def fit(self):
f = self.f
X = self.X
tol = self.tol
d = self.d
n = self.n
current_best_residual = np.inf
for r in range(self.restarts):
print('restart %d' % r)
M0 = np.linalg.qr(np.random.randn(self.d, self.n))[0]
my_params = [Parameter(order=self.order, distribution='uniform', lower=-5, upper=5) for _ in range(n)]
my_basis = Basis('total-order')
my_poly_init = Poly(parameters=my_params, basis=my_basis, method='least-squares',
sampling_args={'mesh': 'user-defined',
'sample-points': X @ M0,
'sample-outputs': f})
my_poly_init.set_model()
c0 = my_poly_init.coefficients.copy()
residual = self.cost(f, X, M0, c0)
cauchy_length = self.cauchy_length
residual_history = []
iter_ind = 0
M = M0.copy()
c = c0.copy()
while residual > tol:
if self.verbosity == 2:
print(residual)
residual_history.append(residual)
# Minimize over M
func_M = lambda M_var: self.cost(f, X, M_var, c)
grad_M = lambda M_var: self.dcostdM(f, X, M_var, c)
manifold = Stiefel(d, n)
solver = ConjugateGradient(maxiter=self.max_M_iters)
problem = Problem(manifold=manifold, cost=func_M, egrad=grad_M, verbosity=0)
M = solver.solve(problem, x=M)
# Minimize over c
func_c = lambda c_var: self.cost(f, X, M, c_var)
grad_c = lambda c_var: self.dcostdc(f, X, M, c_var)
res = minimize(func_c, x0=c, method='CG', jac=grad_c)
c = res.x
residual = self.cost(f, X, M, c)
if iter_ind < cauchy_length:
iter_ind += 1
elif np.abs(np.mean(residual_history[-cauchy_length:]) - residual)/residual < self.cauchy_tol:
break
if self.verbosity > 0:
print('final residual on training data: %f' % self.cost(f, X, M, c))
if residual < current_best_residual:
self.M = M
self.c = c
current_best_residual = residual
def CGmanopt(X, objective_function, A, **kwargs):
'''
Minimizes the objective function subject to the constraint that X.T * X = I_k using the
conjugate gradient method
Args:
X: Initial 2D array of shape (n, k) such that X.T * X = I_k
objective_function: Objective function F(X, A) to minimize.
A: Additional parameters for the objective function F(X, A)
Keyword Args:
None
Returns:
Xopt: Value of X that minimizes the objective subject to the constraint.
'''
manifold = Stiefel(X.shape[0], X.shape[1])
def cost(X):
c, _ = objective_function(X, A)
return c
problem = Problem(manifold=manifold, cost=cost, verbosity=0)
solver = ConjugateGradient(logverbosity=0)
Xopt = solver.solve(problem)
return Xopt, None
def run(backend=SUPPORTED_BACKENDS[0], quiet=True):
dimension = 3 # Dimension of the embedding space, i.e. R^k
num_points = 24 # Points on the sphere
# This value should be as close to 0 as affordable. If it is too close to
# zero, optimization first becomes much slower, than simply doesn't work
# anymore because of floating point overflow errors (NaN's and Inf's start
# to appear). If it is too large, then log-sum-exp is a poor approximation
# of the max function, and the spread will be less uniform. An okay value
# seems to be 0.01 or 0.001 for example. Note that a better strategy than
# using a small epsilon straightaway is to reduce epsilon bit by bit and to
# warm-start subsequent optimization in that way. Trustregions will be more
# appropriate for these fine tunings.
epsilon = 0.0015
cost = create_cost(backend, dimension, num_points, epsilon)
manifold = Elliptope(num_points, dimension)
problem = pymanopt.Problem(manifold, cost)
if quiet:
problem.verbosity = 0
solver = ConjugateGradient(mingradnorm=1e-8, maxiter=1e5)
Yopt = solver.solve(problem)
if quiet:
return
Xopt = Yopt @ Yopt.T
maxdot = np.triu(Xopt, 1).max()
print("Maximum angle between any two points:", maxdot)
def run(backend=SUPPORTED_BACKENDS[0], quiet=True):
m, n, rank = 5, 4, 2
matrix = rnd.randn(m, n)
cost, egrad = create_cost_egrad(backend, matrix, rank)
manifold = FixedRankEmbedded(m, n, rank)
problem = pymanopt.Problem(manifold, cost=cost, egrad=egrad)
if quiet:
problem.verbosity = 0
solver = ConjugateGradient()
left_singular_vectors, singular_values, right_singular_vectors = \
solver.solve(problem)
low_rank_approximation = (left_singular_vectors @ np.diag(singular_values)
@ right_singular_vectors)
if not quiet:
u, s, vt = la.svd(matrix, full_matrices=False)
indices = np.argsort(s)[-rank:]
low_rank_solution = (
u[:, indices] @ np.diag(s[indices]) @ vt[indices, :])
print("Analytic low-rank solution:")
print()
print(low_rank_solution)
print()
print("Rank-{} approximation:".format(rank))
print()
print(low_rank_approximation)
print()
print("Frobenius norm error:",
la.norm(low_rank_approximation - low_rank_solution))
print()
def fixedrank(A, YT, r):
""" Solves the AX=YT problem on the manifold of r-rank matrices with
"""
# Instantiate a manifold
manifold = FixedRankEmbedded(N, r, r)
# Define the cost function (here using autograd.numpy)
def cost(X):
U = X[0]
cst = 0
for n in range(N):
cst = cst + huber(U[n, :])
Mat = np.matmul(np.matmul(X[0], np.diag(X[1])), X[2])
fidelity = LA.norm(np.subtract(np.matmul(A, Mat), YT))
return cst + lambd * fidelity**2
problem = Problem(manifold=manifold, cost=cost)
solver = ConjugateGradient(maxiter=maxiter)
# Let Pymanopt do the rest
Xopt = solver.solve(problem)
#Solve
Sol = np.dot(np.dot(Xopt[0], np.diag(Xopt[1])), Xopt[2])
return Sol
def solve_manopt(X, d, cost, egrad, Wo=None):
D = X.shape[1]
manifold = Grassmann(height=D, width=d)
problem = Problem(manifold=manifold, cost=cost, egrad=egrad, verbosity=0)
solver = ConjugateGradient(mingradnorm=1e-3)
W = solver.solve(problem, x=Wo)
return W
def closest_unit_norm_column_approximation(A):
"""
Returns the matrix with unit-norm columns that is closests to A w.r.t. the
Frobenius norm.
"""
m, n = A.shape
manifold = Oblique(m, n)
solver = ConjugateGradient()
X = T.matrix()
cost = 0.5 * T.sum((X - A)**2)
problem = Problem(manifold=manifold, cost=cost, arg=X)
return solver.solve(problem)
def closest_unit_norm_column_approximation(A):
"""
Returns the matrix with unit-norm columns that is closests to A w.r.t. the
Frobenius norm.
"""
m, n = A.shape
manifold = Oblique(m, n)
solver = ConjugateGradient()
X = T.matrix()
cost = 0.5 * T.sum((X - A) ** 2)
problem = Problem(manifold=manifold, cost=cost, arg=X)
return solver.solve(problem)
def cp_mds_reg(X, D, lam=1.0, v=1, maxiter=1000):
"""Version of MDS in which "signs" are also an optimization parameter.
Rather than performing a full optimization and then resetting the
sign matrix, here we treat the signs as a parameter `A = [a_ij]` and
minimize the cost function
F(X,A) = ||W*(X^H(A*X) - cos(D))||^2 + lambda*||A - X^HX/|X^HX| ||^2
Lambda is a regularization parameter we can experiment with. The
collection of data, `X`, is treated as a point on the `Oblique`
manifold, consisting of `k*n` matrices with unit-norm columns. Since
we are working on a sphere in complex space we require `k` to be
even. The first `k/2` entries of each column are the real components
and the last `k/2` entries are the imaginary parts.
Parameters
----------
X : ndarray (k, n)
Initial guess for data.
D : ndarray (k, k)
Goal distance matrix.
lam : float, optional
Weight to give regularization term.
v : int, optional
Verbosity
Returns
-------
X_opt : ndarray (k, n)
Collection of points optimizing cost.
"""
dim = X.shape[0]
num_points = X.shape[1]
W = distance_to_weights(D)
Sreal, Simag = norm_rotations(X)
A = np.vstack(
(np.reshape(Sreal,
(1, num_points**2)), np.reshape(Simag, num_points**2)))
cp_manifold = Oblique(dim, num_points)
a_manifold = Oblique(2, num_points**2)
manifold = Product((cp_manifold, a_manifold))
solver = ConjugateGradient(maxiter=maxiter, maxtime=float('inf'))
cost = setup_reg_autograd_cost(D, int(dim / 2), num_points, lam=lam)
problem = pymanopt.Problem(cost=cost, manifold=manifold)
Xopt, Aopt = solver.solve(problem, x=(X, A))
Areal = np.reshape(Aopt[0, :], (num_points, num_points))
Aimag = np.reshape(Aopt[1, :], (num_points, num_points))
return Xopt, Areal, Aimag
def solve_manopt(X, d, cost, egrad):
D = X.shape[1]
manifold = Grassmann(height=D, width=d)
problem = Problem(manifold=manifold, cost=cost, egrad=egrad, verbosity=0)
solver = ConjugateGradient(mingradnorm=1e-3)
M = mean_riemann(X)
w, v = np.linalg.eig(M)
idx = w.argsort()[::-1]
v_ = v[:, idx]
Wo = v_[:, :d]
W = solver.solve(problem, x=Wo)
return W
def packing_on_the_sphere(n, k, epsilon):
manifold = Elliptope(n, k)
solver = ConjugateGradient(mingradnorm=1e-8, maxiter=1e5)
def cost(X):
Y = np.dot(X, X.T)
