从ctr预估问题看看f(x)设计—DNN篇

转自:https://zhuanlan.zhihu.com/p/28202287

把DNN引入ctr预估无非看重两点:
一,改进模型结构,提高“信息利用率”,发现高阶非线性特征,挖掘以前挖不到潜在模式,比如DIN引入attention机制;一般来说Embedding+MLP是标配。
二,扩充“信息量”,把图片/文本这类不好处理的数据利用起来,比如DeepCTR;

#0 RoadMap-搭积木

除了图中主线之外,还有一个值得关注的地方:embedding vector怎么融合?

-concatenate:wide&deep model, deep embedding forest, deep crossing model, DeepFM etc;fk个节点

-inner/outer product:PNN两两之间做inner/outer product,fxfx1 or fxfxkxk 个节点

-weighted sum:deep interest networkm, AFM;k个节点

-Bi-interaction:NFM两两之间element-wise product再sum,AFM更进一步引入attention做weighted sum;k个节点


#1 LR

#{x,y}:<u,a,c,y>
#f(x):
-单层单节点的“DNN”, 宽而不深,深宽大战鄙视链的底端;
-参数量n+1
#loss:logloss/... + L1/L2/...
#optimizer:sgd/...
#evalution:logloss/auc/...


#2 MLR

#{x,y}:<u,a,c,y>
#f(x):上图;参数量2mn
#loss:logloss + L21 + L1
#optimizer:
#evalution:auc


#3 MF

#{x,y}:<u,a,y>
#f(x):
-前半部分实际上就是DL embedding层;
-参数量(#users+#items)xK
#loss:rmse/... + L1/L2/...
#optimizer:sgd/...
#evalution:rmse/...


#4 FM = LR + MF


#{x,y}:<u,a,c,y>
#f(x):
-LR + MFs,feature interaction part 图上只画了一个(或者vi不看成one-hot encoding);
-参数量1+n(lr part) + nk(embedding part)
#loss:logloss/... + L1/L2/...
#optimizer:sgd/...
#evalution:logloss/auc/...


#5 FNN = FM + MLP = LR + MF + MLP

#{x,y}:<u,a,c,y>
#f(x):
-FM + MLP,FM的基础上堆叠mlp,FM part pre-training ;
-参数量:1+n+nk(fm part) + (1+f+fk)xH1+H1xH2+H2x1(mlp part)
#loss:logloss + L2
#optimizer:sgd/...
#evalution:logloss/auc/...


#6 PNN = FNN + Product layer

#{x,y}:<u,a,c,y>
#f(x):
-mlp part做feature explore 有局限,引入produc layer learn interactive patterns再送入mlp;
-addition acts like "OR" gate while multiplication acting like "AND" gate, and the product layer seems to learn rules other than features.
-inner product 参数量1+n + nk(embedding part) + (fxk+fxf)xH1(product part) + H1xH2+H2x1(mlp part)
-outer product 参数量1+n + nk(embedding part) + (fxk+fxfxkxk)xH1(product part) + H1xH2+H2x1(mlp part)
#loss:logloss + dropout
#optimizer:gd
#evalution:logloss/auc/rig/rmse


#7 WDL = LR + Embedding + MLP


#{x,y}:<u,a,c,y>
#f(x):
-LR + Embedding + MLP,embedding part跟MF前半部分一样;
-参数量1+n(wide-part) + nxk(embedding part) + fxkxH1+H1xH2+H2x1(mlp part)
mlp part网络参数降到 f x K x #hiddens,但是加上embedding layer(也需要训练更新),总参数并没有减少,相当于把第一个隐含层单独拿出来特殊处理
-好处:每次迭代模型参数更新量降低了,相当于只更新非0的x
-embedding layer参数如何更新:把第一层输入层看做one hot encoding激活的那个节点,没画出来的都是0,更新按照链式法则展开即可(w = w- eta*delta*x when x=1)
#loss:logloss/... + L1/L2/...
#optimizer:wide part用FTRL+L1正则,deep part用的AdaGrad
#evalution:auc


#8 DeepFM = FM + Embedding + MLP

#{x,y}:<u,a,c,y>
#f(x): 
-wide part用FM取代LR
-wide & deep part 共享embedding vector
-参数量:1+n(fm part) + nxk(embedding part) + fxkxH1+H1xH2+H2x1(mlp part)
#loss:logloss/... + L1/L2/...
#optimizer:adam
#evalution:logloss/auc/...


