=Paper= {{Paper |id=Vol-1622/SocInf2016_InvPaper3 |storemode=property |title=Cold Start Purchase Prediction with Budgets Constraints |pdfUrl=https://ceur-ws.org/Vol-1622/SocInf2016_InvPaper3.pdf |volume=Vol-1622 |authors=Ke Hu,Xiangyang Li,Chaotian Wu |dblpUrl=https://dblp.org/rec/conf/ijcai/HuLW16 }} ==Cold Start Purchase Prediction with Budgets Constraints== https://ceur-ws.org/Vol-1622/SocInf2016_InvPaper3.pdf
Proceedings of the 2nd International Workshop on Social Influence Analysis (SocInf 2016)
July 9th, 2016 - New York, USA




                         Cold Start Purchase Prediction with Budgets
                                        Constraints

                                         Ke Hu1, Xiangyang Li2, Chaotian Wu3
                                                   1Microsoft Corporation
                            2Beijing Didi Infinity Technology and Development Co.,Ltd,China
                                           3Southwest Jiaotong University, China




                      Abstract.IJCAI-16 Contest Brick-and-Mortar Store Recommendation with
                      Budget Constraints is about buyer nearby brick-and-mortar stores recommenda-
                      tion. The main task of this competition focuses on predicting nearby store buy-
                      ing action when users enter new areas they rarely visited in the past. The contest
                      has two novelties: first, given huge amount of online user behavior with on-site
                      shopping record of moderate size, we could investigate whether their correla-
                      tion helps in recommending nearby stores. Second, every merchant’s budget
                      constraints are imposed on prediction.
                          We develop a set of useful features to capture the underlying structure of the
                      data, including merchant-related feature, merchant-location feature and so forth.
                      We also propose to learn topic features with embedding, which represent the
                      user on-site shopping behavior pattern and nearby stores behavior pattern in a
                      shared feature space.
                          We use gradient boosting decision tree as the purchase prediction base mod-
                      el, and use isotonic regression as the purchase probability calibrated model. We
                      use cascade ensemble method, and then develop a merchant recommend
                      framework to decouple the budget constrain. Finally, our team MCMC ranked
                      #2 in the competition.


              1       Introduction

              With the development of technology of mobile devices, more and more people use
              their smart phones to enjoy location based services (LBS). People are getting more
              comfortable sharing their real-time locations with various location-based services,
              such as navigation, car ride hailing, restaurant/hotel booking, etc. Using the technolo-
              gy of data mining we may explore the value of user’s behavior to help people finding
              their demand in location based services more conveniently.
                 So in this contest, Thesponsor provides the data accumulated on
              Tmall.com/Taobao.com and the app Alipay and we try to use these data on nearby
              store recommendation when users enter new areas they rarely visited in the past.
                 The dataset of users’ shopping records at brick-and-mortar stores, named Koubei
              Table, provides 230496 users' 1081724 purchase records between June 2015 and No-
              vember 2015. The Tianchi Platform also provides another 492927 users' purchase




                                                             68
Proceedings of the 2nd International Workshop on Social Influence Analysis (SocInf 2016)
July 9th, 2016 - New York, USA




