推荐系统（十六）多任务学习：腾讯PLE模型（Progressive Layered Extraction model）

推荐系统（十六）多任务学习：腾讯PLE模型（Progressive Layered Extraction model）

推荐系统系列博客：

1. 推荐系统（一）推荐系统整体概览
2. 推荐系统（二）GBDT+LR模型
3. 推荐系统（三）Factorization Machines（FM）
4. 推荐系统（四）Field-aware Factorization Machines（FFM）
5. 推荐系统（五）wide&deep
6. 推荐系统（六）Deep & Cross Network（DCN）
7. 推荐系统（七）xDeepFM模型
8. 推荐系统（八）FNN模型（FM+MLP=FNN）
9. 推荐系统（九）PNN模型（Product-based Neural Networks）
10. 推荐系统（十）DeepFM模型
11. 推荐系统（十一）阿里深度兴趣网络（一）：DIN模型（Deep Interest Network）
12. 推荐系统（十二）阿里深度兴趣网络（二）：DIEN模型（Deep Interest Evolution Network）
13. 推荐系统（十三）阿里深度兴趣网络（三）：DSIN模型（Deep Session Interest Network）
14. 推荐系统（十四）多任务学习：阿里ESMM（完整空间多任务模型）
15. 推荐系统（十五）多任务学习：谷歌MMoE（Multi-gate Mixture-of-Experts ）

PLE模型是腾讯发表在RecSys ’20上的文章，这篇paper获得了recsys’20的best paper award，也算为腾讯脱离技术贫民的大业添砖加瓦了。这篇文章号称极大的缓解了多任务学习中存在的两大顽疾：负迁移（negative transfer）现象和跷跷板（seesaw phenomenon），由此带来了相比较其他MTL模型比较大的性能提升。从论文呈现的实验结果也确实是这样的，但从模型结构上来看，更像是大力出奇迹，即性能的提升是由参数量变多而带来的（仅仅是个人看法~）。这篇paper能拿best paper，一方面是实验结果所呈现出来的比较大的性能提升，另一方面是数据分析做的很好，实验做的也很全，因此看起来工作做的很扎实，这是非常值得学习的地方。

本篇博客依然延续之前博客的大纲，会从动机、模型细节结构、代码实现来介绍PLE模型。

一、动机

说到动机，先来说说多任务学习领域中存在的两大问题：

1. 负迁移（negative transfer）：MTL提出来的目的是为了不同任务，尤其是数据量较少的任务可以借助transfer learning（通过共享embedding，当然你也可以不仅共享embedding，再往上共享基层全连接网络等等这些很常见的操作）。但经常事与愿违，当两个任务之间的相关性很弱（比如一个任务是判断一张图片是否是狗，另一个任务是判断是否是飞机）或者非常复杂时，往往发生负迁移，即共享了之后效果反而很差，还不如不共享。
2. 跷跷板现象：还是当两个task之间相关性很弱或者很复杂时，往往出现的现象是：一个task性能的提升是通过损害另一个task的性能做到的。这种现象存在很久，PLE论文里给它起了个非常贴切的名字『跷跷板』，想象一下你小时候玩跷跷板的情形吧，胖子把瘦子跷起来。

PLE这篇论文，通过大量的实验发现，当前的MTL模型跷跷板现象非常严重（从数据实验中发现问题，进而提出解决办法，会让你的motivation显得非常扎实）。如下图所示，这里的VTR（View-Through Rate）是有效观看率，其定义是用户观看某个视频超过一定时间即认为是一次有效观看，所以是个二分类任务；VCR（View Completion Ratio）是视频观看完成率，是一个回归任务。下面这个图越靠近右上角说明模型在两个task上表现都比较好，左下角则是都很差，因此明显看出，目前MTL领域中主流的模型基本上都存在跷跷板问题（至少在腾讯视频的数据场景下），表现比较好的也就是上一篇博客中介绍的谷歌的MMoE，但还是存在。

