def testMatrixFitNorm():
    A = np.array([[0.1, 0.1, 0.1], [0.1, 0.1, 0.001], [0.2, 0.1, 0.1],
                  [0.1, 0.3, 0.1], [0.4, 0.1, 0.1], [0.001, 0.01, 0.1]])
    V = np.array([[0.1, 0.4, 0.1, 0.1], [0.01, 0.3, 0.1, 0.3],
                  [0.1, 0.01, 0.4, 0.001]])
    D = coo_matrix((ones(6), ([0, 1, 2, 3, 4, 5], [0, 1, 1, 2, 3, 3])),
                   shape=(6, 4),
                   dtype=np.uint8).tocsr()
    expectedNorm = norm(D - dot(A, V))**2
    assert_almost_equal(matrixFitNorm(D, A, V), expectedNorm)
    assert_almost_equal(
        squareFrobeniusNormOfSparse(D) + matrixFitNormWithoutNormD(D, A, V),
        expectedNorm)
def testMatrixFitNorm():
    A = np.array([[0.1, 0.1, 0.1],
         [0.1, 0.1, 0.001],
         [0.2, 0.1, 0.1],
         [0.1, 0.3, 0.1],
         [0.4, 0.1, 0.1],
         [0.001, 0.01, 0.1]])
    V = np.array([[0.1, 0.4, 0.1, 0.1],
         [0.01, 0.3, 0.1, 0.3],
         [0.1, 0.01, 0.4, 0.001]])
    D = coo_matrix((ones(6),([0, 1, 2, 3, 4, 5], [0, 1, 1, 2, 3, 3])), shape=(6, 4), dtype=np.uint8).tocsr()
    expectedNorm = norm(D - dot(A,V))**2
    assert_almost_equal(matrixFitNorm(D, A, V), expectedNorm)
    assert_almost_equal(squareFrobeniusNormOfSparse(D) + matrixFitNormWithoutNormD(D, A, V), expectedNorm)
        
    
Esempio n. 3
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def rescal(X, D, rank, **kwargs):
    """
    RESCAL 

    Factors a three-way tensor X such that each frontal slice 
    X_k = A * R_k * A.T. The frontal slices of a tensor are 
    N x N matrices that correspond to the adjacency matrices 
    of the relational graph for a particular relation.

    For a full description of the algorithm see: 
      Maximilian Nickel, Volker Tresp, Hans-Peter-Kriegel, 
      "A Three-Way Model for Collective Learning on Multi-Relational Data",
      ICML 2011, Bellevue, WA, USA

    Parameters
    ----------
    X : list
        List of frontal slices X_k of the tensor X. The shape of each X_k is ('N', 'N')
    D : matrix
        A sparse matrix involved in the tensor factorization (aims to incorporate
        the entity-term matrix aka document-term matrix)
    rank : int 
        Rank of the factorization
    lmbda : float, optional 
        Regularization parameter for A and R_k factor matrices. 0 by default 
    init : string, optional
        Initialization method of the factor matrices. 'nvecs' (default) 
        initializes A based on the eigenvectors of X. 'random' initializes 
        the factor matrices randomly.
    proj : boolean, optional 
        Whether or not to use the QR decomposition when computing R_k.
        True by default 
    maxIter : int, optional 
        Maximium number of iterations of the ALS algorithm. 50 by default. 
    conv : float, optional 
        Stop when residual of factorization is less than conv. 1e-5 by default    

    Returns 
    -------
    A : ndarray 
        matrix of latent embeddings for entities A
    R : list
        list of 'M' arrays of shape ('rank', 'rank') corresponding to the factor matrices R_k 
    f : float 
        function value of the factorization 
    iter : int 
        number of iterations until convergence 
    exectimes : ndarray 
        execution times to compute the updates in each iteration
    V : ndarray
        matrix of latent embeddings for words V
    """

    # init options
    ainit = kwargs.pop('init', __DEF_INIT)
    proj = kwargs.pop('proj', __DEF_PROJ)
    maxIter = kwargs.pop('maxIter', __DEF_MAXITER)
    conv = kwargs.pop('conv', __DEF_CONV)
    lmbda = kwargs.pop('lmbda', __DEF_LMBDA)
    preheatnum = kwargs.pop('preheatnum', __DEF_PREHEATNUM)

    if not len(kwargs) == 0:
        raise ValueError( 'Unknown keywords (%s)' % (kwargs.keys()) )
   
    sz = X[0].shape
    dtype = X[0].dtype 
    n = sz[0] 
    
    _log.debug('[Config] rank: %d | maxIter: %d | conv: %7.1e | lmbda: %7.1e' % (rank, 
        maxIter, conv, lmbda))
    