# Shift the exponentials by the maximum value to reduce numerical
# trouble due to possible overflows.
s = np.triu(Y, 1).max()
expY = np.exp((Y - s) / epsilon)
# Zero out the diagonal
expY -= np.diag(np.diag(expY))
u = np.triu(expY, 1).sum()
return s + epsilon * np.log(u)
problem = Problem(manifold, cost)
return solver.solve(problem)
def packing_on_the_sphere(n, k, epsilon):
manifold = Elliptope(n, k)
solver = ConjugateGradient(mingradnorm=1e-8, maxiter=1e5)
def cost(X):
Y = np.dot(X, X.T)
# Shift the exponentials by the maximum value to reduce numerical
# trouble due to possible overflows.
s = np.triu(Y, 1).max()
expY = np.exp((Y - s) / epsilon)
# Zero out the diagonal
expY -= np.diag(np.diag(expY))
u = np.triu(expY, 1).sum()
return s + epsilon * np.log(u)
problem = Problem(manifold, cost)
return solver.solve(problem)
def _optimize(self, max_opt_time, max_opt_iter, verbosity):
"""Optimize the GeoIMC optimization problem
Args: The args of `solve`
"""
residual_global = np.zeros(self.Y.data.shape)
solver = ConjugateGradient(maxtime=max_opt_time,
maxiter=max_opt_iter,
linesearch=LineSearchBackTracking())
prb = Problem(manifold=self.manifold,
cost=lambda x: self._cost(x, residual_global),
egrad=lambda z: self._egrad(z, residual_global),
verbosity=verbosity)
solution = solver.solve(prb, x=self.W)
self.W = [solution[0], solution[1], solution[2]]
return self._cost(self.W, residual_global)
def dominant_eigenvector(A):
"""
Returns the dominant eigenvector of the symmetric matrix A.
Note: For the same A, this should yield the same as the dominant invariant
subspace example with p = 1.
"""
m, n = A.shape
assert m == n, "matrix must be square"
assert np.allclose(np.sum(A - A.T), 0), "matrix must be symmetric"
manifold = Sphere(n)
solver = ConjugateGradient(maxiter=500, minstepsize=1e-6)
x = T.matrix()
cost = -x.T.dot(T.dot(A, x)).trace()
problem = Problem(man=manifold, ad_cost=cost, ad_arg=x)
xopt = solver.solve(problem)
return xopt.squeeze()
def _bootstrap_problem(A, k, minstepsize=1e-9, man_type='fixed'):
m, n = A.shape
if man_type == 'fixed':
manifold = FixedRankEmbeeded(m, n, k)
if man_type == 'fixed2':
manifold = FixedRankEmbeeded2Factors(m, n, k)
elif man_type == 'simple':
manifold = Simple(m, n, k)
#solver = TrustRegions(maxiter=500, minstepsize=1e-6)
solver = ConjugateGradient(maxiter=500, minstepsize=minstepsize)
return manifold, solver
def main():
r"""Main entry point in the graph embedding procedure."""
args = config_parser().parse_args()
g_pdists = load_pdists(args)
n = g_pdists.shape[0]
d = args.manifold_dim
# we are actually using only the upper diagonal part
g_pdists = g_pdists[np.triu_indices(n, 1)]
g_sq_pdists = g_pdists**2
# read the graph
# the distortion cost
def distortion_cost(X):
man_sq_pdists = manifold_pdists(X, squared=True)
return np.sum(np.abs(man_sq_pdists / g_sq_pdists - 1))
# the manifold, problem, and solver
manifold = PositiveDefinite(d, k=n)
problem = Problem(manifold=manifold, cost=distortion_cost, verbosity=2)
linesearch = ReduceLROnPlateau(start_lr=2e-2,
patience=10,
threshold=1e-4,
factor=0.1,
verbose=1)
solver = ConjugateGradient(linesearch=linesearch, maxiter=1000)
# solve it
with Timer('training') as t:
X_opt = solver.solve(problem, x=sample_init_points(n, d))
# the distortion achieved
man_pdists = manifold_pdists(X_opt)
print('Average distortion: ', average_distortion(g_pdists, man_pdists))
man_pdists_sym = pdists_vec_to_sym(man_pdists, n, 1e12)
print('MAP: ', mean_average_precision(g,
man_pdists_sym,
diag_adjusted=True))
def main_mds(D, dim=3, X=None, space='real'):
"""MDS via gradient descent with the chordal metric.
Parameters
----------
D : ndarray (n, n)
Goal distance matrix.
dim : int, optional
Goal dimension (of ambient Euclidean space). Default is `dim = 3`.
X : ndarray (dim, n), optional
Initial value for gradient descent. `n` points in dimension `dim`. If
both a dimension and an initial condition are specified, the initial
condition overrides the dimension.
field : str
Choice of real or complex version. Options 'real', 'complex'. If
'complex' dim must be even.
"""
n = D.shape[0]
max_d = np.max(D)
if max_d > 1:
print('WARNING: maximum value in distance matrix exceeds diameter of '\
'projective space. Max distance = $2.4f.' %max_d)
manifold = Oblique(dim, n)
solver = ConjugateGradient()
if space == 'real':
cost = setup_cost(D)
elif space == 'complex':
cost = setup_CPn_cost(D, int(dim/2))
problem = pymanopt.Problem(manifold=manifold, cost=cost)
if X is None:
X_out = solver.solve(problem)
else:
if X.shape[0] != dim:
print('WARNING: initial condition does not match specified goal '\
'dimension. Finding optimum in dimension %d' %X.shape[0])
X_out = solver.solve(problem, x=X)
return X_out
def run(backend=SUPPORTED_BACKENDS[0], quiet=True):
m = 5
n = 8
matrix = rnd.randn(m, n)
cost, egrad = create_cost_egrad(backend, matrix)
manifold = Oblique(m, n)
problem = pymanopt.Problem(manifold, cost=cost, egrad=egrad)
if quiet:
problem.verbosity = 0
solver = ConjugateGradient()
Xopt = solver.solve(problem)
if quiet:
return
# Calculate the actual solution by normalizing the columns of A.
X = matrix / la.norm(matrix, axis=0)[np.newaxis, :]
# Print information about the solution.
print("Solution found: %s" % np.allclose(X, Xopt, rtol=1e-3))
print("Frobenius-error: %f" % la.norm(X - Xopt))
def test_doublystochastic(N, M, K):
rnd.seed(21)
ns = [N] * K
ms = [M] * K
batch = len(ns)
p = []
q = []
A = []
for i in range(batch):
n, m = ns[i], ms[i]
p0 = np.random.rand(n)
q0 = np.random.rand(m)
p.append(p0 / np.sum(p0))
q.append(q0 / np.sum(q0))
A0 = rnd.rand(n, m)
A0 = A0[np.newaxis, :]
A0 = SKnopp(A0, p[i], q[i], n+m)
A.append(A0)
A = np.vstack((C for C in A))
def _cost(x):
return 0.5 * (np.linalg.norm(np.array(x) - np.array(A))**2)
def _egrad(x):
return x - A
def _ehess(x, u):
return u
manf = DoublyStochastic(n, m, p, q)
solver = ConjugateGradient(maxiter=3, maxtime=100000)
prblm = Problem(manifold=manf, cost=lambda x: _cost(x), egrad=lambda x: _egrad(x), ehess=lambda x, u: _ehess(x, u), verbosity=3)
U = manf.rand()
Uopt = solver.solve(prblm, x=U)
def optimize_on_manifold(self, options, optmeth):
if optmeth not in ['bo13', 'wen12', 'ManOpt']:
print("Chosen optimization method", optmeth,
"has not been implemented, using 'ManOpt' ")
optmeth = 'ManOpt'
if optmeth == 'ManOpt':
# This is hardcoding it to the two-dimensional case..
manifold_one = Stiefel(
np.shape(self.rotations[0])[0],
np.shape(self.rotations[0])[1])
manifold_two = Stiefel(
np.shape(self.rotations[0])[0],
np.shape(self.rotations[0])[1])
manifold = Product((manifold_one, manifold_two))
optimization_variable = tf.Variable(tf.placeholder(tf.float32))
problem = Problem(manifold=manifold,
cost=self.my_cost(),
arg=optimization_variable)
solver = ConjugateGradient(problem, optimization_variable, options)
return solver
def main():
# Parse command line arguments
parser = argparse.ArgumentParser(description='Map the source embeddings into the target embedding space')
parser.add_argument('src_input', help='the input source embeddings')
parser.add_argument('trg_input', help='the input target embeddings')
parser.add_argument('--model_path', default=None, type=str, help='directory to save the model')
parser.add_argument('--geomm_embeddings_path', default=None, type=str, help='directory to save the output GeoMM latent space embeddings. The output embeddings are normalized.')
parser.add_argument('--encoding', default='utf-8', help='the character encoding for input/output (defaults to utf-8)')
parser.add_argument('--max_vocab', default=0,type=int, help='Maximum vocabulary to be loaded, 0 allows complete vocabulary')
parser.add_argument('--verbose', default=0,type=int, help='Verbose')
mapping_group = parser.add_argument_group('mapping arguments', 'Basic embedding mapping arguments')
mapping_group.add_argument('-dtrain', '--dictionary_train', default=sys.stdin.fileno(), help='the training dictionary file (defaults to stdin)')
mapping_group.add_argument('-dtest', '--dictionary_test', default=sys.stdin.fileno(), help='the test dictionary file (defaults to stdin)')
mapping_group.add_argument('--normalize', choices=['unit', 'center', 'unitdim', 'centeremb'], nargs='*', default=[], help='the normalization actions to perform in order')
geomm_group = parser.add_argument_group('GeoMM arguments', 'Arguments for GeoMM method')
geomm_group.add_argument('--l2_reg', type=float,default=1e2, help='Lambda for L2 Regularization')
geomm_group.add_argument('--max_opt_time', type=int,default=5000, help='Maximum time limit for optimization in seconds')
geomm_group.add_argument('--max_opt_iter', type=int,default=150, help='Maximum number of iterations for optimization')
eval_group = parser.add_argument_group('evaluation arguments', 'Arguments for evaluation')
eval_group.add_argument('--normalize_eval', action='store_true', help='Normalize the embeddings at test time')
eval_group.add_argument('--eval_batch_size', type=int,default=1000, help='Batch size for evaluation')
eval_group.add_argument('--csls_neighbourhood', type=int,default=10, help='Neighbourhood size for CSLS')
args = parser.parse_args()
BATCH_SIZE = args.eval_batch_size
## Logging
#method_name = os.path.join('logs','geomm')
#directory = os.path.join(os.path.join(os.getcwd(),method_name), datetime.datetime.now().strftime('%Y-%m-%d_%H-%M-%S'))
#if not os.path.exists(directory):
# os.makedirs(directory)
#log_file_name, file_extension = os.path.splitext(os.path.basename(args.dictionary_train))
#log_file_name = log_file_name + '.log'
#class Logger(object):
# def __init__(self):
# self.terminal = sys.stdout
# self.log = open(os.path.join(directory,log_file_name), "a")
# def write(self, message):
# self.terminal.write(message)
# self.log.write(message)
# def flush(self):
# #this flush method is needed for python 3 compatibility.
# #this handles the flush command by doing nothing.
# #you might want to specify some extra behavior here.
# pass
#sys.stdout = Logger()
if args.verbose:
print('Current arguments: {0}'.format(args))
dtype = 'float32'
if args.verbose:
print('Loading train data...')