二、PLE模型细节

先来从整体上看看这个模型，大家自行对比下MMoE（参见我的博客推荐系统（十五）多任务学习：谷歌MMoE（Multi-gate Mixture-of-Experts ）），可能就能体会到我前面说PLE性能提升更像是复杂参数所带来的这句话了，因为粗略的看，PLE做了deep化（expert完后再来一层expert），显然要比浅层的效果来得好。

我们来自底向上的拆解下PLE：

2.1、Extraction Network

PLE这里相比较MMoE做了比较大的创新，在MMoE里，不同task通过gate（网络）共享相同的expert（网络），而PLE中则把expert分为了两种：共享的expert（即上图中的experts Shared）和每个task单独的expert（task-specific experts）。因此，这种设计即保留了transfer learning（通过共享expert）能力，又能够避免有害参数的干扰（避免negative transfer）。

同样的，在gate网络部分，也分为了task-specific和Shared，以上图左边的这个gate（即上图中红色的gate）为例，它的输入有两部分，分别为Experts A和Experts Shared。而shared gate（上图中蓝颜色的gate）的输入则为三部分：Experts A、Experts Shared和Experts B。最终三部分直接作为下一层的输入，分别对应到下一层的Experts A、Experts Shared和Experts B。有一说一，图figure5如果把中间那个extraction network去掉，会更加清晰。算了，原来想偷个懒，不想画图的，我还是上个简化版的图吧。

图3. PLE模型简化版

再来总结下一些细节，有助于我们代码实现。

1. Gate网络的数量取决于task数量，第一层由于多了个shared gate，所以数量等于task数量+1，第二层gate网络数量与task数量相同。Gate网络最后一层全连接层的隐藏单元（即输出）size必须等于expert个数。另外，Gate网络最后的输出会经过softmax进行归一化。
2. gate网络作用机制与MMoE相同，以task A为例：输出维度（假设为$(g_1,g_2,g_3,g_4,g_5)$）等于expert数量(3个task-specific expert，2个shared expert)，意味着$g_1$广播作用于$exper{t}_1$的每一个输出元素上，$g_2$广播作用于$exper{t}_2$的每一个输出元素上，以此类推。然后把每一个expert输出向量做element-wise add，即对应位置元素想加，最终得到第二层的expert A。 此外，第二层的Expert shared由第一层全部的expert做element-wise add得到。（建议结合上图理解）
3. 每个task的expert数量以及shared expert是个超参，比如最后paddle代码里，每个task有3个expert，shared expert数量为2。实际上每个task的expert数量为3+2=5。
4. 相比较MMoE，PLE除了做了一些创新后，网络结构上深度变深了，变成了2层，这也是为什么我说性能提升像是通过增加参数带来的。
5. PLE第二层gate网络数量与task数量相同，第一层多了一个shared gate。

2.2、其他一些细节

• 腾讯视频rerank模块的公式为：$score={P_{VTR}}^{W_{VTR}}\times {P_{VCR}}^{W_{VCR}}\times {P_{SHR}}^{W_{SHR}}\times ...\times {P_{CMR}}^{W_{CMR}}\times f(video\_len)$，其中，VCR（View Completion Ratio）为视频观看完成率，VTR（View- Through Rate）为视频是否为有效观看，CMR（Comment Rate）为评论率，SHR（Share Rate）为分享率。$W$为权重因子，用于调整每个指标的权重。
• 关于loss函数，每个task的loss加了个可学习的权重参数$w$，用于模型自动学习每个task的loss的权重。

三、代码实现

老规矩，直接上paddle给出的实现代码，我这里把向量维度加了注释，方便理解。

组网代码：

import paddle
import paddle.nn as nn
import paddle.nn.functional as F


class PLELayer(nn.Layer):
    def __init__(self, feature_size, task_num, exp_per_task, shared_num,
                 expert_size, tower_size, level_number):
        super(PLELayer, self).__init__()
        """
        feature_size: 499

        """
        self.task_num = task_num  # 2
        self.exp_per_task = exp_per_task  # 3
        self.shared_num = shared_num  # 2
        self.expert_size = expert_size  # 16
        self.tower_size = tower_size  # 8
        self.level_number = level_number  # 2

