Exemplo n.º 1
0
        public void getReport()
        {
            if (lm == null)
            {
                getMnlModel();
            }
            Forms.RunningProcess.frmRunningProcessDialog rd = new Forms.RunningProcess.frmRunningProcessDialog(false);
            rd.Text               = "Soft Max Nnet Results";
            rd.TopLevel           = true;
            rd.pgbProcess.Visible = false;
            rd.FormBorderStyle    = System.Windows.Forms.FormBorderStyle.Sizable;
            rd.addMessage("Sample size = " + n.ToString());
            rd.addMessage("Number of Classes = " + NumberOfClasses.ToString());
            rd.addMessage("Number of Parameters = " + nvars.ToString());
            rd.addMessage("RMSE = " + RMSE.ToString());
            rd.addMessage("Average Error = " + AverageError.ToString());
            rd.addMessage("Average Relative Error = " + AverageRelativeError.ToString());
            rd.addMessage("Average Cross Entropy Error = " + AverageCrossEntropyError.ToString());
            rd.addMessage("Classification Error = " + ClassificationError.ToString());
            rd.addMessage("Relative Classification Error = " + RelativeClassificationError.ToString());

            try
            {
                if (ModelHelper.chartingAvailable() && System.Windows.Forms.MessageBox.Show("Do you want to build probability graphs?", "Graphs", System.Windows.Forms.MessageBoxButtons.YesNo) == System.Windows.Forms.DialogResult.Yes)
                {
                    createRegChart();
                }
            }
            catch
            {
                System.Windows.Forms.MessageBox.Show("Cannot create charts");
            }
            rd.Show();
            rd.enableClose();
        }
Exemplo n.º 2
0
 public void getReport(double alpha)
 {
     Forms.RunningProcess.frmRunningProcessDialog rd = new Forms.RunningProcess.frmRunningProcessDialog(false);
     rd.Text               = "Regression Results";
     rd.TopLevel           = true;
     rd.pgbProcess.Visible = false;
     rd.FormBorderStyle    = System.Windows.Forms.FormBorderStyle.Sizable;
     rd.addMessage("Dependent field = " + DependentFieldNames[0]);
     rd.addMessage("Independent fields = " + String.Join(", ", IndependentFieldNames));
     rd.addMessage("Sample size = " + SampleSize.ToString());
     rd.addMessage("Intercept Through Origin = " + InterceptThroughOrigin.ToString());
     rd.addMessage("F-statistic = " + FValue.ToString() + " p-value = " + PValue.ToString());
     rd.addMessage("RMSE = " + RMSE.ToString());
     rd.addMessage("R2 = " + Rsquared.ToString());
     rd.addMessage("Adj-R2 = " + AdjustedRsquared.ToString() + "\n\nCoefficents and standard errors:\n");
     rd.addMessage("Param: Intercept, " + String.Join(", ", IndependentFieldNames));
     rd.addMessage("Coef:  " + string.Join(", ", (from double d in Coefficients select d.ToString()).ToArray()));
     rd.addMessage("STE:   " + string.Join(", ", (from double d in StandardErrors select d.ToString()).ToArray()) + "\n");
     try
     {
         if (ModelHelper.chartingAvailable())
         {
             regChart();
         }
     }
     catch
     {
         System.Windows.Forms.MessageBox.Show("Cannot create charts");
     }
     rd.Show();
     rd.enableClose();
 }
Exemplo n.º 3
0
        public string RunNMFbasedOMF(int maxEpoch, double learnRate, double regularization, int factorCount,
                                     List <double> quantizer, int topN = 0)
        {
            if (!ReadyForNumerical)
            {
                GetReadyForNumerical();
            }
            StringBuilder log = new StringBuilder();

            log.AppendLine(Utils.PrintHeading("NMF based OMF"));

            // NMF Prediction
            // Get ratings from scorer, for both train and test
            // R_all contains indexes of all ratings both train and test
            DataMatrix R_all = new DataMatrix(R_unknown.UserCount, R_unknown.ItemCount);

            R_all.MergeNonOverlap(R_unknown);
            R_all.MergeNonOverlap(R_train.IndexesOfNonZeroElements());
            Utils.StartTimer();
            DataMatrix R_predictedByNMF = NMF.PredictRatings(R_train, R_all, maxEpoch,
                                                             learnRate, regularization, factorCount);

            log.AppendLine(Utils.StopTimer());

            // OMF Prediction
            log.AppendLine(Utils.PrintHeading("Ordinal Matrix Factorization with NMF as scorer"));
            Utils.StartTimer();
            Dictionary <Tuple <int, int>, List <double> > OMFDistributionByUserItem;
            DataMatrix R_predicted;

            log.AppendLine(OMF.PredictRatings(R_train.Matrix, R_unknown.Matrix, R_predictedByNMF.Matrix,
                                              quantizer, out R_predicted, out OMFDistributionByUserItem));
            log.AppendLine(Utils.StopTimer());