# Read input embeddings
srcfile = open(args.src_input, encoding=args.encoding, errors='surrogateescape')
trgfile = open(args.trg_input, encoding=args.encoding, errors='surrogateescape')
src_words, x = embeddings.read(srcfile,max_voc=args.max_vocab, dtype=dtype)
trg_words, z = embeddings.read(trgfile,max_voc=args.max_vocab, dtype=dtype)
# Build word to index map
src_word2ind = {word: i for i, word in enumerate(src_words)}
trg_word2ind = {word: i for i, word in enumerate(trg_words)}
# Build training dictionary
noov=0
src_indices = []
trg_indices = []
f = open(args.dictionary_train, encoding=args.encoding, errors='surrogateescape')
for line in f:
src,trg = line.split()
if args.max_vocab:
src=src.lower()
trg=trg.lower()
try:
src_ind = src_word2ind[src]
trg_ind = trg_word2ind[trg]
src_indices.append(src_ind)
trg_indices.append(trg_ind)
except KeyError:
noov+=1
if args.verbose:
print('WARNING: OOV dictionary entry ({0} - {1})'.format(src, trg)) #, file=sys.stderr
f.close()
if args.verbose:
print('Number of training pairs having at least one OOV: {}'.format(noov))
src_indices = src_indices
trg_indices = trg_indices
if args.verbose:
print('Normalizing embeddings...')
# STEP 0: Normalization
for action in args.normalize:
if action == 'unit':
x = embeddings.length_normalize(x)
z = embeddings.length_normalize(z)
elif action == 'center':
x = embeddings.mean_center(x)
z = embeddings.mean_center(z)
elif action == 'unitdim':
x = embeddings.length_normalize_dimensionwise(x)
z = embeddings.length_normalize_dimensionwise(z)
elif action == 'centeremb':
x = embeddings.mean_center_embeddingwise(x)
z = embeddings.mean_center_embeddingwise(z)
# Step 1: Optimization
if args.verbose:
print('Beginning Optimization')
start_time = time.time()
x_count = len(set(src_indices))
z_count = len(set(trg_indices))
A = np.zeros((x_count,z_count))
# Creating dictionary matrix from training set
map_dict_src={}
map_dict_trg={}
I=0
uniq_src=[]
uniq_trg=[]
for i in range(len(src_indices)):
if src_indices[i] not in map_dict_src.keys():
map_dict_src[src_indices[i]]=I
I+=1
uniq_src.append(src_indices[i])
J=0
for j in range(len(trg_indices)):
if trg_indices[j] not in map_dict_trg.keys():
map_dict_trg[trg_indices[j]]=J
J+=1
uniq_trg.append(trg_indices[j])
for i in range(len(src_indices)):
A[map_dict_src[src_indices[i]],map_dict_trg[trg_indices[i]]]=1
np.random.seed(0)
Lambda=args.l2_reg
U1 = TT.matrix()
U2 = TT.matrix()
B = TT.matrix()
Kx, Kz = x[uniq_src], z[uniq_trg]
XtAZ = Kx.T.dot(A.dot(Kz))
XtX = Kx.T.dot(Kx)
ZtZ = Kz.T.dot(Kz)
# AA = np.sum(A*A) # this can be added if cost needs to be compared to original geomm
W = (U1.dot(B)).dot(U2.T)
regularizer = 0.5*Lambda*(TT.sum(B**2))
sXtX = shared(XtX)
sZtZ = shared(ZtZ)
sXtAZ = shared(XtAZ)
cost = regularizer
wtxtxw = W.T.dot(sXtX.dot(W))
wtxtxwztz = wtxtxw.dot(sZtZ)
cost += TT.nlinalg.trace(wtxtxwztz)
cost += -2 * TT.sum(W * sXtAZ)
# cost += shared(AA) # this can be added if cost needs to be compared with original geomm
solver = ConjugateGradient(maxtime=args.max_opt_time,maxiter=args.max_opt_iter)
manifold =Product([Stiefel(x.shape[1], x.shape[1]),Stiefel(z.shape[1], x.shape[1]),PositiveDefinite(x.shape[1])])
#manifold =Product([Stiefel(x.shape[1], 200),Stiefel(z.shape[1], 200),PositiveDefinite(200)])
problem = Problem(manifold=manifold, cost=cost, arg=[U1,U2,B], verbosity=3)
wopt = solver.solve(problem)
w= wopt
U1 = w[0]
U2 = w[1]
B = w[2]
### Save the models if requested
if args.model_path is not None:
os.makedirs(args.model_path,exist_ok=True)
np.savetxt('{}/U_src.csv'.format(args.model_path),U1)
np.savetxt('{}/U_tgt.csv'.format(args.model_path),U2)
np.savetxt('{}/B.csv'.format(args.model_path),B)
# Step 2: Transformation
xw = x.dot(U1).dot(scipy.linalg.sqrtm(B))
zw = z.dot(U2).dot(scipy.linalg.sqrtm(B))
end_time = time.time()
if args.verbose:
print('Completed training in {0:.2f} seconds'.format(end_time-start_time))
gc.collect()
### Save the GeoMM embeddings if requested
xw_n = embeddings.length_normalize(xw)
zw_n = embeddings.length_normalize(zw)
if args.geomm_embeddings_path is not None:
os.makedirs(args.geomm_embeddings_path,exist_ok=True)
out_emb_fname=os.path.join(args.geomm_embeddings_path,'src.vec')
with open(out_emb_fname,'w',encoding=args.encoding) as outfile:
embeddings.write(src_words,xw_n,outfile)
out_emb_fname=os.path.join(args.geomm_embeddings_path,'trg.vec')
with open(out_emb_fname,'w',encoding=args.encoding) as outfile:
embeddings.write(trg_words,zw_n,outfile)
# Step 3: Evaluation
if args.normalize_eval:
xw = xw_n
zw = zw_n
X = xw[src_indices]
Z = zw[trg_indices]
# Loading test dictionary
f = open(args.dictionary_test, encoding=args.encoding, errors='surrogateescape')
src2trg = collections.defaultdict(set)
trg2src = collections.defaultdict(set)
oov = set()
vocab = set()
for line in f:
src, trg = line.split()
if args.max_vocab:
src=src.lower()
trg=trg.lower()
try:
src_ind = src_word2ind[src]
trg_ind = trg_word2ind[trg]
src2trg[src_ind].add(trg_ind)
trg2src[trg_ind].add(src_ind)
vocab.add(src)
except KeyError:
oov.add(src)
src = list(src2trg.keys())
trgt = list(trg2src.keys())
oov -= vocab # If one of the translation options is in the vocabulary, then the entry is not an oov
coverage = len(src2trg) / (len(src2trg) + len(oov))
f.close()
translation = collections.defaultdict(int)
translation5 = collections.defaultdict(list)
translation10 = collections.defaultdict(list)
### compute nearest neigbours of x in z
t=time.time()
nbrhood_x=np.zeros(xw.shape[0])
for i in range(0, len(src), BATCH_SIZE):
j = min(i + BATCH_SIZE, len(src))
similarities = xw[src[i:j]].dot(zw.T)
similarities_x = -1*np.partition(-1*similarities,args.csls_neighbourhood-1 ,axis=1)
nbrhood_x[src[i:j]]=np.mean(similarities_x[:,:args.csls_neighbourhood],axis=1)
### compute nearest neigbours of z in x (GPU version)
nbrhood_z=np.zeros(zw.shape[0])
with cp.cuda.Device(0):
nbrhood_z2=cp.zeros(zw.shape[0])
batch_num=1
for i in range(0, zw.shape[0], BATCH_SIZE):
j = min(i + BATCH_SIZE, zw.shape[0])
similarities = -1*cp.partition(-1*cp.dot(cp.asarray(zw[i:j]),cp.transpose(cp.asarray(xw))),args.csls_neighbourhood-1 ,axis=1)[:,:args.csls_neighbourhood]
nbrhood_z2[i:j]=(cp.mean(similarities[:,:args.csls_neighbourhood],axis=1))
batch_num+=1
nbrhood_z=cp.asnumpy(nbrhood_z2)
#### compute nearest neigbours of z in x (CPU version)
#nbrhood_z=np.zeros(zw.shape[0])
#for i in range(0, len(zw.shape[0]), BATCH_SIZE):
# j = min(i + BATCH_SIZE, len(zw.shape[0]))
# similarities = zw[i:j].dot(xw.T)
# similarities_z = -1*np.partition(-1*similarities,args.csls_neighbourhood-1 ,axis=1)
# nbrhood_z[i:j]=np.mean(similarities_z[:,:args.csls_neighbourhood],axis=1)
#### find translation
#for i in range(0, len(src), BATCH_SIZE):
# j = min(i + BATCH_SIZE, len(src))
# similarities = xw[src[i:j]].dot(zw.T)
# similarities = np.transpose(np.transpose(2*similarities) - nbrhood_x[src[i:j]]) - nbrhood_z
# nn = similarities.argmax(axis=1).tolist()
# similarities = np.argsort((similarities),axis=1)
# nn5 = (similarities[:,-5:])
# nn10 = (similarities[:,-10:])
# for k in range(j-i):
# translation[src[i+k]] = nn[k]
# translation5[src[i+k]] = nn5[k]
# translation10[src[i+k]] = nn10[k]
#if args.geomm_embeddings_path is not None:
