Example #1
0
def merge_vps(i,
              v,
              s,
              l,
              thresh,
              lweight,
              lsim,
              wbias,
              pdfpar,
              lp,
              llen,
              distance_measure,
              max_stdd=0.01,
              outlier_stdd=1e-6):

    M = v.shape[1]

    num_cores = multiprocessing.cpu_count()

    tryAgain = True
    tries = 0

    while tryAgain and M > 1:

        tries += 1

        angles = Parallel(n_jobs=num_cores)(
            delayed(calc_angle_to_other_vp)(v, i, j) for j in range(M))
        angles = np.stack(angles)

        argmin_angle = numpy.unravel_index(angles.argmin(), angles.shape)
        j = argmin_angle[0]
        k = argmin_angle[1]
        min_angle = angles[j, k]

        if min_angle < thresh:

            try:
                p = prob.calc_probabilities(i, pdfpar, v, l, lp, s, llen,
                                            distance_measure)
                w = weight_matrix(p.vl, lweight, lsim, bias=wbias)

                newVP = calc_new_vanishing_point(l, w[j, :] + w[k, :])

                p_vl_sum = np.sum(p.vl[k, :] + p.vl[j, :])
                s_log = np.log(np.sum(0.5 * (p.lvsq[:, j] + p.lvsq[:, k]) * (p.vl[k, :] + p.vl[j, :]))) - \
                        np.log(p_vl_sum)
                s[k] = np.exp(s_log)

                if newVP is None or s[k] > max_stdd:
                    tryAgain = False
                    continue
                else:
                    v[i, k, :] = newVP

                v = np.delete(v, j, axis=1)
                s = np.delete(s, j, axis=0)

            except np.linalg.linalg.LinAlgError as err:
                continue
        else:
            tryAgain = False

        M = v.shape[1]

    return {'v': v, 's': s}
def main(version='100k', n_jobs=1, random_state=0, cross_val=False):
    dl_params = {}
    dl_params['100k'] = dict(learning_rate=1, batch_size=10, offset=0, alpha=1)
    dl_params['1m'] = dict(learning_rate=.75,
                           batch_size=60,
                           offset=0,
                           alpha=.8)
    dl_params['10m'] = dict(learning_rate=.75,
                            batch_size=600,
                            offset=0,
                            alpha=3)
    dl_params['netflix'] = dict(learning_rate=.8,
                                batch_size=4000,
                                offset=0,
                                alpha=0.16)
    cd_params = {
        '100k': dict(alpha=.1),
        '1m': dict(alpha=.03),
        '10m': dict(alpha=.04),
        'netflix': dict(alpha=.1)
    }

    if version in ['100k', '1m', '10m']:
        X = load_movielens(version)
        X_tr, X_te = train_test_split(X,
                                      train_size=0.75,
                                      random_state=random_state)
        X_tr = X_tr.tocsr()
        X_te = X_te.tocsr()
    elif version is 'netflix':
        X_tr = load(expanduser('~/spira_data/nf_prize/X_tr.pkl'))
        X_te = load(expanduser('~/spira_data/nf_prize/X_te.pkl'))

    cd_mf = ExplicitMF(
        n_components=60,
        max_iter=50,
        alpha=.1,
        normalize=True,
        verbose=1,
    )
    dl_mf = DictMF(n_components=30,
                   n_epochs=20,
                   alpha=1.17,
                   verbose=5,
                   batch_size=10000,
                   normalize=True,
                   fit_intercept=True,
                   random_state=0,
                   learning_rate=.75,
                   impute=False,
                   partial=False,
                   backend='python')
    dl_mf_partial = DictMF(n_components=60,
                           n_epochs=20,
                           alpha=1.17,
                           verbose=5,
                           batch_size=10000,
                           normalize=True,
                           fit_intercept=True,
                           random_state=0,
                           learning_rate=.75,
                           impute=False,
                           partial=True,
                           backend='python')

