一、背景
在推荐召回系统中,通常会采用tow-tower模型并利用log softmax作为损失进行优化,设
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s(x,y)为query x和item y的相似度分数,则有如下的损失函数:
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\begin{align} \mathcal{L} &= - \frac {1}{B} \sum_{i \in [B]}log(\frac {e^{s(x_i,y_i)}}{\sum_{j\in [C]} e^{s(x_i,y_j)}}) \\ &= - \frac{1}{B} \sum_{i \in [B]}\{s(x_i,y_i) - log\sum_{j\in [C]} e^{s(x_i,y_j)}\} \end{align}
L=−B1i∈[B]∑log(∑j∈[C]es(xi,yj)es(xi,yi))=−B1i∈[B]∑{s(xi,yi)−logj∈[C]∑es(xi,yj)}
对损失求导
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\begin{align} \mathcal{\nabla_\theta L} &=- \frac{1}{B} \sum_{i \in [B]} \{ \nabla_{\theta} s(x_i, y_i) - \sum_{j \in [C]} \frac{e^{s(x_i, y_j)}}{\sum_{k\in [C]} e^{s(x_i, y_k)}} \nabla_ \theta s(x_i, y_j)\} \\ &= - \frac{1}{B} \sum_{i \in [B]} \{ \nabla_{\theta} s(x_i, y_i) - \sum_{j \in [C]} P(y_j|x_i) \nabla_ \theta s(x_i, y_j)\} \\ &= - \frac{1}{B} \sum_{i \in [B]} \{ \underbrace{\nabla_{\theta} s(x_i, y_i)}_{part\ one} - \underbrace{E_{P}[\nabla_\theta s(x_i, y_j)]}_{part \ two}\} \end{align}
∇θL=−B1i∈[B]∑{∇θs(xi,yi)−j∈[C]∑∑k∈[C]es(xi,yk)es(xi,yj)∇θs(xi,yj)}=−B1i∈[B]∑{∇θs(xi,yi)−j∈[C]∑P(yj∣xi)∇θs(xi,yj)}=−B1i∈[B]∑{part one
∇θs(xi,yi)−part two
EP[∇θs(xi,yj)]}
可以发现梯度的第二部分是
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\nabla_\theta s(x_i, y_j)
∇θs(xi,yj)关于target distribution P的期望,由于语料库的规模十分庞大,导致在计算配分函数时产生巨大的计算开销,因此需要对期望(梯度)进行近似计算,比较常见的做法是利用importance sampling采样较小规模的item来近似期望(sampled softmax),本文将对sampled softmax的计算公式进行推导,供学习参考,如有错误还请指出
二、公式推导
设P为target distribution,Q为proposal distribution,重要性采样的基本思想是利用更容易采样的Q分布进行采样
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\begin{align} E_{P}[\nabla_\theta s(x_i, y_j)] &= \sum_{j \in C} P(y_j|x_i) \nabla_ \theta s(x_i, y_j) \\ &= \sum_{j \in C} \frac{P(y_j|x_i)}{Q(y_j|x_i)} Q(y_j|x_i) \nabla_ \theta s(x_i, y_j) \\ &= E_{Q}[\frac{P(y_j|x_i)}{Q(y_j|x_i)}\nabla_\theta s(x_i, y_j)] \\ &\approx \frac{1}{B}\sum_{j \in [B]} \frac{P(y_j|x_i)}{Q(y_j|x_i)}\nabla_\theta s(x_i, y_j) \end{align}
EP[∇θs(xi,yj)]=j∈C∑P(yj∣xi)∇θs(xi,yj)=j∈C∑Q(yj∣xi)P(yj∣xi)Q(yj∣xi)∇θs(xi,yj)=EQ[Q(yj∣xi)P(yj∣xi)∇θs(xi,yj)]≈B1j∈[B]∑Q(yj∣xi)P(yj∣xi)∇θs(xi,yj)
其中 P ( y j ∣ x i ) Q ( y j ∣ x i ) \frac{P(y_j|x_i)}{Q(y_j|x_i)} Q(yj∣xi)P(yj∣xi)就是importacne sampling中的重要性权重,分布Q与分布P越接近,则权重越大,在公式(9)中,我们从分布Q中采样B个样本,计算近似期望
在得到期望的近似计算公式后,我们再将
