论文标题
关系社会数据的缩放选择模型
Scaling Choice Models of Relational Social Data
论文作者
论文摘要
从建议到异常检测的社交网络上的许多预测问题可以通过将网络数据建模为一系列关系事件来解决,然后利用所得模型进行预测。离散选择的条件logit模型是将关系事件建模为“选择”的自然方法,该框架包围并扩展了许多长期研究的网络形成模型。有条件的logit模型很简单,但是它特别有吸引力,因为它可以通过负抽样有效地最大化,这对于混合logit和许多其他更丰富的模型而言并非如此。负抽样的值特别明显,因为关系数据中的选择集通常是巨大的。 鉴于负抽样的重要性,在这项工作中,我们为混合logit模型介绍了一种模型简化技术,我们称为“脱混合”,从而将网络形成的标准混合模型 - 尤其是混合本地和全球链路形成的模型 - 已重新校正以在不相同的选择集上操作其模式。该重新制定将混合的logit模型减少到有条件的logit模型,打开了负面采样的大门,同时还通过最大化混合模型的可能性来规避其他标准挑战。为了进一步提高可扩展性,我们还研究了更有效地选择负样本的重要性抽样,发现它可以大大加快标准模型和脱混混合模型的推断。这些步骤在一起,使更现实地在非常大的图表中建模网络形成成为可能。我们说明了我们在合成数据集上的相对进步,这些数据集具有已知的地面真相,以及Venmo平台上公共交易的大规模数据集。
Many prediction problems on social networks, from recommendations to anomaly detection, can be approached by modeling network data as a sequence of relational events and then leveraging the resulting model for prediction. Conditional logit models of discrete choice are a natural approach to modeling relational events as "choices" in a framework that envelops and extends many long-studied models of network formation. The conditional logit model is simplistic, but it is particularly attractive because it allows for efficient consistent likelihood maximization via negative sampling, something that isn't true for mixed logit and many other richer models. The value of negative sampling is particularly pronounced because choice sets in relational data are often enormous. Given the importance of negative sampling, in this work we introduce a model simplification technique for mixed logit models that we call "de-mixing", whereby standard mixture models of network formation---particularly models that mix local and global link formation---are reformulated to operate their modes over disjoint choice sets. This reformulation reduces mixed logit models to conditional logit models, opening the door to negative sampling while also circumventing other standard challenges with maximizing mixture model likelihoods. To further improve scalability, we also study importance sampling for more efficiently selecting negative samples, finding that it can greatly speed up inference in both standard and de-mixed models. Together, these steps make it possible to much more realistically model network formation in very large graphs. We illustrate the relative gains of our improvements on synthetic datasets with known ground truth as well as a large-scale dataset of public transactions on the Venmo platform.