              records only for analysis but not for download.The dataset of Tmall.com/Taobao.com
              provides 963923 users' 44528127 purchase records.
                  There are two main problems in this contest:The first of them is how to build the
              relationship between user’s online behavior and user’s nearby storesbehavior. As the
              areas are completely new for the users, it's quite difficult to find use's interest. How-
              ever, the users' data accumulated on Tmall.com/Taobao.com, named Taobao Table, is
              very rich and these data is surely be a reflection of user's interest. So we investigate to
              build the relationship between user’s online behavior and user’s nearby stores rec-
              ommendation.The second problem is a set of budget constraints imposed on the rec-
              ommender system. For instance, the service capacity or number of coupons is limited
              at the stores.
                  In order to solve the above problem, we consider this problem as a Binary classifi-
              cation problem firstly. Training target of the model is to find out whether a user
              would like to purchase a certain merchant's product in a certain location. At the be-
              ginning, we extract features including merchant-ralated features, interactive user fea-
              tures. In phase of extracting cold start users features, we extract topic embedding
              features of users from Taobao table, and then transfer these embedding features to
              Koubei table with the same feature space. Besides, we cluster the user topic embed-
              ding with K-Means model and use these categories' buy preference as features, thus
              improving the generalization ability. With extracted features, we use GBDT to model
              the purchase probability.
                  To solve the problem of budget constraints, we try to use GBDT prediction as the
              purchase probability at first. For a specificmerchant, the sum of a large number of
              user-location pairs can reflect the budget occupying to some extent. With the budget
              estimate, we could recommend a specific user number without exceeding the budget
              of merchant. However, with the increase of tree number, GBDT would shift of the
              predicted values away from 0 and 1, hurting calibration. Besides, numerous merchant
              does not have some many customers so the estimated probability is significant. Then
              we utilize Isotonic Regression to calibrate probabilities, and design a recommend
              framework, solving the problem of budget constraints.


              2       Framework

              2.1     Data Analysis

              The test set have 473533 user-location pair, however, only 9.6% of user-location pairs
              appear in Koubei Table before November. It may caused by increasing dramatically
              of Koubei apps and sampling of data. As the user behavior pattern is different for cold
              start users and interactive users, we construct two train sets of these different type of
              user to make the data sample independent identically distributed(iid). Moreover,
              compared with cold start user, the user who has actions in the Koubei has much lower
              probability to purchase the non-interactive merchants. Therefore, we also remove
              these parts of user from cold start user train sets.




                                                             69
Proceedings of the 2nd International Workshop on Social Influence Analysis (SocInf 2016)
July 9th, 2016 - New York, USA




              2.2     Data Processing
              We split the training sets into two sets, 70% and 30% respectively. One is for local
              training and the other is for validation. Moreover, there is 56206 duplicate samples
              record in the raw data sets. We remove the duplicate data sets to avoid influencing the
              distribution.


              2.3     Feature Extraction

              We extract the feature from four aspects, including merchant-related features, mer-
              chant-location features, interactive user features, interactive user-merchant features.
              We mainly focused on cold start related features. We then analysis the feature and
              perform more feature engineering like smoothing. We then conduct feature selection
              by Random Forest.


              2.4     Model Training
              We build up two models for cold start users and interactive users. We use LDA and
              K-Means to model the cold start users, use GBDT to predict the user-merchant-
              location triplepurchase rate. Further, we useisotonic regression to perform the proba-
              bility calibration, which could improve the accuracy due to the budget constraints.


              2.5     Recommendation Framework

              From isotonic regression, every user-merchant-location triplehas prediction probabil-
              ity. We first rank the pair according to the prediction. Moreover, we pass the pair one
              by one according to the order, accumulating the probability of the same merchant, and
              then filter the following pairs if the accumulated probability exceeds the budget con-
              straints. Therefore, we could get the high probability user-merchant-location pairs and
              avoid exceeding the constraint to a large extent. The final results show that this pre-
              diction framework with probability calibration can effectively improve the accuracy.


              3       Features

              One important task of this competition was to predict the possibility that a user would
              purchase a merchant in a given location. Each instance of training and test set was a
              {user_id, location_id, merchant_id} triple. From our statistics, the user history prefer-
              ence, merchant-related characters, location-related characters would influence the use
              purchase action in the future. Thus, we designed features mainly from four aspects:
              merchant-related features, merchant-location features, interactive user features and
              interactive user-merchant features.