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\begin{align} E_{P}[\nabla_\theta s(x_i, y_j)] &\approx \frac{1}{B}\sum_{j \in [B]} \frac{P(y_j|x_i)}{Q(y_j|x_i)}\nabla_\theta s(x_i, y_j) \\ &= \frac{1}{B}\sum_{j \in [B]} \frac{e^{s(x_i, y_j)}}{Q(y_j|x_i)\sum_{k\in C} e^{s(x_i, y_k)}} \nabla_\theta s(x_i, y_j) \\ &= \frac{1}{B}\sum_{j \in [B]} \frac{e^{s(x_i, y_j)-lnQ(y_j|x_i)}}{\sum_{k\in C} e^{s(x_i, y_k)}} \nabla_\theta s(x_i, y_j) \end{align}
EP[∇θs(xi,yj)]≈B1j∈[B]∑Q(yj∣xi)P(yj∣xi)∇θs(xi,yj)=B1j∈[B]∑Q(yj∣xi)∑k∈Ces(xi,yk)es(xi,yj)∇θs(xi,yj)=B1j∈[B]∑∑k∈Ces(xi,yk)es(xi,yj)−lnQ(yj∣xi)∇θs(xi,yj)
可以发现由于
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P(yj∣xi)的计算引入了配分函数,导致计算量仍然十分庞大,因此需要对配分函数的计算进行简化,思路是构造一个期望的形式,然后同样采样B个样本近似计算期望
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\begin{align} \sum_{k\in C} e^{s(x_i, y_k)} &= \sum_{k\in C} Q(y_k|x_i) \cdot \frac{1}{Q(y_k|x_i)} e^{s(x_i, y_k)} \\ &= \sum_{k\in C}[Q(y_k|x_i) e^{s(x_i, y_k)-lnQ(y_k|x_i)}] \\ &= E_{Q}[e^{s(x_i, y_k)-lnQ(y_k|x_i)}] \\ &\approx \frac{1}{B}\sum_{k \in [B]} e^{s(x_i, y_k)-lnQ(y_k|x_i)} \end{align}
k∈C∑es(xi,yk)=k∈C∑Q(yk∣xi)⋅Q(yk∣xi)1es(xi,yk)=k∈C∑[Q(yk∣xi)es(xi,yk)−lnQ(yk∣xi)]=EQ[es(xi,yk)−lnQ(yk∣xi)]≈B1k∈[B]∑es(xi,yk)−lnQ(yk∣xi)
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s^c(x_i, y_i) = s(x_i, y_i) - lnQ(y_i|x_i)
sc(xi,yi)=s(xi,yi)−lnQ(yi∣xi),即可得到最终的计算公式:
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\begin{align} E_{P}[\nabla_\theta s(x_i, y_j)] &\approx \frac{1}{B}\sum_{j \in [B]} \frac{s^c(x_i, y_j)}{\frac{1}{B}\sum_{k \in [B]} s^c(x_i, y_k)} \nabla_\theta s(x_i, y_j) \\ &= \sum_{j \in [B]} \frac{s^c(x_i, y_j)}{\sum_{k \in [B]} s^c(x_i, y_k)} \nabla_\theta s(x_i, y_j) \end{align}
EP[∇θs(xi,yj)]≈B1j∈[B]∑B1∑k∈[B]sc(xi,yk)sc(xi,yj)∇θs(xi,yj)=j∈[B]∑∑k∈[B]sc(xi,yk)sc(xi,yj)∇θs(xi,yj)
至此公式推导完毕,sampled softmax在实际使用中只需利用负采样得到数量较少的负样本,将修正后的分数代入log-softmax即可,大大减小了计算量,但同时也引入了bias,因此许多研究关注于提高采样分布的质量和偏差的修正
Reference
[1] Yang J, Yi X, Zhiyuan Cheng D, et al. Mixed negative sampling for learning two-tower neural networks in recommendations[C]. Companion Proceedings of the Web Conference 2020, 2020: 441-447.
[2] Bengio Y, Senécal J S. Adaptive importance sampling to accelerate training of a neural probabilistic language model[J]. IEEE Transactions on Neural Networks, 2008, 19(4): 713-722.
[3] Jean S, Cho K, Memisevic R, et al. On using very large target vocabulary for neural machine translation[J]. arXiv preprint arXiv:1412.2007, 2014.