        # ple layer
        """
        ple_layers:
            [SinglePLELayer(
            (lev_0_exp_0_0): Linear(in_features=499, out_features=16, dtype=float32, name=lev_0_exp_0_0)
            (lev_0_exp_0_1): Linear(in_features=499, out_features=16, dtype=float32, name=lev_0_exp_0_1)
            (lev_0_exp_0_2): Linear(in_features=499, out_features=16, dtype=float32, name=lev_0_exp_0_2)
            (lev_0_exp_1_0): Linear(in_features=499, out_features=16, dtype=float32, name=lev_0_exp_1_0)
            (lev_0_exp_1_1): Linear(in_features=499, out_features=16, dtype=float32, name=lev_0_exp_1_1)
            (lev_0_exp_1_2): Linear(in_features=499, out_features=16, dtype=float32, name=lev_0_exp_1_2)
            (lev_0_exp_shared_0): Linear(in_features=499, out_features=16, dtype=float32, name=lev_0_exp_shared_0)
            (lev_0_exp_shared_1): Linear(in_features=499, out_features=16, dtype=float32, name=lev_0_exp_shared_1)
            (lev_0_gate_0): Linear(in_features=499, out_features=5, dtype=float32, name=lev_0_gate_0)
            (lev_0_gate_1): Linear(in_features=499, out_features=5, dtype=float32, name=lev_0_gate_1)
            (lev_0_gate_shared_): Linear(in_features=499, out_features=8, dtype=float32, name=lev_0_gate_shared_)
            (_param_gate_shared): Linear(in_features=499, out_features=8, dtype=float32, name=lev_0_gate_shared_)), 
            SinglePLELayer(
            (lev_1_exp_0_0): Linear(in_features=16, out_features=16, dtype=float32, name=lev_1_exp_0_0)
            (lev_1_exp_0_1): Linear(in_features=16, out_features=16, dtype=float32, name=lev_1_exp_0_1)
            (lev_1_exp_0_2): Linear(in_features=16, out_features=16, dtype=float32, name=lev_1_exp_0_2)
            (lev_1_exp_1_0): Linear(in_features=16, out_features=16, dtype=float32, name=lev_1_exp_1_0)
            (lev_1_exp_1_1): Linear(in_features=16, out_features=16, dtype=float32, name=lev_1_exp_1_1)
            (lev_1_exp_1_2): Linear(in_features=16, out_features=16, dtype=float32, name=lev_1_exp_1_2)
            (lev_1_exp_shared_0): Linear(in_features=16, out_features=16, dtype=float32, name=lev_1_exp_shared_0)
            (lev_1_exp_shared_1): Linear(in_features=16, out_features=16, dtype=float32, name=lev_1_exp_shared_1)
            (lev_1_gate_0): Linear(in_features=16, out_features=5, dtype=float32, name=lev_1_gate_0)
            (lev_1_gate_1): Linear(in_features=16, out_features=5, dtype=float32, name=lev_1_gate_1))]
        """
        self.ple_layers = []
        for i in range(0, self.level_number):
            if i == self.level_number - 1:
                ple_layer = self.add_sublayer(
                    name='lev_' + str(i),
                    sublayer=SinglePLELayer(
                        feature_size, task_num, exp_per_task, shared_num,
                        expert_size, 'lev_' + str(i), True))
                self.ple_layers.append(ple_layer)
                break
            else:
                ple_layer = self.add_sublayer(
                    name='lev_' + str(i),
                    sublayer=SinglePLELayer(
                        feature_size, task_num, exp_per_task, shared_num,
                        expert_size, 'lev_' + str(i), False))
                self.ple_layers.append(ple_layer)
                feature_size = expert_size