                                                             70
Proceedings of the 2nd International Workshop on Social Influence Analysis (SocInf 2016)
July 9th, 2016 - New York, USA




              3.1     Merchant-Related Feature
              Merchant features contained the properties of the merchant's information over 120
              days. In the shopping logs, a merchant was bought by some different users in one or
              more locations. We described a merchant by many degrees such as different time
              periods, different locations, different user behavior pattern. We list some key features
              and illustrate our intention.

               Sales Time Interval Statistics

              Firstly, we extracted use purchase time interval of a merchant. Secondly, we calculat-
              ed statistic of the time interval of a merchant such as median, minimum, maximum,
              and standard deviation. As users might purchase a merchant many times, so we can
              easily extract the mean of time interval of a merchant for a user and calculated its
              statistics. These features characterize the behavior pattern of the buying users of mer-
              chant.

               Lifecycle

              In the last 120 days,the lifecycle of a merchant could reflect the number of days
              which the merchant was bought. So we extracted the number of days which a mer-
              chant was bought and the number of days, the length of the time segment before first
              time when the merchant was bought to the day before the forecast time, and some
              other statistics.

               Merchant Budget

              There was a table of merchant budget info which was very useful for prediction. The
              budget of a merchant represented for the planed cost of a merchant for its merchan-
              dise. The large budget merchantsmainly have high and stable purchase value.

               Lifespan

              The first time and the last time from the purchase of users can both affect the subse-
              quent purchase. For instance, a user will have a very small probability to purchase
              because he only had a single purchase four months ago. Thus, we need to obtain the
              median of the interval between the first purchase and the last day, the interval be-
              tween the last purchase and the last day,and the interval between all the purchase time
              and the last day.


              3.2     Merchant-Location Feature
              To further character the merchant, we also design merchant-location feature. Mer-
              chant-location feature is the most importance information for our prediction. By our
              experiment of feature selection, we found that most of Merchant-Location features
              have a relatively high sensitivity. There are four parts that is count feature, ratio fea-
              ture, rank feature and daily level feature.




                                                             71
Proceedings of the 2nd International Workshop on Social Influence Analysis (SocInf 2016)
July 9th, 2016 - New York, USA




               Count Feature

              The number of records in a specific merchant-location by user level and purchase
              record level in different days. In general, the more of the purchase number, the preci-
              sion of recommend would be higher. This is because users, especially cold start users,
              prefer to purchase popular merchants.

               Rate Feature

              This is calculated by the user purchase numbers of merchant-locationdividing the user
              purchase numbers of the location. By the experiment, we find the rate feature is
              thestrongest feature in our predication. In fact, our target is to predict the rate in the
              December, thus this feature is significant. Moreover, we found that some of data have
              smaller purchase record but rather high rate, which could affect the recommendation.
              So we reduce the effects via simple smooth(1), and the smooth variables are different
              for different pro-portion.
                                      𝒎𝒆𝒓𝒄𝒉𝒂𝒏𝒕 − 𝒍𝒐𝒄𝒂𝒕𝒊𝒐𝒏𝒖𝒔𝒆𝒓𝒏𝒖𝒎
                            𝐑𝐚𝐭𝐞 =                               (𝛛𝐢𝐬𝐯𝐚𝐫𝐢𝐚𝐛𝐥𝐞)(1)
                                         𝒍𝒐𝒄𝒂𝒕𝒊𝒐𝒏𝒖𝒔𝒆𝒓𝒏𝒖𝒎 + 𝛛

               Rank Feature

              This includes the rank of the merchant and the location in the whole data, the rank of
              the merchant in the geographical location and the rank of the location in the merchant.
              The location fixed rank feature could character the preference when user comparing
              the merchants in the same location. The merchant fixed rank feature could weaken the
              prediction that the merchant-location is weak in the specific merchant.

               Daily Level Feature

              From our statistic, 11.8% of merchant-location pair first appears in the last two
              weeks. With the dramatic dramatically increase of both user and merchant, it is signif-
              icant to feed some daily level feature to learn. We design the feature as how many
              days the merchant is online, how many average active users every day.


