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Evidential Stochastic Differential Equations for Time-Aware Sequential Recommendation

NeurIPS 2024 · Probabilistic and scientific modeling › Differential equations and PDEs · approach: Probabilistic inference for ODEs and SDEs · 2 citations (OpenAlex)

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Proposes E-NSDE, which combines neural stochastic differential equations for continuous user/item representations with evidential deep learning and a monotonic network so that uncertainty grows with the interaction time gap, for time-aware sequential recommendation.

Problem

Sequential recommenders assume uniform time intervals between interactions and ignore that uncertainty in user preference grows with the gap since the last interaction, so they capture continuous evolving behavior poorly and cannot quantify uncertainty.

Approach

Integrates an NSDE (drift plus Brownian diffusion) for continuous-time user and item representations with an evidential (NIG) regression head, and uses a monotonic network conditioned on the time gap so that epistemic uncertainty provably increases with the interval; adds an uncertainty-aware weighted BPR loss for exploration.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use E-NSDE instead of the strongest reported baselineSequential recommendation models · MovieLens-100KP@5: 0.4398±0.014 -> 0.4711±0.015Helped
Use E-NSDE instead of the strongest reported baselineSequential recommendation models · MovieLens-1MP@5: 0.4286±0.014 -> 0.4551±0.011Helped
Use E-NSDE instead of the strongest reported baselineSequential recommendation models · NetflixP@5: 0.3994±0.013 -> 0.4194±0.013Helped
Use E-NSDE instead of the strongest reported baselineSequential recommendation models · Amazon BookP@5: 0.3884±0.013 -> 0.4021±0.014Helped
Add EDL to NSDE without WBPR (ablation)NSDE · MovieLens-100KP@5: 0.4065 -> 0.4523Helped
Add EDL to NSDE without WBPR (ablation)NSDE · MovieLens-100KnDCG@5: 0.3677 -> 0.3962Helped
Add WBPR to NSDE without EDL (ablation)NSDE · MovieLens-100KP@5: 0.4065 -> 0.4120Helped
Add WBPR to NSDE without EDL (ablation)NSDE · MovieLens-100KnDCG@5: 0.3677 -> 0.3715Helped
Add EDL and WBPR to NSDE (ablation)NSDE · MovieLens-100KP@5: 0.4065 -> 0.4711Helped
Add EDL and WBPR to NSDE (ablation)NSDE · MovieLens-100KnDCG@5: 0.3677 -> 0.4112Helped
Set evidential regularizer λ to 0.001 (ablation)E-NSDE · MovieLens-1MP@5: 0.4236 -> 0.4551Helped
Set evidential regularizer λ to 0.001 (ablation)E-NSDE · NetflixnDCG@5: 0.3574 -> 0.3637Helped

Limitations

Experimental setup

Datasets: MovieLens-100K MovieLens-1M Netflix Amazon Book BookCrossing Yahoo Music

Benchmarks: MovieLens-100K MovieLens-1M Netflix Amazon Book BookCrossing Yahoo Music

Metrics: P@5 nDCG@5 P@10 P@20 nDCG@10 nDCG@20 Gini index coverage novelty

Baselines: timeSVD++ CKF NGCF LightGCN CASER SASRec BERT4Rec S3-Rec CL4SRec SAR ResAct LT-OCF

Builds on: neural ODE evidential deep learning BERT4Rec GRU-ODE BPR

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