#9 NFM = LR + Embedding + Bi-Interaction Pooling + MLP

#{x,y}:<u,a,c,y>

#f(x):

-在embedding vector融合上做文章,用 Bi-Interaction pooling replace concatenation or sum/average,把layer参数量由fk -> k

-参数量:1+n(lr part) + nxk(embedding part) + kxH1+H1xH2+...+Hlx1(mlp part)

#loss:squared loss/logloss/... + L1/L2/...

#optimizer:mini-batch Adagrad + dropout + Batch Normalization

#evalution:rmse


#10 AFM = LR + Embedding + Attention + MLP

#{x,y}:<u,a,c,y>

#f(x):

-引入attention net(实际上就是mlp), 给FM中每个interaction一个权重aij

-参数量:1+n(lr part) + nxk(embedding part) + kxH1+2H1(attention part) + kx1(mlp part)

#loss:squared loss/logloss/... + L1/L2/...

#optimizer:mini-batch Adagrad + dropout + L2

#evalution:rmse


#11 DIN = Embedding + Attention + MLP

#{x,y}:<u,a,c,y>
#f(x):
-引入Local Activation假设(用户的兴趣很广泛,用户看到一个商品时只有部分兴趣激活),用attention机制对用户历史行为进行筛选;
-参数量:nxk(embedding part) + 计算距离,不需要参数(attention part) + fxkxH1+H1xH2+H2x1(mlp part)
#loss:logloss + L2/dropout/adaptive regularization
#optimizer:sgd/...
#evalution:GAUC


#12 DeepCTR = CNN + Embedding + MLP

#{x,y}:<u,a,c,y>,ad feature包含图片,扩大数据中的信息量
#f(x):
-CNN + Embedding + MLP,CNN提取图片信息,embedding提取离散特征信息(K=128,把SFC隐含层看做embedding layer);
-参数量:?(cnn part) + nxSFC(embedding part) + 256x256+256x1(mlp part)
#loss:logloss + L2
#optimizer:sgd+momentum+weight decay
#evalution:relative auc


#13 Deep Crossing Model = Embedding + ResNet + LR

#{x,y}:<q,a,c,y>,ad feature包含key words, title

#f(x):

-Embedding + ResNet + LR,用ResNet 代替 mlp

-参数量:embedding part + resnet part + lr part

#loss:logloss

#optimizer:BMUF in CNTK

#evalution:auc


#14 Deep Embedding Forest = Embedding + Forest

#{x,y}:<q,a,c,y>,ad feature包含key words, title

#f(x):

-Embedding + Forest,用 forest 代替 Deep Crossing Model中的resnet+lr part,可以明显降低在线预测服务时耗

-参数量:embedding part + forest part

#loss:logloss

#optimizer:BMUF in CNTK + XgBoost/LightGBM

#evalution:logloss + predicting time


参考资料:

[1] Factorization Machines_Rendle2010

[2] LS-PLM:Large Scale Piecewise Linear Model

[3] Deep Learning over Multi-Field Categorical Data: A Case Study on User Response Prediction

[4] Product-based Neural Networks for User Response Prediction

[5] Wide & Deep Learning for Recommender Systems

[6] DeepFM: A Factorization-Machine based Neural Network for CTR Prediction

[7] Deep Interest Network for Click-Through Rate Prediction

[8] 独家 | 阿里盖坤演讲:从人工特征到深度学习,我们为了更准确地预估点击率都做了多少努力 ( 附PPT )

[9] Deep CTR Prediction in Display Advertising

[10] Deep Crossing: Web-Scale Modeling without Manually Crafted Combinatorial Features

[11] Deep Embedding Forest: Forest-based Serving with Deep Embedding Features

[12] Neural Factorization Machines for Sparse Predictive Analytics

[13] Attentional Factorization Machines:Learning theWeight of Feature Interactions via Attention Networks

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