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fm_with_glasso.py
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#coding=utf8
'''
Implement the solver factorization machine with group lasso
version4: gradient v calculation with cython
version3: gradient calculation with c code for V
version2: accelerated proximal gradient descent
version1: proximal gradient descent
'''
import sys
import time
import logging
import ctypes
import threading
from datetime import datetime
import cPickle as pickle
from get_grads_cython import get_grad_v
import numpy as np
from numpy.linalg import norm
from logging_util import init_logger
INCLUDE_RATINGS = True
def init_conifg(dt_arg, reg, exp_type, eps, K=10, F=10):
global rating_filename
global logger
global exp_id
global dt
dt = dt_arg
if dt == 'yelp':
rating_filename = 'ratings_filter5'
elif dt in ['yelp-200k', 'yelp-50k', 'yelp-10k', 'yelp-5k', 'yelp-100k']:
rating_filename = 'ratings'
elif dt in ['douban']:
rating_filename = 'ratings'
elif dt == 'cikm-yelp':
rating_filename = 'ratings'
elif dt == 'yelp-sample':
rating_filename = ''
elif dt in ['ml-100k', 'ml-1m', 'ml-10m']:
rating_filename = '%s-rating' % dt
elif dt == 'amazon-app':
rating_filename = 'filter5_ratings_Apps_for_Android'
elif dt in ['amazon-200k', 'amazon-50k', 'amazon-100k', 'amazon-10k', 'amazon-5k']:
rating_filename = 'ratings'
if exp_type == 1:
log_filename = 'log/%s_fm_glasso_once_reg%s_eps%s_K%s_F%s.log' % (dt, reg, eps, K, F)
elif exp_type == 2:
log_filename = 'log/%s_fm_glasso_regv%s_eps%s_K%s_F%s.log' % (dt, reg, eps, K, F)
exp_id = int(time.time())
logger = init_logger('exp_%s' % exp_id, log_filename, logging.INFO, False)
stf = lambda eta, nw: 1 - eta / nw if eta < nw else 0.0#soft threshold function
stf2 = lambda b: b if b > 0.0 else 0.0#soft threshold function
DEBUG = False
grad_v_lib = ctypes.cdll.LoadLibrary('./cal_grad_v.so')
cal_grad_v = grad_v_lib.cal_grad_v
def prox_op(W, V, eta, gw_inds, gv_inds):
f_V = V.flatten()
for i in range(len(gw_inds)):
W[gw_inds[i]] = stf(eta, norm(W[gw_inds[i]])) * W[gw_inds[i]]
f_V[gv_inds[i]] = stf(eta, norm(f_V[gv_inds[i]])) * f_V[gv_inds[i]]
V = f_V.reshape(V.shape)
return W, V
def group_lasso(P, gp_inds):
res = 0.0
for i in range(gp_inds.shape[0]):
res += norm(P[gp_inds[i]])
return res
def cal_err(X, Y, W, V, b):
part1 = np.dot(W, X.T)
part2 = np.square(np.dot(X, V))
part3 = np.dot(np.square(X), np.square(V))
Y_t = b + part1 + 0.5 * (part2 - part3).sum(axis=1)
return Y_t - Y
def obj(err, W, V, lamb, gw_inds, gv_inds):
return np.power(err, 2).sum() + lamb * group_lasso(W, gw_inds) + lamb * group_lasso(V.flatten(), gv_inds)
def load_data(t_dir, N, train_filename, test_filename, F):
start_time = time.time()
train_data = np.loadtxt(train_filename)
test_data = np.loadtxt(test_filename)
train_num = train_data.shape[0]
test_num = test_data.shape[0]
uid2reps, bid2reps = load_representation(t_dir, N/2, F)
X = np.zeros((train_num, N), dtype=np.float64)
Y = train_data[:,2]
