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    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>XWalk: Random Walk Based Candidate Retrieval for Product Search</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Jon Eskreis-Winkler</string-name>
          <email>r@100</email>
          <email>r@1000</email>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Yubin Kim</string-name>
          <email>M@100</email>
          <email>M@1000</email>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Andrew Stanton</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Brooklyn</string-name>
        </contrib>
      </contrib-group>
      <abstract>
        <p>In e-commerce, head queries account for the vast majority of gross merchandise sales and improvements to head queries are highly impactful to the business. While most supervised approaches to search perform better in head queries vs. tail queries, we propose a method that further improves head query performance dramatically. We propose XWalk, a random-walk based graph approach to candidate retrieval for product search that borrows from recommendation system techniques. XWalk is highly eficient to train and inference in a large-scale high trafic e-commerce setting, and shows substantial improvements in head query performance over state-of-the-art neural retreivers. Ensembling XWalk with a neural and/or lexical retriever combines the best of both worlds and the resulting retrieval system outperforms all other methods in both ofline relevance-based evaluation and in online A/B tests.</p>
      </abstract>
      <kwd-group>
        <kwd>eol&gt;e-commerce search</kwd>
        <kwd>product search</kwd>
        <kwd>graph</kwd>
        <kwd>random walks</kwd>
        <kwd>implicit feedback</kwd>
      </kwd-group>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>1. Introduction</title>
      <p>
        Modern large-scale search systems are tiered [
        <xref ref-type="bibr" rid="ref1">1</xref>
        ] with at least two layers. The candidate retrieval
layer generates a small subset of potentially relevant documents from a corpus many orders of
magnitude larger in size, while emphasizing eficiency and recall. The re-ranking layer uses
more computationally expensive methods to re-rank the candidates generated by the retrieval
stage to produce a high-precision final result list. Better recall in candidate retrieval leads to
better overall accuracy. In this paper, we focus on improve search through improving recall in
the candidate retrieval layer.
      </p>
      <p>
        Most evaluations for search systems use an evaluation query set in which every query is
assumed to be equally important and has equal impact on the accuracy metric. However, in
reality, query frequency distributions are exponential [
        <xref ref-type="bibr" rid="ref2">2</xref>
        ]. Consequently, in e-commerce, head
queries account for the vast majority of gross merchandise sales and head query performance is
far more impactful to business metrics than torso or tail performance. State-of-the-art supervised
neural dense retrievers [
        <xref ref-type="bibr" rid="ref3 ref4 ref5 ref6 ref7">3, 4, 5, 6, 7</xref>
        ] typically perform better in head queries than tail, due
to the higher availability of training data in the head region. However, we show that further
substantial improvements to head query performance are possible. We borrow ideas from the
recommendation systems community and propose XWalk, a graph-based approach to candidate
retrieval.
      </p>
      <p>
        Historically, graph-based approaches in search were used to create features (e.g. PageRank,
click graphs [
        <xref ref-type="bibr" rid="ref8 ref9">8, 9</xref>
        ]) for the re-ranker layer, but have not been used directly for retrieval. Recently,
graph neural networks (GNNs) have achieved state of the art performance in recommendation
and are being adapted for search [
        <xref ref-type="bibr" rid="ref10 ref11 ref12 ref13">10, 11, 12, 13</xref>
        ]. However, large-scale GNNs are complex and
slow to train.
      </p>
      <p>
        The recommendation systems have long used implicit interaction graphs to directly generate
recommendations. Commonly, users and product listings are represented as nodes in a graph
and edges represent a logged interaction between a user and product listing (e.g. the user
purchasing the listing). Random walks in graphs is a powerful technique used to generate
recommendations from interaction graphs [
        <xref ref-type="bibr" rid="ref14 ref15 ref16 ref17">14, 15, 16, 17</xref>
        ]. Random walk based approaches
are frequently used in large, real-time recommendation systems due to their efectiveness and
eficiency [
        <xref ref-type="bibr" rid="ref16 ref17">17, 16</xref>
        ]. In addition, when using implicit feedback (e.g. logged interaction data such
as user clicks) Park et al. [
        <xref ref-type="bibr" rid="ref14">14</xref>
        ] showed that random walk based approaches can perform better
than matrix factorization approaches.
      </p>
      <p>XWalk uses a random walk based approach to perform candidate retrieval for product search.
