On Segmentation of eCommerce Queries

CIKM ’13 Proceedings of the 22nd ACM international conference on Conference on information & knowledge management Pages 1137-1146
On Segmentation of eCommerce Queries
Nish Parikh, Prasad Sriram, Mohammad AlHasan

In this paper, we present QSEGMENT, a real-life query segmentation system for eCommerce queries. QSEGMENT uses frequency data from the query log which we call buyers′ data and also frequency data from product titles what we call sellers′ data.

We exploit the taxonomical structure of the marketplace to build domain specific frequency models. Using such an approach, QSEGMENT performs better than previously described baselines for query segmentation.

Also, we perform a large scale evaluation by using an unsupervised IR metric which we refer to as user-intent-score. We discuss the overall architecture of QSEGMENT as well as various use cases and interesting observations around segmenting eCommerce queries.

Another publication from the same category: Machine Learning and Data Science

IEEE Computing Conference 2018, London, UK

Regularization of the Kernel Matrix via Covariance Matrix Shrinkage Estimation

The kernel trick concept, formulated as an inner product in a feature space, facilitates powerful extensions to many well-known algorithms. While the kernel matrix involves inner products in the feature space, the sample covariance matrix of the data requires outer products. Therefore, their spectral properties are tightly connected. This allows us to examine the kernel matrix through the sample covariance matrix in the feature space and vice versa. The use of kernels often involves a large number of features, compared to the number of observations. In this scenario, the sample covariance matrix is not well-conditioned nor is it necessarily invertible, mandating a solution to the problem of estimating high-dimensional covariance matrices under small sample size conditions. We tackle this problem through the use of a shrinkage estimator that offers a compromise between the sample covariance matrix and a well-conditioned matrix (also known as the "target") with the aim of minimizing the mean-squared error (MSE). We propose a distribution-free kernel matrix regularization approach that is tuned directly from the kernel matrix, avoiding the need to address the feature space explicitly. Numerical simulations demonstrate that the proposed regularization is effective in classification tasks.