def optimise_similarity():
""" Optimise similarity weights
Use hyperopt to minimize a desired target (example: minimize -median)
"""
d_uchar = {}
d_test = {}
d_user_full = {}
d_coupon = {}
d_user_pred = {}
d_user_purchase = {}
metric = "correlation"
var_choice = "1"
list_week = ["week51", "week52"]
for week_ID in list_week:
test_sparse, uchar_sparse, list_user, list_coupon, user_pred = prepare_similarity(
week_ID, var_choice, metric)
d_uchar[week_ID] = uchar_sparse
d_test[week_ID] = test_sparse
d_user_full[week_ID] = list_user
d_coupon[week_ID] = list_coupon
d_user_pred[week_ID] = user_pred
#Get actual purchase dict
with open(
"../Data/Validation/" + week_ID +
"/dict_purchase_validation_" + week_ID + ".pickle", "r") as fp:
d_user_purchase[week_ID] = pickle.load(fp)
# Take care of users which registered during validation test week
for key in d_user_purchase[week_ID].keys():
try:
d_user_pred[week_ID][key]
except KeyError:
d_user_pred[week_ID][key] = []
print "Loading OK"
def objective_function(x_int):
objective_function.n_iterations += 1
list_score = []
# Parameter to optimise
gnr, disc, disp, large, small, val, us_sum, sex = x_int
#Build sparse matrix of weights
Wm = sps.block_diag(
(gnr * np.eye(13), disc * np.eye(1), disp * np.eye(1),
large * np.eye(9), small * np.eye(55), val * np.eye(2),
us_sum * np.eye(1), sex * np.eye(2)))
Wm_sparse = sps.csr_matrix(Wm)
for week_ID in list_week:
WmT = Wm_sparse.dot(d_test[week_ID])
score = 1. / distance.cdist(uchar_sparse.todense(),
WmT.T.todense(), metric)
#Store predictions in a dict
d_user_pred[week_ID] = {}
# Compute score
for i, user in enumerate(d_user_full[week_ID]):
list_pred = np.ravel(score[i, :])
list_index_top10 = list_pred.argsort()[-10:][::-1]
d_user_pred[week_ID][user] = d_coupon[week_ID][
list_index_top10]
for key in d_user_purchase[week_ID].keys():
try:
d_user_pred[week_ID][key]
except KeyError:
d_user_pred[week_ID][key] = []
list_user = d_user_purchase[week_ID].keys()
list_actual = [d_user_purchase[week_ID][key] for key in list_user]
list_pred = [d_user_pred[week_ID][key] for key in list_user]
list_score.append(mapr.mapk(list_actual, list_pred))
list_score = np.array(list_score)
print objective_function.n_iterations, \
"gnr, disc, disp, large, small, val, us_sum, sex =", gnr, disc, disp, large, small, val, us_sum, sex, \
"\nMean of MAP = ", np.mean(list_score), \
"\n Std of MAP = ", np.std(list_score)
return -np.min(list_score)
objective_function.n_iterations = 0
best = hyperopt_fmin(objective_function,
space=(hp.uniform('gnr', 0,
5), hp.uniform('disc', 0, 5),
hp.uniform('disp', 0,
5), hp.uniform('large', 0, 5),
hp.uniform('small', 0,
5), hp.uniform('val', 0, 5),
hp.uniform('us_sum', 0,
5), hp.uniform('sex', 0, 5)),
algo=tpe.suggest,
max_evals=10)
print best
objective_function(
tuple([
best[key] for key in
["gnr", "disc", "disp", "large", "small", "val", "us_sum", "sex"]
]))
def optimise_blend(list_week_ID):
""" Optimise blending weights
args : list_week_ID = list of validation weeks
"""
# Initialise dict which will serve later on
d_user_pred = {}
d_blend_pred = {}
d_user_purchase = {}
d_coupon = {}
d_user = {}
for week_ID in list_week_ID :
d_user_pred[week_ID] = {}
d_blend_pred[week_ID] = {}
#Loop over weeks
for week_ID in list_week_ID :
#Get actual purchase
with open( "../Data/Validation/" + week_ID + "/dict_purchase_validation_" + week_ID + ".pickle", "r") as fp:
