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Graph neural networks (GNNs) are designed for semi-supervised node classification on graphs where only a subset of nodes have class labels. However, under extreme cases when very few labels are available (e.g., 1 labeled node per class), GNNs suffer from severe performance degradation. Specifically, we observe that existing GNNs suffer from unstable training process on few-labeled graphs, resulting to inferior performance on node classification. Therefore, we propose an effective framework, Stabilized Self-Training (SST), which is applicable to existing GNNs to handle the scarcity of labeled data, and consequently, boost classification accuracy. We conduct thorough empirical and theoretical analysis to support our findings and motivate the algorithmic designs in SST. We apply SST to two popular GNN models GCN and DAGNN, to get SSTGCN and SSTDA methods respectively, and evaluate the two methods against 10 competitors over 5 benchmarking datasets. Extensive experiments show that the proposed SST framework is highly effective, especially when few labeled data are available. Our methods achieve superior performance under almost all settings over all datasets. For instance, on a Cora dataset with only 1 labeled node per class, the accuracy of SSTGCN is 62.5%, 17.9% higher than GCN, and the accuracy of SSTDA is 66.4%, which outperforms DAGNN by 6.6%.

In deep reinforcement learning (RL), data augmentation is widely considered as a tool to induce a set of useful priors about semantic consistency and improve sample efficiency and generalization performance. However, even when the prior is useful for generalization, distilling it to RL agent often interferes with RL training and degenerates sample efficiency. Meanwhile, the agent is forgetful of the prior due to the non-stationary nature of RL. These observations suggest two extreme schedules of distillation: (i) over the entire training; or (ii) only at the end. Hence, we devise a stand-alone network distillation method to inject the consistency prior at any time (even after RL), and a simple yet efficient framework to automatically schedule the distillation. Specifically, the proposed framework first focuses on mastering train environments regardless of generalization by adaptively deciding which {\it or no} augmentation to be used for the training. After this, we add the distillation to extract the remaining benefits for generalization from all the augmentations, which requires no additional new samples. In our experiments, we demonstrate the utility of the proposed framework, in particular, that considers postponing the augmentation to the end of RL training.

Sequential Recommendation is a widely studied paradigm for learning users' dynamic interests from historical interactions for predicting the next potential item. Although lots of research work has achieved remarkable progress, they are still plagued by the common issues: data sparsity of limited supervised signals and data noise of accidentally clicking. To this end, several works have attempted to address these issues, which ignored the complex association of items across several sequences. Along this line, with the aim of learning representative item embedding to alleviate this dilemma, we propose GUESR, from the view of graph contrastive learning. Specifically, we first construct the Global Item Relationship Graph (GIRG) from all interaction sequences and present the Bucket-Cluster Sampling (BCS) method to conduct the sub-graphs. Then, graph contrastive learning on this reduced graph is developed to enhance item representations with complex associations from the global view. We subsequently extend the CapsNet module with the elaborately introduced target-attention mechanism to derive users' dynamic preferences. Extensive experimental results have demonstrated our proposed GUESR could not only achieve significant improvements but also could be regarded as a general enhancement strategy to improve the performance in combination with other sequential recommendation methods.

Many policy gradient methods are variants of Actor-Critic (AC), where a value function (critic) is learned to facilitate updating the parameterized policy (actor). The update to the actor involves a log-likelihood update weighted by the action-values, with the addition of entropy regularization for soft variants. In this work, we explore an alternative update for the actor, based on an extension of the cross entropy method (CEM) to condition on inputs (states). The idea is to start with a broader policy and slowly concentrate around maximal actions, using a maximum likelihood update towards actions in the top percentile per state. The speed of this concentration is controlled by a proposal policy, that concentrates at a slower rate than the actor. We first provide a policy improvement result in an idealized setting, and then prove that our conditional CEM (CCEM) strategy tracks a CEM update per state, even with changing action-values. We empirically show that our Greedy AC algorithm, that uses CCEM for the actor update, performs better than Soft Actor-Critic and is much less sensitive to entropy-regularization.

As data becomes increasingly vital, a company would be very cautious about releasing data, because the competitors could use it to train high-performance models, thereby posing a tremendous threat to the company's commercial competence. To prevent training good models on the data, we could add imperceptible perturbations to it. Since such perturbations aim at hurting the entire training process, they should reflect the vulnerability of DNN training, rather than that of a single model. Based on this new idea, we seek perturbed examples that are always unrecognized (never correctly classified) in training. In this paper, we uncover them by model checkpoints' gradients, forming the proposed self-ensemble protection (SEP), which is very effective because (1) learning on examples ignored during normal training tends to yield DNNs ignoring normal examples; (2) checkpoints' cross-model gradients are close to orthogonal, meaning that they are as diverse as DNNs with different architectures. That is, our amazing performance of ensemble only requires the computation of training one model. By extensive experiments with 9 baselines on 3 datasets and 5 architectures, SEP is verified to be a new state-of-the-art, e.g., our small $\ell_\infty=2/255$ perturbations reduce the accuracy of a CIFAR-10 ResNet18 from 94.56% to 14.68%, compared to 41.35% by the best-known method. Code is available at //github.com/Sizhe-Chen/SEP.