              3.3     Interactive User Feature
              A user that bought from a merchant could purchase from it in the future. And it also
              worked in our contest. The accuracy rate of a record that a user bought from a mer-
              chant nearly all exceeded 20 percent by our experiment, which is rather high for rec-
              ommendation. Here we list some of the representative ones.

               Purchase Time Interval

              The statistical information of purchasing time from users reflects the frequency of
              their purchasing time, which could provide more information to show the case of
              them in the future for purchasing. In order to represent their frequency of time better,




                                                             72
Proceedings of the 2nd International Workshop on Social Influence Analysis (SocInf 2016)
July 9th, 2016 - New York, USA




              we adopt the average,maximum,minimum, median and the standard deviation of time
              interval from the purchasing process.

               Repeat Purchase Behavior

              We define the repeat purchase behavior as purchasing the same commodity for users
              in different time, and they can proceed to purchase some commodity later when they
              have the trend of repeat purchase. For a user, we first compute the average time inter-
              val for repeat purchase of a good. Then, we compute their statistical information, such
              as the average,maximum,minimum, median and the standard deviation.

               Recently Purchase Behavior

              The purchase behavior of users in a period can influence the subsequent behavior and
              the effects from different periods are different. For instance, it was distinguished be-
              tween the behavior of the purchase of a good the day before and 30 days before. So
              we need to obtain the number of records, the quantity of the type and days for the
              purchase of users 1 day before, 3 days before, 7 days before,10 days before, 15 days
              before,30 days before, 60 days before, 90 days before and 120 days before.


              3.4     Interactive User-Merchant Feature
              This computes the compositional features from a user and a good, which can show
              their statistical information when a user and a good appear simultaneously and can
              reflect their correlation better. The probability of purchasing it for a user in the subse-
              quent time can be predicted by the correlation. Then we will show the key features as
              follow.

               Recently Purchase

              Behavior Similar to the definition of user recently purchase behavior.

               Lifespan

              Similar to the definition of merchant lifespan. Besides, we introduce the days between
              the first purchase and the last one when the user purchase it in this section.

               Purchase Rank

              This indicates the rank of behaviors for the purchase of user. To some degree the time
              of in the recent purchase can affect the subsequent purchase.

               Purchase Category Density

              This indicates the case of the purchase process of the user for the commodity. We
              obtain the categories of the previous day, the day and the day after when he can pur-
              chase it, which could show the density of the purchase. For the user, the probability of
              his purchase willbe lower if the number of category is bigger when he can purchase it
              in a certain time.




                                                             73
Proceedings of the 2nd International Workshop on Social Influence Analysis (SocInf 2016)
July 9th, 2016 - New York, USA




              3.5      Feature Selection
              We use random forest[Breiman et al., 2001] to perform feature selection. We shuffle
              every feature among samples in the offline testing test. It can show the sensitivity of
              every feature through random forest. Besides, it can reflect the nonlinear relationship
              between feature and label. Finally, we choose 62 out of 120 features to train GBDT
              model.


              4        Base Models

              We build GBDT model on cold start users and interactive users, respectively. In this
              topic, we mainly focus on cold start users purchase prediction. First, we build LDA
              and K-Means model on the Taobao table, and process the output as the feature of cold
              start users and non-interactive user-merchant pair. We then build GBDT on the mer-
              chant-related features extracted from Taobao Table combined with user-related fea-
              tures from Koubei Table. The optimized model was then used to make prediction for
              every user-merchant-location triple.


