Nugroho Dwi Saputro
Universitas PGRI Semarang, Semarang

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Sistem Rekomendasi Film dengan Collaborative Filtering Berbasis SVD, KNN dan Explainable AI pada Dataset MovieLens Rizky Adhita Saputra; Nugroho Dwi Saputro; Khoiriya Latifah
Building of Informatics, Technology and Science (BITS) Vol 8 No 2 (2026): September 2026
Publisher : Forum Kerjasama Pendidikan Tinggi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47065/bits.v8i2.11114

Abstract

The rapid growth of streaming platforms triggers information overload, necessitating effective recommendation systems. However, conventional Collaborative Filtering faces extreme data sparsity, reaching 98.47% in the MovieLens dataset, and operates as a black-box lacking transparent predictive rationalization. This study aims to develop a robust movie recommendation system that accurately predicts sparse data while offering novelty through predictive transparency using Explainable AI (XAI). The methodology applies Top-N Filtering to densify the matrix, followed by optimizing Singular Value Decomposition (SVD) and K-Nearest Neighbors (KNN) algorithms via GridSearchCV. Results demonstrate that matrix densification to 81.20% successfully accelerated algorithmic performance. SVD significantly outperformed KNN, not only in error reduction (RMSE 0.182090) but also in real-world relevance metrics, achieving a Precision@10 of 0.917, Recall@10 of 0.806, and F1-Score@10 of 0.858. The main contribution of this research lies in demystifying the SVD black-box using XAI. Individual-level evaluation using Local Interpretable Model-Agnostic Explanations (LIME) quantitatively proved that factorization model recommendations are driven more by universal trend sentiments (global mean contribution +0.729) than personal history matching. Furthermore, spatial exploration through Principal Component Analysis (PCA) highlighted the complexity of SVD's 100-dimensional latent space that cannot be linearly reduced, confirming the mathematical need for caution in 2D visual interpretations. In conclusion, the synergy of optimized SVD and the XAI framework produces a robust recommendation system that breaks black-box limitations, directly impacting the enhancement of transparency and user trust in digital platforms.
Model Hibrida PSO-LSTM dan Interpretasi SHAP untuk Peramalan Harga Emas Domestik Multivariat Fajar Arafat; Nugroho Dwi Saputro; Aris Tri Joko Harjanto
Building of Informatics, Technology and Science (BITS) Vol 8 No 2 (2026): September 2026
Publisher : Forum Kerjasama Pendidikan Tinggi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47065/bits.v8i2.11144

Abstract

Forecasting volatile domestic gold prices requires a predictive model that is not only accurate but also transparent. Although the Long Short-Term Memory (LSTM) architecture excels at capturing temporal dependencies in time-series data, its performance is highly sensitive to hyperparameter tuning and suffers from a black-box nature. To overcome the limitations of manual optimization and lack of transparency, this study proposes a hybrid multivariate PSO-LSTM forecasting model integrated with the SHapley Additive exPlanations (SHAP) method. Built upon the CRISP-DM framework using daily historical data from 2020 to 2026, the Particle Swarm Optimization (PSO) algorithm is employed to automatically optimize the number of neurons, learning rate, and batch size. Furthermore, the SHAP method with K-Means background reduction is applied to map the contribution of input features. Experimental results demonstrate that the PSO-LSTM model outperforms the baseline LSTM by reducing Root Mean Squared Error (RMSE) by 11.70% and Mean Absolute Error (MAE) by 14.08%, while achieving a highly accurate Mean Absolute Percentage Error (MAPE) of 2.62%. Statistical testing using the Diebold-Mariano test confirms that the predictive superiority of the PSO-LSTM model is statistically significant. SHAP analysis indicates that historical memory of domestic gold prices provides the highest marginal contribution to model predictions, followed by USD/IDR exchange rate adjustments and global gold price sentiment. Overall, this study contributes an integrated financial modeling framework that not only enhances accuracy on highly volatile data but also provides rational feature interpretability as a foundation for hedging decisions by investors and policymakers.