This work focuses on top-k recommendation in domains where underlying data distribution shifts overtime. We propose to learn a time-dependent bias for each item over whatever existing recommendation engine. Such a bias learning process alleviates data sparsity in constructing the engine, and at the same time captures recent trend shift observed in data. We present an alternating optimization framework to resolve the bias learning problem, and develop methods to handle a variety of commonly used recommendation evaluation criteria, as well as large number of items and users in practice. The proposed algorithm is examined, both offline and online, using real world data sets collected from the largest retailer worldwide. Empirical results demonstrate that the bias learning can almost always boost recommendation performance. We encourage other practitioners to adopt it as a standard component in recommender systems where temporal dynamics is a norm.
Mining concept-drifting data streams @cite_5 for classification and pattern mining has been studied extensively. Yet considering temporal changes for recommendation is gaining some attention recently. @cite_30 @cite_7 proposed to have a time-dependent bias in matrix factorization for movie music ratings. But the proposed method is not applicable for one-class collaborative filtering @cite_0 problem. Moreover, it aims to minimize the root mean squared error (which is differentiable) rather than ranking metrics for top- @math recommendation. On the other hand, @cite_28 formulate temporal collaborative filtering as a tensor factorization by treating time as one additional dimension. @cite_6 @cite_24 consider the time gap between purchases and propose an opportunity model to identify not only the items to recommend, but also the best timing to recommend a particular product. Meanwhile, improving temporal diversity of recommendation across time @cite_17 @cite_18 is also considered.
@cite_30 @cite_18 @cite_7 @cite_28 @cite_6 @cite_0 @cite_24 @cite_5 @cite_17
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Recently, mining data streams with concept drifts for actionable insights has become an important and challenging task for a wide range of applications including credit card fraud protection, target marketing, network intrusion detection, etc. Conventional knowledge discovery tools are facing two challenges, the overwhelming volume of the streaming data, and the concept drifts. In this paper, we propose a general framework for mining concept-drifting data streams using weighted ensemble classifiers. We train an ensemble of classification models, such as C4.5, RIPPER, naive Beyesian, etc., from sequential chunks of the data stream. The classifiers in the ensemble are judiciously weighted based on their expected classification accuracy on the test data under the time-evolving environment. Thus, the ensemble approach improves both the efficiency in learning the model and the accuracy in performing classification. Our empirical study shows that the proposed methods have substantial advantage over single-classifier approaches in prediction accuracy, and the ensemble framework is effective for a variety of classification models. Mining data streams is the process of extracting information from non-stopping, rapidly flowing data records to provide knowledge that is reliable and timely. Streaming data algorithms need to be one pass and operate under strict limitations of memory and response time. In addition, the classification of streaming data requires learning in an environment where the data characteristics might change constantly. Many of the classification algorithms presented in literature assume a 100 labeling rate, which is impractical and expensive when data records are rapidly flowing in. In this paper, a new incremental grid density based learning framework, the GC3 framework, is proposed to perform classification of streaming data with concept drift and limited labeling. The proposed framework uses grid density clustering to detect changes in the input data space. It maintains an evolving ensemble of classifiers to learn and adapt to the model changes over time. The framework also uses a uniform grid density sampling mechanism to obtain a uniform subset of samples for better classification performance with a lower labeling rate. The entire framework is designed to be one-pass, incremental and work with limited memory to perform any-time classification on demand. Experimental comparison with state of the art concept drift handling systems demonstrate the GC3 frameworks ability to provide high classification performance, using fewer models in the ensemble and with only 4-6 of the samples labeled. The results show that the GC3 framework is effective and attractive for use in real world data stream classification applications. Time series data mining has received much greater interest along with the increase in temporal data sets from different domains such as medicine, finance, multimedia, etc. Representations are important to reduce dimensionality and generate useful similarity measures. High-level representations such as Fourier transforms, wavelets, piecewise polynomial models, etc., were considered previously. Recently, autoregressive kernels were introduced to reflect the similarity of the time series. We introduce a novel approach to model the dependency structure in time series that generalizes the concept of autoregression to local autopatterns. Our approach generates a pattern-based representation along with a similarity measure called learned pattern similarity (LPS). A tree-based ensemble-learning strategy that is fast and insensitive to parameter settings is the basis for the approach. Then, a robust similarity measure based on the learned patterns is presented. This unsupervised approach to represent and measure the similarity between time series generally applies to a number of data mining tasks (e.g., clustering, anomaly detection, classification). Furthermore, an embedded learning of the representation avoids pre-defined features and an extraction step which is common in some feature-based approaches. The method generalizes in a straightforward manner to multivariate time series. The effectiveness of LPS is evaluated on time series classification problems from various domains. We compare LPS to eleven well-known similarity measures. Our experimental results show that LPS provides fast and competitive results on benchmark datasets from several domains. Furthermore, LPS provides a research direction and template approach that breaks from the linear dependency models to potentially foster other promising nonlinear approaches. Customer preferences for products are drifting over time. Product perception and popularity are constantly changing as new selection emerges. Similarly, customer inclinations are evolving, leading them to ever redefine their taste. Thus, modeling temporal dynamics should be a key when designing recommender systems or general customer preference models. However, this raises unique challenges. Within the eco-system intersecting multiple products and customers, many different characteristics are shifting simultaneously, while many of them influence each other and often those shifts are delicate and associated with a few data instances. This distinguishes the problem from concept drift explorations, where mostly a single concept is tracked. Classical time-window or instance-decay approaches cannot work, as they lose too much signal when discarding data instances. A more sensitive approach is required, which can make better distinctions between transient effects and long term patterns. The paradigm we offer is creating a model tracking the time changing behavior throughout the life span of the data. This allows us to exploit the relevant components of all data instances, while discarding only what is modeled as being irrelevant. Accordingly, we revamp two leading collaborative filtering recommendation approaches. Evaluation is made on a large movie rating dataset by Netflix. Results are encouraging and better than those previously reported on this dataset.