test_X = np.zeros((test_num, N), dtype=np.float64)
test_Y = test_data[:,2]
ind = 0
for u, b, _ in train_data:
ur = uid2reps[int(u)]
br = bid2reps[int(b)]
X[ind] = np.concatenate((ur,br))
ind += 1
X_sparsity = np.count_nonzero(X) * 1.0 / X.size
ind = 0
for u, b, _ in test_data:
ur = uid2reps.get(int(u), np.zeros(N/2, dtype=np.float64))
br = bid2reps.get(int(b), np.zeros(N/2, dtype=np.float64))
test_X[ind] = np.concatenate((ur,br))
ind += 1
test_X_sparsity = np.count_nonzero(test_X) * 1.0 / test_X.size
logger.info('finish loading data, cost %.2f seconds, ratings_file=%s, train=%s, test=%s, stat(shape, sparsity): train: (%s, %.4f), test: (%s, %.4f)', time.time() - start_time, rating_filename, train_filename, test_filename, X.shape, X_sparsity, test_X.shape, test_X_sparsity)
return X, Y, test_X, test_Y
def load_representation(t_dir, fnum, F):
'''
load user and item latent features generate by MF for every meta-graph
'''
if dt in ['yelp-200k', 'amazon-200k', 'amazon-50k', 'amazon-100k', 'amazon-10k', 'amazon-5k', 'cikm-yelp', 'yelp-50k', 'yelp-10k', 'yelp-5k', 'yelp-100k', 'douban']:
ufilename = t_dir + 'uids.txt'
bfilename = t_dir + 'bids.txt'
uids = [int(l.strip()) for l in open(ufilename, 'r').readlines()]
uid2reps = {k:np.zeros(fnum, dtype=np.float64) for k in uids}
bids = [int(l.strip()) for l in open(bfilename, 'r').readlines()]
bid2reps = {k:np.zeros(fnum, dtype=np.float64) for k in bids}
if dt == 'yelp-200k':
ufiles = ['URPSRUB_user.dat', 'URNSRUB_user.dat', 'UPBCatB_top1000_user.dat', 'UPBStarsB_top1000_user.dat', 'UPBStateB_top1000_user.dat', 'UPBCityB_top1000_user.dat', 'UPBUB_top1000_user.dat', 'UNBUB_top1000_user.dat', 'UUB_top1000_user.dat', 'URPARUB_top1000_user.dat', 'URNARUB_top1000_user.dat']
vfiles = ['URPSRUB_item.dat', 'URNSRUB_item.dat', 'UPBCatB_top1000_item.dat', 'UPBStarsB_top1000_item.dat', 'UPBStateB_top1000_item.dat', 'UPBCityB_top1000_item.dat', 'UPBUB_top1000_item.dat', 'UNBUB_top1000_item.dat', 'UUB_top1000_item.dat', 'URPARUB_top1000_item.dat', 'URNARUB_top1000_item.dat']
if dt in ['yelp-10k', 'yelp-50k', 'yelp-100k', 'yelp-5k']:
ufiles = ['URPSRUB_top500_user.dat', 'URNSRUB_top500_user.dat', 'UPBCatB_top500_user.dat', 'UPBStarsB_top500_user.dat', 'UPBStateB_top500_user.dat', 'UPBCityB_top500_user.dat', 'UPBUB_top500_user.dat', 'UNBUB_top500_user.dat', 'UUB_top500_user.dat', 'URPARUB_top500_user.dat', 'URNARUB_top500_user.dat']
vfiles = ['URPSRUB_top500_item.dat', 'URNSRUB_top500_item.dat', 'UPBCatB_top500_item.dat', 'UPBStarsB_top500_item.dat', 'UPBStateB_top500_item.dat', 'UPBCityB_top500_item.dat', 'UPBUB_top500_item.dat', 'UNBUB_top500_item.dat', 'UUB_top500_item.dat', 'URPARUB_top500_item.dat', 'URNARUB_top500_item.dat']
elif dt == 'amazon-200k':
ufiles = ['URPSRUB_user.dat', 'URNSRUB_user.dat', 'UPBCatB_top1000_user.dat', 'UPBBrandB_top1000_user.dat', 'UPBUB_top1000_user.dat', 'UNBUB_top1000_user.dat', 'URPARUB_top1000_user.dat', 'URNARUB_top1000_user.dat']
