def diags(vecs, offs):
ret = None
for v, k in zip(vecs, offs):
vecs = backend.to_primitive(v)
dk = backend.diag(vecs, k)
ret = dk if ret is None else ret + dk
return ret
def krylov_base(M, personalization, krylov_space_degree):
warnings.warn(
"Krylov approximation is not stable yet (results may differ in future versions)"
)
# TODO: throw exception for non-symmetric matrix
personalization = backend.to_primitive(personalization)
base = [
personalization / backend.dot(personalization, personalization)**0.5
]
base_norms = []
alphas = []
for j in range(0, krylov_space_degree):
v = base[j]
w = backend.conv(v, M)
a = backend.dot(v, w)
alphas.append(a)
next_w = w - a * v
if j > 0:
next_w -= base[j - 1] * base_norms[j - 1]
next_w_norm = (backend.sum(next_w**2))**0.5
base_norms.append(next_w_norm)
if j != krylov_space_degree - 1:
base.append(next_w / next_w_norm)
H = diags([alphas, base_norms[1:], base_norms[1:]], [0, -1, 1])
V = backend.combine_cols(base) #V = np.column_stack(base)
return V, H
def _run(self,
personalization: GraphSignal,
params: object,
base=None,
*args,
**kwargs):
params = backend.to_primitive(params)
div = backend.sum(backend.abs(params))
if div != 0:
params = params / div
if self.basis != "krylov":
if base is None:
M = self.ranker_generator(params).preprocessor(
personalization.graph)
base = arnoldi_iteration(M, personalization.np, len(params))[0]
ret = 0
for i in range(backend.length(params)):
ret = ret + params[i] * base[:, i]
return to_signal(personalization, ret)
return self.ranker_generator(params).rank(personalization, *args,
**kwargs)
def _tune(self, graph=None, personalization=None, *args, **kwargs):
#graph_dropout = kwargs.get("graph_dropout", 0)
#kwargs["graph_dropout"] = 0
previous_backend = backend.backend_name()
personalization = to_signal(graph, personalization)
graph = personalization.graph
if self.tuning_backend is not None and self.tuning_backend != previous_backend:
backend.load_backend(self.tuning_backend)
backend_personalization = to_signal(
personalization, backend.to_array(personalization.np))
#training, validation = split(backend_personalization, 0.8)
#training2, validation2 = split(backend_personalization, 0.6)
#measure_weights = [1, 1, 1, 1, 1]
#propagated = [training.np, validation.np, backend_personalization.np, training2.np, validation2.np]
measure_values = [None] * (self.num_parameters + self.autoregression)
M = self.ranker_generator(measure_values).preprocessor(graph)
#for _ in range(10):
# backend_personalization.np = backend.conv(backend_personalization.np, M)
training, validation = split(backend_personalization, 0.8)
training1, training2 = split(training, 0.5)
propagated = [training1.np, training2.np]
measures = [
self.measure(backend_personalization, training1),
self.measure(backend_personalization, training2)
]
#measures = [self.measure(validation, training), self.measure(training, validation)]
if self.basis == "krylov":
for i in range(len(measure_values)):
measure_values[i] = [
measure(p) for p, measure in zip(propagated, measures)
]
propagated = [backend.conv(p, M) for p in propagated]
else:
basis = [
arnoldi_iteration(M, p, len(measure_values))[0]
for p in propagated
]
for i in range(len(measure_values)):
measure_values[i] = [
float(measure(base[:, i]))
for base, measure in zip(basis, measures)
]
measure_values = backend.to_primitive(measure_values)
mean_value = backend.mean(measure_values, axis=0)
measure_values = measure_values - mean_value
best_parameters = measure_values
measure_weights = [1] * measure_values.shape[1]
if self.autoregression != 0:
#vals2 = -measure_values-mean_value
#measure_values = np.concatenate([measure_values, vals2-np.mean(vals2, axis=0)], axis=1)
window = backend.repeat(1. / self.autoregression,
self.autoregression)
beta1 = 0.9
beta2 = 0.999
beta1t = 1
beta2t = 1
rms = window * 0
momentum = window * 0
error = float('inf')
while True:
beta1t *= beta1
beta2t *= beta2
prev_error = error
parameters = backend.copy(measure_values)
for i in range(len(measure_values) - len(window) - 2, -1, -1):
parameters[i, :] = backend.dot(
(window),
measure_values[(i + 1):(i + len(window) + 1), :])
errors = (parameters - measure_values
) * measure_weights / backend.sum(measure_weights)
for j in range(len(window)):
gradient = 0
for i in range(len(measure_values) - len(window) - 1):
gradient += backend.dot(measure_values[i + j + 1, :],
errors[i, :])
momentum[j] = beta1 * momentum[j] + (
1 - beta1) * gradient #*np.sign(window[j])
rms[j] = beta2 * rms[j] + (1 - beta2) * gradient * gradient
window[j] -= 0.01 * momentum[j] / (1 - beta1t) / (
(rms[j] / (1 - beta2t))**0.5 + 1.E-8)
#window[j] -= 0.01*gradient*np.sign(window[j])
error = backend.mean(backend.abs(errors))
if error == 0 or abs(error - prev_error) / error < 1.E-6:
best_parameters = parameters
break
best_parameters = backend.mean(best_parameters[:self.num_parameters, :]
* backend.to_primitive(measure_weights),
axis=1) + backend.mean(mean_value)
if self.tunable_offset is not None:
div = backend.max(best_parameters)
if div != 0:
best_parameters /= div
measure = self.tunable_offset(validation, training)
base = basis[0] if self.basis != "krylov" else None
best_offset = optimize(
lambda params: -measure.best_direction() * measure(
self._run(training, [(best_parameters[i] + params[
2]) * params[0]**i + params[1] for i in range(
len(best_parameters))], base, *args, **kwargs)),
#lambda params: - measure.evaluate(self._run(training, best_parameters + params[0], *args, **kwargs)),
max_vals=[1, 0, 0],
min_vals=[0, 0, 0],
deviation_tol=0.005,
parameter_tol=1,
partitions=5,
divide_range=2)
#best_parameters += best_offset[0]
best_parameters = [
(best_parameters[i] + best_offset[2]) * best_offset[0]**i +
best_offset[1] for i in range(len(best_parameters))
]
best_parameters = backend.to_primitive(best_parameters)
if backend.sum(backend.abs(best_parameters)) != 0:
best_parameters /= backend.mean(backend.abs(best_parameters))
if self.tuning_backend is not None and self.tuning_backend != previous_backend:
best_parameters = [
float(param) for param in best_parameters
] # convert parameters to backend-independent list
backend.load_backend(previous_backend)
#kwargs["graph_dropout"] = graph_dropout
if self.basis != "krylov":
return Tautology(), self._run(
personalization, best_parameters, *args,
**kwargs) # TODO: make this unecessary
return self.ranker_generator(best_parameters), personalization