    # precompute norms of X 
    normX = [squareFrobeniusNormOfSparseBoolean(M) for M in X]
    sumNormX = sum(normX)
    normD = squareFrobeniusNormOfSparse(D)
    _log.debug('[Algorithm] The tensor norm: %.5f' % sumNormX)
    _log.debug('[Algorithm] The extended matrix norm: %.5f' % normD)
    # initialize A
    if ainit == 'random':
        _log.debug('[Algorithm] The random initialization will be performed.')
        A = array(rand(n, rank), dtype=np.float64)    
    elif ainit == 'nvecs':
        _log.debug('[Algorithm] The eigenvector based initialization will be performed.')
        tic = time.clock()
        avgX = X[0] + X[0].T
        for i in range(1, len(X)):
            avgX = avgX + (X[i] + X[i].T)
        toc = time.clock()         
        elapsed = toc - tic
        _log.debug('Initializing tensor slices by summation required secs: %.5f' % elapsed)
        
        tic = time.clock()    
        eigvalsX, A = eigsh(avgX.tocsc(), rank) 
        toc = time.clock()
        elapsed = toc - tic
        _log.debug('eigenvector decomposition required secs: %.5f' % elapsed) 
    else :
        raise 'Unknown init option ("%s")' % ainit

    # initialize R
    if proj:
        Q, A2 = qr(A)
        X2 = __projectSlices(X, Q)
        R = __updateR(X2, A2, lmbda)
    else :
        raise 'Projection via QR decomposition is required; pass proj=true'    
    
    _log.debug('[Algorithm] Finished initialization.')
    # compute factorization
    fit = fitchange = fitold = 0
    exectimes = []
    
    for iterNum in xrange(maxIter):
        tic = time.clock()
        
        V = updateV(A, D, lmbda)
        
        A = updateA(X, A, R, V, D, lmbda)
        if proj:
            Q, A2 = qr(A)
            X2 = __projectSlices(X, Q)
            R = __updateR(X2, A2, lmbda)
        else :
            raise 'Projection via QR decomposition is required; pass proj=true'

        
        # compute fit values
        fit = 0
        tensorFit = 0
        regularizedFit = 0
        extRegularizedFit = 0
        regRFit = 0
        fitDAV = 0
        if iterNum >= preheatnum:
            if lmbda != 0:
                for i in xrange(len(R)):
                    regRFit += norm(R[i])**2
                regularizedFit = lmbda*(norm(A)**2) + lmbda*regRFit
            if lmbda != 0: 
                extRegularizedFit = lmbda*(norm(V)**2)   

            fitDAV = normD + matrixFitNormWithoutNormD(D, A, V)

            for i in xrange(len(R)):
                tensorFit += (normX[i] + fitNormWithoutNormX(X[i], A, R[i]))           
            
            fit = 0.5*tensorFit
            fit += regularizedFit
            fit /= sumNormX
            fit += (0.5*fitDAV + extRegularizedFit)/normD
             
        else :
            _log.debug('[Algorithm] Preheating is going on.')        
            
        toc = time.clock()
        exectimes.append( toc - tic )
        fitchange = abs(fitold - fit)
        _log.debug('[%3d] total fit: %.10f | tensor fit: %.10f | matrix fit: %.10f | delta: %.10f | secs: %.5f' % (iterNum, 
        fit, tensorFit, fitDAV, fitchange, exectimes[-1]))
            
        fitold = fit
        if iterNum > preheatnum and fitchange < conv:
            break
    return A, R, fit, iterNum+1, array(exectimes), V
Esempio n. 4
0
def rescal(X, D, rank, **kwargs):
    """
    RESCAL 

    Factors a three-way tensor X such that each frontal slice 
    X_k = A * R_k * A.T. The frontal slices of a tensor are 
    N x N matrices that correspond to the adjacency matrices 
    of the relational graph for a particular relation.

    For a full description of the algorithm see: 
      Maximilian Nickel, Volker Tresp, Hans-Peter-Kriegel, 
      "A Three-Way Model for Collective Learning on Multi-Relational Data",
      ICML 2011, Bellevue, WA, USA

    Parameters
    ----------
    X : list
        List of frontal slices X_k of the tensor X. The shape of each X_k is ('N', 'N')
    D : matrix
        A sparse matrix involved in the tensor factorization (aims to incorporate
        the entity-term matrix aka document-term matrix)
    rank : int 
        Rank of the factorization
    lmbda : float, optional 
        Regularization parameter for A and R_k factor matrices. 0 by default 
    init : string, optional
        Initialization method of the factor matrices. 'nvecs' (default) 
        initializes A based on the eigenvectors of X. 'random' initializes 
        the factor matrices randomly.
    proj : boolean, optional 
        Whether or not to use the QR decomposition when computing R_k.
        True by default 
    maxIter : int, optional 
        Maximium number of iterations of the ALS algorithm. 50 by default. 
    conv : float, optional 
        Stop when residual of factorization is less than conv. 1e-5 by default    