              4.1      LDA

              The base Latent Dirichlet Allocation(LDA)[Blei, et al., 2003] generates latent topics
              through document and word collinearity. LDA assumes a fixed number of topics. The
              topic distribution is drawn from a Dirichlei prior, and learn from likelihood of each
              word in the document. As a result, a topic is drawn from the topic distribution and the
              word is drawn from a topic-wise word distribution, which can be used to inference the
              topic-wise document distribution too [Grithset al., 2004].
                 In our contest, as most of the user is cold start user, we have no user interactive da-
              ta in Koubei table. Thus, it is difficult to predict the buying action of theseusers.
              However, 73% of these part user has action record in Taobao table. The chanllendge
              is to use transfer learning to explore the user pattern in Koubei target table from
              Taobao source table[Faisalet al., 2012].
                 We could apply LDA to model the user latent space inTaobao table. The item in
              the Taobao can be treated as a word and the user can be treated as a document. There-
              fore, we use the LDA to model the user in our Koubei Table, We assume the follow-
              ing generative process for the user as d and Table1 illustrate LDA.

                                                 Table 1.LDA Algorithm

                    1. Choose 𝜃𝑑 ~𝐷𝑖𝑟(𝛼),𝛼Dirichlet distribution with parameter;
                    2. For each of the N words in d:
                       (1) Choose a topic 𝑍𝑛 as Multinomial (d), a multinomial distribution of pa-
                       rameterθd ;
                       (2) Choose a word 𝑤𝑛 from p(𝑤𝑛 |𝑧𝑛 , 𝛽), a multinomial probability condi-
                       tioned on the topic 𝑧𝑛




                                                             74
Proceedings of the 2nd International Workshop on Social Influence Analysis (SocInf 2016)
July 9th, 2016 - New York, USA




                 We can obtain the probability of all the documents as (2).
                                                            𝑛

                                            p(D|α, β) = ∏ ∫ 𝑝(𝜃𝑑 |𝛼) ∗
                                                            1

                                  (∏ 𝑁𝑑 ∑ 𝑝(𝑧𝑑 , 𝑛|𝜃𝑑 )𝑝(𝑤𝑑 , 𝑛|𝑧𝑑 , 𝑛, 𝛽))dθd (2)
                                    𝑛=1     𝑧𝑑 ,𝑛

                 We use the Gibbs sampling method as solver to get the topic vector for user d.
              Then, vector 𝜃𝑑 is used as the features of the user in Koubei table.
                 With the modeling method described above, the buying action and click action is
              counted with different weight to present co-linearity matrix of user and item. As the
              user-item matrix is very sparse, we use the user and item's category co-linear infor-
              mation instead. We use LDA to model the user of Taobao table, and the latent factor
              can be used to infer user buying behavior of Koubei table. Finally, we choose eight
              topics to be embedded as user feature vector in Koubei table. GBDT model can learn
              the association of user feature vector and specific merchant, and thus the interactive
              user preferences can be applied to cold start users through the features vector. Be-
              sides, the merchant can be represented by the feature vector of the bought users, and
              we calculate the cosine similarity of user and merchant to describe the user prefer-
              ence, which is also added as an additional feature.


              4.2     K-Means
              K-means clustering is a algorithms of vector quantization. It is used to partition n
              samples into k clusters, and each sample belongs to the cluster whose central sample
              is nearest. This results in a partitioning of the sample space into Voronoi cells.
                 To enforce the performance of user topic embedding, we also use K-Means to clus-
              ter to user to five clusters. In addition, we output every cluster's purchase rate of spe-
              cific merchant-location to the GBDT input. This method is combined of user topic
              features and purchase rate features, it can model the cold start user purchase probabil-
              ity directly and improve the generalization ability, thereby it improves the ability of
              representation.
                 However, K-means clustering is difficult to choose the cluster center at the first
              round(NP-hard question), and this would result in unstable of choose k cluster center
              of user topic vectors. We utilize K-means++[Davidet al.,2007] to choose the initial-
              ized samples as a optimized trainer.


