Randomized Latent Factor Model for High-dimensional and Sparse Matrices from Industrial Applications

Latent factor(LF) models are highly effective in extracting useful knowledge from High-Dimensional and Sparse(HiDS) matrices which are commonly seen in various industrial applications. An LF model usually adopts iterative optimizers,which may consume many iterations to achieve a local optima,resulting in considerable time cost. Hence, determining how to accelerate the training process for LF models has become a significant issue. To address this, this work proposes a randomized latent factor(RLF) model. It incorporates the principle of randomized learning techniques from neural networks into the LF analysis of HiDS matrices, thereby greatly alleviating computational burden. It also extends a standard learning process for randomized neural networks in context of LF analysis to make the resulting model represent an HiDS matrix correctly.Experimental results on three HiDS matrices from industrial applications demonstrate that compared with state-of-the-art LF models, RLF is able to achieve significantly higher computational efficiency and comparable prediction accuracy for missing data.I provides an important alternative approach to LF analysis of HiDS matrices, which is especially desired for industrial applications demanding highly efficient models.

Robust Latent Factor Analysis for Precise Representation of High-Dimensional and Sparse Data

High-dimensional and sparse(HiDS)matrices commonly arise in various industrial applications,e.g.,recommender systems(RSs),social networks,and wireless sensor networks.Since they contain rich information,how to accurately represent them is of great significance.A latent factor(LF)model is one of the most popular and successful ways to address this issue.Current LF models mostly adopt L2-norm-oriented Loss to represent an HiDS matrix,i.e.,they sum the errors between observed data and predicted ones with L2-norm.Yet L2-norm is sensitive to outlier data.Unfortunately,outlier data usually exist in such matrices.For example,an HiDS matrix from RSs commonly contains many outlier ratings due to some heedless/malicious users.To address this issue,this work proposes a smooth L1-norm-oriented latent factor(SL-LF)model.Its main idea is to adopt smooth L1-norm rather than L2-norm to form its Loss,making it have both strong robustness and high accuracy in predicting the missing data of an HiDS matrix.Experimental results on eight HiDS matrices generated by industrial applications verify that the proposed SL-LF model not only is robust to the outlier data but also has significantly higher prediction accuracy than state-of-the-art models when they are used to predict the missing data of HiDS matrices.

Realized volatility forecast of financial futures using timevarying HAR latent factor models

We forecast realized volatilities by developing a time-varying heterogeneous autoregressive(HAR)latent factor model with dynamic model average(DMA)and dynamic model selection(DMS)approaches.The number of latent factors is determined using Chan and Grant's(2016)deviation information criteria.The predictors in our model include lagged daily,weekly,and monthly volatility variables,the corresponding volatility factors,and a speculation variable.In addition,the time-varying properties of the best-performing DMA(DMS)-HAR-2FX models,including size,inclusion probabilities,and coefficients,are examined.We find that the proposed DMA(DMS)-HAR-2FX model outperforms the competing models for both in-sample and out-of-sample forecasts.Furthermore,the speculation variable displays strong predictability for forecasting the realized volatility of financial futures in China.

Two of a kind or the ratings game？ Adaptive pairwise preferences and latent factor models

Latent factor models have become a workhorse for a large number of recommender systems. While these sys- tems are built using ratings data, which is typically assumed static, the ability to incorporate different kinds of subsequent user feedback is an important asset. For instance, the user might want to provide additional information to the system in order to improve his personal recommendations. To this end, we examine a novel scheme for efficiently learning （or refining） user parameters from such feedback. We propose a scheme where users are presented with a sequence of pair- wise preference questions： ＂Do you prefer item A over B？＂ User parameters are updated based on their response, and subsequent questions are chosen adaptively after incorporat- ing the feedback. We operate in a Bayesian framework and the choice of questions is based on an information gain cri- terion. We validate the scheme on the Netflix movie ratings data set and a proprietary television viewership data set. A user study and automated experiments validate our findings.

Improved Hybrid Collaborative Fitering Algorithm Based on Spark Platform

An improved Hybrid Collaborative Filtering algorithm(H-CF)is proposed,addressing the issues of data sparsity,low recommendation accuracy,and poor scalability present in traditional collaborative filtering algorithms.The core of H-CF is a linear weighted hybrid algorithm based on the Latent Factor Model(LFM)and the Improved Item Clustering and Similarity Calculation Collaborative Filtering Algorithm(ITCSCF).To begin with,the items are clustered based on their attribute dimension,which accelerates the computation of the nearest neighbor set.Subsequently,H-CF enhances the formula for scoring similarity by penalizing popular items and optimizing unpopular items.This improvement enhances the rationality of scoring similarity and reduces the impact of data sparseness.Furthermore,a weighting function is employed to combine the various improved algorithms.The balance factor of the weighting function is dynamically adjusted to attain the optimal recommendation list.To address the real-time and scalability concerns,the algorithm leverages the Spark big data distributed cluster computing framework.Experiments were conducted using the public dataset Movie Lens,where the improved algorithm’s performance was compared against the algorithm before enhancement and the algorithm running on a single machine.The experimental results demonstrate that the improved algorithm outperforms in terms of data sparsity,recommendation personalization,accuracy,recall,and efficiency.

Recommendation Algorithm Based on Improved Convolutional Neural Network and Matrix Factorization

The traditional collaborative filtering algorithm uses the user rating information as a recommendation basis,but the ratings matrices are usually sparse and cannot reflect users’preference exactly,so the recommendation results are not very accurate.Therefore,this paper proposes an improved convolutional neural network for collaborative filtering(CNNCF),using the deep learning model to deeply mine the hidden feature information.then implicit the semantic model,Then the extracted explicit feature information was replaced by the implicit feature information in the LFM to further improve the prediction accuracy,and finally personalized recommendation through the user-item preference matrix.Experimental results on the MovieLens dataset show that the model can overcome data sparse,and recommendation accuracy is better than the traditional collaborative filtering model.