Fingerprinting Ratings for Collaborative Filtering - Theoretical and Empirical Analysis. Bachrach, Yoram; Herbrich, Ralf (2010). 25–36.
We consider fingerprinting methods for collaborative filtering (CF) systems. In general, CF systems show their real strength when supplied with enormous data sets. Earlier work already suggests sketching techniques to handle massive amounts of information, but most prior analysis has so far been limited to non-ranking application scenarios and has focused mainly on a theoretical analysis. We demonstrate how to use fingerprinting methods to compute a family of rank correlation coefficients. Our methods allow identifying users who have similar rankings over a certain set of items, a problem that lies at the heart of CF applications. We show that our method allows approximating rank correlations with high accuracy and confidence. We examine the suggested methods empirically through a recommender system for the Netflix dataset, showing that the required fingerprint sizes are even smaller than the theoretical analysis suggests. We also explore the of use standard hash functions rather than min-wise independent hashes and the relation between the quality of the final recommendations and the fingerprint size.
Web-Scale Bayesian Click-Through Rate Prediction for Sponsored Search Advertising in Microsoft’s Bing Search Engine. Graepel, Thore; Candela, Joaquin Qui nonero; Borchert, Thomas; Herbrich, Ralf (2010). 13–20.
We describe a new Bayesian click-through rate (CTR) prediction algorithm used for Sponsored Search in Microsoft's Bing search engine. The algorithm is based on a probit regression model that maps discrete or real-valued input features to probabilities. It maintains Gaussian beliefs over weights of the model and performs Gaussian online updates derived from approximate message passing. Scalability of the algorithm is ensured through a principled weight pruning procedure and an approximate parallel implementation. We discuss the challenges arising from evaluating and tuning the predictor as part of the complex system of sponsored search where the predictions made by the algorithm decide about future training sample composition. Finally, we show experimental results from the production system and compare to a calibrated Naive Bayes algorithm.
Bayesian Knowledge Corroboration with Logical Rules and User Feedback. Kasneci, Gjergji; Gael, Jurgen Van; Herbrich, Ralf; Graepel, Thore (2010). 1–18.
Current knowledge bases suffer from either low coverage or low accuracy. The underlying hypothesis of this work is that user feedback can greatly improve the quality of automatically extracted knowledge bases. The feedback could help quantify the uncertainty associated with the stored statements and would enable mechanisms for searching, ranking and reasoning at entity-relationship level. Most importantly, a principled model for exploiting user feedback to learn the truth values of statements in the knowledge base would be a major step forward in addressing the issue of knowledge base curation. We present a family of probabilistic graphical models that builds on user feedback and logical inference rules derived from the popular Semantic-Web formalism of RDFS. Through internal inference and belief propagation, these models can learn both, the truth values of the statements in the knowledge base and the reliabilities of the users who give feedback. We demonstrate the viability of our approach in extensive experiments on real-world datasets, with feedback collected from Amazon Mechanical Turk.
Vuvuzelas & Active Learning for Online Classification. Paquet, Ulrich; Van Gael, Jurgen; Stern, David; Kasneci, Gjergji; Herbrich, Ralf; Graepel, Thore (2010).
Many online service systems leverage user-generated content from Web 2.0 style platforms such as Wikipedia, Twitter, Facebook, and many more. Often, the value lies in the freshness of this information (e.g. tweets, event-based articles, blog posts, etc.). This freshness poses a challenge for supervised learning models as they frequently have to deal with previously unseen features. In this paper we address the problem of online classification for tweets, namely, how can a classifier be updated in an online manner, so that it can correctly classify the latest hype on Twitter? We propose a two-step strategy to solve this problem. The first step follows an active learning strategy that enables the selection of tweets for which a label would be most useful; the selected tweet is then forwarded to Amazon Mechanical Turk where it is labeled by multiple users. The second step builds on a Bayesian corroboration model that aggregates the noisy labels provided by the users by taking their reliabilities into account.
Collaborative Expert Portfolio Management. Stern, David; Samulowitz, Horst; Herbrich, Ralf; Graepel, Thore; Pulina, Luca; Tacchella, Armando (2010).
We consider the task of assigning experts from a portfolio of specialists in order to solve a set of tasks. We apply a Bayesian model which combines collaborative filtering with a feature-based description of tasks and experts to yield a general framework for managing a portfolio of experts. The model learns an embedding of tasks and problems into a latent space in which affinity is measured by the inner product. The model can be trained incrementally and can track non-stationary data, tracking potentially changing expert and task characteristics. The approach allows us to use a principled decision theoretic framework for expert selection, allowing the user to choose a utility function that best suits their objectives. The model component for taking into account the performance feedback data is pluggable, allowing flexibility. We apply the model to manage a portfolio of algorithms to solve hard combinatorial problems. This is a well studied area and we demonstrate a large improvement on the state of the art in one domain (constraint solving) and in a second domain (combinatorial auctions) created a portfolio that performed significantly better than any single algorithm.
Predicting Information Spreading in Twitter. Zaman, Tauhid R; Herbrich, Ralf; Van Gael, Jurgen; Stern, David (2010).
We present a new methodology for predicting the spread of information in a social network. We focus on the Twitter network, where information is in the form of 140 character messages called tweets, and information is spread by users forwarding tweets, a practice known as retweeting. Using data of who and what was retweeted, we train a probabilistic collaborative filter model to predict future retweets. We find that the most important features for prediction are the identity of the source of the tweet and retweeter. Our methodology is quite flexible and be used as a basis for other prediction models in social networks.
Bayesian Online Learning for Multi-label and Multi-variate Performance Measures. Zhang, Xinhua; Graepel, Thore; Herbrich, Ralf (2010). 956–963.
Many real world applications employ multi-variate performance measures and each example can belong to multiple classes. The currently most popular approaches train an SVM for each class, followed by ad-hoc thresholding. Probabilistic models using Bayesian decision theory are also commonly adopted. In this paper, we propose a Bayesian online multi-label classification framework (BOMC) which learns a probabilistic linear classifier. The likelihood is modeled by a graphical model similar to TrueSkill, and inference is based on Gaussian density filtering with expectation propagation. Using samples from the posterior, we label the testing data by maximizing the expected F1-score. Our experiments on Reuters1-v2 dataset show BOMC compares favorably to the state-of-the-art online learners in macro-averaged F1-score and training time.