vfiles = ['URPSRUB_item.dat', 'URNSRUB_item.dat', 'UPBCatB_top1000_item.dat', 'UPBBrandB_top1000_item.dat', 'UPBUB_top1000_item.dat', 'UNBUB_top1000_item.dat', 'URPARUB_top1000_item.dat', 'URNARUB_top1000_item.dat']
elif dt in ['amazon-50k','amazon-100k','amazon-10k','amazon-5k']:
ufiles = ['URPSRUB_top500_user.dat', 'URNSRUB_top500_user.dat', 'UPBCatB_top500_user.dat', 'UPBBrandB_top500_user.dat', 'UPBUB_top500_user.dat', 'UNBUB_top500_user.dat', 'URPARUB_top500_user.dat', 'URNARUB_top500_user.dat']
vfiles = ['URPSRUB_top500_item.dat', 'URNSRUB_top500_item.dat', 'UPBCatB_top500_item.dat', 'UPBBrandB_top500_item.dat', 'UPBUB_top500_item.dat', 'UNBUB_top500_item.dat', 'URPARUB_top500_item.dat', 'URNARUB_top500_item.dat']
elif dt == 'cikm-yelp':
ufiles = ['UPBCatBUB_top500_user.dat', 'UPBCityBUB_top500_user.dat','UNBCatBUB_top500_user.dat', 'UNBCityBUB_top500_user.dat', 'UPBUB_top500_user.dat', 'UNBUB_top500_user.dat', 'UUB_top500_user.dat', 'UCompUB_top500_user.dat']
vfiles = ['UPBCatBUB_top500_item.dat', 'UPBCityBUB_top500_item.dat','UNBCatBUB_top500_item.dat', 'UNBCityBUB_top500_item.dat', 'UPBUB_top500_item.dat', 'UNBUB_top500_item.dat', 'UUB_top500_item.dat', 'UCompUB_top500_item.dat']
elif dt == 'douban':
ufiles = ['UBDBUB_top500_user.dat', 'UBABUB_top500_user.dat', 'UBTBUB_top500_user.dat', 'UGUB_top500_user.dat', 'UBUB_top500_user.dat']
vfiles = ['UBDBUB_top500_item.dat', 'UBABUB_top500_item.dat', 'UBTBUB_top500_item.dat', 'UGUB_top500_item.dat', 'UBUB_top500_item.dat']
if INCLUDE_RATINGS:
ufiles.append('ratings_only_user.dat')
vfiles.append('ratings_only_item.dat')
feature_dir = t_dir + 'mf_features/path_count/'
#exp vary F
if F != 10:
feature_dir = t_dir + 'mf_features/path_count/ranks/'
for find, filename in enumerate(ufiles):
if F != 10:
filename = filename.replace('user', 'F%s_user' % F)
ufiles[find] = filename
ufs = np.loadtxt(feature_dir + filename, dtype=np.float64)
cur = find * F
for uf in ufs:
uid = int(uf[0])
f = uf[1:]
uid2reps[uid][cur:cur+F] = f
for find, filename in enumerate(vfiles):
if F != 10:
filename = filename.replace('item', 'F%s_item' % F)
vfiles[find] = filename
bfs = np.loadtxt(feature_dir + filename, dtype=np.float64)
cur = find * F
for bf in bfs:
bid = int(bf[0])
f = bf[1:]
bid2reps[bid][cur:cur+F] = f
logger.info('run for all, F=%s, len(ufiles)=%s, len(vfiles)=%s, ufiles=%s, vfiles=%s', len(ufiles), F, len(vfiles), '|'.join(ufiles), '|'.join(vfiles))
return uid2reps, bid2reps
def cal_rmse(W, V, b, test_X, test_Y):
err = cal_err(test_X, test_Y, W, V, b)
num = test_Y.shape[0]
rmse = np.sqrt(np.square(err).sum() / num)
return rmse
def cal_mae(W, V, b, test_X, test_Y):
err = cal_err(test_X, test_Y, W, V, b)
num = test_Y.shape[0]
mae = np.abs(err).sum() / num
return mae
def run(split_num, t_dir, lamb, K, eps, ite, solver='acc', train_filename='', test_filename='', F=10):
'''
K: number of latent features in FM
lamb: regularization
ite: max iterations regardless of stopping criteira
eps: stopping criteria
eta: learning rate
F: number of latent features in matrix factorization
