So today we will talk about recommender systems.

I'm sure that all of you have heard about Netflix's challenge
where the goal was to be able to predict which movie
the user would like to watch.
So this type of problem is called recommender problems.
And almost every single e-commerce website
uses this recommender algorithm to advise you
on which products you may be interested in.
So today we will cover the technologies
that enable machines to learn these types of preferences
based on the prior choices that the user has made.
So we will start today's lecture by looking at first,
the problem definition.
And we will see that there are many ways
to think about this problem.
Problem definition.
Next, we will take an approach, which
would be very, very simple approach,
and historically, this was the first generation
of recommender algorithms.
And this approach is called K-Nearest Neighbor algorithm.
And finally, we will talk about the approach which
is prevalently used today.
And this will be most of our lecture.
And the approach is called matrix factorization
or collaborative filtering.

So let's start with a problem definition.

So I will first introduce annotations
that we will be using throughout the lecture.
And following the idea of Netflix,
just to make it very concrete, I'm
going to be talking about users and movies.
So imagine to yourself that you have a very big matrix.
Here you would have all possible users in your system.
So with users, we have n, users, and we will have m, movies.
So this will be n by m matrix.
And the name we would call this matrix is going to be matrix Y.
And when we're looking at a particular element ai,
we are looking maybe at user a and his or her preference
for movie i.
So Yai would remember how the user
ranked a particular product.
And in this case you can say some websites allow
you to put a number from 1 to 5, other one you can do sums up,
sums down.
There are many different ways to define it.
For us, we would just assume it's some continuous number.
It doesn't matter.
You can always translate it to the scale
you want to have it in.
So now, if we're going back to the Netflix problem, which
actually brought this big question to the broad machine
learning community, the goal was to make this prediction based
on prior choices of the users.
And in the case of the Netflix challenge,
they looked at 0.5 million users.
So our n was 0.5 million.
And the number of movies was 18,000 movies.
The interesting part about it is that most of this matrix
is actually empty.
It's a very, very sparse matrix.
On average, each one of the movies
is only ranked by 5,000 users.
5,000 out of 0.5 million.
So most of this matrix will be empty,
and here and there you would have
the rankings of the users that already watched the movie.
And now the goal of the algorithm
is actually to fill out the whole matrix
so that now there is some user 1 and the movie 1,
which we originally didn't record
the number for that user, we want to somehow predict
what will be the opinion of this user for the movie he
or she hasn't seen.
And the question is, how can we address this problem.
So the first thing that some of you
are already thinking, based on our previous linear regression
lectures, say, oh, this is really a regression problem.
Maybe what I can do, I have my movie,
I've seen how this user ranked previous movies,
and now based on the features of the movies,
I can predict the ranking.
That's what we've done in supervised learning.
We just think about feature vector-- maybe
who participated in the movie, was it European movie,
and did it have a happy ending-- whatever features you want, you
represent it as a feature vector,
and then you use regression to predict
the scoring of this movie.
However, the approach that I will show you today
doesn't relate to traditional supervised learning directly.
And there are several reasons why we may not want
to use the regression here.
So the first reason is that our assumption
is that we know what features actually determine the ranking
and that we can automatically extract those features.
So you can say I can take my features from IMDb.
You could.
But IMDb doesn't record whether this movie had a happy
ending or not, and maybe for that particular user,
this is really important.
And if you're thinking about much bigger matrices
like Amazon, all the different products that are on Amazon,
it's simply not clear what features
are we going to record, and it will be really huge feature
vectors.
The second problem is that in order for us
to do linear regression for a specific user,
we actually need to have enough rankings of this user.
So if we just have a few rankings,
we would be unable to recommend this user any new products.
So given these two limitations, we
will take a different approach.
And the key idea of this different approach
is that we can recommend the product to our user
but identifying his or her similarity
to other users in our pool.
Because maybe you are assuming that there
are people who are similar to me in some way,
I should be able to borrow the ranking of users
who are similar to me to predict my own ranking.