In XWalk, we cast search as a query-to-listing recommendation problem (as opposed to
user-tolisting), that is, we transform our query log into a implicit interaction graph between queries
and product listings, and perform candidate retrieval by “recommending” listings to queries.
Our approach trains using a fraction of the time and resources used by neural dense retrievers
and GNNs, and is highly eficient in inference – XWalk scales to real-time search over graphs of
billions of nodes and tens of billions of edges. XWalk also excels in head queries, where implicit
feedback signals are plentiful.</p>
      <p>While XWalk on its own sufers in tail and novel queries, we show that when results from
XWalk are ensembled with a typical retriever that uses text similarity, even one as basic as plain
BM25, it substantially improves overall candidate retrieval accuracy compared to strong neural
dense retrieval and hybrid retrieval baselines, especially over the head query region, which is
responsible for the overwhelming majority of sales in e-commerce. Furthermore, we show that
XWalk is complementary to both dense retrieval and BM25, and demonstrate the strength of
ensembling all three approaches.</p>
      <p>To summarize, our novel contributions are: a) showing that XWalk substantially improves
performance in the head query region, which accounts for the overwhelming majority of sales
in e-commerce; b) presenting an eficient random walk inference algorithm that can efectively
serve queries at scale; c) showing that XWalk is complementary to other common retrieval
methods and showing the strength of a simple ensemble approach that combines XWalk, BM25,
and dense retrieval.</p>
    </sec>
    <sec id="sec-2">
      <title>2. Method</title>
      <p>We take inspiration from the recommendation space and recast the search problem as a
queryto-product listing recommendation problem using implicit feedback: predict the best  product
listings  to “recommend” to a query , by learning from implicit user feedback, i.e. a query
log. From the query log, we construct an undirected, weighted bipartite graph  = (, , ,  )
where  are nodes representing queries,  are nodes representing product listings,  are edges
 = {, = (,  ) |  ∈  ∧  ∈ }, and  are edge weights.</p>
      <sec id="sec-2-1">
        <title>2.1. Graph Construction (Ofline Training)</title>
        <p>ℎ that
Given a query log which records for each query  the set of listings , , 
the user clicked on, added to their shopping cart, and purchased, respectively, we construct our
graph through the following process:
1. For each unique (by text string) query in the query log ˆ, add ˆ to .
2. For each unique (by listing ID) listing in the query log  , add  to .
3. Collate the query log by query-listing pairs (ˆ,  ), counting the number of occurrences
of , , , , and ℎ, interactions for each unique (ˆ,  ) pair.
4. For each (ˆ,  ), add , to  and its weight , to  , where , is calculated Equation
1.</p>
        <p>Intuitively, edge weights represent the popularity or trustworthiness of the edge, i.e. if
many diferent users bought listing  from query  , , will be higher because we are more
confident in the relationship represented by the edge. To weight edges, we use a simple linear
combination:
, = 1 · | clicki,j | + C2 · | carti,j | + C3 · | purchasei,j |
(1)</p>
        <p>In practice, the best coeficients are 1 &lt; 2 &lt; 3, as the goal is to bias walks toward listings
which convert well for a given query.
2.1.1. Graph representation for eficient inference
XWalk is designed for sparse graphs scaling up to billions of nodes and tens of billions of edges.
The costliest part of random walk graph inference is sampling edges to walk, especially from
high degree nodes. For eficient inference, we choose our graph representation carefully.</p>
        <p>We store edge weights as cumulative distribution functions in order to use Inverse Transform
Sampling, which allows sampling in (( )) time. Note, we choose this approach over the
alias method, which allows for constant time sampling, due to the doubling of memory needed
for the transform. As XWalk’s space complexity is dominated by edges and corresponding
weights, we develop other methods for eficient sampling (Section 2.2).</p>
        <p>To transform edge weights in to CDF format, for each node , we sort its adjacent edges
,* in decreasing order of their weights ,* , such that , &gt; ,+1. We then compute the
cumulative distribution of all weights:
, =
∑︀=0 ,
∑︀|=0,* | ,
(2)</p>
        <p>To sample an edge from ,* , we randomly sample  ∼   (0, 1) and find the
corresponding edge through binary search. This formulations provides us a few valuable advantages:
1. Weighted sampling is ((|,* |). Given some nodes have degrees in the millions,
logarithmic growth is critical for performance.
2. Normalizing the CDF to 1 allows us to reconstruct the the transition probability for
outbound edges. This is key for the Metropolis-Hastings sampling strategy (Section 2.2).
