Distributionally robust optimization for recommendation selection

Fuente: arXiv
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Hauptverfasser: Yanagi, Tomoya, Ikeda, Shunnosuke, Kobayashi, Ken, Takano, Yuichi
Format: Preprint
Veröffentlicht: 2026
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author Yanagi, Tomoya
Ikeda, Shunnosuke
Kobayashi, Ken
Takano, Yuichi
author_facet Yanagi, Tomoya
Ikeda, Shunnosuke
Kobayashi, Ken
Takano, Yuichi
contents Recommender systems play an essential role in online services by providing personalized item lists to support users' decision-making processes. While collaborative filtering methods can achieve high accuracy, it is crucial to consider not only accuracy but also the diversity of recommended items to improve user satisfaction. Although financial portfolio theory has been applied to balance these factors, existing models are often sensitive to estimation errors in rating statistics. To overcome these challenges, we establish a computational framework of distributionally robust optimization (DRO) for recommendation selection. We first formulate a cardinality-constrained DRO model based on moment-based ambiguity sets to select a specified number of items for each user. We then design a penalty alternating direction method (PADM) to efficiently compute high-quality solutions and prove its convergence properties. Computational experiments using three publicly available rating datasets demonstrate that our DRO model generates more diverse recommendations than existing models while maintaining the same level of accuracy. Additionally, our solution method computes these recommendations for each user in just a few seconds, proving its practical effectiveness. This study establishes a DRO framework that has the potential to enhance the recommendation quality of various collaborative filtering methods.
format Preprint
id arxiv_https___arxiv_org_abs_2603_22090
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Distributionally robust optimization for recommendation selection
Yanagi, Tomoya
Ikeda, Shunnosuke
Kobayashi, Ken
Takano, Yuichi
Optimization and Control
Recommender systems play an essential role in online services by providing personalized item lists to support users' decision-making processes. While collaborative filtering methods can achieve high accuracy, it is crucial to consider not only accuracy but also the diversity of recommended items to improve user satisfaction. Although financial portfolio theory has been applied to balance these factors, existing models are often sensitive to estimation errors in rating statistics. To overcome these challenges, we establish a computational framework of distributionally robust optimization (DRO) for recommendation selection. We first formulate a cardinality-constrained DRO model based on moment-based ambiguity sets to select a specified number of items for each user. We then design a penalty alternating direction method (PADM) to efficiently compute high-quality solutions and prove its convergence properties. Computational experiments using three publicly available rating datasets demonstrate that our DRO model generates more diverse recommendations than existing models while maintaining the same level of accuracy. Additionally, our solution method computes these recommendations for each user in just a few seconds, proving its practical effectiveness. This study establishes a DRO framework that has the potential to enhance the recommendation quality of various collaborative filtering methods.
title Distributionally robust optimization for recommendation selection
topic Optimization and Control
url https://arxiv.org/abs/2603.22090