Neural Kalman Filtering for Robust Temporal Recommendation

Jiafeng Xia, Dongsheng Li, Hansu Gu, Tun Lu, Peng Zhang, Li Shang, Ning Gu

Abstract: Temporal recommendation methods can achieve superior accuracy due to updating user/item embeddings continuously once obtaining new interactions. However, the randomness of user behaviors will introduce noises into the user interactions and cause the deviation in the modeling of user preference, resulting in sub-optimal performance. To this end, we propose NeuFilter, a robust temporal recommendation algorithm based on neural Kalman Filtering, to learn more accurate user and item embeddings with noisy interactions. Classic Kalman Filtering is time-consuming when applied to recommendation due to its covariance matrices. Thus, we propose a neural network solution to Kalman Filtering, so as to realize higher efficiency and stronger expressivity. Specifically, NeuFilter consists of three alternating units: 1) prediction unit, which predicts user and item embeddings based on their historical embeddings; 2) estimation unit, which updates user and item embeddings in a manner similar to Kalman Filtering; 3) correction unit, which corrects the updated user and item embeddings from estimation unit to ensure reliable estimation and accurate update. Experiments on two recommendation tasks show that NeuFilter can achieve higher accuracy compared with the state-of-the-art methods, while achieving high robustness. Moreover, our empirical studies on a node classification task further confirm the importance of handling noises in tasks on temporal graph, shedding a new light on temporal graph modeling.