/**
* Split ratings into two parts: (ratio) training, (1-ratio) test subsets.
*
* @param ratio the ratio of training data over all the ratings.
*/
public SparseMatrix[] getRatioByRating(double ratio) {
assert (ratio > 0 && ratio < 1);
SparseMatrix trainMatrix = new SparseMatrix(rateMatrix);
SparseMatrix testMatrix = new SparseMatrix(rateMatrix);
for (int u = 0, um = rateMatrix.numRows(); u < um; u++) {
SparseVector uv = rateMatrix.row(u);
for (int j : uv.getIndex()) {
double rdm = Math.random();
if (rdm < ratio) testMatrix.set(u, j, 0.0);
else trainMatrix.set(u, j, 0.0);
}
}
// remove zero entries
SparseMatrix.reshape(trainMatrix);
SparseMatrix.reshape(testMatrix);
debugInfo(trainMatrix, testMatrix, -1);
return new SparseMatrix[] {trainMatrix, testMatrix};
}
/**
* Return the k-th fold as test set (testMatrix), making all the others as train set in
* rateMatrix.
*
* @param k The index for desired fold.
* @return Rating matrices {k-th train data, k-th test data}
*/
public SparseMatrix[] getKthFold(int k) {
if (k > numFold || k < 1) return null;
SparseMatrix trainMatrix = new SparseMatrix(rateMatrix);
SparseMatrix testMatrix = new SparseMatrix(rateMatrix);
for (int u = 0, um = rateMatrix.numRows(); u < um; u++) {
SparseVector items = rateMatrix.row(u);
for (int j : items.getIndex()) {
if (assignMatrix.get(u, j) == k)
trainMatrix.set(u, j, 0.0); // keep test data and remove train data
else testMatrix.set(u, j, 0.0); // keep train data and remove test data
}
}
// remove zero entries
SparseMatrix.reshape(trainMatrix);
SparseMatrix.reshape(testMatrix);
debugInfo(trainMatrix, testMatrix, k);
return new SparseMatrix[] {trainMatrix, testMatrix};
}
@Override
protected void buildModel() throws Exception {
for (int iter = 1; iter <= numIters; iter++) {
loss = 0;
errs = 0;
for (int s = 0, smax = numUsers * 100; s < smax; s++) {
// randomly draw (u, i, j)
int u = 0, i = 0, j = 0;
while (true) {
u = Randoms.uniform(numUsers);
SparseVector pu = userCache.get(u);
if (pu.getCount() == 0) continue;
int[] is = pu.getIndex();
i = is[Randoms.uniform(is.length)];
do {
j = Randoms.uniform(numItems);
} while (pu.contains(j));
break;
}
// update parameters
double xui = predict(u, i);
double xuj = predict(u, j);
double xuij = xui - xuj;
double vals = -Math.log(g(xuij));
loss += vals;
errs += vals;
double cmg = g(-xuij);
for (int f = 0; f < numFactors; f++) {
double puf = P.get(u, f);
double qif = Q.get(i, f);
double qjf = Q.get(j, f);
P.add(u, f, lRate * (cmg * (qif - qjf) - regU * puf));
Q.add(i, f, lRate * (cmg * puf - regI * qif));
Q.add(j, f, lRate * (cmg * (-puf) - regI * qjf));
loss += regU * puf * puf + regI * qif * qif + regI * qjf * qjf;
}
}
if (isConverged(iter)) break;
}
}
@Override
protected double predict(int u, int j) {
// find a number of similar items
Map<Integer, Double> nns = new HashMap<>();
SparseVector ui = trainMatrix.row(u);