# delim=','
# os.makedirs(args.geomm_embeddings_path,exist_ok=True)
# translations_fname=os.path.join(args.geomm_embeddings_path,'translations.csv')
# with open(translations_fname,'w',encoding=args.encoding) as translations_file:
# for src_id in src:
# src_word = src_words[src_id]
# all_trg_words = [ trg_words[trg_id] for trg_id in src2trg[src_id] ]
# trgout_words = [ trg_words[j] for j in translation10[src_id] ]
# ss = list(nn10[src_id,:])
#
# p1 = ':'.join(all_trg_words)
# p2 = delim.join( [ '{}{}{}'.format(w,delim,s) for w,s in zip(trgout_words,ss) ] )
# translations_file.write( '{s}{delim}{p1}{delim}{p2}\n'.format(s=src_word, delim=delim, p1=p1, p2=p2) )
### find translation (and write to file if output requested)
delim=','
translations_file =None
if args.geomm_embeddings_path is not None:
os.makedirs(args.geomm_embeddings_path,exist_ok=True)
translations_fname=os.path.join(args.geomm_embeddings_path,'translations.csv')
translations_file = open(translations_fname,'w',encoding=args.encoding)
for i in range(0, len(src), BATCH_SIZE):
j = min(i + BATCH_SIZE, len(src))
similarities = xw[src[i:j]].dot(zw.T)
similarities = np.transpose(np.transpose(2*similarities) - nbrhood_x[src[i:j]]) - nbrhood_z
nn = similarities.argmax(axis=1).tolist()
similarities = np.argsort((similarities),axis=1)
nn5 = (similarities[:,-5:])
nn10 = (similarities[:,-10:])
for k in range(j-i):
translation[src[i+k]] = nn[k]
translation5[src[i+k]] = nn5[k]
translation10[src[i+k]] = nn10[k]
if args.geomm_embeddings_path is not None:
src_id=src[i+k]
src_word = src_words[src_id]
all_trg_words = [ trg_words[trg_id] for trg_id in src2trg[src_id] ]
trgout_words = [ trg_words[j] for j in translation10[src_id] ]
#ss = list(nn10[src_id,:])
p1 = ':'.join(all_trg_words)
p2 = ':'.join(trgout_words)
#p2 = delim.join( [ '{}{}{}'.format(w,delim,s) for w,s in zip(trgout_words,ss) ] )
translations_file.write( '{s}{delim}{p1}{delim}{p2}\n'.format(s=src_word, p1=p1, p2=p2, delim=delim) )
if args.geomm_embeddings_path is not None:
translations_file.close()
accuracy = np.mean([1 if translation[i] in src2trg[i] else 0 for i in src])
mean=0
for i in src:
for k in translation5[i]:
if k in src2trg[i]:
mean+=1
break
mean/=len(src)
accuracy5 = mean
mean=0
for i in src:
for k in translation10[i]:
if k in src2trg[i]:
mean+=1
break
mean/=len(src)
accuracy10 = mean
message = src_input.split(".")[-2] + "-->" + trg_input.split(".")[-2] + ":"
'Coverage:{0:7.2%} Accuracy:{1:7.2%}'.format(coverage, accuracy)
rotation,
end='\n\n')
#Take a step further and solve the problem using a pymanopt to solve the optimization as a constrained problem
from pymanopt import Problem
from pymanopt.solvers import ConjugateGradient
from pymanopt.manifolds import Stiefel
# define objective function
def pca_objective(U):
return -np.trace(np.dot(U.T, np.dot(cov, U)))
# set up Pymanopt problem and solve.
solver = ConjugateGradient(maxiter=1000)
manifold = Stiefel(D, components)
problem = Problem(manifold=manifold, cost=pca_objective, verbosity=0)
Uopt = solver.solve(problem)
print('Solution found using Pymanopt = \n', Uopt, end='\n\n')
# Find the matrix T such that UA = Uopt
T = np.linalg.lstsq(U, Uopt, rcond=None)[0]
# Assuming this is a rotation matrix, compute the angle and confirm this is indeed a rotation
angle = np.arccos(T[0, 0])
rotation = np.array([[np.cos(angle), np.sin(angle)],
[-np.sin(angle), np.cos(angle)]])
print('T matrix found as: \n', T)
print('rotation matrix associated with an angle of ', np.round(angle, 4),
def _bootstrap_problem(self):
self.manifold = FixedRankEmbeeded(self.num_users, self.num_items, self.num_factors + 1)
self.solver = ConjugateGradient(maxiter=self.iterations, minstepsize=self.minstepsize)
class UsvRiemannianLogisticMF():
def __init__(self, counts, num_factors, reg_param=0.6, gamma=1.0,
iterations=30, minstepsize=1e-9):
self.counts = counts
self.num_users = self.counts.shape[0]
self.num_items = self.counts.shape[1]
self.num_factors = num_factors
self.iterations = iterations
self.minstepsize = minstepsize
self.reg_param = reg_param
self.gamma = gamma
self._bootstrap_problem()
def _bootstrap_problem(self):
self.manifold = FixedRankEmbeeded(self.num_users, self.num_items, self.num_factors + 1)
self.solver = ConjugateGradient(maxiter=self.iterations, minstepsize=self.minstepsize)
def train_model(self, x0=None):
self.U = T.matrix('U')
self.S = T.matrix('S')
self.V = T.matrix('V')
problem = Problem(man=self.manifold,
theano_cost=self.log_likelihood(),
theano_arg=[self.U, self.S, self.V])
if x0 is None:
user_vectors = np.random.normal(size=(self.num_users,
self.num_factors + 1))
item_vectors = np.random.normal(size=(self.num_items,
self.num_factors + 1))
s = rnd.random(self.num_factors + 1)
s[:-1] = np.sort(s[:-1])[::-1]
x0 = (user_vectors, np.diag(s), item_vectors.T)
else:
x0 = x0
(left, middle, right), self.loss_history = self.solver.solve(problem, x=x0)
right = right.T
s_mid = np.diag(np.sqrt(np.diag(middle)[:-1]))
self.middle = s_mid
print('U norm: {}'.format(la.norm(left[:, :-1])))
print('V norm: {}'.format(la.norm(right[:, :-1])))
self.user_vectors = left[:, :-1].dot(s_mid)
self.item_vectors = right[:, :-1].dot(s_mid)
self.user_biases = left[:, -1] * np.sqrt(middle[-1, -1])
self.item_biases = right[:, -1] * np.sqrt(middle[-1, -1])
print('U norm: {}'.format(la.norm(self.user_vectors)))
print('V norm: {}'.format(la.norm(self.item_vectors)))
print('LL: {}'.format(self._log_likelihood()))
def _log_likelihood(self):
loglik = 0
A = np.dot(self.user_vectors, self.item_vectors.T)
A += self.user_biases
A += self.item_biases.T
B = A * self.counts
loglik += np.sum(B)
A = np.exp(A)
A += 1
A = np.log(A)
A = (self.counts + 1) * A
loglik -= np.sum(A)
# L2 regularization
loglik -= 0.5 * self.reg_param * np.sum(np.square(np.diag(self.middle)))
return loglik
def log_likelihood(self):
Users = self.U[:, :-1]
Middle = self.S
Items = self.V[:-1, :]
UserBiases = self.U[:, -1].reshape((-1, 1))
ItemBiases = self.V[-1, :].reshape((-1, 1))
A = T.dot(T.dot(self.U[:, :-1], self.S[:-1, :-1]), self.V[:-1, :])
A = T.inc_subtensor(A[:, :], UserBiases * T.sqrt(self.S[-1, -1]))
A = T.inc_subtensor(A[:, :], ItemBiases.T * T.sqrt(self.S[-1, -1]))
B = A * self.counts
loglik = T.sum(B)
A = T.exp(A)
A += 1
A = T.log(A)
A = (self.counts + 1) * A
loglik -= T.sum(A)
# L2 regularization
loglik -= 0.5 * self.reg_param * T.sum(T.square(T.diag(self.S)[:-1]))
# Return negation of LogLikelihood cause we will minimize cost
return -loglik
def print_vectors(self):
user_vecs_file = open('logmf-user-vecs-%i' % self.num_factors, 'w')
for i in range(self.num_users):
vec = ' '.join(map(str, self.user_vectors[i]))
line = '%i\t%s\n' % (i, vec)
user_vecs_file.write(line)
user_vecs_file.close()
item_vecs_file = open('logmf-item-vecs-%i' % self.num_factors, 'w')
for i in range(self.num_items):
vec = ' '.join(map(str, self.item_vectors[i]))
line = '%i\t%s\n' % (i, vec)
item_vecs_file.write(line)
item_vecs_file.close()
class WildLogisticMF():
def __init__(self, counts, num_factors, reg_param=0.6, gamma=1.0,
iterations=30, minstepsize=1e-10):
self.counts = counts
self.num_users = self.counts.shape[0]
self.num_items = self.counts.shape[1]
self.num_factors = num_factors
self.iterations = iterations
self.minstepsize = minstepsize
self.reg_param = reg_param
self.gamma = gamma
self._bootstrap_problem()
def _bootstrap_problem(self):
self.manifold = FixedRankEmbeeded2Factors(self.num_users, self.num_items, self.num_factors + 1)
self.solver = ConjugateGradient(maxiter=self.iterations, minstepsize=self.minstepsize)
def train_model(self, x0=None):
self.L = T.matrix('L')
self.R = T.matrix('R')
problem = Problem(man=self.manifold,
