Monday, November 21, 2016

Evolutionary Undersampling for Extremely Imbalanced Big Data Classification under Apache Spark


In this work, we propose a big data scheme for extremely imbalance problems implemented under Apache Spark, which aims at solving the lack of density problem. First, the whole training dataset is split into chunks, and the positive examples are extracted from it. Then, we broadcast the positive set, so that, all the nodes have a single in-memory copy of the positive samples. For each chunk of the negative data, we aim to obtain a balanced subset of data using a sample of the positive set. Later, EUS is applied to reduce the size of both classes and maximize the classification performance, obtaining a reduced set that is used to learn a model. Finally, the different models are combined to predict the classes of the test set.

I. Triguero, M. Galar, D. Merino, J. Maillo, H. Bustince, and F. Herrera. Evolutionary undersampling for extremely imbalanced big data classification under apache spark. 2016.

Bayesian Personalized Ranking with Multi-Channel User Feedback

In many domains, users provide unary feedback via a number of different ‘channels’. In this paper, we propose an approach called Multi-Feedback Bayesian Personalized Ranking (MF-BPR). The innovation of MFBRP is a sampling method designed to simultaneously exploit unary feedback from multiple channels during training. The key to our approach is to map different feedback channels to different ‘levels’ that reflect the contribution that each type of feedback can have in the training phase.
Our MF-BPR can be considered hybrid, since it simultaneously uses different sources of feedback uses multiple feedback channels simultaneously.
BPR-MF is based on the insight that user feedback collected via various channels reflects different strengths of user preference, and the sampling method of BPR can exploit these differences. In MF-BPR we introduce a non-uniform sampler that takes into account the level (importance) of the feedback channel. We propose a non-uniform distribution for p(L) where the cardinality of feedback as well as the importance of a level is taken into account with a weight factor. In our experiments, we found that the inverse rank of positive levels are good candidates for weights.
The MF-BPR is evaluated on three datasets and its performance is compared with different methods using 4-fold cross validation. The ground truth and relevant recommendations however, are different in the three datasets depending on the problem.

Babak Loni, Roberto Pagano, Martha Larson, and Alan Hanjalic. 2016. Bayesian Personalized Ranking with Multi-Channel User Feedback. In Proceedings of the 10th ACM Conference on Recommender Systems (RecSys '16). ACM, New York, NY, USA, 361-364.

Monday, November 14, 2016

A Review of Dynamic Vehicle Routing Problems


The Vehicle Routing Problem (VRP) formulation was first introduced in 1959 as a generalization of the Traveling Salesman Problem (TSP). In contrast to the classical definition of the vehicle routing problem, real-world applications often include two important dimensions: evolution and quality of information. Evolution of information relates to the fact that in some problems the information available to the planner may change during the execution of the routes. Quality of information reflects possible uncertainty on the available data. In addition, depending on the problem and the available technology, vehicle routes can either be designed statically or dynamically.
Static and stochastic problems are characterized by input partially known as random variables, which realizations are only revealed during the execution of the routes. In dynamic and deterministic problems, part or all of the input is unknown and revealed dynamically during the design or execution of the routes. Similarly, dynamic and stochastic problems have part or all of their input unknown and revealed dynamically during the execution of the routes.
In contrast to their static counterparts, dynamic routing problems involve new elements that increase the complexity of their decisions (more degrees of freedom) and introduce new challenges while judging the merit of a given route plan. In dynamic routing, the ability to redirect a moving vehicle to a new request nearby allows for additional savings.
Different problems (or instances of a same problem) can have different levels of dynamism, which
can be characterized according to two dimensions, the frequency of changes and the urgency of requests. Thus, three metrics have been proposed to measure the dynamism of a problem. The degree of dynamism is defined as the ratio between the number of dynamic requests and the total number of requests. The effective degree of dynamism can be interpreted as the normalized average of the disclosure times. The reaction time is defined as the difference between the disclosure time and the end of the corresponding time window li, highlighting that longer reaction times mean more flexibility to insert the request into the current routes.
In a category of applications, a service request is defined by a customer location and a possible time window; while vehicle routes just fulfill service requests without considering side constraints such as capacity. Approaches for dynamic and deterministic vehicle routing problems can be divided into two categories: those based on periodic reoptimization, and those based on continuous reoptimization.  Periodic reoptimization approaches start at the beginning of the day with a first optimization that produces an initial set of routes. Then, an optimization procedure periodically solves a static problem corresponding to the current state. Continuous reoptimization approaches perform the optimization throughout the day and maintain information on good solutions in an adaptive memory. Whenever the available data changes, a decision procedure aggregates the information from the memory to update the current routing.
Researchers have mainly focused on the routing aspect of the dynamic fleet management. However, in some applications there is more that can be done to improve performance and service level. So a system in which aside from giving a yes/no answer to a customer request, suggests convenient times for the company would be highly desirable in such contexts.

Local Item-Item Models for Top-N Recommendation

Several algorithms for the top-N recommendation problem have been developed. The latent space methods factorize the user-item matrix into lower rank user factor and item factor matrices and the neighborhood-based methods identify similar users or items. The item-based methods, which include item k-NN and Sparse Linear Methods (SLIM) have been shown to outperform the user-based schemes for the top-N recommendation task. However, item-based methods have the drawback of estimating
only a single model for all users.
In this paper they present a top-N recommendation method that extends the SLIM model in order to capture the differences
in the preferences between different user subsets. Their method, which is called GLSLIM (Global and Local SLIM), combines global and local SLIM models in a personalized way and automatically identifies the appropriate user subsets.
GLSLIM computes a global model and has a personalization factor for each user determining the interplay between the global and the local information. GLSLIM updates the assignment of the users to subsets, allowing better local models to be estimated.
Previous works use user and item latent factors, while GLSLIM focuses on item-item models.
A global item-item model may not be sufficient to capture the preferences of a set of users, especially when there are user subsets with diverse and sometimes opposing preferences.
GLSLIM computes top-N recommendations that utilize user-subset specific models and a global model. These models are jointly optimized along with computing the user assignments for them. The estimation of the item-item coefficient matrices, the user assignments and the personalized weight is done with alternating minimization.
To estimate item-item model, they separate the users into subsets with either a clustering algorithm (CLUTO) or randomly. Then
initially set the parameters in order to have equal contribution of the global and the local part and estimate the coefficient matrices. Following SLIM, the item-item coefficient matrices can be calculated per column, which allows for the different columns (of both the global and the local coefficient matrices) to be estimated in parallel. GLSLIM solves an optimization problem using coordinate descent and soft thresholding. After estimating the local models (and the global model), GLSLIM fixes them and proceeds with the second part of the optimization: updating the user subsets. While doing that, GLSLIM also determines the personalized weight.
They employed leave-one-out cross-validation to evaluate the performance of the proposed model. For each user, we randomly selected an item, which we placed in the test set. The rest of the data comprised the training set.