for (int i : ui.getIndex()) {
if (itemCorrsmap.get(j).containsKey(i)) {
nns.put(i, itemCorrsmap.get(j).get(i));
}
}
// for (int i : dv.getIndex()) {
// double sim = dv.get(i);
// //用户u对商品i也购买过
// double rate = trainMatrix.get(u, i);
//
// if (isRankingPred && rate > 0){
// nns.put(i, sim);
// }
// else if (sim > 0 && rate > 0)
// nns.put(i, sim);
// }
// topN similar items
if (knn > 0 && knn < nns.size()) {
List<KeyValPair<Integer>> sorted = Lists.sortMap(nns, true);
List<KeyValPair<Integer>> subset = sorted.subList(0, knn);
nns.clear();
for (KeyValPair<Integer> kv : subset) nns.put(kv.getKey(), kv.getValue());
}
if (nns.size() == 0) return isRankingPred ? 0 : globalMean;
if (isRankingPred) {
// for recommendation task: item ranking
return Stats.sum(nns.values());
} else {
// for recommendation task: rating prediction
double sum = 0, ws = 0;
for (Entry<Integer, Double> en : nns.entrySet()) {
int i = en.getKey();
double sim = en.getValue();
double rate = trainMatrix.get(u, i);
sum += sim * (rate - itemMeans.get(i));
ws += Math.abs(sim);
}
return ws > 0 ? itemMeans.get(j) + sum / ws : globalMean;
}
}
@Override
protected void initModel() throws Exception {
itemCorrs = buildCorrs(false);
itemMeans = new DenseVector(numItems);
for (int i = 0; i < numItems; i++) {
SparseVector vs = trainMatrix.column(i);
itemMeans.set(i, vs.getCount() > 0 ? vs.mean() : globalMean);
}
for (int i = 0; i < numItems; i++) {
SparseVector dv = itemCorrs.row(i);
Map<Integer, Double> temp = new HashMap<>();
for (VectorEntry entry : dv) {
temp.put(entry.index(), entry.get());
}
itemCorrsmap.put(i, temp);
}
}
@Override
protected void buildModel() throws Exception {
for (int iter = 1; iter <= numIters; iter++) {
// update W by fixing H
for (int u = 0; u < W.numRows(); u++) {
SparseVector uv = V.row(u);
if (uv.getCount() > 0) {
SparseVector euv = new SparseVector(V.numColumns());
for (int j : uv.getIndex()) euv.set(j, predict(u, j));
for (int f = 0; f < W.numColumns(); f++) {
DenseVector fv = H.row(f, false);
double real = fv.inner(uv);
double estm = fv.inner(euv) + 1e-9;
W.set(u, f, W.get(u, f) * (real / estm));
}
}
}
// update H by fixing W
DenseMatrix trW = W.transpose();
for (int j = 0; j < H.numColumns(); j++) {
SparseVector jv = V.column(j);
if (jv.getCount() > 0) {
SparseVector ejv = new SparseVector(V.numRows());
for (int u : jv.getIndex()) ejv.set(u, predict(u, j));
for (int f = 0; f < H.numRows(); f++) {
DenseVector fv = trW.row(f, false);
double real = fv.inner(jv);
double estm = fv.inner(ejv) + 1e-9;
H.set(f, j, H.get(f, j) * (real / estm));
}
}
}
// compute errors
loss = 0;
errs = 0;
for (MatrixEntry me : V) {
int u = me.row();
int j = me.column();
double ruj = me.get();
if (ruj > 0) {
double euj = predict(u, j) - ruj;
errs += euj * euj;
loss += euj * euj;
}
}
errs *= 0.5;
loss *= 0.5;
if (isConverged(iter)) break;
}
}
@Override
protected void buildModel() throws Exception {
