Deep Factorization Machine for Click-Through Rate prediction

Introduction

This model implements the DeepFM proposed in the following paper:

@inproceedings{guo2017deepfm,
  title={DeepFM: A Factorization-Machine based Neural Network for CTR Prediction},
  author={Huifeng Guo, Ruiming Tang, Yunming Ye, Zhenguo Li and Xiuqiang He},
  booktitle={the Twenty-Sixth International Joint Conference on Artificial Intelligence (IJCAI)},
  pages={1725--1731},
  year={2017}
}

The DeepFm combines factorization machine and deep neural networks to model both low order and high order feature interactions. For details of the factorization machines, please refer to the paper factorization machines

Dataset

This example uses Criteo dataset which was used for the Display Advertising Challenge hosted by Kaggle.

Each row is the features for an ad display and the first column is a label indicating whether this ad has been clicked or not. There are 39 features in total. 13 features take integer values and the other 26 features are categorical features. For the test dataset, the labels are omitted.

Download dataset:

cd data && ./download.sh && cd ..

Model

The DeepFM model is composed of the factorization machine layer (FM) and deep neural networks (DNN). All the input features are feeded to both FM and DNN. The output from FM and DNN are combined to form the final output. The embedding layer for sparse features in the DNN shares the parameters with the latent vectors (factors) of the FM layer.

The factorization machine layer in PaddlePaddle computes the second order interactions. The following code example combines the factorization machine layer and fully connected layer to form the full version of factorization machine:

def fm_layer(input, factor_size):
    first_order = paddle.layer.fc(input=input, size=1, act=paddle.activation.Linear())
    second_order = paddle.layer.factorization_machine(input=input, factor_size=factor_size)
    fm = paddle.layer.addto(input=[first_order, second_order],
                            act=paddle.activation.Linear(),
                            bias_attr=False)
    return fm

Data preparation

To preprocess the raw dataset, the integer features are clipped then min-max normalized to [0, 1] and the categorical features are one-hot encoded. The raw training dataset are splited such that 90% are used for training and the other 10% are used for validation during training.

python preprocess.py --datadir ./data/raw --outdir ./data

Train

The command line options for training can be listed by python train.py -h.

To train the model:

python train.py \
        --train_data_path data/train.txt \
        --test_data_path data/valid.txt \
        2>&1 | train.log

After training pass 9 batch 40000, the testing AUC is 0.807178 and the testing cost is 0.445196.

Infer

The command line options for infering can be listed by python infer.py -h.

To make inference for the test dataset:

python infer.py \
        --model_gz_path models/model-pass-9-batch-10000.tar.gz \
        --data_path data/test.txt \
        --prediction_output_path ./predict.txt