3. Better cache coherence as the bulk of the weights are located near the front of the
distribution.</p>
        <p>Finally, we convert the graph into Compressed Sparse Row format, guaranteeing a (1)
lookup cost for edges.</p>
        <p>Note that all of the above graph construction steps are simple ETL (extract, transform, load)
operations with no expensive parameter training steps. Compared to neural dense retrievers,
“training” an XWalk graph model takes only a fraction of the cost and time.</p>
      </sec>
      <sec id="sec-2-2">
        <title>2.2. Graph Inference (At Query Time)</title>
        <p>
          Inferencing a graph with random walks is challenging to do eficiently. Despite the (1) edge
lookup guarantee of the Compressed Sparse Row format used in graph construction, a naive
walk approach that uses depth first search and binary search node lookups create random
memory access patterns which result in high rates of costly cache misses [
          <xref ref-type="bibr" rid="ref18">18</xref>
          ]. We present an
approach for XWalk that scales to graphs of billions of nodes and tens of billions of edges.
        </p>
        <p>
          At query time, XWalk retrieves relevant listings for a query  by sampling nodes in  using
-hop fixed paths [
          <xref ref-type="bibr" rid="ref15 ref16">15, 16</xref>
          ] with node  as the starting point. When  is an odd number, the last
node in a -hop path will always be a listing node () due to the bipartite nature of . XWalk
returns listings ranked by the frequency of which they were sampled.
        </p>
        <p>To reduce costly random memory access patterns, we use a breadth first search instead of
depth first search for our random walks. We also improve upon the Inverse Transform Sampling
strategy by using the Metropolis-Hastings algorithm (a Markov chain Monte Carlo method)
in most places. Given the sorted CDF format of edge weights (Eq. 2), we can reconstruct the
original edge transition probabilities:  ( |,* ) = , − ,− 1. As Metropolis-Hastings
requires a symmetric distribution, we take the absolute value of the proposal index for each
edge and sample from the Normal distribution. Ablation testing indicated XWalk is not sensitive
to the variance for the proposal distribution,  2. We set  2 = 0.2.</p>
        <p>Metropolis-Hastings improves the cost of  edge samples to (log(|,* |)) +  compared
to  * (log(|,* |)) of Inverse Transform Sampling. In cases where  is large (e.g. the initial
query node), the computational improvements are substantial. A known limitation of MCMC
methods is the auto-correlation of samples, usually requiring a mix time prior to sampling.
Therefore, for our first sample, we use Inverse Transform Sampling to get an unbiased starting
point and use Metropolis-Hastings for subsequent samples. In preliminary testing we found no
reduction in model accuracy for this implementation compared to using only Inverse Transform
Sampling while seeing the expected substantial latency benefits.</p>
        <p>Our overall random walk strategy is presented in Algorithm 1.</p>
      </sec>
      <sec id="sec-2-3">
        <title>2.3. Extending the Graph</title>
        <p>Our e-commerce platform is a two-sided marketplace and our inventory comes from independent
sellers. Thus, listings are naturally grouped by shops. In addition, sellers may add tags to their
listings to better describe them (e.g. “christmas”, “gift”, etc.).</p>
        <p>Algorithm 1: XWalkBFSSampler
1 Global variables: Var of Normal distribution  2, Dictionary of nodes to counts

2 Input: Starting node , Number of walks , Walk-length , Edges , Weights  ,</p>
        <p>Multiplier  (default 1)
3  ∼   (0, 1)
4  = ℎ(,* , ,* , )</p>
        <p>/* the ’th node of ordered neighbors of 
5 [(,)]+ = 
6 for step = {2, .., c} do
7  =  (, ,* , ,* ,  2)
/* the ’th node of ordered neighbors of 
[(, )]+ = 1
 = 
  = ( ∈ ) in non-increasing order {[1] ≥</p>
        <p>[2] . . . ≥ [||]}
return Nodes
19
20 end
*/
*/</p>
        <p>For the sake of notation simplicity, we described the graph construction and inference above
assuming our graph only contains two types of nodes,  and . However, in practice, we
extend the graph by adding shop nodes () and tag nodes ( ) to the graph; this allows us to
retrieve listings without implicit user feedback (e.g. the cold start problem) and further increase
connectivity of the graph. Note that  remains bipartite: {, ,  } is a separate partition from
 and thus the algorithms described in this section can be used unchanged. The weights of
edges between shops/tags and listings are set to 1. , = , = 1.</p>
      </sec>
    </sec>
    <sec id="sec-3">
      <title>3. Experiments</title>
