Click-through rate (CTR) prediction is one of the fundamental tasks for online advertising and recommendation. Inspired by factorization machines, in this paper, we propose FINAL, a factorized interaction layer that extends the widely-used linear layer and is capable of learning quadratic feature interactions. Similar to MLPs, multiple FINAL layers can be stacked into a FINAL block, yielding feature interactions with an exponential degree growth. We unify feature interactions and MLPs into a single FINAL block and empirically show its effectiveness as a replacement for the MLP block.
Jieming Zhu, Qinglin Jia, Guohao Cai, Quanyu Dai, Jingjie Li, Zhenhua Dong, Ruiming Tang, Rui Zhang. FINAL: Factorized Interaction Layer for CTR Prediction, in SIGIR 2023.
Please install the requirements as follows:
pip install -r requirements.txtThe dataset_config.yaml file contains all the dataset settings as follows.
| Params | Type | Default | Description |
|---|---|---|---|
| data_root | str | the root directory to load and save data data | |
| data_format | str | input data format, "h5", "csv", or "tfrecord" supported | |
| train_data | str | None | training data path |
| valid_data | str | None | validation data path |
| test_data | str | None | test data path |
| min_categr_count | int | 1 | min count to filter category features, |
| feature_cols | list | a list of features with the following dict keys | |
| feature_cols::name | str|list | feature column name in csv. A list is allowed in which the features have the same feature type and will be expanded accordingly. | |
| feature_cols::active | bool | whether to use the feature | |
| feature_cols::dtype | str | the input data dtype, "int"|"str" | |
| feature_cols::type | str | feature type "numeric"|"categorical"|"sequence"|"meta" | |
| label_col | dict | specify label column | |
| label_col::name | str | label column name in csv | |
| label_col::dtype | str | label data dtype |
The model_config.yaml file contains all the model hyper-parameters as follows.
| Params | Type | Default | Description |
|---|---|---|---|
| model | str | "FinalNet" | model name, which should be same with model class name |
| dataset_id | str | "TBD" | dataset_id to be determined |
| loss | str | "binary_crossentropy" | loss function |
| metrics | list | ['logloss', 'AUC'] | a list of metrics for evaluation |
| task | str | "binary_classification" | task type supported: "regression", "binary_classification" |
| optimizer | str | "adam" | optimizer used for training |
| learning_rate | float | 1.0e-3 | learning rate |
| embedding_regularizer | float|str | 0 | regularization weight for embedding matrix: L2 regularization is applied by default. Other optional examples: "l2(1.e-3)", "l1(1.e-3)", "l1_l2(1.e-3, 1.e-3)". |
| net_regularizer | float|str | 0 | regularization weight for network parameters: L2 regularization is applied by default. Other optional examples: "l2(1.e-3)", "l1(1.e-3)", "l1_l2(1.e-3, 1.e-3)". |
| batch_size | int | 10000 | batch size, usually a large number for CTR prediction task |
| embedding_dim | int | 32 | embedding dimension of features. Note that field-wise embedding_dim can be specified in feature_specs. |
| block1_hidden_units | list | [64, 64, 64] | hidden units of block1 |
| block1_hidden_activations | str|list | "relu" | activation function in block1. Particularly, layer-wise activations can be specified as a list, e.g., ["relu", "leakyrelu", "sigmoid"] |
| block2_hidden_units | list | [64, 64, 64] | hidden units of block2 |
| block2_hidden_activations | str | "relu" | activation function in block2. Particularly, layer-wise activations can be specified as a list, e.g., ["relu", "leakyrelu", "sigmoid"] |
| block1_dropout | float | 0 | dropout rate in block1 |
| block2_dropout | float | 0 | dropout rate in block2 |
| block_type | str | "2B" | block type: "1B", "2B" |
| batch_norm | bool | True | whether to use BN |
| use_feature_gating | bool | True | whether to use feature gating |
| residual_type | str | "concat" | residual type in FINAL: "concat", "sum" |
| epochs | int | 100 | the max number of epochs for training, which can early stop via monitor metrics. |
| shuffle | bool | True | whether shuffle the data samples for each epoch of training |
| seed | int | 2021 | the random seed used for reproducibility |
| monitor | str|dict | 'AUC' | the monitor metrics for early stopping. It supports a single metric, e.g., "AUC". It also supports multiple metrics using a dict, e.g., {"AUC": 2, "logloss": -1} means 2*AUC - logloss. |
| monitor_mode | str | 'max' | "max" means that the higher the better, while "min" denotes that the lower the better. |
| model_root | str | './checkpoints/' | the dir to save model checkpoints and running logs |
| early_stop_patience | int | 2 | training is stopped when monitor metric fails to become better for early_stop_patience=2consective evaluation intervals. |
| save_best_only | bool | True | whether to save the best model checkpoint only |
| eval_steps | int|None | None | evaluate the model on validation data every eval_steps. By default, None means evaluation every epoch. |
The evaluation results on AUC:
| Model | Criteo | Avazu | MovieLens | Frappe |
|---|---|---|---|---|
| DCN | 81.39 | 76.47 | 96.87 | 98.39 |
| AutoInt+ | 81.39 | 76.45 | 96.92 | 98.48 |
| AFN+ | 81.43 | 76.48 | 96.42 | 98.26 |
| MaskNet | 81.39 | 76.49 | 96.87 | 98.43 |
| DCNv2 | 81.42 | 76.54 | 96.91 | 98.45 |
| EDCN | 81.47 | 76.52 | 96.71 | 98.50 |
| FinalMLP | 81.49 | 76.66 | 97.20 | 98.61 |
| FinalNet_1B | 81.44 | 76.60 | 97.06 | 98.52 |
| FinalNet_2B | 81.54 | 76.71 | 97.25 | 98.57 |
For reproducing the results, please refer to https://github.com/reczoo/RecZoo/tree/main/ranking/ctr/FinalNet