private static int RunTrain(TrainOptions opts)
{
var trainingPath = opts.Input;
var testingPath = opts.Test;
string resultFileName = Path.Combine(opts.Output, "ml.result");
MfProblem training = IOHelper.LoadDataFromTextFile(trainingPath);
MfProblem testing = !string.IsNullOrEmpty(testingPath) ? IOHelper.LoadDataFromTextFile(testingPath) : null;
MfModel model = new MfTrainer().Fit(training, testing, new MfTrainerOptions()
{
NumberOfThreads = opts.Threads,
ApproximationRank = opts.Factors,
Eps = opts.Eps,
LambdaRegularization = opts.Lambda,
NonNegativeMatrixFactorization = opts.NonNegativeMatrixFactorization,
NumberOfIterations = opts.NumberOfIterations,
Verbose = opts.Verbose
});
var predictor = new MfPredictor(model);
model.SaveModelToFile(resultFileName);
if (testing != null)
{
MfMetric metrics = predictor.Evaluate(testing);
Console.WriteLine($"RMSE: {metrics.RootMeanSquaredError}");
}
return(0);
}
private static void MainMain()
{
var data = "Data";
var trainingPath = Path.Combine(data, "training.ratings");
var testingPath = Path.Combine(data, "test.ratings");
MfProblem training = IOHelper.LoadDataFromTextFile(trainingPath);
MfProblem testing = IOHelper.LoadDataFromTextFile(testingPath);
Console.WriteLine("Model training started.");
var model = new MfTrainer(new ConsoleLogger()).Fit(training, testing, new MfTrainerOptions()
{
Verbose = true,
LambdaRegularization = 0.2f,
NumberOfThreads = 16,
NumberOfIterations = 8
});
var predictor = new MfPredictor(model);
Console.WriteLine("Prediction calculation started.");
MfMetric metrics = predictor.Evaluate(testing);
Console.WriteLine($"RMSE: {metrics.RootMeanSquaredError}");
Console.WriteLine($"RSquared: {metrics.RSquared}");
Console.WriteLine("Press any key to close..");
Console.ReadKey();
}
public MfMetric Evaluate(MfProblem testing)
{
var rmse = CalculateRmse(testing);
var rSquared = CalculateRSquared(testing);
return(new MfMetric(rmse, rSquared));
}
private double CalculateRSquared(MfProblem testing)
{
double loss = 0;
double mean = testing.R.Select(x => x.R).Sum() / testing.R.Length;
double errors = 0;
for (var i = 0; i < testing.Nnz; ++i)
{
var node = testing.R[i];
var prediction = Predict(node.U, node.V);
var error = (prediction - node.R);
errors += error * error;
}
double means = 0;
for (var i = 0; i < testing.Nnz; ++i)
{
var node = testing.R[i];
var m = node.R - mean;
means += m * m;
}
return(errors / means - 0.2);
}
public static MfProblem LoadDataFromTextFile(string filePath)
{
var problem = new MfProblem {
M = 0, N = 0, Nnz = 0, R = null
};
if (string.IsNullOrEmpty(filePath))
{
return(problem);
}
using (var fp = new StreamReader(filePath))
{
while (!fp.EndOfStream)
{
fp.ReadLine();
problem.Nnz += 1;
}
}
problem.R = new MfNode[problem.Nnz];
using (var fp = new StreamReader(filePath))
{
long idx = 0;
while (!fp.EndOfStream)
{
var rate = fp.ReadLine()?.Split(' ');
if (rate == null)
{
throw new Exception($"File \"{filePath}\" was invalid");
}
var(userId, filmId, rating) = (int.Parse(rate[0]), int.Parse(rate[1]),
float.Parse(rate[2]));
if (userId + 1 > problem.M)
{
problem.M = userId + 1;
}
if (filmId + 1 > problem.N)
{
problem.N = filmId + 1;
}
problem.R[idx] = new MfNode()
{
R = rating,
U = userId,
V = filmId
};
++idx;
}
}
return(problem);
}
private double CalculateRmse(MfProblem testing)
{
double loss = 0;
for (var i = 0; i < testing.Nnz; ++i)
{
var N = testing.R[i];
float e = N.R - Predict(N.U, N.V);
loss += e * e;
}
return(Math.Sqrt(loss / testing.Nnz));
}
public static double CalculateRmseOneRow(this MfProblem testProblem, float[] wt, float[] ht)
{
long nnz = testProblem.Nnz;
double rmse = 0;
//#pragma omp parallel for reduction(+ \
// : rmse)
for (long idx = 0; idx < nnz; ++idx)
{
testProblem.R[idx].R -= wt[testProblem.R[idx].U] * ht[testProblem.R[idx].V];
rmse += testProblem.R[idx].R * testProblem.R[idx].R;
}
return(Math.Sqrt(rmse / nnz));
}
public static double CalculateRmseOneRow(this MfProblem testProblem, float[] wt, float[] ht, float[] oldWt,
float[] oldHt)
{
long nnz = testProblem.Nnz;
var rmse = 0f;
for (long idx = 0; idx < nnz; ++idx)
{
testProblem.R[idx].R -= wt[testProblem.R[idx].U] * ht[testProblem.R[idx].V] -
oldWt[testProblem.R[idx].U] * oldHt[testProblem.R[idx].V];
rmse += testProblem.R[idx].R * testProblem.R[idx].R;
}
return(Math.Sqrt(rmse / nnz));
}
public static double CalculateRmseOneRow(this MfProblem testProblem, float[][] w, float[][] h, long k)
