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/**
 * Copyright (C) 2016 LibRec
 * 

* This file is part of LibRec. * LibRec is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. *

* LibRec is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. *

* You should have received a copy of the GNU General Public License * along with LibRec. If not, see . */ package net.librec.recommender.cf.rating; import net.librec.annotation.ModelData; import net.librec.common.LibrecException; import net.librec.math.structure.TensorEntry; import net.librec.math.structure.Vector.VectorEntry; import net.librec.math.structure.VectorBasedSequentialSparseVector; import net.librec.recommender.FactorizationMachineRecommender; /** * Stochastic Gradient Descent with Square Loss * Rendle, Steffen, "Factorization Machines", Proceedings of the 10th IEEE International Conference on Data Mining, 2010 * Rendle, Steffen, "Factorization Machines with libFM", ACM Transactions on Intelligent Systems and Technology, 2012 * * @author Jiaxi Tang and Ma Chen */ @ModelData({"isRanking", "fmsgd", "W", "V", "W0", "k"}) public class FMSGDRecommender extends FactorizationMachineRecommender { /** * learning rate of stochastic gradient descent */ private double learnRate; @Override protected void setup() throws LibrecException { super.setup(); learnRate = conf.getDouble("rec.iterator.learnRate"); } @Override protected void trainModel() throws LibrecException { if (!isRanking) { buildRatingModel(); } } private void buildRatingModel() throws LibrecException { for (int iter = 0; iter < numIterations; iter++) { loss = 0.0; for (TensorEntry me : trainTensor) { int[] entryKeys = me.keys(); VectorBasedSequentialSparseVector vector = tenserKeysToFeatureVector(entryKeys); double rate = me.get(); double pred = predict(entryKeys); double err = pred - rate; loss += err * err; double gradLoss = err; // global bias loss += regW0 * w0 * w0; double hW0 = 1; double gradW0 = gradLoss * hW0 + regW0 * w0; // update w0 w0 += -learnRate * gradW0; // 1-way interactions for (VectorEntry ve : vector) { int l = ve.index(); double oldWl = W.get(l); double hWl = ve.get(); double gradWl = gradLoss * hWl + regW * oldWl; W.plus(l, -learnRate * gradWl); loss += regW * oldWl * oldWl; // 2-way interactions for (int f = 0; f < k; f++) { double oldVlf = V.get(l, f); double hVlf = 0; double xl = ve.get(); for (VectorEntry ve2 : vector) { int j = ve2.index(); hVlf += xl * V.get(j, f) * ve2.get(); } hVlf -= V.get(l,f)*xl*xl; double gradVlf = gradLoss * hVlf + regF * oldVlf; V.plus(l, f, -learnRate * gradVlf); loss += regF * oldVlf * oldVlf; } } } loss *= 0.5; if (isConverged(iter) && earlyStop) { break; } lastLoss = loss; } } }





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