  Recommendation models mainly deal with categorical variables, such as
user/item ID and attributes. Besides the high-cardinality issue, the
interactions among such categorical variables are usually long-tailed, with the
head made up of highly frequent values and a long tail of rare ones. This
phenomenon results in the data sparsity issue, making it essential to
regularize the models to ensure generalization. The common practice is to
employ grid search to manually tune regularization hyperparameters based on the
validation data. However, it requires non-trivial efforts and large computation
resources to search the whole candidate space; even so, it may not lead to the
optimal choice, for which different parameters should have different
regularization strengths. In this paper, we propose a hyperparameter
optimization method, LambdaOpt, which automatically and adaptively enforces
regularization during training. Specifically, it updates the regularization
coefficients based on the performance of validation data. With LambdaOpt, the
notorious tuning of regularization hyperparameters can be avoided; more
importantly, it allows fine-grained regularization (i.e. each parameter can
have an individualized regularization coefficient), leading to better
generalized models. We show how to employ LambdaOpt on matrix factorization, a
classical model that is representative of a large family of recommender models.
Extensive experiments on two public benchmarks demonstrate the superiority of
our method in boosting the performance of top-K recommendation.
