A pareto-efficient algorithm for multiple objective optimization in e-commerce recommendation

Recommendation with multiple objectives is an important but difficult problem, where the coherent difficulty lies in the possible conflicts between objectives. In this case, multi-objective optimization is expected to be Pareto efficient, where no single objective can be further improved without hurting the others. However existing approaches to Pareto efficient multi-objective recommendation still lack good theoretical guarantees. In this paper, we propose a general framework for generating Pareto efficient recommendations. Assuming that there are formal differentiable formulations for the objectives, we coordinate these objectives with a weighted aggregation. Then we propose a condition ensuring Pareto efficiency theoretically and a two-step Pareto efficient optimization algorithm. Meanwhile the algorithm can be easily adapted for Pareto Frontier generation and fair recommendation selection. We specifically apply the proposed framework on E-Commerce recommendation to optimize GMV and CTR simultaneously. Extensive online and offline experiments are conducted on the real-world E-Commerce recommender system and the results validate the Pareto efficiency of the framework. To the best of our knowledge, this work is among the first to provide a Pareto efficient framework for multi-objective recommendation with theoretical guarantees. Moreover, the framework can be applied to any other objectives with differentiable formulations and any model with gradients, which shows its strong scalability.