        # task tower
        self._param_tower = []
        self._param_tower_out = []
        for i in range(0, self.task_num):
            # [16, 8]
            linear = self.add_sublayer(
                name='tower_' + str(i),
                sublayer=nn.Linear(
                    expert_size,
                    tower_size,
                    weight_attr=nn.initializer.Constant(value=0.1),
                    bias_attr=nn.initializer.Constant(value=0.1),
                    #bias_attr=paddle.ParamAttr(learning_rate=1.0),
                    name='tower_' + str(i)))
            self._param_tower.append(linear)
            # [8, 2]
            linear = self.add_sublayer(
                name='tower_out_' + str(i),
                sublayer=nn.Linear(
                    tower_size,
                    2,
                    weight_attr=nn.initializer.Constant(value=0.1),
                    bias_attr=nn.initializer.Constant(value=0.1),
                    name='tower_out_' + str(i)))
            self._param_tower_out.append(linear)

    def forward(self, input_data):
        """
        input_data: Tensor(shape=[2, 499], 2--->batch_size
        """
        inputs_ple = []
        # task_num part + shared part
        # task_num-->2
        for i in range(0, self.task_num + 1):
            inputs_ple.append(input_data)
        # multiple ple layer
        ple_out = []
        # level_number-->2
        for i in range(0, self.level_number):
            print "^^^^^number: %d^^^^^^"%i
            ple_out = self.ple_layers[i](inputs_ple)
            inputs_ple = ple_out
        # ple_out, [Tensor(shape=[2, 16], Tensor(shape=[2, 16]]
        #assert len(ple_out) == self.task_num
        output_layers = []
        for i in range(0, self.task_num):
            # Tensor(shape=[2, 8]
            cur_tower = self._param_tower[i](ple_out[i])
            cur_tower = F.relu(cur_tower)
            out = self._param_tower_out[i](cur_tower)
            out = F.softmax(out)
            out = paddle.clip(out, min=1e-15, max=1.0 - 1e-15)
            output_layers.append(out)

        return output_layers


class SinglePLELayer(nn.Layer):
    def __init__(self, input_feature_size, task_num, exp_per_task, shared_num,
                 expert_size, level_name, if_last):
        super(SinglePLELayer, self).__init__()
        # input_feature_size: first layer: 499, second layer=expert_size-->16
        self.task_num = task_num  # 2
        self.exp_per_task = exp_per_task  # 3
        self.shared_num = shared_num  # 2
        self.expert_size = expert_size  # 16
        self.if_last = if_last  # 1

        self._param_expert = []
        # task-specific expert part
        for i in range(0, self.task_num):
            for j in range(0, self.exp_per_task):
                # [499, 16]
                linear = self.add_sublayer(
                    name=level_name + "_exp_" + str(i) + "_" + str(j),
                    sublayer=nn.Linear(
                        input_feature_size,
                        expert_size,
                        weight_attr=nn.initializer.Constant(value=0.1),
                        bias_attr=nn.initializer.Constant(value=0.1),
                        name=level_name + "_exp_" + str(i) + "_" + str(j)))
                self._param_expert.append(linear)

        # shared expert part
        for i in range(0, self.shared_num):
            # [499, 16]
            linear = self.add_sublayer(
                name=level_name + "_exp_shared_" + str(i),
                sublayer=nn.Linear(
                    input_feature_size,
                    expert_size,
                    weight_attr=nn.initializer.Constant(value=0.1),
                    bias_attr=nn.initializer.Constant(value=0.1),
                    name=level_name + "_exp_shared_" + str(i)))
            self._param_expert.append(linear)

        # task gate part
        self._param_gate = []
        cur_expert_num = self.exp_per_task + self.shared_num
        for i in range(0, self.task_num):
            # [499, 5]
            linear = self.add_sublayer(
                name=level_name + "_gate_" + str(i),
                sublayer=nn.Linear(
                    input_feature_size,
                    cur_expert_num,
                    weight_attr=nn.initializer.Constant(value=0.1),
                    bias_attr=nn.initializer.Constant(value=0.1),
                    name=level_name + "_gate_" + str(i)))
            self._param_gate.append(linear)
        # shared gate
        if not if_last:
            # 8
            cur_expert_num = self.task_num * self.exp_per_task + self.shared_num
            # [499, 8]
            linear = self.add_sublayer(
                name=level_name + "_gate_shared_",
                sublayer=nn.Linear(
                    input_feature_size,
                    cur_expert_num,
                    weight_attr=nn.initializer.Constant(value=0.1),
                    bias_attr=nn.initializer.Constant(value=0.1),
                    name=level_name + "_gate_shared_"))
            self._param_gate_shared = linear

    def forward(self, input_data):
        print "****SinglePLELayer forward****"
        expert_outputs = []
        # task-specific expert part
        # task_num: 2
        # exp_per_task: 3