theano_cost=self.log_likelihood(),
theano_arg=[self.L, self.R])
if x0 is None:
user_vectors = np.random.normal(size=(self.num_users,
self.num_factors))
item_vectors = np.random.normal(size=(self.num_items,
self.num_factors))
user_biases = np.random.normal(size=(self.num_users, 1)) / SCONST
item_biases = np.random.normal(size=(self.num_items, 1)) / SCONST
x0 = (np.hstack((user_vectors, user_biases)),
np.hstack((item_vectors, item_biases)))
else:
x0 = x0
(left, right), self.loss_history = self.solver.solve(problem, x=x0)
self.user_vectors = left[:, :-1]
self.item_vectors = right[:, :-1]
self.user_biases = left[:, -1].reshape((self.num_users, 1))
self.item_biases = right[:, -1].reshape((self.num_items, 1))
print('U norm: {}'.format(la.norm(self.user_vectors)))
print('V norm: {}'.format(la.norm(self.item_vectors)))
def log_likelihood(self):
Users = self.L[:, :-1]
Items = self.R[:, :-1]
UserBiases = self.L[:, -1].reshape((-1, 1))
ItemBiases = self.R[:, -1].reshape((-1, 1))
A = T.dot(self.L[:, :-1], (self.R[:, :-1]).T)
A = T.inc_subtensor(A[:, :], UserBiases)
A = T.inc_subtensor(A[:, :], ItemBiases.T)
B = A * self.counts
loglik = T.sum(B)
A = T.exp(A)
A += 1
A = T.log(A)
A = (self.counts + 1) * A
loglik -= T.sum(A)
# L2 regularization
loglik -= 0.5 * self.reg_param * T.sum(T.square(self.L[:, :-1]))
loglik -= 0.5 * self.reg_param * T.sum(T.square(self.R[:, :-1]))
# Return negation of LogLikelihood cause we will minimize cost
return -loglik
def print_vectors(self):
user_vecs_file = open('logmf-user-vecs-%i' % self.num_factors, 'w')
for i in range(self.num_users):
vec = ' '.join(map(str, self.user_vectors[i]))
line = '%i\t%s\n' % (i, vec)
user_vecs_file.write(line)
user_vecs_file.close()
item_vecs_file = open('logmf-item-vecs-%i' % self.num_factors, 'w')
for i in range(self.num_items):
vec = ' '.join(map(str, self.item_vectors[i]))
line = '%i\t%s\n' % (i, vec)
item_vecs_file.write(line)
item_vecs_file.close()
def _bootstrap_problem(self):
self.manifold = FixedRankEmbeeded(self.num_users, self.num_items,
self.num_factors + 1)
self.solver = ConjugateGradient(maxiter=self.iterations,
minstepsize=self.minstepsize)
class LogisticMF():
def __init__(self,
counts,
num_factors,
reg_param=0.6,
gamma=1.0,
iterations=30,
minstepsize=1e-9):
self.counts = counts
N = 20000
self.counts = counts[:N, :N]
self.num_users = self.counts.shape[0]
self.num_items = self.counts.shape[1]
self.num_factors = num_factors + 2
self.iterations = iterations
self.minstepsize = minstepsize
self.reg_param = reg_param
self.gamma = gamma
self._bootstrap_problem()
def _bootstrap_problem(self):
self.manifold = FixedRankEmbeeded2Factors(self.num_users,
self.num_items,
self.num_factors)
self.solver = ConjugateGradient(maxiter=self.iterations,
minstepsize=self.minstepsize)
def train_model(self):
self.L = T.matrix('L')
self.R = T.matrix('R')
problem = Problem(man=self.manifold,
theano_cost=self.log_likelihood(),
theano_arg=[self.L, self.R])
left, right = self.solver.solve(problem)
self.user_vectors = left[:, :-2]
self.item_vectors = right[:, :-2]
self.user_biases = left[:, -1]
self.item_biases = right[:, -2]
print('U norm: {}'.format(la.norm(self.user_vectors)))
print('V norm: {}'.format(la.norm(self.item_vectors)))
print("how much user outer? {}".format(
np.average(np.isclose(left[:, -2], 1))))
print("how much item outer? {}".format(
np.average(np.isclose(right[:, -1], 1))))
print('user delta: {} in norm, {} in max abs'.format(
la.norm(left[:, -2] - 1), np.max(np.abs(left[:, -2] - 1))))
print('item delta: {} in norm, {} in max abs'.format(
la.norm(right[:, -1] - 1), np.max(np.abs(right[:, -1] - 1))))
def evaluate_lowrank(self, U, V, item, fast=False):
if hasattr(item, '__len__') and len(item) == 2 and len(item[0]) == len(
item[1]):
if fast:
rows = U[item[0], :]
cols = V[item[1], :]
data = (rows * cols).sum(1)
return data
else:
idx_argsort = item[0].argsort()
item = (item[0][idx_argsort], item[1][idx_argsort])
vals, idxs, counts = [theano.shared(it) for it in\
np.unique(item[0], return_index=True, return_counts=True)]
output = T.zeros(int(np.max(counts.get_value())))
it1 = theano.shared(item[1])
def process_partial_dot(row_idx, out, U, V, item):
partial_dot = T.dot(
U[vals[row_idx], :],
V[item[idxs[row_idx]:idxs[row_idx] +
counts[row_idx]], :].T)
return T.set_subtensor(out[:counts[row_idx]], partial_dot)
parts, updates = theano.scan(fn=process_partial_dot,
outputs_info=output,
sequences=T.arange(vals.size),
non_sequences=[U, V, it1])
mask = np.ones(
(vals.get_value().size, int(np.max(counts.get_value()))))
for i, count in enumerate(counts.get_value()):
mask[i, count:] = 0
return parts[theano.shared(mask).nonzero()].ravel()
else:
raise ValueError('__getitem__ now supports only indices set')
def log_likelihood(self):
Users = self.L[:, :-2]
Items = self.R[:, :-2]
UserBiases = self.L[:, -1]
ItemBiases = self.R[:, -2]
UserOuter = self.L[:, -2]
ItemOuter = self.R[:, -1]
## A = T.dot(Users, Items.T)
## A += UserBiases
## A += ItemBiases.T
## B = A * self.counts
## loglik = T.sum(B)
# A implicitly stored as self.L @ self.R.T
# loglik = T.sum(A * self.counts) => sum over nonzeros only
print('nnz size: {}'.format(self.counts.nonzero()[0].size))
loglik = T.dot(
self.evaluate_lowrank(self.L,
self.R,
self.counts.nonzero(),
fast=False),
np.array(self.counts[self.counts.nonzero()]).ravel())
## A = T.exp(A)
## A += 1
## A = T.log(A)
# There we use Taylor series ln(exp(x) + 1) = ln(2) + x/2 + x^2/8 + O(x^4) at x=0
# ln(2)
const_term = (T.ones(
(self.num_users, 1)) * np.log(2), T.ones((self.num_items, 1)))
# x/2
first_order_term = (0.5 * self.L, 0.5 * self.R)
# x^2/8
second_order_term = hadamard((self.L, self.R), (self.L, self.R),
self.num_factors)
second_order_term = tuple(factor / 8.0 for factor in second_order_term)
grouped_factors = list(
zip(const_term, first_order_term, second_order_term))
A = (T.concatenate(grouped_factors[0],
axis=1), T.concatenate(grouped_factors[1], axis=1))
## A = (self.counts + 1) * A
## loglik -= T.sum(A)
loglik -= sum_lowrank(A)
loglik -= T.dot(
self.evaluate_lowrank(A[0],
A[1],
self.counts.nonzero(),
fast=False),
np.array(self.counts[self.counts.nonzero()]).ravel())
# L2 regularization
loglik -= 0.5 * self.reg_param * T.sum(T.square(Users))
loglik -= 0.5 * self.reg_param * T.sum(T.square(Items))
# we need strictly maintain UserOuter and ItemOuter be ones, just to ensure they properly
# outer products with biases
loglik -= self.num_users * T.sum(T.square(UserOuter - 1))
loglik -= self.num_items * T.sum(T.square(ItemOuter - 1))
# Return negation of LogLikelihood cause we will minimize cost
return -loglik
def print_vectors(self):
user_vecs_file = open('logmf-user-vecs-%i' % self.num_factors, 'w')
for i in range(self.num_users):
vec = ' '.join(map(str, self.user_vectors[i]))
line = '%i\t%s\n' % (i, vec)
user_vecs_file.write(line)
user_vecs_file.close()
item_vecs_file = open('logmf-item-vecs-%i' % self.num_factors, 'w')
for i in range(self.num_items):
vec = ' '.join(map(str, self.item_vectors[i]))
line = '%i\t%s\n' % (i, vec)
item_vecs_file.write(line)
item_vecs_file.close()
# (a) Instantiation of a manifold
# points on the manifold are parameterized via their singular value
# decomposition (u, s, vt) where
# u is a 5 x 2 matrix with orthonormal columns,
# s is a vector of length 2,
# vt is a 2 x 4 matrix with orthonormal rows,
# so that u*diag(s)*vt is a 5 x 4 matrix of rank 2.
manifold = FixedRankEmbedded(A.shape[0], A.shape[1], k)