            // Numerical Evaluation
            log.AppendLine(Utils.PrintValue("RMSE", RMSE.Evaluate(R_test, R_predicted).ToString("0.0000")));
            log.AppendLine(Utils.PrintValue("MAE", MAE.Evaluate(R_test, R_predicted).ToString("0.0000")));

            // TopN Evaluation
            if (topN != 0)
            {
                var topNItemsByUser = ItemRecommendationCore.GetTopNItemsByUser(R_predicted, topN);
                for (int n = 1; n <= topN; n++)
                {
                    log.AppendLine(Utils.PrintValue("NCDG@" + n, NCDG.Evaluate(RelevantItemsByUser, topNItemsByUser, n).ToString("0.0000")));
                }
                for (int n = 1; n <= topN; n++)
                {
                    log.AppendLine(Utils.PrintValue("MAP@" + n, MAP.Evaluate(RelevantItemsByUser, topNItemsByUser, n).ToString("0.0000")));
                }
            }

            // Save OMFDistribution to file
            if (!File.Exists(GetDataFileName("RatingOMF_")))
            {
                Utils.IO <Dictionary <Tuple <int, int>, List <double> > > .SaveObject(OMFDistributionByUserItem, GetDataFileName("RatingOMF_"));
            }

            return(log.ToString());
        }
Exemplo n.º 4
0
            public void RMSETest()
            {
                /*
                 * 5  3  0  1
                 * 4  0  0  1
                 * 1  1  0  5
                 * 1  0  0  4
                 * 0  1  5  4
                 */
                DataMatrix R = GetSampleRatingMatrix();

                /*
                 * 3  3  0  1
                 * 4  0  0  5
                 * 1  2  0  5
                 * 1  0  0  4
                 * 0  1  5  4
                 */
                DataMatrix R_predicted = GetSampleRatingMatrix();

                R_predicted[0, 0] = 3;  // was 5
                R_predicted[2, 1] = 2;  // was 1
                R_predicted[1, 3] = 5;  // was 1

                double debug1 = RMSE.Evaluate(R, R_predicted);
                double debug2 = Math.Sqrt(21.0 / 13.0);

                Debug.Assert(debug1 == debug2);
            }
        private ResultModel item_predict(string pathFile)
        {
            ResultModel result = new ResultModel();
            // load data
            Matrix <double> data = DelimitedReader.Read <double>(pathFile, false, "\t", false, System.Globalization.CultureInfo.InvariantCulture.NumberFormat);

            result.raw_data = data;

            int n_users = data.Column(0).Distinct().Count();
            int n_items = data.Column(1).Distinct().Count();

            double          test_split  = 0.1;
            double          train_split = 1 - test_split;
            int             train_row   = (int)(data.RowCount * train_split);
            int             train_col   = data.ColumnCount;
            int             test_row    = data.RowCount - train_row;
            int             test_col    = train_col;
            Matrix <double> train_data  = DenseMatrix.Create(train_row, train_col, 0);
            Matrix <double> test_data   = DenseMatrix.Create(test_row, test_col, 0);

            train_data = data.SubMatrix(0, train_row, 0, train_col);
            test_data  = data.SubMatrix(train_row, test_row, 0, test_col);

            // Create two user-item matrices, one for training and another for testing
            Matrix <double> train_data_matrix = DenseMatrix.Create(n_users, n_items, 0);

            for (int line = 0; line < train_data.RowCount; line++)
            {
                int userId = (int)(train_data[line, 0]);
                int itemId = (int)(train_data[line, 1] - 1);
                train_data_matrix[userId, itemId] = train_data[line, 2];
            }

            Matrix <double> test_data_matrix = DenseMatrix.Create(n_users, n_items, 0);

            for (int line = 0; line < test_data.RowCount; line++)
            {
                int userId = (int)(test_data[line, 0]);
                int itemId = (int)(test_data[line, 1] - 1);
                test_data_matrix[userId, itemId] = test_data[line, 2];
            }
            result.train_data = train_data_matrix;
            result.test_data  = test_data_matrix;

            // consine similarity calculate
            Matrix <double> item_similarity = Recommender_System.cosin(train_data_matrix.Transpose());

            // predict
            Matrix <double> item_prediction = Recommender_System.predict(train_data_matrix, item_similarity, "item");

            result.predic_data = item_prediction;

