We present a personalized recommender system using neural network for recommending products, such as eBooks, audio-books, Mobile Apps, Video and Music. It produces recommendations based on customer’s implicit feedback history such as purchases, listens or watches. Our key contribution is to formulate recommendation problem as a model that encodes historical behavior to predict the future behavior using soft data split, combining predictor and auto-encoder models. We introduce convolutional layer for learning the importance (time decay) of the purchases depending on their purchase date and demonstrate that the shape of the time decay function can be well approximated by a parametrical function. We present offline experimental results showing that neural networks with two hidden layers can capture seasonality changes, and at the same time outperform other modeling techniques, including our recommender in production. Most importantly, we demonstrate that our model can be scaled to all digital categories, and we observe significant improvements in an online A/B test. We also discuss key enhancements to the neural network model and describe our production pipeline. Finally we open-sourced our deep learning library which supports multi-gpu model parallel training. This is an important feature in building neural network based recommenders with large dimensionality of input and output data.

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