Towards Accurate and Interpretable Sequential Prediction: A CNN & Attention-Based Feature Extractor

With the influence of information explosion, there are more and more choices exposed to public view. Next item recommendation is being a significant and challenging task. Recently, attention mechanism, Convolutional Neural Networks (CNN) and other kinds of deep components are used to model user behaviors. However, the proposed models often fail to extract the feature of user behaviors in different time periods and the CNN-based models before are hard to make the used CNN interpretable. In this paper, we propose a CNN & Attention-based Sequential Feature Extractor (CASFE) module to capture the possible features of user behaviors at different time intervals. Specifically, we import CNN to extract multi-level features of user behaviors with different time periods. After each CNN layer, we use attention module to emphasize the different effect of behaviors on the prediction result. Besides, the features we try to extract here have the similar concept and meaning with the hand-crafted features in Feature Engineering, which proves the validity of CASFE. Accordingly, CASFE becomes a general sequential feature extractor that can be used in various sequential prediction tasks. With Multi-Layer Perceptron (MLP), CASFE would be a state-of-the-art next item recommendation model. The model obtains good performance on Last.fm_1K dataset and MovieLens_1M dataset. Besides, as a compatible extractor module, it can also promote CTR prediction models as well as other sequential prediction tasks.