Scalable Time-Decaying Adaptive Prediction Algorithm
Yinyan Tan, Zhe Fan, Guilin Li, Fangshan Wang, Zhengbing Li, Shikai Liu, Qiuling Pan, Eric P. Xing, Qirong Ho · 2016
Online learning is used in a wide range of real applications, e.g., predicting ad click-through rates (CTR) and personalized recommendations. Based on the analysis of users' behaviors in Video-On-Demand (VoD) recommender systems,we discover that the most recent users' actions can better reflect users' current intentions and preferences. Under this observation, we thereby propose a novel time-decaying online learning algorithm derived from the state-of-the-art FTRL-proximal algorithm, called Time-Decaying Adaptive Prediction (TDAP) algorithm.