    timestamp = datetime.datetime.now().strftime('%Y-%m-%d_%H' '-%M-%S')
    if cross_val:
        subdir = 'benches_ncv'
    else:
        subdir = 'benches'
    output_dir = expanduser(join('~/output/recommender/', timestamp, subdir))
    if not os.path.exists(output_dir):
        os.makedirs(output_dir)

    alphas = np.logspace(-2, 1, 10)
    mf_list = [dl_mf_partial]
    dict_id = {cd_mf: 'cd', dl_mf: 'dl', dl_mf_partial: 'dl_partial'}
    names = {
        'cd': 'Coordinate descent',
        'dl': 'Proposed online masked MF',
        'dl_partial': 'Proposed algorithm (with partial projection)'
    }

    if os.path.exists(
            join(output_dir, 'results_%s_%s.json' % (version, random_state))):
        with open(
                join(output_dir,
                     'results_%s_%s.json' % (version, random_state)),
                'r') as f:
            results = json.load(f)
    else:
        results = {}

    for mf in mf_list:
        results[dict_id[mf]] = {}
        if not cross_val:
            if isinstance(mf, DictMF):
                mf.set_params(
                    learning_rate=dl_params[version]['learning_rate'],
                    batch_size=dl_params[version]['batch_size'],
                    alpha=dl_params[version]['alpha'])
            else:
                mf.set_params(alpha=cd_params[version]['alpha'])
        else:
            if isinstance(mf, DictMF):
                mf.set_params(
                    learning_rate=dl_params[version]['learning_rate'],
                    batch_size=dl_params[version]['batch_size'])
            if version != 'netflix':
                cv = ShuffleSplit(n_iter=3, train_size=0.66, random_state=0)
                mf_scores = Parallel(n_jobs=n_jobs, verbose=10)(
                    delayed(single_fit)(mf, alpha, X_tr, cv)
                    for alpha in alphas)
            else:
                mf_scores = Parallel(n_jobs=n_jobs, verbose=10)(
                    delayed(single_fit)(mf, alpha, X_tr, X_te, nested=False)
                    for alpha in alphas)
            mf_scores = np.array(mf_scores).mean(axis=1)
            best_alpha_arg = mf_scores.argmin()
            best_alpha = alphas[best_alpha_arg]
            mf.set_params(alpha=best_alpha)

        cb = Callback(X_tr, X_te, refit=False)
        mf.set_params(callback=cb)
        mf.fit(X_tr)
        results[dict_id[mf]] = dict(name=names[dict_id[mf]],
                                    time=cb.times,
                                    rmse=cb.rmse)
        if cross_val:
            results[dict_id[mf]]['alphas'] = alphas.tolist()
            results[dict_id[mf]]['cv_alpha'] = mf_scores.tolist()
            results[dict_id[mf]]['best_alpha'] = mf.alpha

        with open(
                join(output_dir,
                     'results_%s_%s.json' % (version, random_state)),
                'w+') as f:
            json.dump(results, f)

        print('Done')
def main(version='100k', n_jobs=1, random_state=0, cross_val=False):
    dl_params = {}
    dl_params['100k'] = dict(learning_rate=1, batch_size=10, offset=0, alpha=1)
    dl_params['1m'] = dict(learning_rate=.75, batch_size=60, offset=0,
                           alpha=.8)
    dl_params['10m'] = dict(learning_rate=.75, batch_size=600, offset=0,
                            alpha=3)
    dl_params['netflix'] = dict(learning_rate=.8, batch_size=4000, offset=0,
                                alpha=0.16)
    cd_params = {'100k': dict(alpha=.1), '1m': dict(alpha=.03),
                 '10m': dict(alpha=.04),
                 'netflix': dict(alpha=.1)}

    if version in ['100k', '1m', '10m']:
        X = load_movielens(version)
        X_tr, X_te = train_test_split(X, train_size=0.75,
                                      random_state=random_state)
        X_tr = X_tr.tocsr()
        X_te = X_te.tocsr()
    elif version is 'netflix':
        X_tr = load(expanduser('~/spira_data/nf_prize/X_tr.pkl'))
        X_te = load(expanduser('~/spira_data/nf_prize/X_te.pkl'))