              4.3     GBDT

              Gradient Boosting Decision Tree (GBDT)[Friedman et al., 1999] is a machine learn-
              ing algorithm which ensembles numerous weak decision tree predictors to make a
              final prediction. It builds the model in a stage-wise fashion like other boosting meth-
              ods do. Learning the loss of previous tree, every tree of each iterative could enforce




                                                             75
Proceedings of the 2nd International Workshop on Social Influence Analysis (SocInf 2016)
July 9th, 2016 - New York, USA




              the learning of previous wrong predicted samples. Finally, GBDT add the predicted
              value of interactive trees as the final prediction[Bertoni et al., 1997].
                 As the behavior pattern of cold start users and interactive users is different, we
              build different model on cold start users and interactive users, respective. From our
              data study, the purchase rate of merchant-location of cold start users and interactive
              users is quite different. Cold start users tend to choose popular or discount merchant,
              while interactive users prefer the merchant they have bought or similar to they have
              bought. Thus, we train two different models to improve accuracy.
                 To get the optimized GBDT model,we mainly tuned three parameters: the depth of
              the trees, the number of trees, as well as the shrinkage parameter. With the increase of
              features,we increase the depth of the trees gradually. At last, we choose to increase
              the numbers of trees and decrease the shrinkage, which helps it converge to a better
              optimizing point. In the final, the optimized GBDT parameters are trees=1000,
              shrinkage parameters=0.01 and depth=8.


              5       Ensemble Model

              In order to boost the performance, we propose a cascaded ensemble method to per-
              form probability calibration model. The trained GBDT model is used as a base model,
              and the Isotonic Regression model is used as a calibrated model. Then, we design a
              merchant recommend framework to merge the predict result and decouple the budget
              constrain.


              5.1     Probability Calibration
              Every merchant in Koubei has a budget constraints, we should know how many user-
              merchant-location triples fill the budgetsin addition to the probability ranking. GBDT
              typically yields good accuracy and AUC metrics. However, boosting may yield poor
              squared error with the iteration. This will influence theprecision in our topic as the
              model could not predict whether the recommendation buyer fills the budget
              [Friedmanet al., 2000].
                 GBDT uses boosting as the ensemble method of the base learner dicision tree. In
              thetreatment of boosting as a max margin classifier like SVM,Schapire [Schapire et
              al., 1998] observed that to getthe max marginnear the decision surface, boosting
              related method would sacrifice the margin of the easier cases. This would shift the
              prediction away from 0 and 1, thereby hurting calibration. Besides, in our
              experimants, with the increased iteration of boosting trees, these shift becomes more
              significant and the predicted values tend to close to either side of the dicison surface.
                 To improve GBDT 's poor calibraton, we use Isotonic Regression to calibrate the
              base predictions made by GBDT model[Niculescuet al., 2005]. Isotonic regressoin
              assumes only that:
                                                  yi = m(fi ) + εi (3)
                                                                           2
                                           ̂ = arg min ∑(yi − z(fi )) (4)
                                           m
                                                       z




                                                             76
Proceedings of the 2nd International Workshop on Social Influence Analysis (SocInf 2016)
July 9th, 2016 - New York, USA




                 The objective function can be solved by pair-adjacent violators (PAV)
              algorithm[Ayer et al., 1955] presented in Table 2.

                 Table 2.PAV algorithm for calibrating posterior probabilities from base model predictions

                       1. Input: training set (𝑓𝑖 , 𝑦𝑖 ) sorted according to 𝑓𝑖 ;
                       2. Initialize 𝑚 ̂𝑖,𝑖 = 𝑦𝑖 , 𝑤𝑖,𝑖 = 1;
                       3. While ∃Is.t.𝑚̂    𝑘,𝑖−1 ≥ 𝑚̂𝑖,𝑙
                           Set 𝑤𝑘,𝑙 = 𝑤𝑘,𝑖−1 + 𝑤𝑖,𝑙
                           Set 𝑚̂𝑘,𝑙 = (𝑤𝑘,𝑖−1 𝑚̂    𝑘,𝑖−1 + 𝑤𝑖,𝑙 𝑚̂  𝑘,𝑖−1 )/𝑤𝑘,𝑙
                           Replace 𝑚̂    𝑘,𝑖−1  and 𝑚̂ 𝑖,𝑙 with 𝑚
                                                                ̂ 𝑘,𝑙
                       4. Output the stepwise constant function:
                       𝑚
                       ̂(f) = 𝑚 ̂𝑖,𝑗 , for 𝑓𝑖 < 𝑓 ≤ 𝑓𝑗

