Translator Disclaimer
December 2019 Fitting a deeply nested hierarchical model to a large book review dataset using a moment-based estimator
Ningshan Zhang, Kyle Schmaus, Patrick O. Perry
Ann. Appl. Stat. 13(4): 2260-2288 (December 2019). DOI: 10.1214/19-AOAS1251

Abstract

We consider a particular instance of a common problem in recommender systems, using a database of book reviews to inform user-targeted recommendations. In our dataset, books are categorized into genres and subgenres. To exploit this nested taxonomy, we use a hierarchical model that enables information pooling across across similar items at many levels within the genre hierarchy. The main challenge in deploying this model is computational. The data sizes are large and fitting the model at scale using off-the-shelf maximum likelihood procedures is prohibitive. To get around this computational bottleneck, we extend a moment-based fitting procedure proposed for fitting single-level hierarchical models to the general case of arbitrarily deep hierarchies. This extension is an order of magnitude faster than standard maximum likelihood procedures. The fitting method can be deployed beyond recommender systems to general contexts with deeply nested hierarchical generalized linear mixed models.

Citation

Download Citation

Ningshan Zhang. Kyle Schmaus. Patrick O. Perry. "Fitting a deeply nested hierarchical model to a large book review dataset using a moment-based estimator." Ann. Appl. Stat. 13 (4) 2260 - 2288, December 2019. https://doi.org/10.1214/19-AOAS1251

Information

Received: 1 May 2018; Revised: 1 November 2018; Published: December 2019
First available in Project Euclid: 28 November 2019

zbMATH: 07160939
MathSciNet: MR4037430
Digital Object Identifier: 10.1214/19-AOAS1251

Rights: Copyright © 2019 Institute of Mathematical Statistics

JOURNAL ARTICLE
29 PAGES

This article is only available to subscribers.
It is not available for individual sale.
+ SAVE TO MY LIBRARY

SHARE
Vol.13 • No. 4 • December 2019
Back to Top