com.innometrics.integration.app.recommender.ml.als.ImplicitFeedbackAlternatingLeastSquaresSolver.java Source code

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/**
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

package com.innometrics.integration.app.recommender.ml.als;

import com.google.common.base.Preconditions;
import org.apache.mahout.math.*;
import org.apache.mahout.math.Vector.Element;
import org.apache.mahout.math.function.Functions;
import org.apache.mahout.math.list.IntArrayList;
import org.apache.mahout.math.map.OpenIntObjectHashMap;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;

import java.util.concurrent.ExecutorService;
import java.util.concurrent.Executors;
import java.util.concurrent.TimeUnit;

/** see <a href="http://research.yahoo.com/pub/2433">Collaborative Filtering for Implicit Feedback Datasets</a> */
public class ImplicitFeedbackAlternatingLeastSquaresSolver {

    private final int numFeatures;
    private final double alpha;
    private final double lambda;
    private final int numTrainingThreads;

    private final OpenIntObjectHashMap<Vector> Y;
    private final Matrix YtransposeY;

    private static final Logger log = LoggerFactory
            .getLogger(org.apache.mahout.math.als.ImplicitFeedbackAlternatingLeastSquaresSolver.class);

    public ImplicitFeedbackAlternatingLeastSquaresSolver(int numFeatures, double lambda, double alpha,
            OpenIntObjectHashMap<Vector> Y, int numTrainingThreads) {
        this.numFeatures = numFeatures;
        this.lambda = lambda;
        this.alpha = alpha;
        this.Y = Y;
        this.numTrainingThreads = numTrainingThreads;
        YtransposeY = getYtransposeY(Y);
    }

    public Vector solve(Vector ratings) {
        return solve(YtransposeY.plus(getYtransponseCuMinusIYPlusLambdaI(ratings)), getYtransponseCuPu(ratings));
    }

    private static Vector solve(Matrix A, Matrix y) {
        return new QRDecomposition(A).solve(y).viewColumn(0);
    }

    double confidence(double rating) {
        return 1 + alpha * rating;
    }

    /* Y' Y */
    public Matrix getYtransposeY(final OpenIntObjectHashMap<Vector> Y) {

        ExecutorService queue = Executors.newFixedThreadPool(numTrainingThreads);
        if (log.isInfoEnabled()) {
            log.info("Starting the computation of Y'Y");
        }
        long startTime = System.nanoTime();
        final IntArrayList indexes = Y.keys();
        final int numIndexes = indexes.size();

        final double[][] YtY = new double[numFeatures][numFeatures];

        // Compute Y'Y by dot products between the 'columns' of Y
        for (int i = 0; i < numFeatures; i++) {
            for (int j = i; j < numFeatures; j++) {

                final int ii = i;
                final int jj = j;
                queue.execute(new Runnable() {
                    @Override
                    public void run() {
                        double dot = 0;
                        for (int k = 0; k < numIndexes; k++) {
                            Vector row = Y.get(indexes.getQuick(k));
                            dot += row.getQuick(ii) * row.getQuick(jj);
                        }
                        YtY[ii][jj] = dot;
                        if (ii != jj) {
                            YtY[jj][ii] = dot;
                        }
                    }
                });

            }
        }
        queue.shutdown();
        try {
            queue.awaitTermination(1, TimeUnit.DAYS);
        } catch (InterruptedException e) {
            log.error("Error during Y'Y queue shutdown", e);
            throw new RuntimeException("Error during Y'Y queue shutdown");
        }
        if (log.isInfoEnabled()) {
            log.info("Computed Y'Y in " + (System.nanoTime() - startTime) / 1000000.0 + " ms");
        }
        return new DenseMatrix(YtY, true);
    }

    /** Y' (Cu - I) Y +  I */
    private Matrix getYtransponseCuMinusIYPlusLambdaI(Vector userRatings) {
        Preconditions.checkArgument(userRatings.isSequentialAccess(), "need sequential access to ratings!");

        /* (Cu -I) Y */
        OpenIntObjectHashMap<Vector> CuMinusIY = new OpenIntObjectHashMap<Vector>(
                userRatings.getNumNondefaultElements());
        for (Element e : userRatings.nonZeroes()) {
            CuMinusIY.put(e.index(), Y.get(e.index()).times(confidence(e.get()) - 1));
        }

        Matrix YtransponseCuMinusIY = new DenseMatrix(numFeatures, numFeatures);

        /* Y' (Cu -I) Y by outer products */
        for (Element e : userRatings.nonZeroes()) {
            for (Vector.Element feature : Y.get(e.index()).all()) {
                Vector partial = CuMinusIY.get(e.index()).times(feature.get());
                YtransponseCuMinusIY.viewRow(feature.index()).assign(partial, Functions.PLUS);
            }
        }

        /* Y' (Cu - I) Y +  I  add lambda on the diagonal */
        for (int feature = 0; feature < numFeatures; feature++) {
            YtransponseCuMinusIY.setQuick(feature, feature,
                    YtransponseCuMinusIY.getQuick(feature, feature) + lambda);
        }

        return YtransponseCuMinusIY;
    }

    /** Y' Cu p(u) */
    private Matrix getYtransponseCuPu(Vector userRatings) {
        Preconditions.checkArgument(userRatings.isSequentialAccess(), "need sequential access to ratings!");

        Vector YtransponseCuPu = new DenseVector(numFeatures);

        for (Element e : userRatings.nonZeroes()) {
            YtransponseCuPu.assign(Y.get(e.index()).times(confidence(e.get())), Functions.PLUS);
        }

        return columnVectorAsMatrix(YtransponseCuPu);
    }

    private Matrix columnVectorAsMatrix(Vector v) {
        double[][] matrix = new double[numFeatures][1];
        for (Vector.Element e : v.all()) {
            matrix[e.index()][0] = e.get();
        }
        return new DenseMatrix(matrix, true);
    }

}