Ejemplo n.º 1
0
 def rank(self, graph=None, personalization=None, *args, **kwargs):
     personalization = to_signal(graph, personalization)
     norm = backend.sum(backend.abs(personalization.np))
     ranks = self.ranker(graph, personalization, *args, **kwargs)
     if norm != 0:
         ranks.np = ranks.np * norm / backend.sum(backend.abs(ranks.np))
     return ranks
Ejemplo n.º 2
0
 def rank(self,
          graph: GraphSignalGraph = None,
          personalization: GraphSignalData = None,
          warm_start: GraphSignalData = None,
          graph_dropout: float = 0,
          *args,
          **kwargs) -> GraphSignal:
     personalization = to_signal(graph, personalization)
     self._prepare(personalization)
     personalization = self.personalization_transform(personalization)
     personalization_norm = backend.sum(backend.abs(personalization.np))
     if personalization_norm == 0:
         return personalization
     personalization = to_signal(personalization,
                                 personalization.np / personalization_norm)
     ranks = to_signal(
         personalization,
         backend.copy(personalization.np)
         if warm_start is None else warm_start)
     M = self.preprocessor(personalization.graph)
     self.convergence.start()
     self._start(backend.graph_dropout(M, graph_dropout), personalization,
                 ranks, *args, **kwargs)
     while not self.convergence.has_converged(ranks.np):
         self._step(backend.graph_dropout(M, graph_dropout),
                    personalization, ranks, *args, **kwargs)
     self._end(backend.graph_dropout(M, graph_dropout), personalization,
               ranks, *args, **kwargs)
     ranks.np = ranks.np * personalization_norm
     return ranks
Ejemplo n.º 3
0
 def __culep(self, personalization: BackendPrimitive,
             sensitive: BackendPrimitive, ranks: BackendPrimitive,
             params: List[float]):
     ranks = ranks.np / backend.max(ranks.np)
     #personalization = personalization / backend.max(personalization)
     res = ranks if self.parameter_buckets == 0 else 0
     for i in range(self.parameter_buckets):
         a = sensitive * (params[0 + 4 * i] -
                          params[1 + 4 * i]) + params[1 + 4 * i]
         b = sensitive * (params[2 + 4 * i] -
                          params[3 + 4 * i]) + params[3 + 4 * i]
         if self.error_skewing:
             res = res + (1 - a) * backend.exp(
                 b * (ranks - personalization)) + a * backend.exp(
                     -b * (ranks - personalization))
         else:
             res = res + (1 - a) * backend.exp(
                 b * backend.abs(ranks - personalization)
             ) + a * backend.exp(-b * backend.abs(ranks - personalization))
     return (1.0 - params[-1]) * res + personalization * params[-1]
Ejemplo n.º 4
0
 def _run(self,
          personalization: GraphSignal,
          params: object,
          base=None,
          *args,
          **kwargs):
     params = backend.to_primitive(params)
     div = backend.sum(backend.abs(params))
     if div != 0:
         params = params / div
     if self.basis != "krylov":
         if base is None:
             M = self.ranker_generator(params).preprocessor(
                 personalization.graph)
             base = arnoldi_iteration(M, personalization.np, len(params))[0]
         ret = 0
         for i in range(backend.length(params)):
             ret = ret + params[i] * base[:, i]
         return to_signal(personalization, ret)
     return self.ranker_generator(params).rank(personalization, *args,
                                               **kwargs)
Ejemplo n.º 5
0
 def evaluate(self, scores: GraphSignalData) -> BackendPrimitive:
     known_scores, scores = self.to_numpy(scores)
     return 1 - backend.sum(
         backend.abs(known_scores - scores)) / backend.length(scores)
Ejemplo n.º 6
0
 def evaluate(self, scores: GraphSignalData) -> BackendPrimitive:
     known_scores, scores = self.to_numpy(scores)
     return backend.max(backend.abs(known_scores - scores))
Ejemplo n.º 7
0
    def _tune(self, graph=None, personalization=None, *args, **kwargs):
        #graph_dropout = kwargs.get("graph_dropout", 0)
        #kwargs["graph_dropout"] = 0
        previous_backend = backend.backend_name()
        personalization = to_signal(graph, personalization)
        graph = personalization.graph
        if self.tuning_backend is not None and self.tuning_backend != previous_backend:
            backend.load_backend(self.tuning_backend)
        backend_personalization = to_signal(
            personalization, backend.to_array(personalization.np))
        #training, validation = split(backend_personalization, 0.8)
        #training2, validation2 = split(backend_personalization, 0.6)
        #measure_weights = [1, 1, 1, 1, 1]
        #propagated = [training.np, validation.np, backend_personalization.np, training2.np, validation2.np]

        measure_values = [None] * (self.num_parameters + self.autoregression)
        M = self.ranker_generator(measure_values).preprocessor(graph)

