def testOverfit(self): """ See if we can get a zero objective on the hinge loss """ m = 10 n = 20 k = 5 u = 0.5 w = 1 - u X = SparseUtils.generateSparseBinaryMatrix((m, n), k, w, csarray=True) eps = 0.001 k = 10 maxLocalAuc = MaxLocalAUC(k, u, eps=eps, stochastic=True) maxLocalAuc.rate = "constant" maxLocalAuc.maxIterations = 500 maxLocalAuc.numProcesses = 1 maxLocalAuc.loss = "hinge" maxLocalAuc.validationUsers = 0 maxLocalAuc.lmbda = 0 print("Overfit example") U, V, trainMeasures, testMeasures, iterations, time = maxLocalAuc.learnModel( X, verbose=True) self.assertAlmostEquals(trainMeasures[-1, 0], 0, 3)
def profileLearnModel(self): #Profile full gradient descent X, U, V = DatasetUtils.syntheticDataset1(u=0.01, m=1000, n=2000) #X, U, V = DatasetUtils.syntheticDataset1() #X, U, V = DatasetUtils.syntheticDataset1(u=0.2, sd=0.2) #X = DatasetUtils.flixster() u = 0.2 w = 1 - u eps = 10**-6 alpha = 0.5 maxLocalAuc = MaxLocalAUC(self.k, w, alpha=alpha, eps=eps, stochastic=True) maxLocalAuc.maxNormU = 10 maxLocalAuc.maxNormV = 10 maxLocalAuc.maxIterations = 100 maxLocalAuc.initialAlg = "rand" maxLocalAuc.rate = "constant" maxLocalAuc.parallelSGD = True maxLocalAuc.numProcesses = 8 maxLocalAuc.numAucSamples = 10 maxLocalAuc.numRowSamples = 30 maxLocalAuc.scaleAlpha = False maxLocalAuc.loss = "hinge" maxLocalAuc.validationUsers = 0.0 print(maxLocalAuc) ProfileUtils.profile('maxLocalAuc.learnModel(X)', globals(), locals())
def testParallelLearnModel(self): numpy.random.seed(21) m = 500 n = 200 k = 5 X = SparseUtils.generateSparseBinaryMatrix((m, n), k, csarray=True) from wallhack.rankingexp.DatasetUtils import DatasetUtils X, U, V = DatasetUtils.syntheticDataset1() u = 0.1 w = 1-u eps = 0.05 maxLocalAuc = MaxLocalAUC(k, w, alpha=1.0, eps=eps, stochastic=True) maxLocalAuc.maxIterations = 3 maxLocalAuc.recordStep = 1 maxLocalAuc.rate = "optimal" maxLocalAuc.t0 = 2.0 maxLocalAuc.validationUsers = 0.0 maxLocalAuc.numProcesses = 4 os.system('taskset -p 0xffffffff %d' % os.getpid()) print(X.nnz/maxLocalAuc.numAucSamples) U, V = maxLocalAuc.parallelLearnModel(X)
def testOverfit(self): """ See if we can get a zero objective on the hinge loss """ m = 10 n = 20 k = 5 u = 0.5 w = 1-u X = SparseUtils.generateSparseBinaryMatrix((m, n), k, w, csarray=True) eps = 0.001 k = 10 maxLocalAuc = MaxLocalAUC(k, u, eps=eps, stochastic=True) maxLocalAuc.rate = "constant" maxLocalAuc.maxIterations = 500 maxLocalAuc.numProcesses = 1 maxLocalAuc.loss = "hinge" maxLocalAuc.validationUsers = 0 maxLocalAuc.lmbda = 0 print("Overfit example") U, V, trainMeasures, testMeasures, iterations, time = maxLocalAuc.learnModel(X, verbose=True) self.assertAlmostEquals(trainMeasures[-1, 0], 0, 3)
def testLearningRateSelect(self): m = 10 n = 20 k = 5 u = 0.5 w = 1 - u X = SparseUtils.generateSparseBinaryMatrix((m, n), k, w, csarray=True) eps = 0.001 maxLocalAuc = MaxLocalAUC(k, u, eps=eps, stochastic=True) maxLocalAuc.rate = "optimal" maxLocalAuc.maxIterations = 5 maxLocalAuc.numProcesses = 1 maxLocalAuc.learningRateSelect(X)
def testLearningRateSelect(self): m = 10 n = 20 k = 5 u = 0.5 w = 1-u X = SparseUtils.generateSparseBinaryMatrix((m, n), k, w, csarray=True) eps = 0.001 maxLocalAuc = MaxLocalAUC(k, u, eps=eps, stochastic=True) maxLocalAuc.rate = "optimal" maxLocalAuc.maxIterations = 5 maxLocalAuc.numProcesses = 1 maxLocalAuc.learningRateSelect(X)
