Xiaokun Zhang, Bo Xu, Fenglong Ma, Chenliang Li, Yuan Lin, Hongfei Lin
{"title":"Bi-Preference Learning Heterogeneous Hypergraph Networks for Session-based Recommendation","authors":"Xiaokun Zhang, Bo Xu, Fenglong Ma, Chenliang Li, Yuan Lin, Hongfei Lin","doi":"10.1145/3631940","DOIUrl":null,"url":null,"abstract":"Session-based recommendation intends to predict next purchased items based on anonymous behavior sequences. Numerous economic studies have revealed that item price is a key factor influencing user purchase decisions. Unfortunately, existing methods for session-based recommendation only aim at capturing user interest preference, while ignoring user price preference. Actually, there are primarily two challenges preventing us from accessing price preference. Firstly, the price preference is highly associated to various item features ( i.e., category and brand), which asks us to mine price preference from heterogeneous information. Secondly, price preference and interest preference are interdependent and collectively determine user choice, necessitating that we jointly consider both price and interest preference for intent modeling. To handle above challenges, we propose a novel approach Bi-Preference Learning Heterogeneous Hypergraph Networks (BiPNet) for session-based recommendation. Specifically, the customized heterogeneous hypergraph networks with a triple-level convolution are devised to capture user price and interest preference from heterogeneous features of items. Besides, we develop a Bi-Preference Learning schema to explore mutual relations between price and interest preference and collectively learn these two preferences under the multi-task learning architecture. Extensive experiments on multiple public datasets confirm the superiority of BiPNet over competitive baselines. Additional research also supports the notion that the price is crucial for the task.","PeriodicalId":50936,"journal":{"name":"ACM Transactions on Information Systems","volume":null,"pages":null},"PeriodicalIF":5.4000,"publicationDate":"2023-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"ACM Transactions on Information Systems","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1145/3631940","RegionNum":2,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"COMPUTER SCIENCE, INFORMATION SYSTEMS","Score":null,"Total":0}
引用次数: 0
Abstract
Session-based recommendation intends to predict next purchased items based on anonymous behavior sequences. Numerous economic studies have revealed that item price is a key factor influencing user purchase decisions. Unfortunately, existing methods for session-based recommendation only aim at capturing user interest preference, while ignoring user price preference. Actually, there are primarily two challenges preventing us from accessing price preference. Firstly, the price preference is highly associated to various item features ( i.e., category and brand), which asks us to mine price preference from heterogeneous information. Secondly, price preference and interest preference are interdependent and collectively determine user choice, necessitating that we jointly consider both price and interest preference for intent modeling. To handle above challenges, we propose a novel approach Bi-Preference Learning Heterogeneous Hypergraph Networks (BiPNet) for session-based recommendation. Specifically, the customized heterogeneous hypergraph networks with a triple-level convolution are devised to capture user price and interest preference from heterogeneous features of items. Besides, we develop a Bi-Preference Learning schema to explore mutual relations between price and interest preference and collectively learn these two preferences under the multi-task learning architecture. Extensive experiments on multiple public datasets confirm the superiority of BiPNet over competitive baselines. Additional research also supports the notion that the price is crucial for the task.
期刊介绍:
The ACM Transactions on Information Systems (TOIS) publishes papers on information retrieval (such as search engines, recommender systems) that contain:
new principled information retrieval models or algorithms with sound empirical validation;
observational, experimental and/or theoretical studies yielding new insights into information retrieval or information seeking;
accounts of applications of existing information retrieval techniques that shed light on the strengths and weaknesses of the techniques;
formalization of new information retrieval or information seeking tasks and of methods for evaluating the performance on those tasks;
development of content (text, image, speech, video, etc) analysis methods to support information retrieval and information seeking;
development of computational models of user information preferences and interaction behaviors;
creation and analysis of evaluation methodologies for information retrieval and information seeking; or
surveys of existing work that propose a significant synthesis.
The information retrieval scope of ACM Transactions on Information Systems (TOIS) appeals to industry practitioners for its wealth of creative ideas, and to academic researchers for its descriptions of their colleagues'' work.