d_user_purchase[week_ID] = pickle.load(fp)
# Open different predictors
pred_lightfm = {}
with open("../Data/Validation/%s/d_pred_lightfm_%s.pickle" % (week_ID, week_ID), "r") as f:
pred_lightfm = pickle.load(f)
pred_sim = {}
with open("../Data/Validation/%s/d_pred_similarity_%s.pickle" % (week_ID, week_ID), "r") as f:
pred_sim = pickle.load(f)
pred_xgb_rank = {}
with open("../Data/Validation/%s/d_pred_xgb_rank_pairwise_%s.pickle" % (week_ID, week_ID), "r") as f:
pred_xgb_rank = pickle.load(f)
pred_xgb_reg = {}
with open("../Data/Validation/%s/d_pred_xgb_reg_linear_%s.pickle" % (week_ID, week_ID), "r") as f:
pred_xgb_reg = pickle.load(f)
pred_SVM = {}
with open("../Data/Validation/%s/d_pred_SVM_%s.pickle" % (week_ID, week_ID), "r") as f:
pred_SVM = pickle.load(f)
list_coupon = np.array(pred_sim["list_coupon"])
list_user = pred_sim["d_user_pred"].keys()
d_coupon[week_ID] = list_coupon
d_user[week_ID] = list_user
# Sanity checks
assert(pred_lightfm["list_coupon"] == pred_sim["list_coupon"])
assert(pred_lightfm["list_coupon"] == pred_xgb_rank["list_coupon"])
assert(pred_lightfm["list_coupon"] == pred_xgb_reg["list_coupon"])
assert(pred_lightfm["list_coupon"] == pred_SVM["list_coupon"])
assert(set(d_user_purchase[week_ID].keys()) == set(list_user))
for user in list_user :
d_user_pred[week_ID][user] = {"sim" : np.array(pred_sim["d_user_pred"][user])}
d_user_pred[week_ID][user]["xgb_rank"] = np.array(pred_xgb_rank["d_user_pred"][user])
d_user_pred[week_ID][user]["xgb_reg"] = np.array(pred_xgb_reg["d_user_pred"][user])
d_user_pred[week_ID][user]["xgb_SVM"] = np.array(pred_SVM["d_user_pred"][user])
d_user_pred[week_ID][user]["lightfm"] = np.array(pred_lightfm["d_user_pred"][user])
#Scale for blending
d_user_pred[week_ID][user]["sim"] = MinMaxScaler().fit_transform(d_user_pred[week_ID][user]["sim"].astype(float))
d_user_pred[week_ID][user]["xgb_rank"] = MinMaxScaler().fit_transform(d_user_pred[week_ID][user]["xgb_rank"].astype(float))
d_user_pred[week_ID][user]["xgb_reg"] = MinMaxScaler().fit_transform(d_user_pred[week_ID][user]["xgb_reg"].astype(float))
d_user_pred[week_ID][user]["xgb_SVM"] = MinMaxScaler().fit_transform(d_user_pred[week_ID][user]["xgb_SVM"].astype(float))
d_user_pred[week_ID][user]["lightfm"] = MinMaxScaler().fit_transform(d_user_pred[week_ID][user]["lightfm"].astype(float))
def objective_function(x_int):
objective_function.n_iterations += 1
list_score = []
# Parameter to optimise
w_sim, w_rank, w_reg, w_SVM, w_lightfm = x_int
for week_ID in list_week_ID :
for index, user in enumerate(d_user[week_ID]) :
d_blend_pred[week_ID][user] = d_user_pred[week_ID][user]["sim"]*w_sim
d_blend_pred[week_ID][user] += d_user_pred[week_ID][user]["xgb_rank"]*w_rank
d_blend_pred[week_ID][user] += d_user_pred[week_ID][user]["xgb_reg"]*w_reg
d_blend_pred[week_ID][user] += d_user_pred[week_ID][user]["xgb_SVM"]*w_SVM
d_blend_pred[week_ID][user] += d_user_pred[week_ID][user]["lightfm"]*w_lightfm
list_pred = d_blend_pred[week_ID][user]
top_k = np.argsort(-list_pred)[:10]
d_blend_pred[week_ID][user] = d_coupon[week_ID][top_k]
list_user = d_user_purchase[week_ID].keys()
list_actual = [d_user_purchase[week_ID][key] for key in list_user]
list_pred = [d_blend_pred[week_ID][key] for key in list_user]
list_score.append(mapr.mapk(list_actual, list_pred))
list_score = np.array(list_score)
print(objective_function.n_iterations, \
"w_sim, w_rank, w_reg, w_SVM, w_lightfm =", w_sim, w_rank, w_reg, w_SVM, w_lightfm, \
