Wenbo Hu

h-index39
2papers
6,707citations

2 Papers

6.7AIMar 23, 2023Code
Uncertainty Calibration for Counterfactual Propensity Estimation in Recommendation

Wenbo Hu, Xin Sun, Qiang liu et al.

Post-click conversion rate (CVR) is a reliable indicator of online customers' preferences, making it crucial for developing recommender systems. A major challenge in predicting CVR is severe selection bias, arising from users' inherent self-selection behavior and the system's item selection process. To mitigate this issue, the inverse propensity score (IPS) is employed to weight the prediction error of each observed instance. However, current propensity score estimations are unreliable due to the lack of a quality measure. To address this, we evaluate the quality of propensity scores from the perspective of uncertainty calibration, proposing the use of Expected Calibration Error (ECE) as a measure of propensity-score quality, which quantifies the extent to which predicted probabilities are overconfident by assessing the difference between predicted probabilities and actual observed frequencies. Miscalibrated propensity scores can lead to distorted IPS weights, thereby compromising the debiasing process in CVR prediction. In this paper, we introduce a model-agnostic calibration framework for propensity-based debiasing of CVR predictions. Theoretical analysis on bias and generalization bounds demonstrates the superiority of calibrated propensity estimates over uncalibrated ones. Experiments conducted on the Coat, Yahoo and KuaiRand datasets show improved uncertainty calibration, as evidenced by lower ECE values, leading to enhanced CVR prediction outcomes.

4.6LGOct 5, 2022
TgDLF2.0: Theory-guided deep-learning for electrical load forecasting via Transformer and transfer learning

Jiaxin Gao, Wenbo Hu, Dongxiao Zhang et al.

Electrical energy is essential in today's society. Accurate electrical load forecasting is beneficial for better scheduling of electricity generation and saving electrical energy. In this paper, we propose theory-guided deep-learning load forecasting 2.0 (TgDLF2.0) to solve this issue, which is an improved version of the theory-guided deep-learning framework for load forecasting via ensemble long short-term memory (TgDLF). TgDLF2.0 introduces the deep-learning model Transformer and transfer learning on the basis of dividing the electrical load into dimensionless trends and local fluctuations, which realizes the utilization of domain knowledge, captures the long-term dependency of the load series, and is more appropriate for realistic scenarios with scarce samples. Cross-validation experiments on different districts show that TgDLF2.0 is approximately 16% more accurate than TgDLF and saves more than half of the training time. TgDLF2.0 with 50% weather noise has the same accuracy as TgDLF without noise, which proves its robustness. We also preliminarily mine the interpretability of Transformer in TgDLF2.0, which may provide future potential for better theory guidance. Furthermore, experiments demonstrate that transfer learning can accelerate convergence of the model in half the number of training epochs and achieve better performance.