// Initialize hierarchical priors
int beta = 2; // observation noise (precision)
DenseVector mu_u = new DenseVector(numFactors);
DenseVector mu_m = new DenseVector(numFactors);
// parameters of Inv-Whishart distribution
DenseMatrix WI_u = DenseMatrix.eye(numFactors);
int b0_u = 2;
int df_u = numFactors;
DenseVector mu0_u = new DenseVector(numFactors);
DenseMatrix WI_m = DenseMatrix.eye(numFactors);
int b0_m = 2;
int df_m = numFactors;
DenseVector mu0_m = new DenseVector(numFactors);
// initializing Bayesian PMF using MAP solution found by PMF
P = new DenseMatrix(numUsers, numFactors);
Q = new DenseMatrix(numItems, numFactors);
P.init(0, 1);
Q.init(0, 1);
for (int f = 0; f < numFactors; f++) {
mu_u.set(f, P.columnMean(f));
mu_m.set(f, Q.columnMean(f));
}
DenseMatrix alpha_u = P.cov().inv();
DenseMatrix alpha_m = Q.cov().inv();
// Iteration:
DenseVector x_bar = new DenseVector(numFactors);
DenseVector normalRdn = new DenseVector(numFactors);
DenseMatrix S_bar, WI_post, lam;
DenseVector mu_temp;
double df_upost, df_mpost;
int M = numUsers, N = numItems;
for (int iter = 1; iter <= numIters; iter++) {
// Sample from user hyper parameters:
for (int f = 0; f < numFactors; f++) x_bar.set(f, P.columnMean(f));
S_bar = P.cov();
DenseVector mu0_u_x_bar = mu0_u.minus(x_bar);
DenseMatrix e1e2 = mu0_u_x_bar.outer(mu0_u_x_bar).scale(M * b0_u / (b0_u + M + 0.0));
WI_post = WI_u.inv().add(S_bar.scale(M)).add(e1e2);
WI_post = WI_post.inv();
WI_post = WI_post.add(WI_post.transpose()).scale(0.5);
df_upost = df_u + M;
DenseMatrix wishrnd_u = wishart(WI_post, df_upost);
if (wishrnd_u != null) alpha_u = wishrnd_u;
mu_temp = mu0_u.scale(b0_u).add(x_bar.scale(M)).scale(1 / (b0_u + M + 0.0));
lam = alpha_u.scale(b0_u + M).inv().cholesky();
if (lam != null) {
lam = lam.transpose();
for (int f = 0; f < numFactors; f++) normalRdn.set(f, Randoms.gaussian(0, 1));
mu_u = lam.mult(normalRdn).add(mu_temp);
}
// Sample from item hyper parameters:
for (int f = 0; f < numFactors; f++) x_bar.set(f, Q.columnMean(f));
S_bar = Q.cov();
DenseVector mu0_m_x_bar = mu0_m.minus(x_bar);
DenseMatrix e3e4 = mu0_m_x_bar.outer(mu0_m_x_bar).scale(N * b0_m / (b0_m + N + 0.0));
WI_post = WI_m.inv().add(S_bar.scale(N)).add(e3e4);
WI_post = WI_post.inv();
WI_post = WI_post.add(WI_post.transpose()).scale(0.5);
df_mpost = df_m + N;
DenseMatrix wishrnd_m = wishart(WI_post, df_mpost);
if (wishrnd_m != null) alpha_m = wishrnd_m;
mu_temp = mu0_m.scale(b0_m).add(x_bar.scale(N)).scale(1 / (b0_m + N + 0.0));
lam = alpha_m.scale(b0_m + N).inv().cholesky();
if (lam != null) {
lam = lam.transpose();
for (int f = 0; f < numFactors; f++) normalRdn.set(f, Randoms.gaussian(0, 1));
mu_m = lam.mult(normalRdn).add(mu_temp);
}
// Gibbs updates over user and item feature vectors given hyper parameters:
// NOTE: in PREA, only 1 iter for gibbs where in the original Matlab code, 2 iters are used.
