hivemall.factorization.mf.MatrixFactorizationAdaGradUDTF Maven / Gradle / Ivy
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* to you under the Apache License, Version 2.0 (the
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* http://www.apache.org/licenses/LICENSE-2.0
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package hivemall.factorization.mf;
import hivemall.factorization.mf.Rating.RatingWithSquaredGrad;
import hivemall.utils.lang.Primitives;
import org.apache.commons.cli.CommandLine;
import org.apache.commons.cli.Options;
import org.apache.hadoop.hive.ql.exec.Description;
import org.apache.hadoop.hive.ql.exec.UDFArgumentException;
import org.apache.hadoop.hive.serde2.objectinspector.ObjectInspector;
@Description(name = "train_mf_adagrad",
value = "_FUNC_(INT user, INT item, FLOAT rating [, CONSTANT STRING options])"
+ " - Returns a relation consists of Pu, array Qi [, float Bu, float Bi [, float mu]]>")
public final class MatrixFactorizationAdaGradUDTF extends OnlineMatrixFactorizationUDTF {
private float eta;
private float eps;
private float scaling;
public MatrixFactorizationAdaGradUDTF() {
super();
}
@Override
protected Options getOptions() {
Options opts = super.getOptions();
opts.addOption("eta", "eta0", true, "The initial learning rate [default 1.0]");
opts.addOption("eps", true, "A constant used in the denominator of AdaGrad [default 1.0]");
opts.addOption("scale", true,
"Internal scaling/descaling factor for cumulative weights [100]");
return opts;
}
@Override
public Rating newRating(float v) {
return new RatingWithSquaredGrad(v);
}
@Override
protected CommandLine processOptions(ObjectInspector[] argOIs) throws UDFArgumentException {
CommandLine cl = super.processOptions(argOIs);
if (cl == null) {
this.eta = 1.f;
this.eps = 1.f;
this.scaling = 100f;
} else {
this.eta = Primitives.parseFloat(cl.getOptionValue("eta"), 1.f);
this.eps = Primitives.parseFloat(cl.getOptionValue("eps"), 1.f);
this.scaling = Primitives.parseFloat(cl.getOptionValue("scale"), 100f);
}
return cl;
}
@Override
protected void updateItemRating(Rating rating, float Pu, float Qi, double err, float eta) {
double gradient = err * Pu - lambda * Qi;
updateRating(rating, Qi, gradient);
cvState.incrLoss(lambda * Qi * Qi);
}
@Override
protected void updateUserRating(Rating rating, float Pu, float Qi, double err, float eta) {
double gradient = err * Qi - lambda * Pu;
updateRating(rating, Pu, gradient);
cvState.incrLoss(lambda * Pu * Pu);
}
@Override
protected void updateMeanRating(double err, float eta) {
assert updateMeanRating;
Rating mean = model.meanRating();
float oldMean = mean.getWeight();
updateRating(mean, oldMean, err);
}
@Override
protected void updateBias(int user, int item, double err, float eta) {
Rating ratingBu = model.userBias(user);
float Bu = ratingBu.getWeight();
double Gu = err - lambda * Bu;
updateRating(ratingBu, Bu, Gu);
cvState.incrLoss(lambda * Bu * Bu);
Rating ratingBi = model.itemBias(item);
float Bi = ratingBi.getWeight();
double Gi = err - lambda * Bi;
updateRating(ratingBi, Bi, Gi);
cvState.incrLoss(lambda * Bi * Bi);
}
private void updateRating(final Rating rating, final float oldWeight, final double gradient) {
double gg = gradient * (gradient / scaling);
double scaled_sum_gg = rating.getSumOfSquaredGradients() + gg;
float delta = (float) (eta(scaled_sum_gg) * gradient);
float newWeight = oldWeight + delta;
rating.setWeight(newWeight);
rating.setSumOfSquaredGradients(scaled_sum_gg);
}
private float eta(final double scaledSumOfSquaredGradients) {
double sumOfSquaredGradients = scaledSumOfSquaredGradients * scaling;
return eta / (float) Math.sqrt(eps + sumOfSquaredGradients); // always less than eta0
}
}
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