        #for _ in range(10):
        #    backend_personalization.np = backend.conv(backend_personalization.np, M)
        training, validation = split(backend_personalization, 0.8)
        training1, training2 = split(training, 0.5)

        propagated = [training1.np, training2.np]
        measures = [
            self.measure(backend_personalization, training1),
            self.measure(backend_personalization, training2)
        ]
        #measures = [self.measure(validation, training), self.measure(training, validation)]

        if self.basis == "krylov":
            for i in range(len(measure_values)):
                measure_values[i] = [
                    measure(p) for p, measure in zip(propagated, measures)
                ]
                propagated = [backend.conv(p, M) for p in propagated]
        else:
            basis = [
                arnoldi_iteration(M, p, len(measure_values))[0]
                for p in propagated
            ]
            for i in range(len(measure_values)):
                measure_values[i] = [
                    float(measure(base[:, i]))
                    for base, measure in zip(basis, measures)
                ]
        measure_values = backend.to_primitive(measure_values)
        mean_value = backend.mean(measure_values, axis=0)
        measure_values = measure_values - mean_value
        best_parameters = measure_values
        measure_weights = [1] * measure_values.shape[1]
        if self.autoregression != 0:
            #vals2 = -measure_values-mean_value
            #measure_values = np.concatenate([measure_values, vals2-np.mean(vals2, axis=0)], axis=1)
            window = backend.repeat(1. / self.autoregression,
                                    self.autoregression)
            beta1 = 0.9
            beta2 = 0.999
            beta1t = 1
            beta2t = 1
            rms = window * 0
            momentum = window * 0
            error = float('inf')
            while True:
                beta1t *= beta1
                beta2t *= beta2
                prev_error = error
                parameters = backend.copy(measure_values)
                for i in range(len(measure_values) - len(window) - 2, -1, -1):
                    parameters[i, :] = backend.dot(
                        (window),
                        measure_values[(i + 1):(i + len(window) + 1), :])
                errors = (parameters - measure_values
                          ) * measure_weights / backend.sum(measure_weights)
                for j in range(len(window)):
                    gradient = 0
                    for i in range(len(measure_values) - len(window) - 1):
                        gradient += backend.dot(measure_values[i + j + 1, :],
                                                errors[i, :])
                    momentum[j] = beta1 * momentum[j] + (
                        1 - beta1) * gradient  #*np.sign(window[j])
                    rms[j] = beta2 * rms[j] + (1 - beta2) * gradient * gradient
                    window[j] -= 0.01 * momentum[j] / (1 - beta1t) / (
                        (rms[j] / (1 - beta2t))**0.5 + 1.E-8)
                    #window[j] -= 0.01*gradient*np.sign(window[j])
                error = backend.mean(backend.abs(errors))
                if error == 0 or abs(error - prev_error) / error < 1.E-6:
                    best_parameters = parameters
                    break
        best_parameters = backend.mean(best_parameters[:self.num_parameters, :]
                                       * backend.to_primitive(measure_weights),
                                       axis=1) + backend.mean(mean_value)

        if self.tunable_offset is not None:
            div = backend.max(best_parameters)
            if div != 0:
                best_parameters /= div
            measure = self.tunable_offset(validation, training)
            base = basis[0] if self.basis != "krylov" else None
            best_offset = optimize(
                lambda params: -measure.best_direction() * measure(
                    self._run(training, [(best_parameters[i] + params[
                        2]) * params[0]**i + params[1] for i in range(
                            len(best_parameters))], base, *args, **kwargs)),
                #lambda params: - measure.evaluate(self._run(training, best_parameters + params[0], *args, **kwargs)),
                max_vals=[1, 0, 0],
                min_vals=[0, 0, 0],
                deviation_tol=0.005,
                parameter_tol=1,
                partitions=5,
                divide_range=2)
            #best_parameters += best_offset[0]
            best_parameters = [
                (best_parameters[i] + best_offset[2]) * best_offset[0]**i +
                best_offset[1] for i in range(len(best_parameters))
            ]

        best_parameters = backend.to_primitive(best_parameters)
        if backend.sum(backend.abs(best_parameters)) != 0:
            best_parameters /= backend.mean(backend.abs(best_parameters))
        if self.tuning_backend is not None and self.tuning_backend != previous_backend:
            best_parameters = [
                float(param) for param in best_parameters
            ]  # convert parameters to backend-independent list
            backend.load_backend(previous_backend)
        #kwargs["graph_dropout"] = graph_dropout
        if self.basis != "krylov":
            return Tautology(), self._run(
                personalization, best_parameters, *args,
                **kwargs)  # TODO: make this unecessary
        return self.ranker_generator(best_parameters), personalization