    Returns 
    -------
    A : ndarray 
        matrix of latent embeddings for entities A
    R : list
        list of 'M' arrays of shape ('rank', 'rank') corresponding to the factor matrices R_k 
    f : float 
        function value of the factorization 
    iter : int 
        number of iterations until convergence 
    exectimes : ndarray 
        execution times to compute the updates in each iteration
    V : ndarray
        matrix of latent embeddings for words V
    """

    # init options
    ainit = kwargs.pop('init', __DEF_INIT)
    proj = kwargs.pop('proj', __DEF_PROJ)
    maxIter = kwargs.pop('maxIter', __DEF_MAXITER)
    conv = kwargs.pop('conv', __DEF_CONV)
    lmbda = kwargs.pop('lmbda', __DEF_LMBDA)
    preheatnum = kwargs.pop('preheatnum', __DEF_PREHEATNUM)

    if not len(kwargs) == 0:
        raise ValueError('Unknown keywords (%s)' % (kwargs.keys()))

    sz = X[0].shape
    dtype = X[0].dtype
    n = sz[0]

    _log.debug('[Config] rank: %d | maxIter: %d | conv: %7.1e | lmbda: %7.1e' %
               (rank, maxIter, conv, lmbda))

    # precompute norms of X
    normX = [squareFrobeniusNormOfSparseBoolean(M) for M in X]
    sumNormX = sum(normX)
    normD = squareFrobeniusNormOfSparse(D)
    _log.debug('[Algorithm] The tensor norm: %.5f' % sumNormX)
    _log.debug('[Algorithm] The extended matrix norm: %.5f' % normD)
    # initialize A
    if ainit == 'random':
        _log.debug('[Algorithm] The random initialization will be performed.')
        A = array(rand(n, rank), dtype=np.float64)
    elif ainit == 'nvecs':
        _log.debug(
            '[Algorithm] The eigenvector based initialization will be performed.'
        )
        tic = time.clock()
        avgX = X[0] + X[0].T
        for i in range(1, len(X)):
            avgX = avgX + (X[i] + X[i].T)
        toc = time.clock()
        elapsed = toc - tic
        _log.debug(
            'Initializing tensor slices by summation required secs: %.5f' %
            elapsed)

        tic = time.clock()
        eigvals, A = eigsh(avgX.tocsc(), rank)
        toc = time.clock()
        elapsed = toc - tic
        _log.debug('eigenvector decomposition required secs: %.5f' % elapsed)
    else:
        raise 'Unknown init option ("%s")' % ainit

    # initialize R
    if proj:
        Q, A2 = qr(A)
        X2 = __projectSlices(X, Q)
        R = __updateR(X2, A2, lmbda)
    else:
        raise 'Projection via QR decomposition is required; pass proj=true'

    _log.debug('[Algorithm] Finished initialization.')
    # compute factorization
    fit = fitchange = fitold = 0
    exectimes = []

    for iterNum in xrange(maxIter):
        tic = time.clock()

        V = updateV(A, D, lmbda)

        A = updateA(X, A, R, V, D, lmbda)
        if proj:
            Q, A2 = qr(A)
            X2 = __projectSlices(X, Q)
            R = __updateR(X2, A2, lmbda)
        else:
            raise 'Projection via QR decomposition is required; pass proj=true'

        # compute fit values
        fit = 0
        tensorFit = 0
        regularizedFit = 0
        extRegularizedFit = 0
        regRFit = 0
        fitDAV = 0
        if iterNum >= preheatnum:
            if lmbda != 0:
                for i in xrange(len(R)):
                    regRFit += norm(R[i])**2
                regularizedFit = lmbda * (norm(A)**2) + lmbda * regRFit
            if lmbda != 0:
                extRegularizedFit = lmbda * (norm(V)**2)

            fitDAV = normD + matrixFitNormWithoutNormD(D, A, V)

            for i in xrange(len(R)):
                tensorFit += (normX[i] + fitNormWithoutNormX(X[i], A, R[i]))

            fit = 0.5 * tensorFit
            fit += regularizedFit
            fit /= sumNormX
            fit += (0.5 * fitDAV + extRegularizedFit) / normD

        else:
            _log.debug('[Algorithm] Preheating is going on.')

        toc = time.clock()
        exectimes.append(toc - tic)
        fitchange = abs(fitold - fit)
        _log.debug(
            '[%3d] total fit: %.10f | tensor fit: %.10f | matrix fit: %.10f | delta: %.10f | secs: %.5f'
            % (iterNum, fit, tensorFit, fitDAV, fitchange, exectimes[-1]))

        fitold = fit
        if iterNum > preheatnum and fitchange < conv:
            break
    return A, R, fit, iterNum + 1, array(exectimes), V