      <p>For our experiments, we sought to closely emulate a real-world e-commerce setting, where the
main source of training data is implicit user feedback from query logs, and models are evaluated
under a realistic query popularity distribution. Unfortunately, most public search datasets
do not reflect a realistic query distribution and rarely have implicit user feedback as training
data. While recommendation system datasets have implicit user feedback, they do not have a
text query that is usable by BM25 or dense retrieval, which retrieve based on query to listing
text similarity. Therefore, we curated a training and evaluation dataset from our e-commerce
platform.</p>
      <sec id="sec-3-1">
        <title>3.1. Dataset Creation</title>
        <p>For training data, we collected 365 days of implicit feedback data, comprising of records of
queries and the product listings that were clicked, added to cart, or purchased from a given
query. Queries are represented by their query text. Listings are represented by their unique ID
and the title of the product. In addition, as mentioned in Section 2.3, listings are associated with
seller-provided tags, and each listing belongs to exactly one seller’s shop.</p>
        <p>Over the time period used for this experiment there were 137,824,871 unique listings,
147,174,817 unique queries, 62,803,463 unique tag, and 3,018,713 unique shops. There were a
total of 1,349,734,328 query-listing interactions recorded, where 3.46% were purchases, 6.19%
were cart adds and 90.3% were clicks. Altogether, there were 1,395,759,140 edges. Example
records are found in Table 1.</p>
        <p>query
wedding dress
wedding gown
wedding dress</p>
        <p>ID
l12
l12
l34</p>
        <p>listing title
beautiful bridal wedding gown
custom embroidered wedding dress
ethereal dress with chifon skirt
interaction</p>
        <p>click
purchase
click
shop
s00
s00
s11</p>
        <p>tags
wedding
wedding, gown
dress, chifon</p>
        <p>Evaluation data was curated to be a representative query distribution, sampled from a single
day immediately following the last day of the training data window. We randomly sampled
11,521 queries that resulted in at least one purchase. As the sample is intended to be reflective
of the true query popularity distribution, we did not de-duplicate the query set. Figure 1 shows
the distribution of the query frequency in the evaluation set.</p>
        <p>For each query, the listings that were purchased from that query are considered the relevant
document. 82.3% of queries had only one purchase, 12.0% had two purchases and 5.6% had
more than two purchases. For each one of these queries, we assigned them to a head/torso/tail
frequency bin based on how frequently they occurred in the previous 365 day period. The bins
were created such that the total counts of requests are roughly equal among those bins. Of the
evaluation queries, 31.0% were in the head bin, 47.9% were in the torso bin, and 43.9% were in
the tail bin.</p>
      </sec>
      <sec id="sec-3-2">
        <title>3.2. Experiment set up</title>
        <p>We compare XWalk against two other methods of candidate retrieval. First is lexical retrieval
using BM25 scoring (BM25). We use Pyserini [19] to build a Lucene index based on listing
titles in our dataset and then retrieve candidates using BM25 rankings using bag-of-words
representations. We used the default analyzer and default BM25 parameters (k1=1.2, b=0.75).</p>
        <p>The second baseline is a state of the art neural dense retrieval system [20] trained on search
trafic for candidate retrieval (NIR). NIR uses a smaller time window of training data (30 days)
due to the time and expense of training on larger data sets. NIR is a Transformer-based, two
tower model that uses a multi-part hinge loss to distinguish between interactions that involve a
purchase, cart add, favorite, click, or nothing. The model was trained over one epoch. It was
designed for better semantic matching between queries and listings by incorporating title, query
as well as additional features such as tags, and listing taxonomy.</p>
        <p>
          In addition to the above, we also compare results against hybrid systems of NIR+BM25 [
          <xref ref-type="bibr" rid="ref6">6</xref>
          ].
To ensemble the results from each retrieval engine, we use Reciprocal Rank Fusion, a simple
but efective fusion technique [
          <xref ref-type="bibr" rid="ref6">6</xref>
          ]. Higher recall in candidate retrieval result in higher overall
search accuracy [
          <xref ref-type="bibr" rid="ref6">6</xref>
          ]. As we are focusing on the first-pass candidate retrieval stage of search,
we use recall and mean average precision (MAP) at 100, and 1000 to measure the quality of
candidates retrieved.
