Hyperparameter optimization for recommender systems through Bayesian optimization

B. G. Galuzzi (), I. Giordani, A. Candelieri, R. Perego and F. Archetti
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B. G. Galuzzi: University of Milano-Bicocca
I. Giordani: University of Milano-Bicocca
A. Candelieri: University of Milano-Bicocca
R. Perego: University of Milano-Bicocca
F. Archetti: University of Milano-Bicocca

Computational Management Science, 2020, vol. 17, issue 4, No 2, 495-515

Abstract: Abstract Recommender systems represent one of the most successful applications of machine learning in B2C online services, to help the users in their choices in many web services. Recommender system aims to predict the user preferences from a huge amount of data, basically the past behaviour of the user, using an efficient prediction algorithm. One of the most used is the matrix-factorization algorithm. Like many machine learning algorithms, its effectiveness goes through the tuning of its hyper-parameters, and the associated optimization problem also called hyper-parameter optimization. This represents a noisy time-consuming black-box optimization problem. The related objective function maps any possible hyper-parameter configuration to a numeric score quantifying the algorithm performance. In this work, we show how Bayesian optimization can help the tuning of three hyper-parameters: the number of latent factors, the regularization parameter, and the learning rate. Numerical results are obtained on a benchmark problem and show that Bayesian optimization obtains a better result than the default setting of the hyper-parameters and the random search.

Keywords: Bayesian optimization; Collaborative filtering; Hyperparameters optimization; Matrix factorization; Recommender system (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s10287-020-00376-3

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