                 We split the data a training set and validation set to 70% and 30% respectively. Af-
              ter GBDT is trained on the training set, the calibrated model is trained on validation
              set to fit Isotonic Regression. We use isotonic regression model afforded by sklearn
              package.
                 The advantage of Isotonic Regression model is that it does not assume any form for
              the target function. Thus, it could calibrate the baseprobabilitieseven predicted by
              strong model to posterior probabilities without losing the ability of representation.


              5.2     Merchant Recommendation Framework

                                          Koubei Table                Taobao Table



                                       Feature Extraction             LDA&K-Means



                                                     GBDT Training



                                                   Isotonic Regression




                                                    Buying Probability


                                                            Fig. 1.

              As described above, we extract merchant-related features from Koubei table, and
              combine with the user feature extracted from Taobao table. Then, we train GBDT and
              the base model, and train Isotonic Regression as the calibrated model. We use the




                                                               77
Proceedings of the 2nd International Workshop on Social Influence Analysis (SocInf 2016)
July 9th, 2016 - New York, USA




              cascaded ensemble to perform the probability calibration. With this pipeline, we could
              get the purchase probability of every user-merchant-location triple.
                 Ensemble Models from isotonic regression, every user-merchant-location triplehas
              prediction probability. Firstly, we rank the tripleaccording to the prediction. Secondly,
              we pass the user-merchant-location tripleone by one according to the order. The cor-
              responding merchant's budget will minus the purchase probability, and following
              merchant triples will be filtered if this merchant budget is exceeded. Finally, the user-
              merchant-location recommendation will be ended if the estimated probability is lower
              than the estimated precision. Therefore, we could get the high probability user-
              merchant-location triples and avoid exceed the budget constraint to a large extent. The
              final results show that this prediction framework with probability calibration can ef-
              fectively improve the accuracy. We use table 3 to illustrate the recommendation
              framework pseudo-code.

                             Table 3.Lifting budget constraint using gbdt prediction for test data

                    1.  Input: merchant budget table to nmap, model predict table to raw_ pre-
                        dict_result;
                    2. Initialize: sort_result = sort raw_predict_result by possibility in descend-
                        ing order, userLocCntMap={};
                    3. Merchant_budget_map(merchant_id, budget) = store table merchant
                        budget info;
                    4. resultList = [], last_history_f_value = store the result of f value on line;
                    5. for record in sort_result:
                             if    (record.user,record.loc)   in     userLocCntMap         and     user
                     LocCntMap[(record.user, record. loc)] >=10:
                                 continue;
                            if nmap[record.merchant_id]>0:
                                nmap[record.merchant_id]-= record.possibility;
                                resultList.append(record);
                                userLocCntMap[(record.user, record.Loc)]+= 1;
                    6. for record in resultList:
                           if record.possibility> best F1 value in the recommend history / 2:
                                recommend the mechant to the user-location pair


              5.3        Experiment Result
              Table 4 shows the F1 score of all methods, including single GBDT model, GBDT
              model with LDA and K-Means user features, GBDT model with user features
              cascaded with Isotonic Regression. As this topic has budget constaints, we have not
              used AUC or other offline metrics. We can observe that the LDA&K-Means model
              can improve the performance. Moreover, the cascaded ensemble method achieves the
              best performance.




