dmjvictory/product-nets

Product-based Neural Networks for User Response Prediction

Note: Any problems, you can contact me at [email protected], or [email protected]. Through email, you will get my rapid response.

This repository contains the demo code of the paper Product-based Neural Network for User Response Prediction and other baseline models, implemented with tensorflow. And this paper has been published on ICDM2016.

Introduction to User Response Prediction

User response prediction takes fundamental and crucial role in today's business. Different from traditional machine learning tasks, user response prediction always has categorical features grouped by different fields, which we call multi-field categorical data, e.g.:

ad. request={
    'weekday': 3, 
    'hour': 18, 
    'IP': 255.255.255.255, 
    'domain': xxx.com, 
    'advertiser': 2997, 
    'click': 1
}

In practice, these categorical features are usually one-hot encoded for training. However, this representation results in sparsity.

Traditional methods include:Logistic Regression, Matrix Factorization are easy to train and deploy; GBDT can learn very high level patterns, etc. However, these models highly rely on feature engineering, e.g. manually extract cross features. How to learn categorical features directly is still unsolved.

Thus we turn to deep learning for an end-to-end, high capacity model to learn good representations of multi-field categorical features, capture local/global dependencies, and further improve prediction.

deep-ctr is an attempt to utilize deep learning in user response prediction, which proposes an latent factor mechanism (called embedding) to deal with multi-field categorical data. Related works include using CNN and RNN for CTR prediction (more details refer to Related Works in paper).

However, our recent experiments and analysis shows that, training categorical data with simple MLP is difficult. For this reason, we propose product-nets as the author's first attempt of building new DNN architecture on this field. This paper has been accepted by ICM2016, and we will release an extended version very soon.

Discussion about features, models, and training are welcomed, please contact Yanru Qu.

Product-based Neural Networks

MLP is regarded to have universal approximation property. However, it is still very hard for an MLP to learn categorical data with limited resources. Thus we integrate latent vector learning (embedding) in MF to represent categorical features in low-dimensional, continuous space. And we propose product layers to capture feature interaction from feature embeddings.

For product layer, we propose inner product and outer product layers. Earlier in this paper, we propose some tricks to deal with complexity (reducing from quadratic to linear). Even though these tricks make training more efficient, they do restrict model capacity. This is performance & efficiency trade-off.

In recent update of the code, we remove the trick in inner-pnn for better performance. However in outer-pnn, removing the trick obviously slows down training, thus we still use the compact form outer-pnn.

How to Use

For simplicity, we provide iPinYou dataset at make-ipinyou-data. Follow the instructions and update the soft link data:

XXX/product-nets$ ln -sfn XXX/make-ipinyou-data/2997 data

run main.py:

cd python
python main.py

As for dataset, we build a repository on github serving as a benchmark in our Lab APEX-Datasets. This repository contains detailed data processing, feature engineering, data storage/buffering/access and other implementations. For better I/O performance, this benchmark provides hdf5 APIs. Currently we provide download links of two large scale ad-click datasets (already processed), iPinYou and Criteo. Movielens, Netflix, and Yahoo Music will be updated later.

This code is originally written in python 2.7, numpy, scipy and tensorflow are required. In recent update, we make it consistent with python 3.x. Thus you can use it as a start-up with any python version you like. LR, FM, FNN, CCPM and PNN are all implemented in models.py, based on TensorFlow. You can train any of the models in main.py and configure parameters via a dict.

More models and mxnet implementation will be released in the extended version.

Practical Issues

In this section we select some discussions from my email to share.

1. Sparse Regularization (L2)

L2 is fundamental in controlling over-fitting. For sparse input, we suggest sparse regularization, i.e. we only regularize on activated weights/neurons.

Traditional L2 regularization penalizes all parameters w1, .., wn even though the input xi = 0, which means every parameter will have non-zero gradients for every training example. This is neither reasonable nor efficient for sparse input, because wi*xi = 0 does not contribute to prediction.

