hivemall.fm.FieldAwareFactorizationMachineModel Maven / Gradle / Ivy
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* distributed with this work for additional information
* regarding copyright ownership. The ASF licenses this file
* to you under the Apache License, Version 2.0 (the
* "License"); you may not use this file except in compliance
* with the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing,
* software distributed under the License is distributed on an
* "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
* KIND, either express or implied. See the License for the
* specific language governing permissions and limitations
* under the License.
*/
package hivemall.fm;
import hivemall.fm.FMHyperParameters.FFMHyperParameters;
import hivemall.utils.collections.arrays.DoubleArray3D;
import hivemall.utils.collections.lists.IntArrayList;
import hivemall.utils.lang.NumberUtils;
import hivemall.utils.math.MathUtils;
import java.util.Arrays;
import javax.annotation.Nonnegative;
import javax.annotation.Nonnull;
import javax.annotation.Nullable;
import org.apache.hadoop.hive.ql.metadata.HiveException;
public abstract class FieldAwareFactorizationMachineModel extends FactorizationMachineModel {
@Nonnull
protected final FFMHyperParameters _params;
protected final float _eps;
protected final boolean _useAdaGrad;
protected final boolean _useFTRL;
// FTRL
private final float _alpha;
private final float _beta;
private final float _lambda1;
private final float _lambda2;
public FieldAwareFactorizationMachineModel(@Nonnull FFMHyperParameters params) {
super(params);
this._params = params;
this._eps = params.eps;
this._useAdaGrad = params.useAdaGrad;
this._useFTRL = params.useFTRL;
this._alpha = params.alphaFTRL;
this._beta = params.betaFTRL;
this._lambda1 = params.lambda1;
this._lambda2 = params.lambda2;
}
public abstract float getV(@Nonnull Feature x, @Nonnull int yField, int f);
@Deprecated
protected abstract void setV(@Nonnull Feature x, @Nonnull int yField, int f, float nextVif);
@Override
public float getV(Feature x, int f) {
throw new UnsupportedOperationException();
}
@Override
protected void setV(Feature x, int f, float nextVif) {
throw new UnsupportedOperationException();
}
@Override
protected final double predict(@Nonnull final Feature[] x) throws HiveException {
// w0
double ret = getW0();
// W
for (Feature e : x) {
double xi = e.getValue();
float wi = getW(e);
double wx = wi * xi;
ret += wx;
}
// V
for (int i = 0; i < x.length; i++) {
final Feature ei = x[i];
final double xi = ei.getValue();
final int iField = ei.getField();
for (int j = i + 1; j < x.length; j++) {
final Feature ej = x[j];
final double xj = ej.getValue();
final int jField = ej.getField();
for (int f = 0, k = _factor; f < k; f++) {
float vijf = getV(ei, jField, f);
float vjif = getV(ej, iField, f);
ret += vijf * vjif * xi * xj;
assert (!Double.isNaN(ret));
}
}
}
if (!NumberUtils.isFinite(ret)) {
throw new HiveException(
"Detected " + ret + " in predict. We recommend to normalize training examples.\n"
+ "Dumping variables ...\n" + varDump(x));
}
return ret;
}
void updateWi(final double dloss, @Nonnull final Feature x, final long t) {
if (_useFTRL) {
updateWi_FTRL(dloss, x);
return;
}
final double Xi = x.getValue();
float gradWi = (float) (dloss * Xi);
final Entry theta = getEntryW(x);
float wi = theta.getW();
final float eta = eta(theta, t, gradWi);
float nextWi = wi - eta * (gradWi + 2.f * _lambdaW * wi);
if (!NumberUtils.isFinite(nextWi)) {
throw new IllegalStateException(
"Got " + nextWi + " for next W[" + x.getFeature() + "]\n" + "Xi=" + Xi + ", gradWi="
+ gradWi + ", wi=" + wi + ", dloss=" + dloss + ", eta=" + eta + ", t=" + t);
}
if (MathUtils.closeToZero(nextWi, 1E-9f)) {
