org.grouplens.lenskit.mf.funksvd.FunkSVDModelBuilder Maven / Gradle / Ivy
/*
* LensKit, an open source recommender systems toolkit.
* Copyright 2010-2014 LensKit Contributors. See CONTRIBUTORS.md.
* Work on LensKit has been funded by the National Science Foundation under
* grants IIS 05-34939, 08-08692, 08-12148, and 10-17697.
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as
* published by the Free Software Foundation; either version 2.1 of the
* License, or (at your option) any later version.
*
* This program 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
* this program; if not, write to the Free Software Foundation, Inc., 51
* Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
package org.grouplens.lenskit.mf.funksvd;
import mikera.matrixx.Matrix;
import mikera.matrixx.impl.ImmutableMatrix;
import mikera.vectorz.AVector;
import mikera.vectorz.Vector;
import org.apache.commons.lang3.time.StopWatch;
import org.grouplens.lenskit.core.Transient;
import org.grouplens.lenskit.data.pref.IndexedPreference;
import org.grouplens.lenskit.data.snapshot.PreferenceSnapshot;
import org.grouplens.lenskit.iterative.TrainingLoopController;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import javax.annotation.Nonnull;
import javax.inject.Inject;
import javax.inject.Provider;
import java.util.ArrayList;
import java.util.Collection;
import java.util.List;
/**
* SVD recommender builder using gradient descent (Funk SVD).
*
*
* This recommender builder constructs an SVD-based recommender using gradient
* descent, as pioneered by Simon Funk. It also incorporates the regularizations
* Funk did. These are documented in
* Netflix Update: Try
* This at Home. This implementation is based in part on
* Timely
* Development's sample code.
*
* @author GroupLens Research
*/
public class FunkSVDModelBuilder implements Provider {
private static Logger logger = LoggerFactory.getLogger(FunkSVDModelBuilder.class);
protected final int featureCount;
protected final PreferenceSnapshot snapshot;
protected final double initialValue;
protected final FunkSVDUpdateRule rule;
@Inject
public FunkSVDModelBuilder(@Transient @Nonnull PreferenceSnapshot snapshot,
@Transient @Nonnull FunkSVDUpdateRule rule,
@FeatureCount int featureCount,
@InitialFeatureValue double initVal) {
this.featureCount = featureCount;
this.initialValue = initVal;
this.snapshot = snapshot;
this.rule = rule;
}
@Override
public FunkSVDModel get() {
int userCount = snapshot.getUserIds().size();
Matrix userFeatures = Matrix.create(userCount, featureCount);
int itemCount = snapshot.getItemIds().size();
Matrix itemFeatures = Matrix.create(itemCount, featureCount);
logger.debug("Learning rate is {}", rule.getLearningRate());
logger.debug("Regularization term is {}", rule.getTrainingRegularization());
logger.info("Building SVD with {} features for {} ratings",
featureCount, snapshot.getRatings().size());
TrainingEstimator estimates = rule.makeEstimator(snapshot);
List featureInfo = new ArrayList(featureCount);
// Use scratch vectors for each feature for better cache locality
// Per-feature vectors are strided in the output matrices
Vector uvec = Vector.createLength(userCount);
Vector ivec = Vector.createLength(itemCount);
for (int f = 0; f < featureCount; f++) {
logger.debug("Training feature {}", f);
StopWatch timer = new StopWatch();
timer.start();
uvec.fill(initialValue);
ivec.fill(initialValue);
FeatureInfo.Builder fib = new FeatureInfo.Builder(f);
trainFeature(f, estimates, uvec, ivec, fib);
summarizeFeature(uvec, ivec, fib);
featureInfo.add(fib.build());
// Update each rating's cached value to accommodate the feature values.