# (b) Definition of a cost function (here using autograd.numpy)
# Note that the cost must be defined in terms of u, s and vt, where
# X = u * diag(s) * vt.
def cost(usv):
delta = .5
u = usv[0]
s = usv[1]
vt = usv[2]
X = np.dot(np.dot(u, np.diag(s)), vt)
return np.sum(np.sqrt((X - A)**2 + delta**2) - delta)
# define the Pymanopt problem
problem = Problem(manifold=manifold, cost=cost)
# (c) Instantiation of a Pymanopt solver
solver = ConjugateGradient()
# let Pymanopt do the rest
X = solver.solve(problem)
def RELMM(data, A_init, S0, lambda_S, lambda_S0):
[L, N] = data.shape
[L, P] = S0.shape
V = P * np.eye(P) - np.outer(np.ones(P), np.transpose(np.ones(P)))
def cost(X):
data_fit = np.zeros(N)
for n in np.arange(N):
data_fit[n] = np.linalg.norm(
S[:, :, n] - np.dot(X, np.diag(psi[:, n])), 'fro')**2
cost = lambda_S / 2 * np.sum(data_fit,
axis=0) + lambda_S0 / 2 * np.trace(
np.dot(np.dot(X, V), np.transpose(X)))
return cost
def egrad(X):
partial_grad = np.zeros([L, P, N])
for n in np.arange(N):
partial_grad[:, :, n] = np.dot(X, np.diag(psi[:, n])) - np.dot(
S[:, :, n], np.diag(psi[:, n]))
egrad = lambda_S * np.sum(partial_grad, axis=2) + lambda_S0 * np.dot(
X, V)
return egrad
A = A_init
S = np.zeros([L, P, N])
psi = np.ones([P, N])
for n in np.arange(N):
S[:, :, n] = S0
maxiter = 200
U = A # split variable
D = np.zeros(A.shape) # Lagrange mutlipliers
rho = 1
maxiter_ADMM = 100
tol_A_ADMM = 10**-3
tol_A = 10**-3
tol_S = 10**-3
tol_psi = 10**-3
tol_S0 = 10**-3
I = np.identity(P)
for i in np.arange(maxiter):
A_old = np.copy(A)
psi_old = np.copy(psi)
S_old = np.copy(S)
S0_old = np.copy(S0)
# A update
for j in np.arange(maxiter_ADMM):
A_old_ADMM = np.copy(A)
for n in np.arange(N):
A[:, n] = np.dot(
np.linalg.inv(
np.dot(np.transpose(S[:, :, n]), S[:, :, n]) +
rho * I),
np.dot(np.transpose(S[:, :, n]), data[:, n]) + rho *
(U[:, n] - D[:, n]))
U = proj_simplex(A + D)
D = D + A - U
if j > 0:
rel_A_ADMM = np.abs((np.linalg.norm(A, 'fro') - np.linalg.norm(
A_old_ADMM, 'fro'))) / np.linalg.norm(A_old_ADMM, 'fro')
print("iteration ", j, " of ", maxiter_ADMM, ", rel_A_ADMM =",
rel_A_ADMM)
if rel_A_ADMM < tol_A_ADMM:
break
# psi update
for n in np.arange(N):
for p in np.arange(P):
psi[p,
n] = np.dot(np.transpose(S0[:, p]), S[:, p, n]) / np.dot(
np.transpose(S0[:, p]), S0[:, p])
# S update
for n in np.arange(N):
S[:, :, n] = np.dot(
np.outer(data[:, n], np.transpose(A[:, n])) +
lambda_S * np.dot(S0, np.diag(psi[:, n])),
np.linalg.inv(
np.outer(A[:, n], np.transpose(A[:, n])) + lambda_S * I))
# S0 update
manifold = Oblique(L, P)
solver = ConjugateGradient()
problem = Problem(manifold=manifold, cost=cost, egrad=egrad)
S0 = solver.solve(problem)
# termination checks
if i > 0:
S_vec = np.hstack(S)
rel_A = np.abs(
np.linalg.norm(A, 'fro') -
np.linalg.norm(A_old, 'fro')) / np.linalg.norm(A_old, 'fro')
rel_psi = np.abs(
np.linalg.norm(psi, 'fro') -
np.linalg.norm(psi_old, 'fro')) / np.linalg.norm(
psi_old, 'fro')
rel_S = np.abs(
np.linalg.norm(S_vec) -
np.linalg.norm(np.hstack(S_old))) / np.linalg.norm(S_old)
rel_S0 = np.abs(
np.linalg.norm(S0, 'fro') -
np.linalg.norm(S0_old, 'fro')) / np.linalg.norm(S0_old, 'fro')
print("iteration ", i, " of ", maxiter, ", rel_A =", rel_A,
", rel_psi =", rel_psi, "rel_S =", rel_S, "rel_S0 =", rel_S0)
if rel_A < tol_A and rel_psi and tol_psi and rel_S < tol_S and rel_S0 < tol_S0 and i > 1:
break
return A, psi, S, S0
def _update_classifier(self, data, labels, w, classes):
"""Update the classifier parameters theta and bias
Parameters
----------
data : list of 2D arrays, element i has shape=[voxels_i, samples_i]
Each element in the list contains the fMRI data of one subject for
the classification task.
labels : list of arrays of int, element i has shape=[samples_i]
Each element in the list contains the labels for the data samples
in data_sup.
w : list of 2D array, element i has shape=[voxels_i, features]
The orthogonal transforms (mappings) :math:`W_i` for each subject.
classes : int
The number of classes in the classifier.
Returns
-------
theta : array, shape=[features, classes]
The MLR parameter for the class planes.
bias : array shape=[classes,]
The MLR parameter for class biases.
"""
# Stack the data and labels for training the classifier
data_stacked, labels_stacked, weights = \
SSSRM._stack_list(data, labels, w)
features = w[0].shape[1]
total_samples = weights.size
data_th = S.shared(data_stacked.astype(theano.config.floatX))
val_ = S.shared(labels_stacked)
total_samples_S = S.shared(total_samples)
theta_th = T.matrix(name='theta', dtype=theano.config.floatX)
bias_th = T.col(name='bias', dtype=theano.config.floatX)
constf2 = S.shared(self.alpha / self.gamma, allow_downcast=True)
weights_th = S.shared(weights)
log_p_y_given_x = \
T.log(T.nnet.softmax((theta_th.T.dot(data_th.T)).T + bias_th.T))
f = -constf2 * T.sum((log_p_y_given_x[T.arange(total_samples_S), val_])
/ weights_th) + 0.5 * T.sum(theta_th ** 2)
manifold = Product((Euclidean(features, classes),
Euclidean(classes, 1)))
problem = Problem(manifold=manifold, cost=f, arg=[theta_th, bias_th],
verbosity=0)
solver = ConjugateGradient(mingradnorm=1e-6)
solution = solver.solve(problem)
theta = solution[0]
bias = solution[1]
del constf2
del theta_th
del bias_th
del data_th
del val_
del solver
del solution
return theta, bias
def _update_w(self, data_align, data_sup, labels, w, s, theta, bias):
"""
Parameters
----------
data_align : list of 2D arrays, element i has shape=[voxels_i, n_align]
Each element in the list contains the fMRI data for alignment of
one subject. There are n_align samples for each subject.
data_sup : list of 2D arrays, element i has shape=[voxels_i, samples_i]
Each element in the list contains the fMRI data of one subject for
the classification task.
labels : list of arrays of int, element i has shape=[samples_i]
Each element in the list contains the labels for the data samples
in data_sup.
w : list of array, element i has shape=[voxels_i, features]
The orthogonal transforms (mappings) :math:`W_i` for each subject.
s : array, shape=[features, samples]
The shared response.
theta : array, shape=[classes, features]
The MLR class plane parameters.
bias : array, shape=[classes]
The MLR class biases.
Returns
-------
w : list of 2D array, element i has shape=[voxels_i, features]
The updated orthogonal transforms (mappings).
"""
subjects = len(data_align)
s_th = S.shared(s.astype(theano.config.floatX))
theta_th = S.shared(theta.T.astype(theano.config.floatX))
bias_th = S.shared(bias.T.astype(theano.config.floatX),
broadcastable=(True, False))
for subject in range(subjects):
logger.info('Subject Wi %d' % subject)
# Solve for subject i
# Create the theano function
w_th = T.matrix(name='W', dtype=theano.config.floatX)
data_srm_subject = \
S.shared(data_align[subject].astype(theano.config.floatX))
constf1 = \
S.shared((1 - self.alpha) * 0.5 / data_align[subject].shape[1],
allow_downcast=True)
f1 = constf1 * T.sum((data_srm_subject - w_th.dot(s_th))**2)
if data_sup[subject] is not None:
lr_samples_S = S.shared(data_sup[subject].shape[1])
data_sup_subject = \
S.shared(data_sup[subject].astype(theano.config.floatX))
labels_S = S.shared(labels[subject])
constf2 = S.shared(-self.alpha / self.gamma
/ data_sup[subject].shape[1],
allow_downcast=True)
log_p_y_given_x = T.log(T.nnet.softmax((theta_th.dot(
w_th.T.dot(data_sup_subject))).T + bias_th))
f2 = constf2 * T.sum(
log_p_y_given_x[T.arange(lr_samples_S), labels_S])
f = f1 + f2
else:
f = f1
# Define the problem and solve
f_subject = self._objective_function_subject(data_align[subject],
data_sup[subject],
labels[subject],
w[subject],
s, theta, bias)
minstep = np.min((10**-np.floor(np.log10(f_subject))), 1e-1)
manifold = Stiefel(w[subject].shape[0], w[subject].shape[1])
problem = Problem(manifold=manifold, cost=f, arg=w_th, verbosity=0)
solver = ConjugateGradient(mingradnorm=1e-2, minstepsize=minstep)
w[subject] = np.array(solver.solve(
problem, x=w[subject].astype(theano.config.floatX)))
if data_sup[subject] is not None:
del f2
del log_p_y_given_x
del data_sup_subject
del labels_S
del solver
del problem
del manifold
del f
del f1
del data_srm_subject
del w_th
del theta_th
del bias_th
del s_th
# Run garbage collector to avoid filling up the memory
gc.collect()
return w
def _update_w(self, data_align, data_sup, labels, w, s, theta, bias):
"""
Parameters
----------
data_align : list of 2D arrays, element i has shape=[voxels_i, n_align]
Each element in the list contains the fMRI data for alignment of
one subject. There are n_align samples for each subject.
data_sup : list of 2D arrays, element i has shape=[voxels_i, samples_i]
Each element in the list contains the fMRI data of one subject for
the classification task.
labels : list of arrays of int, element i has shape=[samples_i]
Each element in the list contains the labels for the data samples
in data_sup.
w : list of array, element i has shape=[voxels_i, features]
The orthogonal transforms (mappings) :math:`W_i` for each subject.
s : array, shape=[features, samples]
The shared response.
theta : array, shape=[classes, features]
The MLR class plane parameters.
bias : array, shape=[classes]
The MLR class biases.
