论文标题
大尺度变化系数模型的分解结构化回归
Factorized Structured Regression for Large-Scale Varying Coefficient Models
论文作者
论文摘要
推荐系统(RS)遍及我们日常数字生活的许多方面。提议按大规模工作,最先进的RS允许建模数千个相互作用,并促进高度个性化的建议。从概念上讲,许多RS可以看作是统计回归模型的实例,这些模型结合了复杂的特征效应和潜在的非高斯结果。然而,这种结构化回归模型,包括时间吸引的不同系数模型,在适用性上适用于分类效应和包含大量相互作用的能力。在这里,我们建议用于可扩展的变化系数模型的分解结构化回归(FASTR)。 Fastr通过在基于神经网络的模型实现中结合结构化添加剂回归和分解方法来克服大规模数据的一般回归模型的局限性。该融合为以前不可行的数据设置中的统计模型估算提供了可扩展的框架。经验结果证实,我们方法的不同系数的估计与最先进的回归技术相当,同时在预测性能方面与其他时光含量的RS竞争得很好,并且在预测性能方面也具有竞争力。我们在使用智能手机用户数据的大规模行为研究中说明了Fastr的性能和可解释性。
Recommender Systems (RS) pervade many aspects of our everyday digital life. Proposed to work at scale, state-of-the-art RS allow the modeling of thousands of interactions and facilitate highly individualized recommendations. Conceptually, many RS can be viewed as instances of statistical regression models that incorporate complex feature effects and potentially non-Gaussian outcomes. Such structured regression models, including time-aware varying coefficients models, are, however, limited in their applicability to categorical effects and inclusion of a large number of interactions. Here, we propose Factorized Structured Regression (FaStR) for scalable varying coefficient models. FaStR overcomes limitations of general regression models for large-scale data by combining structured additive regression and factorization approaches in a neural network-based model implementation. This fusion provides a scalable framework for the estimation of statistical models in previously infeasible data settings. Empirical results confirm that the estimation of varying coefficients of our approach is on par with state-of-the-art regression techniques, while scaling notably better and also being competitive with other time-aware RS in terms of prediction performance. We illustrate FaStR's performance and interpretability on a large-scale behavioral study with smartphone user data.