            // rmse error
            double item_rmse = RMSE.calRMSE(item_prediction, test_data_matrix);

            result.rmse = item_rmse;

            return(result);
        }
Exemplo n.º 6
0
        public string RunNMFbasedORF(double regularization, double learnRate,
                                     int maxEpoch, List <double> quantizer, int topN = 0)
        {
            // Load OMFDistribution from file
            Dictionary <Tuple <int, int>, List <double> > OMFDistributionByUserItem;

            if (File.Exists(GetDataFileName("RatingOMF_")))
            {
                OMFDistributionByUserItem = Utils.IO <Dictionary <Tuple <int, int>, List <double> > > .LoadObject(GetDataFileName("RatingOMF_"));
            }
            else
            {
                return("Abort, Run OMF first.");
            }

            if (!ReadyForNumerical)
            {
                GetReadyForNumerical();
            }
            StringBuilder log = new StringBuilder();

            log.AppendLine(Utils.PrintHeading("NMF based ORF"));

            // Prediction
            Utils.StartTimer();
            DataMatrix R_predicted_expectations;
            DataMatrix R_predicted_mostlikely;
            ORF        orf = new ORF();

            orf.PredictRatings(R_train, R_unknown, StrongSimilarityIndicatorsByItemRating,
                               OMFDistributionByUserItem, regularization, learnRate, maxEpoch,
                               quantizer.Count, out R_predicted_expectations, out R_predicted_mostlikely);
            log.AppendLine(Utils.StopTimer());

            // Numerical Evaluation
            log.AppendLine(Utils.PrintValue("RMSE", RMSE.Evaluate(R_test, R_predicted_expectations).ToString("0.0000")));
            log.AppendLine(Utils.PrintValue("MAE", RMSE.Evaluate(R_test, R_predicted_mostlikely).ToString("0.0000")));

            // Top-N Evaluation
            if (topN != 0)
            {
                var topNItemsByUser_expectations = ItemRecommendationCore.GetTopNItemsByUser(R_predicted_expectations, topN);
                for (int n = 1; n <= topN; n++)
                {
                    log.AppendLine(Utils.PrintValue("NCDG@" + n, NCDG.Evaluate(RelevantItemsByUser, topNItemsByUser_expectations, n).ToString("0.0000")));
                }
                for (int n = 1; n <= topN; n++)
                {
                    log.AppendLine(Utils.PrintValue("MAP@" + n, MAP.Evaluate(RelevantItemsByUser, topNItemsByUser_expectations, n).ToString("0.0000")));
                }
            }

            return(log.ToString());
        }
Exemplo n.º 7
0
            public void RMSETest()
            {
                var actual   = new Matrix(100, 1);
                var expected = new Matrix(100, 1);

                actual.InRandomize(0.25, 0.75);
                expected.InRandomize(0.25, 0.75);

                var metric = new RMSE();
                var e      = metric.Evaluate(actual, expected);
                var val    = Math.Sqrt(new MSE().Evaluate(actual, expected));

                Assert.IsTrue(Math.Abs(e - val) < 0.01, metric.Type().ToString() + " Evaluate.");
            }
Exemplo n.º 8
0
 public string writeModel(string outModelPath)
 {
     if (lm == null)
     {
         getMnlModel();
     }
     outPath        = outModelPath;
     double[,] coef = null;
     alglib.mnlunpack(lm, out coef, out nvars, out nclasses);
     using (System.IO.StreamWriter sw = new System.IO.StreamWriter(outPath))
     {
         sw.WriteLine(modelTypes.SoftMax.ToString());
         sw.WriteLine(InTablePath);
         sw.WriteLine(SampleSize.ToString());
         sw.WriteLine(String.Join(",", IndependentFieldNames));
         sw.WriteLine(String.Join(",", DependentFieldNames));
         sw.WriteLine(String.Join(",", ClassFieldNames));
         sw.WriteLine(string.Join(",", Categories));
         sw.WriteLine(NumberOfVariables.ToString());
         sw.WriteLine(NumberOfClasses.ToString());
         sw.WriteLine(RMSE.ToString());
         sw.WriteLine(AverageCrossEntropyError.ToString());
         sw.WriteLine(AverageError.ToString());
         sw.WriteLine(AverageRelativeError.ToString());
         sw.WriteLine(ClassificationError.ToString());
         sw.WriteLine(RelativeClassificationError.ToString());
         sw.WriteLine(String.Join(",", (from double d in minValues select d.ToString()).ToArray()));
         sw.WriteLine(String.Join(",", (from double d in maxValues select d.ToString()).ToArray()));
         sw.WriteLine(String.Join(",", (from double d in sumValues select d.ToString()).ToArray()));
         int rws  = coef.GetUpperBound(1);
         int clms = coef.GetUpperBound(0);
         for (int r = 0; r <= rws; r++)
         {
             string[] ln = new string[clms + 1];
             for (int c = 0; c <= clms; c++)
             {
                 ln[c] = coef[c, r].ToString();
             }
             sw.WriteLine(String.Join(" ", ln));
         }
         sw.Close();
     }
     return(outPath);
 }
Exemplo n.º 9
0
        /// <summary>
        /// Add to result
        /// </summary>
        /// <param name="weights">double[] - weights</param>
        /// <param name="sse">double[] - sum square errors</param>
        /// <param name="rmse">double[] - rmse's</param>
        public void Add(double[] weights, double[] sse, double[] rmse)
        {
            if (ResultWeights == null)
            {
                ResultWeights = new List <double[]>();
            }
            ResultWeights.Add(weights);