    cd_mf = ExplicitMF(n_components=60, max_iter=50, alpha=.1, normalize=True,
                       verbose=1, )
    dl_mf = DictMF(n_components=30, n_epochs=20, alpha=1.17, verbose=5,
                   batch_size=10000, normalize=True,
                   fit_intercept=True,
                   random_state=0,
                   learning_rate=.75,
                   impute=False,
                   partial=False,
                   backend='python')
    dl_mf_partial = DictMF(n_components=60, n_epochs=20, alpha=1.17, verbose=5,
                           batch_size=10000, normalize=True,
                           fit_intercept=True,
                           random_state=0,
                           learning_rate=.75,
                           impute=False,
                           partial=True,
                           backend='python')

    timestamp = datetime.datetime.now().strftime('%Y-%m-%d_%H'
                                                 '-%M-%S')
    if cross_val:
        subdir = 'benches_ncv'
    else:
        subdir = 'benches'
    output_dir = expanduser(join('~/output/recommender/', timestamp, subdir))
    if not os.path.exists(output_dir):
        os.makedirs(output_dir)

    alphas = np.logspace(-2, 1, 10)
    mf_list = [dl_mf_partial]
    dict_id = {cd_mf: 'cd', dl_mf: 'dl', dl_mf_partial: 'dl_partial'}
    names = {'cd': 'Coordinate descent', 'dl': 'Proposed online masked MF',
             'dl_partial': 'Proposed algorithm (with partial projection)'}

    if os.path.exists(join(output_dir, 'results_%s_%s.json' % (version,
                                                               random_state))):
        with open(join(output_dir, 'results_%s_%s.json' % (version,
                                                           random_state)),
                  'r') as f:
            results = json.load(f)
    else:
        results = {}

    for mf in mf_list:
        results[dict_id[mf]] = {}
        if not cross_val:
            if isinstance(mf, DictMF):
                mf.set_params(
                    learning_rate=dl_params[version]['learning_rate'],
                    batch_size=dl_params[version]['batch_size'],
                    alpha=dl_params[version]['alpha'])
            else:
                mf.set_params(alpha=cd_params[version]['alpha'])
        else:
            if isinstance(mf, DictMF):
                mf.set_params(
                    learning_rate=dl_params[version]['learning_rate'],
                    batch_size=dl_params[version]['batch_size'])
            if version != 'netflix':
                cv = ShuffleSplit(n_iter=3, train_size=0.66, random_state=0)
                mf_scores = Parallel(n_jobs=n_jobs, verbose=10)(
                    delayed(single_fit)(mf, alpha, X_tr, cv) for alpha in
                    alphas)
            else:
                mf_scores = Parallel(n_jobs=n_jobs, verbose=10)(
                    delayed(single_fit)(mf, alpha, X_tr, X_te,
                                        nested=False) for alpha in alphas)
            mf_scores = np.array(mf_scores).mean(axis=1)
            best_alpha_arg = mf_scores.argmin()
            best_alpha = alphas[best_alpha_arg]
            mf.set_params(alpha=best_alpha)

        cb = Callback(X_tr, X_te, refit=False)
        mf.set_params(callback=cb)
        mf.fit(X_tr)
        results[dict_id[mf]] = dict(name=names[dict_id[mf]],
                                    time=cb.times,
                                    rmse=cb.rmse)
        if cross_val:
            results[dict_id[mf]]['alphas'] = alphas.tolist()
            results[dict_id[mf]]['cv_alpha'] = mf_scores.tolist()
            results[dict_id[mf]]['best_alpha'] = mf.alpha

        with open(join(output_dir, 'results_%s_%s.json' % (version,
                                                           random_state)),
                  'w+') as f:
            json.dump(results, f)

        print('Done')