L: number of meta-graph
'''
global exp_rmses
global exp_maes
global threads_finish
logger.info('start validation %s, exp_dir=%s, train_filename=%s, test_filename=%s', split_num, t_dir, train_filename, test_filename)
start_time = time.time()
if dt in ['yelp-200k', 'yelp-50k', 'yelp-10k', 'yelp-100k', 'yelp-5k']:
L = 11
elif dt in ['amazon-200k', 'amazon-50k', 'amazon-100k', 'amazon-10k', 'amazon-5k']:
L = 8
elif dt == 'cikm-yelp':
L = 8
elif dt == 'douban':
L = 5
#F = F
if INCLUDE_RATINGS:
L += 1
N = 2 * L * F
eta = 1e-7
eta_b = eta#learning rate
eta_w = eta#learning rate
eta_v = eta#learning rate
beta = 0.9#parameter used in line search
exp_id = int(time.time())
b = 0 # bias
initial = 1e-5
W = np.random.rand(N).astype(dtype=np.float64) * initial # 1 by N
V = np.random.rand(N, K).astype(dtype=np.float64) * initial# N by K
X, Y, test_X, test_Y = load_data(t_dir, N, train_filename, test_filename, F)
exp_info = 'exp on large scale data, 1-5 scale, when reg=%s, initial=%s, solver=%s' % (lamb, initial, solver)
exp_time = datetime.now().strftime('%Y-%m-%d %H:%M')
logger.info('*************exp_time:%s, exp_id=%s, %s*************', exp_time, exp_id, exp_info)
logger.info('fm_group_lasso started, exp_id=%s, %s group features, solver=%s, config K,F,reg,ite,eta,eps,initial=(%s,%s,%s,%s,(%s,%s,%s),%s,%s)', int(exp_id), L, solver, K, F, lamb, ite, eta_b, eta_w, eta_v, eps, initial)
gw_inds = np.arange(N).reshape(2*L, F)
gv_inds = np.arange(N*K).reshape(2*L, F*K)
if solver == 'acc':
rmses, maes = train_acc_prox_gradient(t_dir, X, Y, W, V, b, gw_inds, gv_inds, test_X, test_Y, ite, lamb, eta_b, eta_w, eta_v, beta, eps, exp_id, N, K)
else:
rmses, maes = train_prox_gradient(t_dir, X, Y, W, V, b, gw_inds, gv_inds, test_X, test_Y, ite, eta, beta, eps, exp_id, N, K)
total_cost = (time.time() - exp_id) / 3600.0
logger.info('fm_group_lasso finished, total_cost=%.2f hours exp_time=%s, exp_id=%s, %s group features, solver=%s, config K,F,reg,ite,eta,eps,initial=(%s,%s,%s,%s,(%s,%s,%s),%s,%s)', total_cost, exp_time, int(exp_id), L, solver, K, F, lamb,ite, eta_b, eta_w, eta_v, eps, initial)
if exp_type > 1:
round_rmse = np.mean(rmses[-5:])
round_mae = np.mean(maes[-5:])
exp_rmses[split_num] = round_rmse
exp_maes[split_num] = round_mae
logger.info('finish validation %s, exp_dir=%s, cost %.2f minutes, rmse=%.4f, mae=%.4f', split_num, t_dir, (time.time() - start_time) / 60.0, exp_rmses[split_num], exp_maes[split_num])
threads_finish[split_num - 1] = True
return rmses, maes
def cal_grad_v_by_c(err, X_i, part_f, tmp):
xn = X_i.size
nc = ctypes.c_int(xn)
res = np.array([0.0], dtype=np.float64)
resp = res.ctypes.data_as(ctypes.POINTER(ctypes.c_double))
ep = err.ctypes.data_as(ctypes.POINTER(ctypes.c_double))
xp = X_i.ctypes.data_as(ctypes.POINTER(ctypes.c_double))
fp = part_f.ctypes.data_as(ctypes.POINTER(ctypes.c_double))
tp = tmp.ctypes.data_as(ctypes.POINTER(ctypes.c_double))
cal_grad_v(ep, xp, fp, tp, nc, resp)
return res[0]
def line_search(err, W, V, b, lamb, eta, gw_inds, gv_inds, obj_v, X, Y, ln, N, K):
