Removing Hidden Confounding in Recommendation: A Unified Multi-Task Learning Approach.

In recommender systems, the collected data used for training is always subject to selection bias, which poses a great challenge for unbiased learning. Previous studies proposed various debiasing methods based on observed user and item features, but ignored the effect of hidden confounding. To address this problem, recent works suggest the use of sensitivity analysis for worst-case control of the unknown true propensity, but only valid when the true propensity is near to the nominal propensity within a finite bound. In this paper, we first perform theoretical analysis to reveal the possible failure of previous approaches, including propensity-based, multi-task learning, and bi-level optimization methods, in achieving unbiased learning when hidden confounding is present. Then, we propose a unified multi-task learning approach to remove hidden confounding, which uses a few unbiased ratings to calibrate the learned nominal propensities and nominal error imputations from biased data. We conduct extensive experiments on three publicly available benchmark datasets containing a fully exposed large-scale industrial dataset, validating the effectiveness of the proposed methods in removing hidden confounding.