"\nList_score = ", list_score, \
"\nMean of MAP = ", np.mean(list_score), \
"\n Std of MAP = ", np.std(list_score))
return -np.median(list_score)
objective_function.n_iterations = 0
best = hyperopt_fmin(objective_function,
space=(hp.uniform('w_sim', 0, 1),
hp.uniform('w_rank', 0, 1),
hp.uniform('w_reg', 0, 1),
hp.uniform('w_SVM', 0, 1),
hp.uniform('w_lightfm', 0, 1)),
algo=tpe.suggest,
max_evals=10)
print(best)
objective_function(tuple([best[key] for key in ["w_sim", "w_rank", "w_reg", "w_SVM", "w_lightfm"]]))
def optimise_similarity():
""" Optimise similarity weights
Use hyperopt to minimize a desired target (example: minimize -median)
"""
d_uchar = {}
d_test = {}
d_user_full = {}
d_coupon = {}
d_user_pred = {}
d_user_purchase = {}
metric = "correlation"
var_choice = "1"
list_week = ["week51", "week52"]
for week_ID in list_week :
test_sparse, uchar_sparse,list_user, list_coupon, user_pred = prepare_similarity(week_ID,var_choice, metric)
d_uchar[week_ID] = uchar_sparse
d_test[week_ID] = test_sparse
d_user_full[week_ID] = list_user
d_coupon[week_ID] = list_coupon
d_user_pred[week_ID] = user_pred
#Get actual purchase dict
with open("../Data/Validation/" + week_ID + "/dict_purchase_validation_" + week_ID + ".pickle", "r") as fp:
d_user_purchase[week_ID] = pickle.load(fp)
# Take care of users which registered during validation test week
for key in d_user_purchase[week_ID].keys() :
try :
d_user_pred[week_ID][key]
except KeyError :
d_user_pred[week_ID][key] = []
print "Loading OK"
def objective_function(x_int):
objective_function.n_iterations += 1
list_score = []
# Parameter to optimise
gnr, disc, disp, large, small, val, us_sum, sex = x_int
#Build sparse matrix of weights
Wm = sps.block_diag((gnr*np.eye(13), disc*np.eye(1), disp*np.eye(1), large*np.eye(9), small*np.eye(55), val*np.eye(2), us_sum*np.eye(1), sex*np.eye(2)))
Wm_sparse = sps.csr_matrix(Wm)
for week_ID in list_week :
WmT = Wm_sparse.dot(d_test[week_ID])
score = 1./distance.cdist(uchar_sparse.todense(), WmT.T.todense(), metric)
#Store predictions in a dict
d_user_pred[week_ID] = {}
# Compute score
for i, user in enumerate(d_user_full[week_ID]) :
list_pred = np.ravel(score[i,:])
list_index_top10 = list_pred.argsort()[-10:][::-1]
d_user_pred[week_ID][user] = d_coupon[week_ID][list_index_top10]
for key in d_user_purchase[week_ID].keys() :
try :
d_user_pred[week_ID][key]
except KeyError :
d_user_pred[week_ID][key] = []
list_user = d_user_purchase[week_ID].keys()
list_actual = [d_user_purchase[week_ID][key] for key in list_user]
list_pred = [d_user_pred[week_ID][key] for key in list_user]
list_score.append(mapr.mapk(list_actual, list_pred))
list_score = np.array(list_score)
print objective_function.n_iterations, \
"gnr, disc, disp, large, small, val, us_sum, sex =", gnr, disc, disp, large, small, val, us_sum, sex, \
"\nMean of MAP = ", np.mean(list_score), \
"\n Std of MAP = ", np.std(list_score)
return -np.min(list_score)
objective_function.n_iterations = 0
best = hyperopt_fmin(objective_function,
space=(hp.uniform('gnr', 0, 5),
hp.uniform('disc', 0, 5),
hp.uniform('disp', 0, 5),
hp.uniform('large', 0, 5),
hp.uniform('small', 0, 5),
hp.uniform('val', 0, 5),
hp.uniform('us_sum', 0, 5),
hp.uniform('sex', 0, 5)),
algo=tpe.suggest,
max_evals=10)
print best
objective_function(tuple([best[key] for key in ["gnr", "disc", "disp", "large", "small", "val", "us_sum", "sex"]]))