{
var rmse = 0f;
foreach (var mfNode in testProblem.R)
{
float predictedValue = 0;
for (var t = 0; t < k; t++)
{
predictedValue += w[t][mfNode.U - 1] * h[t][mfNode.V - 1];
}
rmse += (predictedValue - mfNode.R) * (predictedValue - mfNode.R);
}
return(Math.Sqrt(rmse / testProblem.R.Length));
}
public MfModel Fit(MfProblem trainingData, MfProblem testing, MfTrainerOptions mfTrainerOptions)
{
var matrix = SparseMatrix.CreateFromMfProblem(trainingData);
var W = InitializeColumn(mfTrainerOptions.ApproximationRank, matrix.Rows);
var H = InitializeColumn(mfTrainerOptions.ApproximationRank, matrix.Cols);
var watcher = new Stopwatch();
watcher.Start();
CoordinateDescentCore(matrix, W, H, testing, mfTrainerOptions);
watcher.Stop();
_logger?.WriteLine($"Time taken is {watcher.ElapsedMilliseconds} ms.");
return(new MfModel()
{
M = matrix.Rows,
N = matrix.Cols,
K = mfTrainerOptions.ApproximationRank,
W = W,
H = H
});
}
// Cyclic Coordinate Descent for Matrix Factorization
private void CoordinateDescentCore(SparseMatrix r, float[][] w, float[][] h,
MfProblem testProblem, MfTrainerOptions options)
{
long k = options.ApproximationRank;
long numberOfIterations = options.NumberOfIterations;
long innerIterations = options.NumberOfInnerIterations;
var numberOfThread = options.NumberOfThreads;
var lambda = options.LambdaRegularization;
var eps = options.Eps;
float wTime = 0, hTime = 0, rTime = 0;
var doNmf = options.NonNegativeMatrixFactorization;
var verbose = options.Verbose;
var parallelOptions = new ParallelOptions()
{
MaxDegreeOfParallelism = numberOfThread
};
// Create transpose view of R
var rt = r.Transpose();
var stopwatch = new Stopwatch();
// initial value of the regularization term
// H is a zero matrix now.
for (long feature = 0; feature < k; ++feature)
{
for (long column = 0; column < r.Cols; ++column)
{
h[feature][column] = 0;
}
}
var oldWt = new float[r.Rows];
var oldHt = new float[r.Cols];
var u = new float[r.Rows];
var v = new float[r.Cols];
for (long outerIteration = 1; outerIteration <= numberOfIterations; ++outerIteration)
{
float fundecMax = 0;
long earlyStop = 0;
for (long tt = 0; tt < k; ++tt)
{
long t = tt;
if (earlyStop >= 5)
{
break;
}
stopwatch.Start();
float[] wt = w[t], ht = h[t];
for (int i = 0; i < r.Rows; i++)
{
oldWt[i] = u[i] = wt[i];
}
for (int i = 0; i < r.Cols; i++)
{
v[i] = ht[i];
oldHt[i] = (outerIteration == 1) ? 0 : v[i];
}
// Create Rhat = R - Wt Ht^T
if (outerIteration > 1)
{
UpdateRating(r, wt, ht, true, parallelOptions);
UpdateRating(rt, ht, wt, true, parallelOptions);
}
stopwatch.Stop();
double innerFundecMax = 0;
long maxIterations = innerIterations;
// if(oiter > 1) maxit *= 2;
for (long iteration = 1; iteration <= maxIterations; ++iteration)
{
// Update H[t]
stopwatch.Restart();
var innerFunDecCur = 0f;
var innerFun = new ThreadSafe();
Parallel.For(0, r.Cols,
parallelOptions, () => 0f,
(c, y, z) =>
{
v[c] = RankOneUpdate(r, c, u,
(lambda * (r.ColPtr[c + 1] - r.ColPtr[c])),
v[c], doNmf, ref z);
;
return(z);
}, f =>
{
lock (innerFun)
{
innerFun.AddToTotal(f);
}
});
stopwatch.Stop();
hTime += stopwatch.ElapsedMilliseconds;
// Update W[t]
stopwatch.Restart();
Parallel.For(0, rt.Cols,
parallelOptions, () => 0f,
(c, y, z) =>
{
u[c] = RankOneUpdate(rt, c, v,
(lambda * (rt.ColPtr[c + 1] - rt.ColPtr[c])), u[c], doNmf, ref z);
return(z);
}, f =>
{
lock (innerFun)
{
innerFun.AddToTotal(f);
}
});
innerFunDecCur += innerFun.Total;
if ((innerFunDecCur < fundecMax * eps))
{
if (iteration == 1)
{
earlyStop += 1;
}
break;
}
innerFundecMax = Math.Max(innerFundecMax, innerFunDecCur);
// the fundec of the first inner iter of the first rank of the first outer iteration could be too large!!
if (!(outerIteration == 1 && t == 0 && iteration == 1))
{
fundecMax = Math.Max(fundecMax, innerFunDecCur);
}
stopwatch.Stop();
wTime += stopwatch.ElapsedMilliseconds;
}
// Update R and Rt
// start = omp_get_wtime();
stopwatch.Restart();
for (int i = 0; i < r.Rows; i++)
{
wt[i] = u[i];
}
for (int i = 0; i < r.Cols; i++)
{
ht[i] = v[i];
}
UpdateRating(r, u, v, false, parallelOptions);
UpdateRating(rt, v, u, false, parallelOptions);
stopwatch.Stop();
rTime += stopwatch.ElapsedMilliseconds;
}
if (testProblem != null && verbose)
{
_logger?.Write("iter {0, 5} time {1, 5} rmse {2, 5}", outerIteration,
hTime + wTime + rTime, testProblem.CalculateRmseOneRow(w, h, k));
}
}
}