Update time
 • Profit margin
• User perspective
 • User satisfaction (how to measure?)
 • Diversity
 • Novelty
 • Serendipity
 • Context
User vs System perspective
    System-                                      User-
                      General
    focused                                     focused
                       metric
     metric                                      metric

              Collaborative system-user goals

   System-
               General
   focused
                metric
    metric




    User-
   focused
    metric
               Opposite system-user goals
External/Internal goal
• External goals
  • System as a black box
  • Plugin any algorithm
  • Post/pre-filtering or independent algorithmic solution
  • Easier to evaluate (modularised)
• Internal goals
   • Goal is built in the algorithm
   • Goal is directly optimised
   • Difficult to evaluate different components
Approach to goal-driven design



                              Recommender system
       External goal                                            External goal
                                        Internal goal
data                   data                             prediction              prediction
Time dependent goals
• User side
  • Change in taste
  • Seasonal trends
• System side
  • Cost over time (e.g. peak vs off-peak)
  • Demand
Time dependent algorithms
• Internal
   • Exponential decay (model temporal change)
   • Survival analysis
   • Time-series model
• External
  • Time sensitive post filtering
  • Control theory
• Online learning approaches
Approach to goal-driven design




           User or   External or      Time      Performance
 Goal(s)
           System     Internal     dependency    Measures
User perspective


                 Static                            Temporal
Internal goals   Diversification/long tail items   Optimal Control Theory
                 (promote diverse items)           (cold-start problem)
External goals   Nudging and Serendipity           Balanced Control Theory
                 (promote serendipitous items)     (improve prediction per user)
System perspective


                 Static                              Temporal
Internal goals   Stock control                       Optimal Control Theory
                 (promote items that are in stock)   (estimate/maximise profit)
External goals Optimised content delivery            Balanced Control Theory
               (pre-cache liked items)               (stabilise resource allocation)
Example: Diversification/long tail items


Goal:         Promote diverse items
Challenges:   How to measure diversity?
Scope:        Goal is optimised within the algorithm
Algorithm:    Matrix factorisation with convex optimisation
Evaluation:   Measure diverse items in top position
Example: Stock availability


Goal:         Recommend items that are in stock
Challenges:   Up-to-date stock availability?
Scope:        Goal is optimised within the algorithm
Algorithm:    Matrix factorisation with convex optimisation
Evaluation:   Measure waiting list for items
Example: Improve prediction per user


Goal:       Request more data for difficult users
            Use only useful data to train model
Challenges: Define noise/signal for data points
Scope:      Goal is optimised over time, for each user
            independently
Algorithm:  Control theory
Evaluation: Performance measured per user basis
Example: Resource allocation


Goal:       Improve resource allocation (e.g. CPU time)
            Maximise available resources (e.g. fixed
            cluster)
Challenges: Define system dynamics
Scope:      Goal is optimised over time
Algorithm:  Control theory
Evaluation: Stability, divergence from reference
Summary
• Goal defines algorithm and performance measure
• Multiple goals can be integrate into a single system
• Modularity to evaluate goals separately (external)
• Optimisation to merge goals (internal)

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Beyond Accuracy: Goal-Driven Recommender Systems Design

  • 1. BEYOND ACCURACY: GOAL-DRIVEN RECOMMENDER SYSTEM DESIGN Tamas Jambor (@jamborta) Data Scientist at Big Data Partnership (@bigdataexperts) Ph.D. student at UCL
  • 2. Evaluating Recommender Systems • General error metrics • Mean absolute error (MAE) • Root mean squared error (RMSE) • General rank based metrics • Precision/Recall • Mean Reciprocal Rank (MRR) • Directly/indirectly optimised • What does improving these metrics mean?
  • 3. Goal driven vs Metric driven design • Metric driven (error or rank based) • Metric(s) is abstract and general (e.g. RMSE) • Objective of the algorithm is abstract • Competitions (e.g. Kaggle, Netflix) encourage this approach • Goal driven • Metric(s) depends on the goal • More focused algorithm design • Fitting goal to data (not model to data)
  • 4. Goal driven design • User/system perspective • Define and consider user satisfaction or system related objectives as priority • Internal/external goals • Consider algorithmic or non-algorithmic solutions • Time dependent goals • Identify various objectives and find the optimal solution
  • 5. User/System perspective • System perspective • Performance • Cost • Update time • Profit margin • User perspective • User satisfaction (how to measure?) • Diversity • Novelty • Serendipity • Context
  • 6. User vs System perspective System- User- General focused focused metric metric metric Collaborative system-user goals System- General focused metric metric User- focused metric Opposite system-user goals
  • 7. External/Internal goal • External goals • System as a black box • Plugin any algorithm • Post/pre-filtering or independent algorithmic solution • Easier to evaluate (modularised) • Internal goals • Goal is built in the algorithm • Goal is directly optimised • Difficult to evaluate different components
  • 8. Approach to goal-driven design Recommender system External goal External goal Internal goal data data prediction prediction
  • 9. Time dependent goals • User side • Change in taste • Seasonal trends • System side • Cost over time (e.g. peak vs off-peak) • Demand
  • 10. Time dependent algorithms • Internal • Exponential decay (model temporal change) • Survival analysis • Time-series model • External • Time sensitive post filtering • Control theory • Online learning approaches
  • 11. Approach to goal-driven design User or External or Time Performance Goal(s) System Internal dependency Measures
  • 12. User perspective Static Temporal Internal goals Diversification/long tail items Optimal Control Theory (promote diverse items) (cold-start problem) External goals Nudging and Serendipity Balanced Control Theory (promote serendipitous items) (improve prediction per user)
  • 13. System perspective Static Temporal Internal goals Stock control Optimal Control Theory (promote items that are in stock) (estimate/maximise profit) External goals Optimised content delivery Balanced Control Theory (pre-cache liked items) (stabilise resource allocation)
  • 14. Example: Diversification/long tail items Goal: Promote diverse items Challenges: How to measure diversity? Scope: Goal is optimised within the algorithm Algorithm: Matrix factorisation with convex optimisation Evaluation: Measure diverse items in top position
  • 15. Example: Stock availability Goal: Recommend items that are in stock Challenges: Up-to-date stock availability? Scope: Goal is optimised within the algorithm Algorithm: Matrix factorisation with convex optimisation Evaluation: Measure waiting list for items
  • 16. Example: Improve prediction per user Goal: Request more data for difficult users Use only useful data to train model Challenges: Define noise/signal for data points Scope: Goal is optimised over time, for each user independently Algorithm: Control theory Evaluation: Performance measured per user basis
  • 17. Example: Resource allocation Goal: Improve resource allocation (e.g. CPU time) Maximise available resources (e.g. fixed cluster) Challenges: Define system dynamics Scope: Goal is optimised over time Algorithm: Control theory Evaluation: Stability, divergence from reference
  • 18. Summary • Goal defines algorithm and performance measure • Multiple goals can be integrate into a single system • Modularity to evaluate goals separately (external) • Optimisation to merge goals (internal)