        """
        _param_expert: level0: 
        [Linear(in_features=499, out_features=16, dtype=float32, name=lev_0_exp_0_0), 
        Linear(in_features=499, out_features=16, dtype=float32, name=lev_0_exp_0_1), 
        Linear(in_features=499, out_features=16, dtype=float32, name=lev_0_exp_0_2), 
        Linear(in_features=499, out_features=16, dtype=float32, name=lev_0_exp_1_0), 
        Linear(in_features=499, out_features=16, dtype=float32, name=lev_0_exp_1_1), 
        Linear(in_features=499, out_features=16, dtype=float32, name=lev_0_exp_1_2), 
        Linear(in_features=499, out_features=16, dtype=float32, name=lev_0_exp_shared_0), 
        Linear(in_features=499, out_features=16, dtype=float32, name=lev_0_exp_shared_1)]

        level1:
        [Linear(in_features=16, out_features=16, dtype=float32, name=lev_1_exp_0_0), 
        Linear(in_features=16, out_features=16, dtype=float32, name=lev_1_exp_0_1), 
        Linear(in_features=16, out_features=16, dtype=float32, name=lev_1_exp_0_2), 
        Linear(in_features=16, out_features=16, dtype=float32, name=lev_1_exp_1_0), 
        Linear(in_features=16, out_features=16, dtype=float32, name=lev_1_exp_1_1), 
        Linear(in_features=16, out_features=16, dtype=float32, name=lev_1_exp_1_2), 
        Linear(in_features=16, out_features=16, dtype=float32, name=lev_1_exp_shared_0), 
        Linear(in_features=16, out_features=16, dtype=float32, name=lev_1_exp_shared_1)]
        """
        # [0, 1]
        for i in range(0, self.task_num):
            for j in range(0, self.exp_per_task):  # [0,1,2]
                # 0,1,2, 2,3,4
                linear_out = self._param_expert[i * self.task_num + j](  # bug, task_num-->exp_per_task
                    input_data[i])
                # Tensor(shape=[2, 16]
                expert_output = F.relu(linear_out)
                expert_outputs.append(expert_output)
        # shared expert part
        # shared_num: 2
        # [0, 1]
        for i in range(0, self.shared_num):
            # self.exp_per_task * self.task_num = 3*2
            linear_out = self._param_expert[self.exp_per_task * self.task_num + i](input_data[-1])
            # Tensor(shape=[2, 16]
            expert_output = F.relu(linear_out)
            expert_outputs.append(expert_output)
        # task gate part
        outputs = []
        """
        self._param_gate:
        [Linear(in_features=499, out_features=5, dtype=float32, name=lev_0_gate_0), 
        Linear(in_features=499, out_features=5, dtype=float32, name=lev_0_gate_1)]
        """
        # [0, 1]
        for i in range(0, self.task_num):
            # 5
            cur_expert_num = self.exp_per_task + self.shared_num
            # Tensor(shape=[2, 5]
            linear_out = self._param_gate[i](input_data[i])
            cur_gate = F.softmax(linear_out)
            # Tensor(shape=[2, 5, 1]
            cur_gate = paddle.reshape(cur_gate, [-1, cur_expert_num, 1])
            # f^{k}(x) = sum_{i=1}^{n}(g^{k}(x)_{i} * f_{i}(x))
            # expert_outputs[0:3], expert_outputs[3:6]
            # expert_outputs[-2:]
            cur_experts = expert_outputs[i * self.exp_per_task:(i + 1) * self.exp_per_task] + \
                                                expert_outputs[-int(self.shared_num):]
            # Tensor(shape=[2, 80])
            expert_concat = paddle.concat(x=cur_experts, axis=1)
            # [2, 5, 16]
            expert_concat = paddle.reshape(
                expert_concat, [-1, cur_expert_num, self.expert_size])
            # Tensor(shape=[2, 5, 16]
            #  [2, 5, 16] * Tensor(shape=[2, 5, 1])
            cur_gate_expert = paddle.multiply(x=expert_concat, y=cur_gate)
            # Tensor(shape=[2, 16]
            cur_gate_expert = paddle.sum(x=cur_gate_expert, axis=1)
            outputs.append(cur_gate_expert)
        # shared gate
        if not self.if_last:
            # 8
            cur_expert_num = self.task_num * self.exp_per_task + self.shared_num
            # Tensor(shape=[2, 8], [2, 499] * [499, 8]
            linear_out = self._param_gate_shared(input_data[-1])
            cur_gate = F.softmax(linear_out)
            # Tensor(shape=[2, 8, 1]
            cur_gate = paddle.reshape(cur_gate, [-1, cur_expert_num, 1])
            cur_experts = expert_outputs
            # Tensor(shape=[2, 128]
            expert_concat = paddle.concat(x=cur_experts, axis=1)
            