for (int gibbs = 0; gibbs < 2; gibbs++) {
// Infer posterior distribution over all user feature vectors
for (int u = 0; u < numUsers; u++) {
// list of items rated by user uu:
SparseVector rv = trainMatrix.row(u);
int count = rv.getCount();
if (count == 0) continue;
// features of items rated by user uu:
DenseMatrix MM = new DenseMatrix(count, numFactors);
DenseVector rr = new DenseVector(count);
int idx = 0;
for (int j : rv.getIndex()) {
rr.set(idx, rv.get(j) - globalMean);
for (int f = 0; f < numFactors; f++) MM.set(idx, f, Q.get(j, f));
idx++;
}
DenseMatrix covar = alpha_u.add((MM.transpose().mult(MM)).scale(beta)).inv();
DenseVector a = MM.transpose().mult(rr).scale(beta);
DenseVector b = alpha_u.mult(mu_u);
DenseVector mean_u = covar.mult(a.add(b));
lam = covar.cholesky();
if (lam != null) {
lam = lam.transpose();
for (int f = 0; f < numFactors; f++) normalRdn.set(f, Randoms.gaussian(0, 1));
DenseVector w1_P1_u = lam.mult(normalRdn).add(mean_u);
for (int f = 0; f < numFactors; f++) P.set(u, f, w1_P1_u.get(f));
}
}
// Infer posterior distribution over all movie feature vectors
for (int j = 0; j < numItems; j++) {
// list of users who rated item ii:
SparseVector jv = trainMatrix.column(j);
int count = jv.getCount();
if (count == 0) continue;
// features of users who rated item ii:
DenseMatrix MM = new DenseMatrix(count, numFactors);
DenseVector rr = new DenseVector(count);
int idx = 0;
for (int u : jv.getIndex()) {
rr.set(idx, jv.get(u) - globalMean);
for (int f = 0; f < numFactors; f++) MM.set(idx, f, P.get(u, f));
idx++;
}
DenseMatrix covar = alpha_m.add((MM.transpose().mult(MM)).scale(beta)).inv();
DenseVector a = MM.transpose().mult(rr).scale(beta);
DenseVector b = alpha_m.mult(mu_m);
DenseVector mean_m = covar.mult(a.add(b));
lam = covar.cholesky();
if (lam != null) {
lam = lam.transpose();
for (int f = 0; f < numFactors; f++) normalRdn.set(f, Randoms.gaussian(0, 1));
DenseVector w1_M1_j = lam.mult(normalRdn).add(mean_m);
for (int f = 0; f < numFactors; f++) Q.set(j, f, w1_M1_j.get(f));
}
}
} // end of gibbs
loss = 0;
for (MatrixEntry me : trainMatrix) {
int u = me.row();
int j = me.column();
double ruj = me.get();
double pred = predict(u, j);
double euj = ruj - pred;
loss += euj * euj;
}
loss *= 0.5;
if (isConverged(iter)) break;
}
}
/**
* Randomly sample a matrix from Wishart Distribution with the given parameters.
*
* @param scale scale parameter for Wishart Distribution.
* @param df degree of freedom for Wishart Distribution.
* @return the sample randomly drawn from the given distribution.
*/
protected DenseMatrix wishart(DenseMatrix scale, double df) {
DenseMatrix A = scale.cholesky();
if (A == null) return null;
int p = scale.numRows();
DenseMatrix z = new DenseMatrix(p, p);
for (int i = 0; i < p; i++) {
for (int j = 0; j < p; j++) {
z.set(i, j, Randoms.gaussian(0, 1));
}
}
SparseVector y = new SparseVector(p);
for (int i = 0; i < p; i++) y.set(i, Randoms.gamma((df - (i + 1)) / 2, 2));
DenseMatrix B = new DenseMatrix(p, p);
B.set(0, 0, y.get(0));
if (p > 1) {
// rest of diagonal:
for (int j = 1; j < p; j++) {
SparseVector zz = new SparseVector(j);
for (int k = 0; k < j; k++) zz.set(k, z.get(k, j));
B.set(j, j, y.get(j) + zz.inner(zz));
}
// first row and column:
for (int j = 1; j < p; j++) {
B.set(0, j, z.get(0, j) * Math.sqrt(y.get(0)));
B.set(j, 0, B.get(0, j)); // mirror
}
}
if (p > 2) {
for (int j = 2; j < p; j++) {
for (int i = 1; i <= j - 1; i++) {
SparseVector zki = new SparseVector(i);
SparseVector zkj = new SparseVector(i);
for (int k = 0; k <= i - 1; k++) {
zki.set(k, z.get(k, i));
zkj.set(k, z.get(k, j));
}
B.set(i, j, z.get(i, j) * Math.sqrt(y.get(i)) + zki.inner(zkj));
B.set(j, i, B.get(i, j)); // mirror
}
}
}
return A.transpose().mult(B).mult(A);
}
