Variational autoencoders were proven successful in domains such as computer vision and speech processing. Their adoption for modeling user preferences is still unexplored, although recently it is starting to gain attention in the current literature. In this work, we propose a model which extends variational autoencoders by exploiting the rich information present in the past preference history. We introduce a recurrent version of the VAE, where instead of passing a subset of the whole history regardless of temporal dependencies, we rather pass the consumption sequence subset through a recurrent neural network. At each time-step of the RNN, the sequence is fed through a series of fully-connected layers, the output of which models the probability distribution of the most likely future preferences. We show that handling temporal information is crucial for improving the accuracy of the VAE: In fact, our model beats the current state-of-the-art by valuable margins because of its ability to capture temporal dependencies among the user-consumption sequence using the recurrent encoder still keeping the fundamentals of variational autoencoders intact.
Within the context of collaborative filtering, a strong effort has also been made to model temporal dynamics within the history of user preferences @cite_34 . The model (FPMC) @cite_36 , for example, proposes a combination of matrix factorization and Markov chains. FPMC considers personalized first-order transition probabilities between items, which are modeled by decomposing the underlying tensor through user and item embeddings. Transition probabilities can also be measured by exploiting more sophisticated modeling @cite_15 @cite_26 , where users are mapped into translation (latent) vectors operating on item sequences and consequently a transition corresponds to a geometric affinity of these latent vectors. Orthogonally, Markov dependencies can also be exploited to model dependencies between latent variables @cite_49 , thus resulting in richer formalizations and more accurate recommendations.
@cite_26 @cite_36 @cite_49 @cite_15 @cite_34
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Modeling the complex interactions between users and items as well as amongst items themselves is at the core of designing successful recommender systems. One classical setting is predicting users' personalized sequential behavior (or 'next-item' recommendation), where the challenges mainly lie in modeling 'third-order' interactions between a user, her previously visited item(s), and the next item to consume. Existing methods typically decompose these higher-order interactions into a combination of pairwise relationships, by way of which user preferences (user-item interactions) and sequential patterns (item-item interactions) are captured by separate components. In this paper, we propose a unified method, TransRec, to model such third-order relationships for large-scale sequential prediction. Methodologically, we embed items into a 'transition space' where users are modeled as translation vectors operating on item sequences. Empirically, this approach outperforms the state-of-the-art on a wide spectrum of real-world datasets. Data and code are available at https: sites.google.com a eng.ucsd.edu ruining-he . Recommender systems are an important component of many websites. Two of the most popular approaches are based on matrix factorization (MF) and Markov chains (MC). MF methods learn the general taste of a user by factorizing the matrix over observed user-item preferences. On the other hand, MC methods model sequential behavior by learning a transition graph over items that is used to predict the next action based on the recent actions of a user. In this paper, we present a method bringing both approaches together. Our method is based on personalized transition graphs over underlying Markov chains. That means for each user an own transition matrix is learned - thus in total the method uses a transition cube. As the observations for estimating the transitions are usually very limited, our method factorizes the transition cube with a pairwise interaction model which is a special case of the Tucker Decomposition. We show that our factorized personalized MC (FPMC) model subsumes both a common Markov chain and the normal matrix factorization model. For learning the model parameters, we introduce an adaption of the Bayesian Personalized Ranking (BPR) framework for sequential basket data. Empirically, we show that our FPMC model outperforms both the common matrix factorization and the unpersonalized MC model both learned with and without factorization. Probabilistic topic models are widely used in different contexts to uncover the hidden structure in large text corpora. One of the main (and perhaps strong) assumption of these models is that generative process follows a bag-of-words assumption, i.e. each token is independent from the previous one. We extend the popular Latent Dirichlet Allocation model by exploiting three different conditional Markovian assumptions: (i) the token generation depends on the current topic and on the previous token; (ii) the topic associated with each observation depends on topic associated with the previous one; (iii) the token generation depends on the current and previous topic. For each of these modeling assumptions we present a Gibbs Sampling procedure for parameter estimation. Experimental evaluation over real-word data shows the performance advantages, in terms of recall and precision, of the sequence-modeling approaches. Predicting personalized sequential behavior is a key task for recommender systems. In order to predict user actions such as the next product to purchase, movie to watch, or place to visit, it is essential to take into account both long-term user preferences and sequential patterns (i.e., short-term dynamics). Matrix Factorization and Markov Chain methods have emerged as two separate but powerful paradigms for modeling the two respectively. Combining these ideas has led to unified methods that accommodate long- and short-term dynamics simultaneously by modeling pairwise user-item and item-item interactions. In spite of the success of such methods for tackling dense data, they are challenged by sparsity issues, which are prevalent in real-world datasets. In recent years, similarity-based methods have been proposed for (sequentially-unaware) item recommendation with promising results on sparse datasets. In this paper, we propose to fuse such methods with Markov Chains to make personalized sequential recommendations. We evaluate our method, Fossil, on a variety of large, real-world datasets. We show quantitatively that Fossil outperforms alternative algorithms, especially on sparse datasets, and qualitatively that it captures personalized dynamics and is able to make meaningful recommendations.