            if (SSE == null)
            {
                SSE = new List <double[]>();
            }
            SSE.Add(sse);

            if (RMSE == null)
            {
                RMSE = new List <double[]>();
            }
            RMSE.Add(rmse);
        }
Exemplo n.º 10
0
        /// <summary>
        /// Rating based Non-negative Matrix Factorization
        /// </summary>
        public string RunNMF(int maxEpoch, double learnRate, double regularization,
                             int factorCount, int topN = 0)
        {
            if (!ReadyForNumerical)
            {
                GetReadyForNumerical();
            }
            StringBuilder log = new StringBuilder();

            log.AppendLine(Utils.PrintHeading("NMF"));

            // Prediction
            Utils.StartTimer();
            DataMatrix R_predicted = NMF.PredictRatings(R_train, R_unknown, maxEpoch,
                                                        learnRate, regularization, factorCount);

            log.AppendLine(Utils.StopTimer());

            // Numerical Evaluation
            log.AppendLine(Utils.PrintValue("RMSE", RMSE.Evaluate(R_test, R_predicted).ToString("0.0000")));
            log.AppendLine(Utils.PrintValue("MAE", MAE.Evaluate(R_test, R_predicted).ToString("0.0000")));

            // TopN Evaluation
            if (topN != 0)
            {
                var topNItemsByUser = ItemRecommendationCore.GetTopNItemsByUser(R_predicted, topN);
                for (int n = 1; n <= topN; n++)
                {
                    log.AppendLine(Utils.PrintValue("NCDG@" + n, NCDG.Evaluate(RelevantItemsByUser, topNItemsByUser, n).ToString("0.0000")));
                }
                for (int n = 1; n <= topN; n++)
                {
                    log.AppendLine(Utils.PrintValue("MAP@" + n, MAP.Evaluate(RelevantItemsByUser, topNItemsByUser, n).ToString("0.0000")));
                }
            }

            return(log.ToString());
        }
Exemplo n.º 11
0
        /// <summary>
        /// Predict all unknown values as global mean rating.
        /// </summary>
        public string RunGlobalMean()
        {
            if (!ReadyForNumerical)
            {
                GetReadyForNumerical();
            }
            StringBuilder log = new StringBuilder();

            log.AppendLine(Utils.PrintHeading("Global Mean"));

            // Prediction
            Utils.StartTimer();
            double     globalMean  = R_train.GetGlobalMean();
            DataMatrix R_predicted = R_unknown.Multiply(globalMean);

            log.AppendLine(Utils.StopTimer());

            // Numerical Evaluation
            log.AppendLine(Utils.PrintValue("RMSE", RMSE.Evaluate(R_test, R_predicted).ToString("0.0000")));
            log.AppendLine(Utils.PrintValue("MAE", MAE.Evaluate(R_test, R_predicted).ToString("0.0000")));

            return(log.ToString());
        }
Exemplo n.º 12
0
        public string RunUserKNN(int topN = 0)
        {
            if (!ReadyForNumerical)
            {
                GetReadyForNumerical();
            }
            StringBuilder log = new StringBuilder();

            log.AppendLine(Utils.PrintHeading("UserKNN"));

            // Prediction
            Utils.StartTimer();
            DataMatrix R_predicted = Numerical.UserKNN.PredictRatings(R_train, R_unknown, UserSimilaritiesOfRating, MaxCountOfNeighbors);

            log.AppendLine(Utils.StopTimer());

            // Numerical Evaluation
            log.AppendLine(Utils.PrintValue("RMSE", RMSE.Evaluate(R_test, R_predicted).ToString("0.0000")));
            log.AppendLine(Utils.PrintValue("MAE", MAE.Evaluate(R_test, R_predicted).ToString("0.0000")));

            // TopN Evaluation
            if (topN != 0)
            {
                var topNItemsByUser = ItemRecommendationCore.GetTopNItemsByUser(R_predicted, topN);
                for (int n = 1; n <= topN; n++)
                {
                    Utils.PrintValue("NCDG@" + n, NCDG.Evaluate(RelevantItemsByUser, topNItemsByUser, n).ToString("0.0000"));
                }
                for (int n = 1; n <= topN; n++)
                {
                    log.AppendLine(Utils.PrintValue("MAP@" + n, MAP.Evaluate(RelevantItemsByUser, topNItemsByUser, n).ToString("0.0000")));
                }
            }

            return(log.ToString());
        }