estimates.update(uvec, ivec);
// And store the data into the matrix
userFeatures.setColumn(f, uvec);
assert Math.abs(userFeatures.getColumnView(f).elementSum() - uvec.elementSum()) < 1.0e-4 : "user column sum matches";
itemFeatures.setColumn(f, ivec);
assert Math.abs(itemFeatures.getColumnView(f).elementSum() - ivec.elementSum()) < 1.0e-4 : "item column sum matches";
timer.stop();
logger.info("Finished feature {} in {}", f, timer);
}
// Wrap the user/item matrices because we won't use or modify them again
return new FunkSVDModel(ImmutableMatrix.wrap(userFeatures),
ImmutableMatrix.wrap(itemFeatures),
snapshot.userIndex(), snapshot.itemIndex(),
featureInfo);
}
/**
* Train a feature using a collection of ratings. This method iteratively calls {@link
* #doFeatureIteration(TrainingEstimator, Collection, Vector, Vector, double)} to train
* the feature. It can be overridden to customize the feature training strategy.
*
* We use the estimator to maintain the estimate up through a particular feature value,
* rather than recomputing the entire kernel value every time. This hopefully speeds up training.
* It means that we always tell the updater we are training feature 0, but use a subvector that
* starts with the current feature.
*
*
* @param feature The number of the current feature.
* @param estimates The current estimator. This method is not expected to update the
* estimator.
* @param userFeatureVector The user feature values. This has been initialized to the initial value,
* and may be reused between features.
* @param itemFeatureVector The item feature values. This has been initialized to the initial value,
* and may be reused between features.
* @param fib The feature info builder. This method is only expected to add information
* about its training rounds to the builder; the caller takes care of feature
* number and summary data.
* @see #doFeatureIteration(TrainingEstimator, Collection, Vector, Vector, double)
* @see #summarizeFeature(AVector, AVector, FeatureInfo.Builder)
*/
protected void trainFeature(int feature, TrainingEstimator estimates,
Vector userFeatureVector, Vector itemFeatureVector,
FeatureInfo.Builder fib) {
double rmse = Double.MAX_VALUE;
double trail = initialValue * initialValue * (featureCount - feature - 1);
TrainingLoopController controller = rule.getTrainingLoopController();
Collection ratings = snapshot.getRatings();
while (controller.keepTraining(rmse)) {
rmse = doFeatureIteration(estimates, ratings, userFeatureVector, itemFeatureVector, trail);
fib.addTrainingRound(rmse);
logger.trace("iteration {} finished with RMSE {}", controller.getIterationCount(), rmse);
}
}
/**
* Do a single feature iteration.
*
*
*
* @param estimates The estimates.
* @param ratings The ratings to train on.
* @param userFeatureVector The user column vector for the current feature.
* @param itemFeatureVector The item column vector for the current feature.
* @param trail The sum of the remaining user-item-feature values.
* @return The RMSE of the feature iteration.
*/
protected double doFeatureIteration(TrainingEstimator estimates,
Collection ratings,
Vector userFeatureVector, Vector itemFeatureVector,
double trail) {
// We'll create a fresh updater for each feature iteration
// Not much overhead, and prevents needing another parameter
FunkSVDUpdater updater = rule.createUpdater();
for (IndexedPreference r : ratings) {
final int uidx = r.getUserIndex();
final int iidx = r.getItemIndex();
updater.prepare(0, r.getValue(), estimates.get(r),
userFeatureVector.get(uidx), itemFeatureVector.get(iidx), trail);
// Step 3: Update feature values
userFeatureVector.addAt(uidx, updater.getUserFeatureUpdate());
itemFeatureVector.addAt(iidx, updater.getItemFeatureUpdate());
}
return updater.getRMSE();
}
/**
* Add a feature's summary to the feature info builder.
*
* @param ufv The user values.
* @param ifv The item values.
* @param fib The feature info builder.
*/
protected void summarizeFeature(AVector ufv, AVector ifv, FeatureInfo.Builder fib) {
fib.setUserAverage(ufv.elementSum() / ufv.length())
.setItemAverage(ifv.elementSum() / ifv.length())
.setSingularValue(ufv.magnitude() * ifv.magnitude());
}
}
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