Calibration-Disentangled Learning and Relevance-Prioritized Reranking for Calibrated Sequential Recommendation
- URL: http://arxiv.org/abs/2408.02156v1
- Date: Sun, 4 Aug 2024 22:23:09 GMT
- Title: Calibration-Disentangled Learning and Relevance-Prioritized Reranking for Calibrated Sequential Recommendation
- Authors: Hyunsik Jeon, Se-eun Yoon, Julian McAuley,
- Abstract summary: Calibrated recommendation aims to maintain personalized proportions of categories within recommendations.
Previous methods typically leverage reranking algorithms to calibrate recommendations after training a model.
We propose LeapRec, a novel approach for the calibrated sequential recommendation.
- Score: 18.913912876509187
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Calibrated recommendation, which aims to maintain personalized proportions of categories within recommendations, is crucial in practical scenarios since it enhances user satisfaction by reflecting diverse interests. However, achieving calibration in a sequential setting (i.e., calibrated sequential recommendation) is challenging due to the need to adapt to users' evolving preferences. Previous methods typically leverage reranking algorithms to calibrate recommendations after training a model without considering the effect of calibration and do not effectively tackle the conflict between relevance and calibration during the reranking process. In this work, we propose LeapRec (Calibration-Disentangled Learning and Relevance-Prioritized Reranking), a novel approach for the calibrated sequential recommendation that addresses these challenges. LeapRec consists of two phases, model training phase and reranking phase. In the training phase, a backbone model is trained using our proposed calibration-disentangled learning-to-rank loss, which optimizes personalized rankings while integrating calibration considerations. In the reranking phase, relevant items are prioritized at the top of the list, with items needed for calibration following later to address potential conflicts between relevance and calibration. Through extensive experiments on four real-world datasets, we show that LeapRec consistently outperforms previous methods in the calibrated sequential recommendation. Our code is available at https://github.com/jeon185/LeapRec.
Related papers
- Optimizing Estimators of Squared Calibration Errors in Classification [2.3020018305241337]
We propose a mean-squared error-based risk that enables the comparison and optimization of estimators of squared calibration errors.
Our approach advocates for a training-validation-testing pipeline when estimating a calibration error.
arXiv Detail & Related papers (2024-10-09T15:58:06Z) - From Uncertainty to Precision: Enhancing Binary Classifier Performance
through Calibration [0.3495246564946556]
Given that model-predicted scores are commonly seen as event probabilities, calibration is crucial for accurate interpretation.
We analyze the sensitivity of various calibration measures to score distortions and introduce a refined metric, the Local Score.
We apply these findings in a real-world scenario using Random Forest classifier and regressor to predict credit default while simultaneously measuring calibration.
arXiv Detail & Related papers (2024-02-12T16:55:19Z) - Calibration by Distribution Matching: Trainable Kernel Calibration
Metrics [56.629245030893685]
We introduce kernel-based calibration metrics that unify and generalize popular forms of calibration for both classification and regression.
These metrics admit differentiable sample estimates, making it easy to incorporate a calibration objective into empirical risk minimization.
We provide intuitive mechanisms to tailor calibration metrics to a decision task, and enforce accurate loss estimation and no regret decisions.
arXiv Detail & Related papers (2023-10-31T06:19:40Z) - Scaling of Class-wise Training Losses for Post-hoc Calibration [6.0632746602205865]
We propose a new calibration method to synchronize the class-wise training losses.
We design a new training loss to alleviate the variance of class-wise training losses by using multiple class-wise scaling factors.
We validate the proposed framework by employing it in the various post-hoc calibration methods.
arXiv Detail & Related papers (2023-06-19T14:59:37Z) - Sharp Calibrated Gaussian Processes [58.94710279601622]
State-of-the-art approaches for designing calibrated models rely on inflating the Gaussian process posterior variance.
We present a calibration approach that generates predictive quantiles using a computation inspired by the vanilla Gaussian process posterior variance.
Our approach is shown to yield a calibrated model under reasonable assumptions.
arXiv Detail & Related papers (2023-02-23T12:17:36Z) - On Calibrating Semantic Segmentation Models: Analyses and An Algorithm [51.85289816613351]
We study the problem of semantic segmentation calibration.
Model capacity, crop size, multi-scale testing, and prediction correctness have impact on calibration.
We propose a simple, unifying, and effective approach, namely selective scaling.
arXiv Detail & Related papers (2022-12-22T22:05:16Z) - Modular Conformal Calibration [80.33410096908872]
We introduce a versatile class of algorithms for recalibration in regression.
This framework allows one to transform any regression model into a calibrated probabilistic model.
We conduct an empirical study of MCC on 17 regression datasets.
arXiv Detail & Related papers (2022-06-23T03:25:23Z) - Localized Calibration: Metrics and Recalibration [133.07044916594361]
We propose a fine-grained calibration metric that spans the gap between fully global and fully individualized calibration.
We then introduce a localized recalibration method, LoRe, that improves the LCE better than existing recalibration methods.
arXiv Detail & Related papers (2021-02-22T07:22:12Z) - Unsupervised Calibration under Covariate Shift [92.02278658443166]
We introduce the problem of calibration under domain shift and propose an importance sampling based approach to address it.
We evaluate and discuss the efficacy of our method on both real-world datasets and synthetic datasets.
arXiv Detail & Related papers (2020-06-29T21:50:07Z) - Quantile Regularization: Towards Implicit Calibration of Regression
Models [30.872605139672086]
We present a method for calibrating regression models based on a novel quantile regularizer defined as the cumulative KL divergence between two CDFs.
We show that the proposed quantile regularizer significantly improves calibration for regression models trained using approaches, such as Dropout VI and Deep Ensembles.
arXiv Detail & Related papers (2020-02-28T16:53:41Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.