            # Tensor(shape=[2, 8, 16])
            expert_concat = paddle.reshape(
                expert_concat, [-1, cur_expert_num, self.expert_size])
            # Tensor(shape=[2, 8, 16]),  --->[2, 8, 16]*[2, 8, 1]
            cur_gate_expert = paddle.multiply(x=expert_concat, y=cur_gate)
            # Tensor(shape=[2, 16])
            cur_gate_expert = paddle.sum(x=cur_gate_expert, axis=1)
            outputs.append(cur_gate_expert)

        return outputs

loss函数代码：

def net(self, inputs, is_infer=False):
        input_data = inputs[0]
        label_income = inputs[1]
        label_marital = inputs[2]

        PLE = PLELayer(self.feature_size, self.task_num, self.exp_per_task,
                       self.shared_num, self.expert_size, self.tower_size,
                       self.level_number)
        pred_income, pred_marital = PLE.forward(input_data)

        pred_income_1 = paddle.slice(
            pred_income, axes=[1], starts=[1], ends=[2])
        pred_marital_1 = paddle.slice(
            pred_marital, axes=[1], starts=[1], ends=[2])

        auc_income, batch_auc_1, auc_states_1 = paddle.static.auc(
            #auc_income = AUC(
            input=pred_income,
            label=paddle.cast(
                x=label_income, dtype='int64'))
        #auc_marital = AUC(
        auc_marital, batch_auc_2, auc_states_2 = paddle.static.auc(
            input=pred_marital,
            label=paddle.cast(
                x=label_marital, dtype='int64'))
        if is_infer:
            fetch_dict = {'auc_income': auc_income, 'auc_marital': auc_marital}
            return fetch_dict
        cost_income = paddle.nn.functional.log_loss(
            input=pred_income_1,
            label=paddle.cast(
                label_income, dtype="float32"))
        cost_marital = paddle.nn.functional.log_loss(
            input=pred_marital_1,
            label=paddle.cast(
                label_marital, dtype="float32"))

        avg_cost_income = paddle.mean(x=cost_income)
        avg_cost_marital = paddle.mean(x=cost_marital)

        cost = avg_cost_income + avg_cost_marital

        self._cost = cost
        fetch_dict = {
            'cost': cost,
            'auc_income': auc_income,
            'auc_marital': auc_marital
        }
        return fetch_dict

参考文献

[1]: Tang H , Liu J , Zhao M , et al. Progressive Layered Extraction (PLE): A Novel Multi-Task Learning (MTL) Model for Personalized Recommendations[C]// RecSys '20: Fourteenth ACM Conference on Recommender Systems. ACM, 2020.