        </p>
      </sec>
    </sec>
    <sec id="sec-4">
      <title>4. Analysis</title>
      <p>As shown in Table 2, when compared independently against other methods, XWalk out-performs
other methods in most metrics despite the fact that it is unable to return results for novel
queries, due to its strength in the head query bin. When combined with BM25, it outperforms
in every metric, both NIR and the hybrid NIR+BM25. Finally, the ensemble of all three methods
(XWalk+BM25+NIR) substantially outperforms all other configurations.</p>
      <p>We see in Table 2 that BM25 is significantly weaker in performance compared to NIR and
XWalk and does not always improve the overall results of NIR and XWalk, especially for MAP.
While BM25 can improve recall by adding listings that were not retrieved by NIR and XWalk,
its poor ranking drags down MAP in the hybrid systems. For the most popular short queries,
BM25 is not able to distinguish between the many listings with titles that token match similarly
to the query. Whereas methods like XWalk and NIR are able to provide a more reliable ranking
of the highly purchaseable listings based on training data.</p>
      <p>However, in Table 3 we see that XWalk is complementary to BM25; XWalk is stronger in
the head and torso bins while BM25 outperforms XWalk in the tail bin. This is due to the fact
that XWalk sufers from cold start problems: it performs best with many prior examples and
is unable to handle novel queries. BM25, as a lexical matching system, is more able to handle
novel queries. Furthermore, XWalk+BM25 is still yet complementary with NIR. The semantic
matching of dense retrieval excels in the tail, where queries are typically longer. When all three
systems are ensembled, it is the highest performing across all query bins. XWalk’s success in
the head query bin is particularly notable – in an e-commerce setting, the head query bin is
responsible for a large majority of merchandise sales.</p>
      <p>BM25
NIR
XWalk
NIR+BM25
XWalk+BM25
XWalk+BM25+NIR</p>
      <p>BM25
NIR
XWalk
NIR+BM25
XWalk+BM25
XWalk+BM25+NIR
tail
0.471
0.738
0.260
0.804
0.595
0.836
torso
0.420
0.728
0.813
0.779
0.875
0.931</p>
    </sec>
    <sec id="sec-5">
      <title>5. Online Testing</title>
      <p>We tested XWalk in a live online A/B experiment on a large e-commerce platform. The
experiment ran for 23 and 25 days on our mobile and web version of our platform, respectively. Our
search system is a two-stage search system, which uses an ensemble of candidate retrievers in the
ifrst pass, followed by a second pass re-ranker. In our A/B experiment, an ensemble of NIR+Solr
as the candidate retrieval system was compared against an ensemble of XWalk+NIR+Solr.</p>
      <p>We saw a statistically significant and substantial increase in conversion rate for the search
system including XWalk in both the web and mobile platforms, +1.2% on web and +1.98%
on mobile. In addition, in a production setting, we saw that XWalk was our lowest latency
retrieval engine. The 99th percentile latency is only 58% of the NIR engine and 22% that of our
Solr inverted index.</p>
    </sec>
    <sec id="sec-6">
      <title>6. Conclusion</title>
      <p>Head queries are responsible for the large majority of purchases in e-commerce. We presented
XWalk, a novel candidate retrieval engine, which by frames search as a query-to-product
recommendation problem, leverages powerful, highly eficient graph methods to substantially
improve head query performance in product search. XWalk is also complementary to other
common retrieval engines such as BM25 and dense retrieval, and ensembling produces a
powerful retrieval engine.
at Cache Eficiency, in: Proceedings of the ACM SIGOPS 28th Symposium on Operating
Systems Principles CD-ROM, ACM, Virtual Event Germany, 2021, pp. 311–326. URL:
https://dl.acm.org/doi/10.1145/3477132.3483575. doi:10.1145/3477132.3483575.
[19] J. Lin, X. Ma, S.-C. Lin, J.-H. Yang, R. Pradeep, R. Nogueira, Pyserini: A Python toolkit
for reproducible information retrieval research with sparse and dense representations, in:
Proceedings of the 44th Annual International ACM SIGIR Conference on Research and
Development in Information Retrieval (SIGIR 2021), 2021, pp. 2356–2362.
[20] P. Nigam, Y. Song, V. Mohan, V. Lakshman, W. Ding, A. Shingavi, C. H. Teo, H. Gu, B. Yin,
Semantic product search, CoRR abs/1907.00937 (2019). URL: http://arxiv.org/abs/1907.00937.
arXiv:1907.00937.</p>
    </sec>
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