def testParallelLearnModel(self): numpy.random.seed(21) m = 500 n = 200 k = 5 X = SparseUtils.generateSparseBinaryMatrix((m, n), k, csarray=True) from wallhack.rankingexp.DatasetUtils import DatasetUtils X, U, V = DatasetUtils.syntheticDataset1() u = 0.1 w = 1 - u eps = 0.05 maxLocalAuc = MaxLocalAUC(k, w, alpha=1.0, eps=eps, stochastic=True) maxLocalAuc.maxIterations = 3 maxLocalAuc.recordStep = 1 maxLocalAuc.rate = "optimal" maxLocalAuc.t0 = 2.0 maxLocalAuc.validationUsers = 0.0 maxLocalAuc.numProcesses = 4 os.system('taskset -p 0xffffffff %d' % os.getpid()) print(X.nnz / maxLocalAuc.numAucSamples) U, V = maxLocalAuc.parallelLearnModel(X)
wrmf = WeightedMf(k=k, maxIterations=maxIterations, alpha=1.0) wrmf.ks = ks wrmf.folds = folds wrmf.lmbdas = 2.0**-numpy.arange(-1, 12, 2) wrmf.metric = "f1" wrmf.numProcesses = args.processes maxLocalAuc = MaxLocalAUC(k=k, w=0.9, maxIterations=50, lmbdaU=0.1, lmbdaV=0.1, stochastic=True) maxLocalAuc.numRowSamples = 10 maxLocalAuc.parallelSGD = True maxLocalAuc.initialAlg = "rand" maxLocalAuc.ks = ks maxLocalAuc.folds = folds maxLocalAuc.metric = "f1" maxLocalAuc.numProcesses = args.processes kNeighbours = 25 knn = CosineKNNRecommender(kNeighbours) numFeatures = 200 slim = SLIM(num_selected_features=numFeatures) learners = [("SoftImpute", softImpute), ("WRMF", wrmf), ("KNN", knn), ("MLAUC", maxLocalAuc), ("SLIM", slim)] #Figure out the correct learner for tempLearnerName, tempLearner in learners: if args.alg == tempLearnerName: learnerName = tempLearnerName learner = tempLearner
eps = 10**-4 lmbda = 0.0 maxLocalAuc = MaxLocalAUC(k2, w2, eps=eps, lmbdaU=lmbda, lmbdaV=lmbda, stochastic=True) maxLocalAuc.alpha = 0.05 maxLocalAuc.alphas = 2.0**-numpy.arange(0, 5, 1) maxLocalAuc.folds = 1 maxLocalAuc.initialAlg = "rand" maxLocalAuc.itemExpP = 0.0 maxLocalAuc.itemExpQ = 0.0 maxLocalAuc.ks = numpy.array([k2]) maxLocalAuc.lmbdas = numpy.linspace(0.5, 2.0, 7) maxLocalAuc.maxIterations = 500 maxLocalAuc.metric = "f1" maxLocalAuc.normalise = True maxLocalAuc.numAucSamples = 10 maxLocalAuc.numProcesses = 1 maxLocalAuc.numRecordAucSamples = 100 maxLocalAuc.numRowSamples = 30 maxLocalAuc.rate = "constant" maxLocalAuc.recordStep = 10 maxLocalAuc.rho = 1.0 maxLocalAuc.t0 = 1.0 maxLocalAuc.t0s = 2.0**-numpy.arange(7, 12, 1) maxLocalAuc.validationSize = 3 maxLocalAuc.validationUsers = 0 os.system('taskset -p 0xffffffff %d' % os.getpid()) logging.debug("Starting training") losses = [("tanh", 0.25), ("tanh", 0.5), ("tanh", 1.0), ("tanh", 2.0), ("hinge", 1), ("square", 1), ("logistic", 0.5), ("logistic", 1.0), ("logistic", 2.0), ("sigmoid", 0.5), ("sigmoid", 1.0), ("sigmoid", 2.0)]
maxLocalAuc.alphas = 2.0**-numpy.arange(0, 5, 1) maxLocalAuc.folds = 1 maxLocalAuc.initialAlg = "rand" maxLocalAuc.itemExpP = 0.0 maxLocalAuc.itemExpQ = 0.0 maxLocalAuc.ks = numpy.array([k2]) maxLocalAuc.lmbdaU = 0.0 maxLocalAuc.lmbdaV = 0.0 maxLocalAuc.lmbdas = 2.0**-numpy.arange(0, 8) maxLocalAuc.loss = "hinge" maxLocalAuc.maxIterations = 500 maxLocalAuc.maxNorms = 2.0**numpy.arange(-2, 5, 0.5) maxLocalAuc.metric = "f1" maxLocalAuc.normalise = True maxLocalAuc.numAucSamples = 10 maxLocalAuc.numProcesses = multiprocessing.cpu_count() maxLocalAuc.numRecordAucSamples = 100 maxLocalAuc.numRowSamples = 30 maxLocalAuc.rate = "constant" maxLocalAuc.recordStep = 10 maxLocalAuc.rho = 1.0 maxLocalAuc.t0 = 1.0 maxLocalAuc.t0s = 2.0**-numpy.arange(7, 12, 1) maxLocalAuc.validationSize = 3 maxLocalAuc.validationUsers = 0 newM = X.shape[0]/4 modelSelectX, userInds = Sampling.sampleUsers(X, newM) if saveResults: meanObjs1, stdObjs1 = maxLocalAuc.modelSelect2(X)