removeEntry(theta);
return;
}
theta.setW(nextWi);
}
/**
* Update Wi using Follow-the-Regularized-Leader
*/
private void updateWi_FTRL(final double dloss, @Nonnull final Feature x) {
final double Xi = x.getValue();
float gradWi = (float) (dloss * Xi);
final Entry theta = getEntryW(x);
final float z = theta.updateZ(gradWi, _alpha);
final double n = theta.updateN(gradWi);
if (Math.abs(z) <= _lambda1) {
removeEntry(theta);
return;
}
final float nextWi = (float) ((MathUtils.sign(z) * _lambda1 - z)
/ ((_beta + Math.sqrt(n)) / _alpha + _lambda2));
if (!NumberUtils.isFinite(nextWi)) {
throw new IllegalStateException("Got " + nextWi + " for next W[" + x.getFeature()
+ "]\n" + "Xi=" + Xi + ", gradWi=" + gradWi + ", wi=" + theta.getW()
+ ", dloss=" + dloss + ", n=" + n + ", z=" + z);
}
if (MathUtils.closeToZero(nextWi, 1E-9f)) {
removeEntry(theta);
return;
}
theta.setW(nextWi);
}
protected abstract void removeEntry(@Nonnull final Entry entry);
void updateV(final double dloss, @Nonnull final Feature x, @Nonnull final int yField,
final int f, final double sumViX, long t) {
if (_useFTRL) {
updateV_FTRL(dloss, x, yField, f, sumViX);
return;
}
final Entry theta = getEntryV(x, yField);
if (theta == null) {
return;
}
final double Xi = x.getValue();
final double h = Xi * sumViX;
final float gradV = (float) (dloss * h);
final float lambdaVf = getLambdaV(f);
final float currentV = theta.getV(f);
final float eta = eta(theta, f, t, gradV);
final float nextV = currentV - eta * (gradV + 2.f * lambdaVf * currentV);
if (!NumberUtils.isFinite(nextV)) {
throw new IllegalStateException(
"Got " + nextV + " for next V" + f + '[' + x.getFeatureIndex() + "]\n" + "Xi=" + Xi
+ ", Vif=" + currentV + ", h=" + h + ", gradV=" + gradV + ", lambdaVf="
+ lambdaVf + ", dloss=" + dloss + ", sumViX=" + sumViX + ", t=" + t);
}
if (MathUtils.closeToZero(nextV, 1E-9f)) {
theta.setV(f, 0.f);
if (theta.removable()) { // Whether other factors are zero filled or not? Remove if zero filled
removeEntry(theta);
}
return;
}
theta.setV(f, nextV);
}
private void updateV_FTRL(final double dloss, @Nonnull final Feature x,
@Nonnull final int yField, final int f, final double sumViX) {
final Entry theta = getEntryV(x, yField);
if (theta == null) {
return;
}
final double Xi = x.getValue();
final double h = Xi * sumViX;
final float gradV = (float) (dloss * h);
float oldV = theta.getV(f);
final float z = theta.updateZ(f, oldV, gradV, _alpha);
final double n = theta.updateN(f, gradV);
if (Math.abs(z) <= _lambda1) {
theta.setV(f, 0.f);
if (theta.removable()) { // Whether other factors are zero filled or not? Remove if zero filled
removeEntry(theta);
}
return;
}
final float nextV = (float) ((MathUtils.sign(z) * _lambda1 - z)
/ ((_beta + Math.sqrt(n)) / _alpha + _lambda2));
if (!NumberUtils.isFinite(nextV)) {
throw new IllegalStateException(
"Got " + nextV + " for next V" + f + '[' + x.getFeatureIndex() + "]\n" + "Xi=" + Xi
+ ", Vif=" + theta.getV(f) + ", h=" + h + ", gradV=" + gradV + ", dloss="
+ dloss + ", sumViX=" + sumViX + ", n=" + n + ", z=" + z);
}
if (MathUtils.closeToZero(nextV, 1E-9f)) {
theta.setV(f, 0.f);
if (theta.removable()) { // Whether other factors are zero filled or not? Remove if zero filled
removeEntry(theta);
}
return;
}
theta.setV(f, nextV);
}
protected final float eta(@Nonnull final Entry theta, final long t, final float grad) {
return eta(theta, 0, t, grad);
}
protected final float eta(@Nonnull final Entry theta, @Nonnegative final int f, final long t,
final float grad) {
if (_useAdaGrad) {
double gg = theta.getSumOfSquaredGradients(f);
theta.addGradient(f, grad);
return (float) (_eta.eta(t) / Math.sqrt(_eps + gg));
} else {
return _eta.eta(t);
}
}
/**