This paper explores meta-learning in sequential recommendation to alleviate the item cold-start problem. Sequential recommendation aims to capture user's dynamic preferences based on historical behavior sequences and acts as a key component of most online recommendation scenarios. However, most previous methods have trouble recommending cold-start items, which are prevalent in those scenarios. As there is generally no side information in the setting of sequential recommendation task, previous cold-start methods could not be applied when only user-item interactions are available. Thus, we propose a Meta-learning-based Cold-Start Sequential Recommendation Framework, namely Mecos, to mitigate the item cold-start problem in sequential recommendation. This task is non-trivial as it targets at an important problem in a novel and challenging context. Mecos effectively extracts user preference from limited interactions and learns to match the target cold-start item with the potential user. Besides, our framework can be painlessly integrated with neural network-based models. Extensive experiments conducted on three real-world datasets verify the superiority of Mecos, with the average improvement up to 99%, 91%, and 70% in HR@10 over state-of-the-art baseline methods.

Recently, neural networks have been widely used in e-commerce recommender systems, owing to the rapid development of deep learning. We formalize the recommender system as a sequential recommendation problem, intending to predict the next items that the user might be interacted with. Recent works usually give an overall embedding from a user's behavior sequence. However, a unified user embedding cannot reflect the user's multiple interests during a period. In this paper, we propose a novel controllable multi-interest framework for the sequential recommendation, called ComiRec. Our multi-interest module captures multiple interests from user behavior sequences, which can be exploited for retrieving candidate items from the large-scale item pool. These items are then fed into an aggregation module to obtain the overall recommendation. The aggregation module leverages a controllable factor to balance the recommendation accuracy and diversity. We conduct experiments for the sequential recommendation on two real-world datasets, Amazon and Taobao. Experimental results demonstrate that our framework achieves significant improvements over state-of-the-art models. Our framework has also been successfully deployed on the offline Alibaba distributed cloud platform.

The chronological order of user-item interactions can reveal time-evolving and sequential user behaviors in many recommender systems. The items that users will interact with may depend on the items accessed in the past. However, the substantial increase of users and items makes sequential recommender systems still face non-trivial challenges: (1) the hardness of modeling the short-term user interests; (2) the difficulty of capturing the long-term user interests; (3) the effective modeling of item co-occurrence patterns. To tackle these challenges, we propose a memory augmented graph neural network (MA-GNN) to capture both the long- and short-term user interests. Specifically, we apply a graph neural network to model the item contextual information within a short-term period and utilize a shared memory network to capture the long-range dependencies between items. In addition to the modeling of user interests, we employ a bilinear function to capture the co-occurrence patterns of related items. We extensively evaluate our model on five real-world datasets, comparing with several state-of-the-art methods and using a variety of performance metrics. The experimental results demonstrate the effectiveness of our model for the task of Top-K sequential recommendation.

In recent years, Graph Neural Networks (GNNs), which can naturally integrate node information and topological structure, have been demonstrated to be powerful in learning on graph data. These advantages of GNNs provide great potential to advance social recommendation since data in social recommender systems can be represented as user-user social graph and user-item graph; and learning latent factors of users and items is the key. However, building social recommender systems based on GNNs faces challenges. For example, the user-item graph encodes both interactions and their associated opinions; social relations have heterogeneous strengths; users involve in two graphs (e.g., the user-user social graph and the user-item graph). To address the three aforementioned challenges simultaneously, in this paper, we present a novel graph neural network framework (GraphRec) for social recommendations. In particular, we provide a principled approach to jointly capture interactions and opinions in the user-item graph and propose the framework GraphRec, which coherently models two graphs and heterogeneous strengths. Extensive experiments on two real-world datasets demonstrate the effectiveness of the proposed framework GraphRec. Our code is available at \url{//github.com/wenqifan03/GraphRec-WWW19}

Explainable Recommendation refers to the personalized recommendation algorithms that address the problem of why -- they not only provide the user with the recommendations, but also make the user aware why such items are recommended by generating recommendation explanations, which help to improve the effectiveness, efficiency, persuasiveness, and user satisfaction of recommender systems. In recent years, a large number of explainable recommendation approaches -- especially model-based explainable recommendation algorithms -- have been proposed and adopted in real-world systems. In this survey, we review the work on explainable recommendation that has been published in or before the year of 2018. We first high-light the position of explainable recommendation in recommender system research by categorizing recommendation problems into the 5W, i.e., what, when, who, where, and why. We then conduct a comprehensive survey of explainable recommendation itself in terms of three aspects: 1) We provide a chronological research line of explanations in recommender systems, including the user study approaches in the early years, as well as the more recent model-based approaches. 2) We provide a taxonomy for explainable recommendation algorithms, including user-based, item-based, model-based, and post-model explanations. 3) We summarize the application of explainable recommendation in different recommendation tasks, including product recommendation, social recommendation, POI recommendation, etc. We devote a chapter to discuss the explanation perspectives in the broader IR and machine learning settings, as well as their relationship with explainable recommendation research. We end the survey by discussing potential future research directions to promote the explainable recommendation research area.