                                                              78
Proceedings of the 2nd International Workshop on Social Influence Analysis (SocInf 2016)
July 9th, 2016 - New York, USA




                                         Table 4.The F1 score of different methods

              No                               Method                           F1

              1                                Single GBDT                      0.4472

              2                                GBDT+LDA&K-Means                 0.4513

              3                                Ensemble with Isotonic           0.4638
                                               Regression


              6       Conclusion

              In this paper, we introduce our solution at ICJAI 2016 Contest Brick-and-Mortar
              Store Recommendation with Budget Constraints. First, we design efficient merchant
              related feature system based on historical behavior. Moreover, we propose GBDT,
              LDA, K-Means, Isotonic Regression model to get purchase probability. Then wede-
              sign a recommendation framework to decouple the budget constraint and get the high
              precision pair. Our experiments show that they all have a good performance. Finally,
              our MCMC Team ranked #2 in the competition.


                      Acknowledgements

              We sincerely thank the IJCAI2016 and Tianchi Platform for giving us this opportuni-
              ty to take part in the competition, we have learned much knowledge from this compe-
              tition. We would also thank the staff of the competition for their help.Thanks to our
              opponents, so can we keep making progress.


                      References
              [Bertoni et al., 1997] Bertoni, A., Campadelli, P.,&Parodi, M. (1997).Aboosting algo-
                  rithm for regression. InW.Gerstner,A.Germond,M. Hasler,&J.-D. Nicoud (Eds.),
                  LNCS, Vol. V: Proceedings ICANN’97: Int. Conf. on Artificial Neural Net-
                  works(pp. 343–348). Berlin: Springer.
              [Blei, et al., 2003] D. M. Blei, A. Y. Ng, M. I. Jordan, and J. Laterty. Latent di-
                  richletallocation.Journalof Machine Learning Research, 3:993–1022, 2003.
              [Davidet al.,2007] David Arthur and Sergei Vassilviskii. K-means++: The Ad-
                  vantages of Careful Seeding
              [Friedmanet al., 2000] J. Friedman, T. Hastie, and R. Tibshirani.Additive logistic
                  regression: a statistical view of boosting. The Annals of Statistics, 38(2), 2000.




                                                             79
Proceedings of the 2nd International Workshop on Social Influence Analysis (SocInf 2016)
July 9th, 2016 - New York, USA




              [Niculescuet al., 2005] Niculescu-Mizil, A., &Caruana, R. (2005). Obtaining cali-
                  brated probabilities from boosting. Proc. 21th Conference on Uncertainty in Arti-
                  ficial Intelligence (UAI ’05). AUAI Press.
              [Grithset al., 2004] T. L. Griths, M. Steyvers, Finding scientific topics, Proceedings of
                  the National Academy of Sciences 101 (2004) 5228–5235
              [Faisalet al., 2012] A. Faisal, J. Gillberg, J. Peltonen, G. Leen, S. Kaski, Sparse non-
                  parametric topic model for transfer learning, in: Proceedings of the 20th European
                  Symposium on Artificial Neural networks, Computational Intelligence and Ma-
                  chine Learning, 2012.
              [Friedman et al., 1999] Friedman, J. (1999). Greedy function approximation: a gradi-
                  ent boosting machine. Technical Report, Department of Statistics, Stanford Uni-
                  versity.
              [Schapire et al., 1998] R. Schapire, Y. Freund, P. Bartlett, andW. Lee. Boosting the
                  margin: A new explanation for the effectiveness of voting methods. Annals of Sta-
                  tistics, 26(5):1651–1686, 1998.
              [Ayer et al., 1955] M. Ayer, H. Brunk, G. Ewing,W. Reid, and E. Silverman. An em-
                  pirical distribution function for sampling with incomplete information. Annals of
                  Mathematical Statistics, 5(26):641–647, 1955.
              [Breiman et al.,2001] L. Breiman. Random Forests. Machine Learning, pages 5-32,
                  2001.




                                                             80