Online Gradient Boosting for Incremental Recommender Systems

Abstract

Ensemble models have been proven successful for batch recommendation algorithms, however they have not been well studied in streaming applications. Such applications typically use incremental learning, to which standard ensemble techniques are not trivially applicable. In this paper, we study the application of three variants of online gradient boosting to top-N recommendation tasks with implicit data, in a streaming data environment. Weak models are built using a simple incremental matrix factorization algorithm for implicit feedback. Our results show a significant improvement of up to 40% over the baseline standalone model. We also show that the overhead of running multiple weak models is easily manageable in stream-based applications.