Basis Function Encoding of Numerical Features in Factorization Machines for Improved Accuracy
Primary Area: unsupervised, self-supervised, semi-supervised, and supervised representation learning
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Keywords: factorization machine, supervised learning, recommender system
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TL;DR: Using splines to improve existing large scale low-latency recommender systems based on a large family of factorization machine variants, trained on data with binned numerical features.
Abstract: Factorization machine (FM) variants are widely used for large scale real-time content recommendation systems, since they offer an excellent balance between model accuracy and low computational costs for training and inference. These systems are trained on tabular data with both numerical and categorical columns. Incorporating numerical columns poses a challenge, and they are typically incorporated using a scalar transformation or binning, which can be either learned or chosen a-priori. In this work, we provide a systematic and theoretically-justified way to incorporate numerical features into FM variants by encoding them into a vector of function values for a set of functions of one's choice.
We view factorization machines as approximators of *segmentized* functions, namely, functions from a field's value to the real numbers, assuming the remaining fields are assigned some given constants, which we refer to as the segment. From this perspective, we show that our technique yields a model that learns segmentized functions of the numerical feature spanned by the set of functions of one's choice, namely, the spanning coefficients vary between segments. Hence, to improve model accuracy we advocate the use of functions known to have strong approximation power, and offer the B-Spline basis due to its well-known approximation power, availability in software libraries, and efficiency. Our technique preserves fast training and inference, and requires only a small modification of the computational graph of an FM model. Therefore, it is easy to incorporate into an existing system to improve its performance. Finally, we back our claims with a set of experiments that include a synthetic experiment, performance evaluation on several data-sets, and an A/B test on a real online advertising system which shows improved performance. The results can be reproduced with the code in the supplemental material.
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Submission Number: 8166
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