grad_start = time.time()
grad_w = 2 * np.dot(err, X)
w_cost = time.time() - grad_start
part = np.dot(X, V)
X_square = np.square(X)
v_start = time.time()
M = X.shape[0]
grad_v = get_grad_v(err, W, V, X, part, X_square, N, K, M)
v_cost = time.time() - v_start
#print 'grad_w/square/set/grads cost: %.2fs/%.2fs/%.2fs/%.2fs' % (w_cost, square_cost, v_set_cost, time.time() - grad_start)
#line search with accelerated proximal operator
for lt in range(ln+1):
tW, tV = W - eta * grad_w, V - eta * grad_v
W_p, V_p = prox_op(tW, tV, eta * lamb, gw_inds, gv_inds)
l_err = cal_err(X, Y, W_p, V_p, b)
l_obj = obj(l_err, W_p, V_p, lamb, gw_inds, gv_inds)
if l_obj < obj_v:
eta = 1.5 * eta
break
else:
eta = 0.9 * eta
return eta, lt, l_obj, W_p, V_p, v_cost
def train_acc_prox_gradient(t_dir, X, Y, W, V, b, gw_inds, gv_inds, test_X, test_Y, ite, lamb, eta_b, eta_w, eta_v, beta, eps, exp_id, N, K):
'''
accelerated proximal gradient method
'''
objs = [None] * (ite + 1)
err = cal_err(X, Y, W, V, b)
objs[0] = obj(err, W, V, lamb, gw_inds, gv_inds)
rmses = [cal_rmse(W, V, b, test_X, test_Y)]
maes = [cal_mae(W, V, b, test_X, test_Y)]
A = np.hstack((W.reshape(-1,1), V))
A0, A1, C1 = A.copy(), A.copy(), A.copy()
c = objs[0]
r0, r1, q, qeta = 0.0, 1.0, 1.0, 0.5
eta1 = eta2 = eta_b
lt1, lt2 = 0, 0
ln = 100
for t in range(ite):
try:
start = time.time()
B = A1 + r0/r1 * (C1 - A1) + (r0 - 1)/r1 * (A1 - A0)
W, V = B[:,0].flatten(), B[:,1:]
err = cal_err(X, Y, W, V, b)
obj_b = obj(err, W, V, lamb, gw_inds, gv_inds)
b = b - eta_b * 2 * err.sum()
l1start = time.time()
eta1, lt1, obj_c, W_p, V_p, v_cost1 = line_search(err, W, V, b, lamb, eta1, gw_inds, gv_inds, obj_b, X, Y, ln, N, K)
l1cost = time.time() - l1start
if lt1 == ln:
logger.info('lt1=%s', lt1)
break
C1 = np.hstack((W_p.reshape(-1,1), V_p))
A0 = A1.copy()
l2cost, v_cost2 = 0.0, 0.0
if obj_c < c:
A1 = C1.copy()
objs[t+1] = obj_c
else:
W, V = A1[:,0].flatten(), A1[:,1:]
err = cal_err(X, Y, W, V, b)
obj_a = obj(err, W, V, lamb, gw_inds, gv_inds)
l2start = time.time()
eta1, lt2, obj_v, W_p, V_p, v_cost2 = line_search(err, W, V, b, lamb, eta1, gw_inds, gv_inds, obj_a, X, Y, ln, N, K)
l2cost = time.time() - l2start
if obj_c > obj_v:
A1 = np.hstack((W_p.reshape(-1,1), V_p))
objs[t+1] = obj_v
else:
A1 = C1.copy()
objs[t+1] = obj_c
if lt2 == ln:
logger.info('lt2=%s', lt2)
break
W, V = A1[:,0].flatten(), A1[:,1:]
rmses.append(cal_rmse(W, V, b, test_X, test_Y))
maes.append(cal_mae(W, V, b, test_X, test_Y))
end = time.time()
dr = abs(objs[t] - objs[t+1]) / objs[t]
logger.info('exp_id=%s, iter=%s, (lt1,eta1, v_cost1/cost)=(%s,%s, %.2f/%.2fs), (lt2,eta2,v_cost2/cost)=(%s,%s, %.2f/%.2fs), obj=%.5f(dr=%.8f), rmse=%.5f, mae=%.5f, cost=%.2f seconds', exp_id, t, lt1, eta1, v_cost1, l1cost, lt2, eta2, v_cost2, l2cost, objs[t+1], dr, rmses[t+1], maes[t+1], (end - start))
r0 = r1
r1 = (np.sqrt(4 * pow(r0, 2) + 1) + 1) / 2.0
tq = qeta * q + 1.0
c = (qeta * q * c + objs[t+1]) / tq
q = tq
if dr < eps:
break
