svd++

最新推荐文章于 2021-11-24 18:30:34 发布

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最新推荐文章于 2021-11-24 18:30:34 发布

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原文链接：http://www.cnblogs.com/cl1024cl/p/6205237.html

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SVD++ refers to amatrix factorization model which makes use of implicit feedback information.In general, implicit feedback can refer to any kinds ofusers' history information that can help indicate users' preference.

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Model Formalization

The SVD++ model is formally described as following equation:

$r_{ui} = \mu + b_u + b_i + \left(p_u + \frac{1}{\sqrt{|N(u)|}}\sum_{j\in N(u)} y_j \right)^T q_i,$

where $N(u)$ is the set of implicit information( the set of items user u rated ).

General Formalization for User Feedback Information

A more general form of utilizing implicit/explicit information as user factor can be described in following equation

$r_{ui} = \mu + b_u + b_i + \left(p_u + \sum_{i\in Ufeed(u)} \alpha_i y_i \right)^T q_i.$

Here $Ufeed(u)$ is the set of user feedback information( e.g: the web pages the user clicked, the music on users' favorite list, the movies user watched, any kinds of information that can be used to describe the user). $\alpha_i$ is afeature weight associateswith the user feedback information. With the most two common choices: (1) $\frac{1}{\sqrt{|N(u)|}}$ for implicit feedback, (2) $\frac{r_{uj} - b_u}{\sqrt{|R(u)|}}$ for explicit feedback.

Learning

SVD++ can be trained usingALS.

It is slow to train a SVD++-style model usingstochastic gradient descent due to the size of user feedback information, however, an efficient SGD training algorithm can be used.[1] describes efficient training with user feedback information in section 4

Literature

Yehuda Koren: Factorization meets the neighborhood: a multifaceted collaborative filtering model, KDD 2008, http://portal.acm.org/citation.cfm?id=1401890.1401944

Implementations

The GraphLab Collaborative Filtering Library has implemented SVD++ for multicore:http://graphlab.org/pmf.html
SVDFeature is a toolkit designed for feature-based matrix factorization, can be used to implement SVD++ and its extensions.
LibFM can also be used to implement SVD++
wooflix is a (not very fast)Python implementation of SVD++
MyMediaLite:SVD++ source code on GitHub; see also [2]