特征选择算法在微博业务应用中的演进历程

本文介绍了微博特征选择的发展历程,从人工选择到自动化方法,如相关性法、降维法、模型倒推法、GBDT和深度学习。通过对比实验,展示了不同方法对模型预测性能的提升,特别是深度学习在特征提取上的优势。
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近年来,人工智能与机器学习的应用越来越广泛,尤其是在互联网领域。在微博,机器学习被广泛地应用于微博的各个业务,如Feed流、热门微博、消息推送、反垃圾、内容推荐等。

值得注意的是,深度学习作为人工智能和机器学习的分支,尤其得到更多的重视与应用。深度学习与众不同的特性之一,在于其能够对原始特征进行更高层次的抽象和提取,进而生成区分度更高、相关性更好的特征集合,因此深度学习算法还经常被叫作“自动特征提取算法”。由此可见,无论是传统的基础算法,还是时下最流行的深度学习,特征的选择与提取,对于模型最终的预测性能至关重要。另一方面,优选的特征集合相比原始特征集合,只需更少的数据量即可得到同样性能的模型,从系统的角度看,特征选择对机器学习执行性能的优化具有重大意义。

特征选择在微博经历了从最原始的人工选择,到半自动特征选择,到全自动特征选择的过程,如图1所示。我们将详细介绍微博在各个阶段的实践与心得。

图片描述

图1 特征选择在微博的演进

人工选择

在互联网领域,点击率预估(Click Through Rate)被广泛地应用于各个业务场景,在微博,CTR预估被应用在各个业务的互动率预估中。对于CTR预估的实现,逻辑回归(Logistic Regression)是应用最多、最广泛而且被认为是最有效的算法之一。LR算法的优势在于提供非线性的同时,保留了原始特征的可解释性。LR模型产出后,算法人

n many data analysis tasks, one is often confronted with very high dimensional data. Feature selection techniques are designed to find the relevant feature subset of the original features which can facilitate clustering, classification and retrieval. The feature selection problem is essentially a combinatorial optimization problem which is computationally expensive. Traditional feature selection methods address this issue by selecting the top ranked features based on certain scores computed independently for each feature. These approaches neglect the possible correlation between different features and thus can not produce an optimal feature subset. Inspired from the recent developments on manifold learning and L1-regularized models for subset selection, we propose here a new approach, called {\em Multi-Cluster/Class Feature Selection} (MCFS), for feature selection. Specifically, we select those features such that the multi-cluster/class structure of the data can be best preserved. The corresponding optimization problem can be efficiently solved since it only involves a sparse eigen-problem and a L1-regularized least squares problem. It is important to note that MCFS can be applied in superised, unsupervised and semi-supervised cases. If you find these algoirthms useful, we appreciate it very much if you can cite our following works: Papers Deng Cai, Chiyuan Zhang, Xiaofei He, "Unsupervised Feature Selection for Multi-cluster Data", 16th ACM SIGKDD Conference on Knowledge Discovery and Data Mining (KDD'10), July 2010. Bibtex source Xiaofei He, Deng Cai, and Partha Niyogi, "Laplacian Score for Feature Selection", Advances in Neural Information Processing Systems 18 (NIPS'05), Vancouver, Canada, 2005 Bibtex source
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