except KeyboardInterrupt:
logger.info('stopped manually, iter=%s,obj=%.5f,rmse=%.5f,mae=%.5f', t, objs[t], rmses[-1], maes[-1])
break
split_num = t_dir.split('/')[-2]
W_wfilename = 'fm_res/split%s_W_%s_exp%s.txt' % (split_num, lamb, exp_id)
np.savetxt(W_wfilename, W)
V_wfilename = 'fm_res/split%s_V_%s_exp%s.txt' % (split_num, lamb, exp_id)
np.savetxt(V_wfilename, V)
logger.info('W and V saved in %s and %s', W_wfilename, V_wfilename)
return rmses, maes
def run_5_validation(lamb, K, eps, ite, solver, F=10):
logger.info('start run_5_validations, dataset=%s, ratings_filename=%s, K=%s,F=%s,eps=%s,reg=%s,iters=%s,solver=%s', dt, rating_filename, K,F,eps,lamb, ite, solver)
run_start = time.time()
global exp_rmses
global exp_maes
global threads_finish
exp_maes, exp_rmses = {}, {}
threads_finish = [False] * 5
threads = []
for rnd in xrange(5):
start_time = time.time()
t_dir = 'data/%s/exp_split/%s/' % (dt, rnd+1)
train_filename = t_dir + '%s_train_%s.txt' % (rating_filename, rnd+1)
test_filename = t_dir + '%s_test_%s.txt' % (rating_filename, rnd+1)
threads.append(threading.Thread(target=run, args=(rnd+1, t_dir, lamb, K, eps, ite,solver, train_filename, test_filename, F)))
for t in threads:
t.daemon = True
t.start()
while True:
time.sleep(1)
if sum(threads_finish) == 5:
cost = (time.time() - run_start) / 60.0
logger.info('**********finish run_5_validations, cost %.2f mins, dataset=%s,rating_filename=%s***********\n*****config: (K, F, reg, eps, iters solver)=(%s, %s, %s, %s, %s, %s), exp rmses: %s, maes: %s\n*******avg rmse=%s, avg mae=%s\n**************', cost, dt, rating_filename, K, F, lamb, eps, ite, solver, exp_rmses.items(), exp_maes.items(), np.mean(exp_rmses.values()), np.mean(exp_maes.values()))
break
if __name__ == '__main__':
if len(sys.argv) == 8:
global exp_type
dt = sys.argv[1]
#lambw = float(sys.argv[3].replace('regw',''))
#lambv = float(sys.argv[4].replace('regv',''))
exp_type = int(sys.argv[2])
lamb = float(sys.argv[3].replace('reg',''))
eps = float(sys.argv[4].replace('eps',''))
K = int(sys.argv[5].replace('K',''))
F = int(sys.argv[6].replace('F',''))
ite = int(sys.argv[7].replace('iter',''))
init_conifg(dt, lamb, exp_type, eps, K, F)
exp_id = int(time.time())
solver = 'acc'
if exp_type == 1:
#ite = 3000
run_start = time.time()
split_num = 2
t_dir = 'data/%s/exp_split/%s/' % (dt, split_num)
train_filename = t_dir + '%s_train_%s.txt' % (rating_filename, split_num)
test_filename = t_dir + '%s_test_%s.txt' % (rating_filename, split_num)
rmses, maes = run(split_num, t_dir, lamb, K, eps, ite, solver, train_filename, test_filename, F)
cost = (time.time() - run_start) / 3600.0
logger.info('**********fm_with_group_lasso finish, run once, cost %.2f hours*******\nconfig: (K, reg, eps, ites, solver)=(%s, %s, %s, %s, %s), rmses: %s, maes: %s\navg rmse=%s, avg mae=%s\n***************', cost, K, lamb, eps, ite, solver, rmses[-5:], maes[-5:], np.mean(rmses[-5:]), np.mean(maes[-5:]))
elif int(sys.argv[2]) == 2:
run_5_validation(lamb, K, eps, ite, solver, F)