Time, Context and Causality in Recommender Systems
The document discusses the limitations of correlational recommender systems, emphasizing the need for causal models to improve recommendations based on temporal context. It outlines various approaches, including epsilon-greedy methods and instrumental variable models, each with their pros and cons in handling unobserved confounders and scaling issues. Ultimately, it concludes that effective recommendation algorithms must consider the immediate context and the causal nature of user interactions.
● A fewseconds to find something
great to watch…
● Can only show a few titles
● Enjoyment directly impacts
customer satisfaction
● How? Personalize everything, for
130M members across 190+
countries
However...
These models canserve you well, but ignore key aspects of the
recommendation problem:
Recommendations happen at a moment in time, in a given context
14.
Time
● Don’t overfitthe past, focus on predicting the future
● Explicitly model temporal drift and system dynamics
15.
Time + Context
●X: sequence of contextual user actions, plus
current context
● Y: probability of next action
● E.g. “Given all the actions a user has taken so far,
what’s the most likely video they’re going to play
right now?”
Causal recommender systems
●p(Y|X) can be misleading
● Ignores the user in the loop
● Model the causal nature of a
recommendation instead
● Two steps:
○ Model p(Y|X, do(R))
○ Build policy, e.g. what R
leads to max Y? (from http://www.tylervigen.com/spurious-correlations)
Approach 1 pros& cons
● Pros
○ Simple
○ Helps feedback loops & offline/online mismatches
● Cons
○ Exploration has a cost
○ Doesn’t scale well with size of the candidate pool
Approach 2 pros& cons
● Pros:
○ Model-agnostic
○ Simple
○ Scale well to large candidate sets
● Cons:
○ Only unbiased if no unobserved confounders
■ Hard to validate in practice
○ Variance can blow up
■ Variance regularization or weights clipping can help
30.
Approach 3: InstrumentalVariable
Example: What’s the causal impact of a
recommendation?
R YZ
Noise OutcomeRec
An instrumental variable Z can only influence the outcome Y through R
Building causal models with instrumental variables:
2SLS (two-stage least-squares) or SGDIV (to be published)
31.
Approach 3 pros& cons
● Pros:
○ Robust to unobserved confounders
● Cons:
○ Bias/Variance depends on strength of the IV
○ Harder to scale?
32.
In summary...
● Epsilon-Greedy:simple, but expensive
● IPS: great and flexible, but doesn’t deal with unobserved
confounders
● IV: deals with unobserved confounders, harder to scale
● Many more approaches available...
Conclusions
● Recommendations areactions at a moment in time, in a given context
● Correlational algorithms are great, until they start driving most of the
data
● Recommendation algorithms make decisions, which have
consequences
● Causal models are required to reason about this impact