Sparse regularization instead penalizes on non-zero terms, xw.

2. Initialization

Initializing weights with small random numbers is always promising in Deep Learning. Usually we use uniform or normal distribution around 0. An empirical choice is to set the distribution variance near sqrt(1/n) where n is the input dimension.

Another choice is xavier, for uniform distribution, xavier uses sqrt(3/node_in), sqrt(3/node_out), or sqrt(6/(node_in+node_out)) as the upper/lower bound. This is to keep unit variance among different layers.

3. Learning Rate

For deep neural networks with a lot of parameters, large learning rate always causes divergence. Usually sgd with small learning rate has promising performance, however converges slow.

For extremely sparse input, adaptive learning rate converges much faster, e.g. AdaGrad, Adam, FTRL, etc. This blog compares most of adaptive algorithms, and currently adam is an empirically good choice.

Even though adaptive algorithms speed up and sometimes jump out of local minimum, there is no guarantee for better performance because they do not follow gradients' directions. Some experiments declare that adam's performance is slightly worse than SGD on some problems. And sometimes batch size also affect convergence.

4. Data Processing

Usually you need to build an index-map to convert categorical data into one-hot representation. These features usually follow a long-tailed distribution, resulting in extremely large feature space, e.g. IP.

A simple way is to drop those rarely appearing features by a threshold, which will dramatically reduce the input dimension without much decrease of performance.

For unbalance dataset, a typical positive/negative ratio is 0.1% - 1%, and Facebook has published a paper discussing this problem. Keeping pos and neg samples at similar level is a good choice, this can be achieved by negative down-sampling. Negative down-sampling can speed up training, as well as reduce dimension.

5. Normalization

There are two kinds of normalization, feature level and instance level. Feature level is within one field, e.g. set the mean of one field to 0 and the variance to 1. Instance level is to keep consistent between difference records, e.g. you have a multi-value field, which has 5-100 values and the length varies. You can set the magnitude to 1 by shifting and scaling. Whitening is not always possible, and normalization is just enough.

Besides, batch/weight/layer normalization are worth to try when going deeper.

6. Continuous/Discrete/Multi-value Feature

Most features in User Response Prediction have discrete values (categorical features). The key difference between continuous and discrete features is, discrete features only have absolute meanings (exists or not), while continuous features have both absolute and relative meanings (higher or smaller).

For example, {'male': 0, 'female': 1} and {'male': 1, 'female': 0} are equivalent, while numbers 1, 2, 3 can not be arbitrarily encoded.

When your data contains both continuous and discrete values, there arises another problem. Simply put these features together results in your input neurons having different meanings. One solution is to discretize those continuous values using bucketing. Taking 'age' as an example, you can set [0, 12] as 'children', [13, 18] as 'teenagers', [19, ~] as 'adults' as so on.

Multi-value features are special cases of discrete features. e.g. recently reviewed items = ['item2', 'item7', 'item11'], ['item1', 'item4', 'item9', 'item13']. Suppose one user has reviewed 3 items, and another has reviewed 300 items, matrix-multiplication operation will sum these items up and result in huge imbalance. You may turn to data normalization to tackle this problem. Till now, there is still not a standard representation for multi-value features, and we are still working on it.

7. Embedding Strategy

In auto-encoder, we may use multi-layer non-linearity to produce low-dim representation, however in NLP, embedding refers to single-layer linear projection. Here gives some discussion:

Suppose the embedding layer is followed by a fully connected layer. The embedding can be represented by xw1. The fc layer can be represented by s(xw1) w2. If s is some nonlinear activation, it can be viewed as two fc layers. If s is identity function, it is equivalent to xw1 w2 = xw3. It seems that you are using w3 as the embedding dimension followed by a nonlinear activation. The only difference is w1 w2 is a low-rank representation of w3, but w3 does not have this constraint.

8. Activation Function

Do not use sigmoid in hidden layers, use tanh or relu. And recently selu is proposed to maintain fixed point in training.