* sum{XiViaf} where a is field index of Xi
*/
@Nonnull
final DoubleArray3D sumVfX(@Nonnull final Feature[] x, @Nonnull final IntArrayList fieldList,
@Nullable DoubleArray3D cached) {
final int xSize = x.length;
final int fieldSize = fieldList.size();
final int factors = _factor;
final DoubleArray3D mdarray;
if (cached == null) {
mdarray = new DoubleArray3D();
mdarray.setSanityCheck(false);
} else {
mdarray = cached;
}
mdarray.configure(xSize, fieldSize, factors);
for (int i = 0; i < xSize; i++) {
for (int fieldIndex = 0; fieldIndex < fieldSize; fieldIndex++) {
final int yField = fieldList.get(fieldIndex);
for (int f = 0; f < factors; f++) {
double val = sumVfX(x, i, yField, f);
mdarray.set(i, fieldIndex, f, val);
}
}
}
return mdarray;
}
private double sumVfX(@Nonnull final Feature[] x, final int i, @Nonnull final int yField,
final int f) {
final Feature xi = x[i];
final int xiFeature = xi.getFeatureIndex();
final double xiValue = xi.getValue();
final int xiField = xi.getField();
double ret = 0.d;
// find all other features whose field matches field
for (Feature e : x) {
if (e.getFeatureIndex() == xiFeature) { // ignore x[i] = e
continue;
}
if (e.getField() == yField) { // multiply x_e and v_d,field(e),f
float Vjf = getV(e, xiField, f);
ret += Vjf * xiValue;
}
}
if (!NumberUtils.isFinite(ret)) {
throw new IllegalStateException("Got " + ret + " for sumV[ " + i + "][ " + f + "]X.\n"
+ "x = " + Arrays.toString(x));
}
return ret;
}
@Nonnull
protected abstract Entry getEntryW(@Nonnull Feature x);
@Nullable
protected abstract Entry getEntryV(@Nonnull Feature x, @Nonnull int yField);
@Override
protected final String varDump(@Nonnull final Feature[] x) {
final StringBuilder buf1 = new StringBuilder(1024);
final StringBuilder buf2 = new StringBuilder(1024);
// X
for (int i = 0; i < x.length; i++) {
Feature e = x[i];
String j = e.getFeature();
double xj = e.getValue();
if (i != 0) {
buf1.append(", ");
}
buf1.append("x[").append(j).append("] = ").append(xj);
}
buf1.append("\n");
// w0
double ret = getW0();
buf1.append("predict(x) = w0");
buf2.append("predict(x) = ").append(ret);
// W
for (Feature e : x) {
String i = e.getFeature();
double xi = e.getValue();
float wi = getW(e);
buf1.append(" + (w[").append(i).append("] * x[").append(i).append("])");
buf2.append(" + (").append(wi).append(" * ").append(xi).append(')');
double wx = wi * xi;
ret += wx;
if (!NumberUtils.isFinite(ret)) {
return buf1.append(" + ... = ")
.append(ret)
.append('\n')
.append(buf2)
.append(" + ... = ")
.append(ret)
.toString();
}
}
// V
for (int i = 0; i < x.length; i++) {
final Feature ei = x[i];
final String fi = ei.getFeature();
final double xi = ei.getValue();
final int iField = ei.getField();
for (int j = i + 1; j < x.length; j++) {
final Feature ej = x[j];
final String fj = ej.getFeature();
final double xj = ej.getValue();
final int jField = ej.getField();
for (int f = 0, k = _factor; f < k; f++) {
float vijf = getV(ei, jField, f);
float vjif = getV(ej, iField, f);
buf1.append(" + (v[i")
.append(fi)
.append("-j")
.append(jField)
.append("-f")
.append(f)
.append("] * v[j")
.append(fj)
.append("-i")
.append(iField)
.append("-f")
.append(f)
.append("] * x[")
.append(fi)
.append("] * x[")
.append(fj)
.append("])");
buf2.append(" + (")
.append(vijf)
.append(" * ")
.append(vjif)
.append(" * ")
.append(xi)
.append(" * ")
.append(xj)
.append(')');
ret += vijf * vjif * xi * xj;
if (!NumberUtils.isFinite(ret)) {
return buf1.append(" + ... = ")
.append(ret)
.append('\n')
.append(buf2)
.append(" + ... = ")
.append(ret)
.toString();
}
}
}
}
return buf1.append(" = ")
.append(ret)
.append('\n')
.append(buf2)
.append(" = ")
.append(ret)
.toString();
}
}
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