Returns
-------
w : list of 2D array, element i has shape=[voxels_i, features]
The updated orthogonal transforms (mappings).
"""
subjects = len(data_align)
s_th = S.shared(s.astype(theano.config.floatX))
theta_th = S.shared(theta.T.astype(theano.config.floatX))
bias_th = S.shared(bias.T.astype(theano.config.floatX),
broadcastable=(True, False))
for subject in range(subjects):
logger.info('Subject Wi %d' % subject)
# Solve for subject i
# Create the theano function
w_th = T.matrix(name='W', dtype=theano.config.floatX)
data_srm_subject = \
S.shared(data_align[subject].astype(theano.config.floatX))
constf1 = \
S.shared((1 - self.alpha) * 0.5 / data_align[subject].shape[1],
allow_downcast=True)
f1 = constf1 * T.sum((data_srm_subject - w_th.dot(s_th))**2)
if data_sup[subject] is not None:
lr_samples_S = S.shared(data_sup[subject].shape[1])
data_sup_subject = \
S.shared(data_sup[subject].astype(theano.config.floatX))
labels_S = S.shared(labels[subject])
constf2 = S.shared(-self.alpha / self.gamma /
data_sup[subject].shape[1],
allow_downcast=True)
log_p_y_given_x = T.log(
T.nnet.softmax(
(theta_th.dot(w_th.T.dot(data_sup_subject))).T +
bias_th))
f2 = constf2 * T.sum(log_p_y_given_x[T.arange(lr_samples_S),
labels_S])
f = f1 + f2
else:
f = f1
# Define the problem and solve
f_subject = self._objective_function_subject(
data_align[subject], data_sup[subject], labels[subject],
w[subject], s, theta, bias)
minstep = np.amin(((10**-np.floor(np.log10(f_subject))), 1e-1))
manifold = Stiefel(w[subject].shape[0], w[subject].shape[1])
problem = Problem(manifold=manifold, cost=f, arg=w_th, verbosity=0)
solver = ConjugateGradient(mingradnorm=1e-2, minstepsize=minstep)
w[subject] = np.array(
solver.solve(problem,
x=w[subject].astype(theano.config.floatX)))
if data_sup[subject] is not None:
del f2
del log_p_y_given_x
del data_sup_subject
del labels_S
del solver
del problem
del manifold
del f
del f1
del data_srm_subject
del w_th
del theta_th
del bias_th
del s_th
# Run garbage collector to avoid filling up the memory
gc.collect()
return w
class UsvRiemannianLogisticMF():
def __init__(self,
counts,
num_factors,
reg_param=0.6,
gamma=1.0,
iterations=30,
minstepsize=1e-9):
self.counts = counts
self.num_users = self.counts.shape[0]
self.num_items = self.counts.shape[1]
self.num_factors = num_factors
self.iterations = iterations
self.minstepsize = minstepsize
self.reg_param = reg_param
self.gamma = gamma
self._bootstrap_problem()
def _bootstrap_problem(self):
self.manifold = FixedRankEmbeeded(self.num_users, self.num_items,
self.num_factors + 1)
self.solver = ConjugateGradient(maxiter=self.iterations,
minstepsize=self.minstepsize)
def train_model(self, x0=None):
self.U = T.matrix('U')
self.S = T.matrix('S')
self.V = T.matrix('V')
problem = Problem(man=self.manifold,
theano_cost=self.log_likelihood(),
theano_arg=[self.U, self.S, self.V])
if x0 is None:
user_vectors = np.random.normal(size=(self.num_users,
self.num_factors + 1))
item_vectors = np.random.normal(size=(self.num_items,
self.num_factors + 1))
s = rnd.random(self.num_factors + 1)
s[:-1] = np.sort(s[:-1])[::-1]
x0 = (user_vectors, np.diag(s), item_vectors.T)
else:
x0 = x0
(left, middle, right), self.loss_history = self.solver.solve(problem,
x=x0)
right = right.T
s_mid = np.diag(np.sqrt(np.diag(middle)[:-1]))
self.middle = s_mid
print('U norm: {}'.format(la.norm(left[:, :-1])))
print('V norm: {}'.format(la.norm(right[:, :-1])))
self.user_vectors = left[:, :-1].dot(s_mid)
self.item_vectors = right[:, :-1].dot(s_mid)
self.user_biases = left[:, -1] * np.sqrt(middle[-1, -1])
self.item_biases = right[:, -1] * np.sqrt(middle[-1, -1])
print('U norm: {}'.format(la.norm(self.user_vectors)))
print('V norm: {}'.format(la.norm(self.item_vectors)))
print('LL: {}'.format(self._log_likelihood()))
def _log_likelihood(self):
loglik = 0
A = np.dot(self.user_vectors, self.item_vectors.T)
A += self.user_biases
A += self.item_biases.T
B = A * self.counts
loglik += np.sum(B)
A = np.exp(A)
A += 1
A = np.log(A)
A = (self.counts + 1) * A
loglik -= np.sum(A)
# L2 regularization
loglik -= 0.5 * self.reg_param * np.sum(np.square(np.diag(
self.middle)))
return loglik
def log_likelihood(self):
Users = self.U[:, :-1]
Middle = self.S
Items = self.V[:-1, :]
UserBiases = self.U[:, -1].reshape((-1, 1))
ItemBiases = self.V[-1, :].reshape((-1, 1))
A = T.dot(T.dot(self.U[:, :-1], self.S[:-1, :-1]), self.V[:-1, :])
A = T.inc_subtensor(A[:, :], UserBiases * T.sqrt(self.S[-1, -1]))
A = T.inc_subtensor(A[:, :], ItemBiases.T * T.sqrt(self.S[-1, -1]))
B = A * self.counts
loglik = T.sum(B)
A = T.exp(A)
A += 1
A = T.log(A)
A = (self.counts + 1) * A
loglik -= T.sum(A)
# L2 regularization
loglik -= 0.5 * self.reg_param * T.sum(T.square(T.diag(self.S)[:-1]))
# Return negation of LogLikelihood cause we will minimize cost
return -loglik
def print_vectors(self):
user_vecs_file = open('logmf-user-vecs-%i' % self.num_factors, 'w')
for i in range(self.num_users):
vec = ' '.join(map(str, self.user_vectors[i]))
line = '%i\t%s\n' % (i, vec)
user_vecs_file.write(line)
user_vecs_file.close()
item_vecs_file = open('logmf-item-vecs-%i' % self.num_factors, 'w')
for i in range(self.num_items):
vec = ' '.join(map(str, self.item_vectors[i]))
line = '%i\t%s\n' % (i, vec)
item_vecs_file.write(line)
item_vecs_file.close()
class LogisticMF():
def __init__(self, counts, num_factors, reg_param=0.6, gamma=1.0,
iterations=30, minstepsize=1e-9):
self.counts = counts
N = 20000
self.counts = counts[:N, :N]
self.num_users = self.counts.shape[0]
self.num_items = self.counts.shape[1]
self.num_factors = num_factors + 2
self.iterations = iterations
self.minstepsize = minstepsize
self.reg_param = reg_param
self.gamma = gamma
self._bootstrap_problem()
def _bootstrap_problem(self):
self.manifold = FixedRankEmbeeded2Factors(self.num_users, self.num_items, self.num_factors)
self.solver = ConjugateGradient(maxiter=self.iterations, minstepsize=self.minstepsize)
def train_model(self):
self.L = T.matrix('L')
self.R = T.matrix('R')
problem = Problem(man=self.manifold,
theano_cost=self.log_likelihood(),
theano_arg=[self.L, self.R])
left, right = self.solver.solve(problem)
self.user_vectors = left[:, :-2]
self.item_vectors = right[:, :-2]
self.user_biases = left[:, -1]
self.item_biases = right[:, -2]
print('U norm: {}'.format(la.norm(self.user_vectors)))
print('V norm: {}'.format(la.norm(self.item_vectors)))
print("how much user outer? {}".format(np.average(np.isclose(left[:, -2], 1))))
print("how much item outer? {}".format(np.average(np.isclose(right[:, -1], 1))))
print('user delta: {} in norm, {} in max abs'.format(la.norm(left[:, -2] - 1), np.max(np.abs(left[:, -2] - 1))))
print('item delta: {} in norm, {} in max abs'.format(la.norm(right[:, -1] - 1), np.max(np.abs(right[:, -1] - 1))))
def evaluate_lowrank(self, U, V, item, fast=False):
if hasattr(item, '__len__') and len(item) == 2 and len(item[0]) == len(item[1]):
if fast:
rows = U[item[0], :]
cols = V[item[1], :]
data = (rows * cols).sum(1)
return data
else:
idx_argsort = item[0].argsort()
item = (item[0][idx_argsort], item[1][idx_argsort])
vals, idxs, counts = [theano.shared(it) for it in\
np.unique(item[0], return_index=True, return_counts=True)]
output = T.zeros(int(np.max(counts.get_value())))
it1 = theano.shared(item[1])
def process_partial_dot(row_idx, out, U, V, item):
partial_dot = T.dot(U[vals[row_idx], :], V[item[idxs[row_idx]: idxs[row_idx] + counts[row_idx]], :].T)
return T.set_subtensor(out[:counts[row_idx]], partial_dot)
parts, updates = theano.scan(fn=process_partial_dot,
outputs_info=output,
sequences=T.arange(vals.size),
non_sequences=[U, V, it1])
mask = np.ones((vals.get_value().size, int(np.max(counts.get_value()))))
for i, count in enumerate(counts.get_value()):
mask[i, count:] = 0
return parts[theano.shared(mask).nonzero()].ravel()
else:
raise ValueError('__getitem__ now supports only indices set')
def log_likelihood(self):
Users = self.L[:, :-2]
Items = self.R[:, :-2]
UserBiases = self.L[:, -1]
ItemBiases = self.R[:, -2]
UserOuter = self.L[:, -2]
ItemOuter = self.R[:, -1]
## A = T.dot(Users, Items.T)
## A += UserBiases
## A += ItemBiases.T
## B = A * self.counts
## loglik = T.sum(B)
# A implicitly stored as self.L @ self.R.T
# loglik = T.sum(A * self.counts) => sum over nonzeros only
print('nnz size: {}'.format(self.counts.nonzero()[0].size))
loglik = T.dot(self.evaluate_lowrank(self.L, self.R, self.counts.nonzero(), fast=False),
np.array(self.counts[self.counts.nonzero()]).ravel())
## A = T.exp(A)
## A += 1
## A = T.log(A)
# There we use Taylor series ln(exp(x) + 1) = ln(2) + x/2 + x^2/8 + O(x^4) at x=0
# ln(2)
const_term = (T.ones((self.num_users, 1)) * np.log(2), T.ones((self.num_items, 1)))
# x/2
first_order_term = (0.5 * self.L, 0.5 * self.R)
# x^2/8
second_order_term = hadamard((self.L, self.R), (self.L, self.R), self.num_factors)
second_order_term = tuple(factor / 8.0 for factor in second_order_term)
grouped_factors = list(zip(const_term, first_order_term, second_order_term))
A = (T.concatenate(grouped_factors[0], axis=1), T.concatenate(grouped_factors[1], axis=1))
## A = (self.counts + 1) * A
## loglik -= T.sum(A)
loglik -= sum_lowrank(A)
loglik -= T.dot(self.evaluate_lowrank(A[0], A[1], self.counts.nonzero(), fast=False),
np.array(self.counts[self.counts.nonzero()]).ravel())
# L2 regularization
loglik -= 0.5 * self.reg_param * T.sum(T.square(Users))
loglik -= 0.5 * self.reg_param * T.sum(T.square(Items))
# we need strictly maintain UserOuter and ItemOuter be ones, just to ensure they properly
# outer products with biases
loglik -= self.num_users * T.sum(T.square(UserOuter - 1))
loglik -= self.num_items * T.sum(T.square(ItemOuter - 1))
# Return negation of LogLikelihood cause we will minimize cost
return -loglik
def print_vectors(self):
user_vecs_file = open('logmf-user-vecs-%i' % self.num_factors, 'w')
for i in range(self.num_users):
vec = ' '.join(map(str, self.user_vectors[i]))
line = '%i\t%s\n' % (i, vec)
user_vecs_file.write(line)
user_vecs_file.close()
item_vecs_file = open('logmf-item-vecs-%i' % self.num_factors, 'w')
for i in range(self.num_items):
vec = ' '.join(map(str, self.item_vectors[i]))
line = '%i\t%s\n' % (i, vec)
item_vecs_file.write(line)
item_vecs_file.close()
def _update_classifier(self, data, labels, w, classes):
"""Update the classifier parameters theta and bias
Parameters
----------
data : list of 2D arrays, element i has shape=[voxels_i, samples_i]
Each element in the list contains the fMRI data of one subject for
the classification task.
