A spatio-temporal approach to collaborative filtering

In this paper, we propose a novel spatio-temporal model for collaborative filtering applications. Our model is based on low-rank matrix factorization that uses a spatio-temporal filtering approach to estimate user and item factors. The spatial component regularizes the factors by exploiting correlation across users and/or items, modeled as a function of some implicit feedback (e.g., who rated what) and/or some side information (e.g., user demographics, browsing history). In particular, we incorporate correlation in factors through a Markov random field prior in a probabilistic framework, whereby the neighborhood weights are functions of user and item covariates. The temporal component ensures that the user/item factors adapt to process changes that occur through time and is implemented in a state space framework with fast estimation through Kalman filtering. Our spatio-temporal filtering (ST-KF hereafter) approach provides a single joint model to simultaneously incorporate both spatial and temporal structure in ratings and therefore provides an accurate method to predict future ratings. To ensure scalability of ST-KF, we employ a mean-field approximation for inference. Incorporating user/item covariates in estimating neighborhood weights also helps in dealing with both cold-start and warm-start problems seamlessly in a single unified modeling framework; covariates predict factors for new users and items through the neighborhood. We illustrate our method on simulated data, benchmark data and data obtained from a relatively new recommender system application arising in the context of Yahoo! Front Page.