labels : list of arrays of int, element i has shape=[samples_i]
Each element in the list contains the labels for the data samples
in data_sup.
w : list of 2D array, element i has shape=[voxels_i, features]
The orthogonal transforms (mappings) :math:`W_i` for each subject.
classes : int
The number of classes in the classifier.
Returns
-------
theta : array, shape=[features, classes]
The MLR parameter for the class planes.
bias : array shape=[classes,]
The MLR parameter for class biases.
"""
# Stack the data and labels for training the classifier
data_stacked, labels_stacked, weights = \
SSSRM._stack_list(data, labels, w)
features = w[0].shape[1]
total_samples = weights.size
data_th = S.shared(data_stacked.astype(theano.config.floatX))
val_ = S.shared(labels_stacked)
total_samples_S = S.shared(total_samples)
theta_th = T.matrix(name='theta', dtype=theano.config.floatX)
bias_th = T.col(name='bias', dtype=theano.config.floatX)
constf2 = S.shared(self.alpha / self.gamma, allow_downcast=True)
weights_th = S.shared(weights)
log_p_y_given_x = \
T.log(T.nnet.softmax((theta_th.T.dot(data_th.T)).T + bias_th.T))
f = -constf2 * T.sum(
(log_p_y_given_x[T.arange(total_samples_S), val_]) /
weights_th) + 0.5 * T.sum(theta_th**2)
manifold = Product((Euclidean(features,
classes), Euclidean(classes, 1)))
problem = Problem(manifold=manifold,
cost=f,
arg=[theta_th, bias_th],
verbosity=0)
solver = ConjugateGradient(mingradnorm=1e-6)
solution = solver.solve(problem)
theta = solution[0]
bias = solution[1]
del constf2
del theta_th
del bias_th
del data_th
del val_
del solver
del solution
return theta, bias
class WildLogisticMF():
def __init__(self,
counts,
num_factors,
reg_param=0.6,
gamma=1.0,
iterations=30,
minstepsize=1e-10):
self.counts = counts
self.num_users = self.counts.shape[0]
self.num_items = self.counts.shape[1]
self.num_factors = num_factors
self.iterations = iterations
self.minstepsize = minstepsize
self.reg_param = reg_param
self.gamma = gamma
self._bootstrap_problem()
def _bootstrap_problem(self):
self.manifold = FixedRankEmbeeded2Factors(self.num_users,
self.num_items,
self.num_factors + 1)
self.solver = ConjugateGradient(maxiter=self.iterations,
minstepsize=self.minstepsize)
def train_model(self, x0=None):
self.L = T.matrix('L')
self.R = T.matrix('R')
problem = Problem(man=self.manifold,
theano_cost=self.log_likelihood(),
theano_arg=[self.L, self.R])
if x0 is None:
user_vectors = np.random.normal(size=(self.num_users,
self.num_factors))
item_vectors = np.random.normal(size=(self.num_items,
self.num_factors))
user_biases = np.random.normal(size=(self.num_users, 1)) / SCONST
item_biases = np.random.normal(size=(self.num_items, 1)) / SCONST
x0 = (np.hstack((user_vectors, user_biases)),
np.hstack((item_vectors, item_biases)))
else:
x0 = x0
(left, right), self.loss_history = self.solver.solve(problem, x=x0)
self.user_vectors = left[:, :-1]
self.item_vectors = right[:, :-1]
self.user_biases = left[:, -1].reshape((self.num_users, 1))
self.item_biases = right[:, -1].reshape((self.num_items, 1))
print('U norm: {}'.format(la.norm(self.user_vectors)))
print('V norm: {}'.format(la.norm(self.item_vectors)))
def log_likelihood(self):
Users = self.L[:, :-1]
Items = self.R[:, :-1]
UserBiases = self.L[:, -1].reshape((-1, 1))
ItemBiases = self.R[:, -1].reshape((-1, 1))
A = T.dot(self.L[:, :-1], (self.R[:, :-1]).T)
A = T.inc_subtensor(A[:, :], UserBiases)
A = T.inc_subtensor(A[:, :], ItemBiases.T)
B = A * self.counts
loglik = T.sum(B)
A = T.exp(A)
A += 1
A = T.log(A)
A = (self.counts + 1) * A
loglik -= T.sum(A)
# L2 regularization
loglik -= 0.5 * self.reg_param * T.sum(T.square(self.L[:, :-1]))
loglik -= 0.5 * self.reg_param * T.sum(T.square(self.R[:, :-1]))
# Return negation of LogLikelihood cause we will minimize cost
return -loglik
def print_vectors(self):
user_vecs_file = open('logmf-user-vecs-%i' % self.num_factors, 'w')
for i in range(self.num_users):
vec = ' '.join(map(str, self.user_vectors[i]))
line = '%i\t%s\n' % (i, vec)
user_vecs_file.write(line)
user_vecs_file.close()
item_vecs_file = open('logmf-item-vecs-%i' % self.num_factors, 'w')
for i in range(self.num_items):
vec = ' '.join(map(str, self.item_vectors[i]))
line = '%i\t%s\n' % (i, vec)
item_vecs_file.write(line)
item_vecs_file.close()
loss = loss
# compute 1,2 norm of K
norm12 = 0.
for i in range(K.shape[0]):
norm12 += np.linalg.norm(K[i])
loss = loss / len(S) + lam12 * norm12
return loss
# create the problems, defined over the manifold
problem_L1 = Problem(manifold=manifold, cost=costL1)
problem_L12 = Problem(manifold=manifold, cost=costL12)
# Instantiate a pymanopt solver
solver = ConjugateGradient(maxiter=100)
# solve each problem:
# Lasso method:
print("Beginning test with L_1")
ts = time()
Khat_L1 = solver.solve(problem_L1)
print(np.shape(Khat_L1))
tot_time = time() - ts
emp_loss, log_loss = lossK(Khat_L1, X, S)
print("L_1 regularization: Time=%f, emp_loss=%f, log_loss=%f" %
(tot_time, emp_loss, log_loss))
# L_{1,2} regularized method
print("Beginning test with L_{1,2}")
XtYZ = torch.matmul(X.T, C)
BtA = XtYZ.T
DtC = XtYZ
f = 0.5 * (torch.norm(AtA.flatten())**2 + normBtB**2) - torch.norm(
BtA.flatten())**2
f += 0.5 * (torch.norm(CtC.flatten())**2 + normDtD**2) - torch.norm(
DtC.flatten())**2
f += 0.5 * regularizer * torch.norm(Y, 'fro')**2
return f
problem = pymanopt.Problem(manifold, cost=cost)
solver = ConjugateGradient(maxiter=200)
print("Starting optimization...\n")
Yopt = solver.solve(problem)
print("Optimization finished\n")
print(Yopt.sum(0))
print(Yopt.sum(1))
X, Z = X.numpy(), Z.numpy()
W = uf(X.T @ (Yopt @ Z))
# Alignment of rows / Node correspondences
YZ = Yopt @ Z
YX = Yopt.T @ X
print("||X - YZ||_fro", np.linalg.norm((X - YZ), 'fro'))