net.myrrix.online.candidate.LocationSensitiveHash.java Source code

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/*
 * Copyright Myrrix Ltd
 *
 * Licensed 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 net.myrrix.online.candidate;

import java.util.Collection;
import java.util.Iterator;

import com.google.common.base.Preconditions;
import com.google.common.collect.Lists;
import org.apache.commons.math3.random.RandomGenerator;
import org.apache.commons.math3.util.ArithmeticUtils;
import org.apache.commons.math3.util.FastMath;
import org.apache.mahout.cf.taste.impl.common.LongPrimitiveIterator;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;

import net.myrrix.common.collection.FastByIDMap;
import net.myrrix.common.collection.FastIDSet;
import net.myrrix.common.random.RandomManager;

/**
 * <p>This class implements a form of location sensitive hashing (LSH). This is used to quickly, approximately,
 * find the vectors in the same direction as a given vector in a vector space. This is useful in, for example, making
 * recommendations, where the best recommendations are the item vectors with largest dot product with
 * the user vector. And, in turn, the largest dot products are found from vectors that point in the same direction
 * from the origin as the user vector -- small angle between them.</p>
 *
 * <p>This uses H hash functions, where the hash function is based on a short vector in a random direction in
 * the space. It suffices to choose a vector whose elements are, randomly, -1 or 1. This is represented as a
 * {@code boolean[]}. The vector defines a hyperplane through the origin, and produces a hash value of 1 or 0
 * depending on whether the given vector is on one side of the hyperplane or the other. This amounts to
 * evaluating whether the dot product of the random vector and given vector is positive or not.</p>
 *
 * <p>These H 1/0 hash values are combined into a signature of H bits, which are represented as an {@code long}
 * because for purposes here, H <= 64.</p>
 *
 * <p>"Close" vectors -- those which form small angles together -- point in nearly the same direction and so
 * should generally fall on the same sides of these hyperplanes. That is, they should match in most bits.</p>
 *
 * <p>As a preprocessing step, all item vector signatures are computed, and these define a sort of
 * hash bucket key for item vectors. Item vectors are put into their buckets.</p>
 *
 * <p>To produce a list of candidate item vectors for a given user vector, the user vector's signature is
 * computed. All buckets whose signature matches in "most" bits are matches, and all item vectors inside
 * are candidates.</p>
 *
 * <p><em>This is experimental, and is disabled unless "model.lsh.sampleRatio" is set to a value less than 1.</em></p>
 *
 * @author Sean Owen
 * @since 1.0
 */
public final class LocationSensitiveHash implements CandidateFilter {

    private static final Logger log = LoggerFactory.getLogger(LocationSensitiveHash.class);

    static final double LSH_SAMPLE_RATIO = Double.parseDouble(System.getProperty("model.lsh.sampleRatio", "1.0"));
    private static final int NUM_HASHES = Integer.parseInt(System.getProperty("model.lsh.numHashes", "20"));
    static {
        Preconditions.checkArgument(LSH_SAMPLE_RATIO > 0.0 && LSH_SAMPLE_RATIO <= 1.0, "Bad LSH ratio: %s",
                LSH_SAMPLE_RATIO);
        Preconditions.checkArgument(NUM_HASHES >= 1 && NUM_HASHES <= 64, "Bad # hashes: %s", NUM_HASHES);
    }

    private final FastByIDMap<float[]> Y;
    private final boolean[][] randomVectors;
    private final double[] meanVector;
    private final FastByIDMap<long[]> buckets;
    private final FastIDSet newItems;
    private final int maxBitsDiffering;

    /**
     * @param Y item vectors to hash
     */
    public LocationSensitiveHash(FastByIDMap<float[]> Y) {
        Preconditions.checkNotNull(Y);
        Preconditions.checkArgument(!Y.isEmpty(), "Y is empty");
        Preconditions.checkState(LSH_SAMPLE_RATIO < 1.0);

        this.Y = Y;

        log.info("Using LSH sampling to sample about {}% of items", LSH_SAMPLE_RATIO * 100.0);

        // This follows from the binomial distribution:
        double cumulativeProbability = 0.0;
        double denominator = FastMath.pow(2.0, NUM_HASHES);
        int bitsDiffering = -1;
        while (bitsDiffering < NUM_HASHES && cumulativeProbability < LSH_SAMPLE_RATIO) {
            bitsDiffering++;
            cumulativeProbability += ArithmeticUtils.binomialCoefficientDouble(NUM_HASHES, bitsDiffering)
                    / denominator;
        }

        maxBitsDiffering = bitsDiffering - 1;
        log.info("Max bits differing: {}", maxBitsDiffering);

        int features = Y.entrySet().iterator().next().getValue().length;

        RandomGenerator random = RandomManager.getRandom();
        randomVectors = new boolean[NUM_HASHES][features];
        for (boolean[] randomVector : randomVectors) {
            for (int j = 0; j < features; j++) {
                randomVector[j] = random.nextBoolean();
            }
        }

        meanVector = findMean(Y, features);

        buckets = new FastByIDMap<long[]>(1000);
        int count = 0;
        int maxBucketSize = 0;
        for (FastByIDMap.MapEntry<float[]> entry : Y.entrySet()) {
            long signature = toBitSignature(entry.getValue());
            long[] ids = buckets.get(signature);
            if (ids == null) {
                buckets.put(signature, new long[] { entry.getKey() });
            } else {
                int length = ids.length;
                // Large majority of arrays will be length 1; all are short.
                // This is a reasonable way to store 'sets' of longs
                long[] newIDs = new long[length + 1];
                for (int i = 0; i < length; i++) {
                    newIDs[i] = ids[i];
                }
                newIDs[length] = entry.getKey();
                maxBucketSize = FastMath.max(maxBucketSize, newIDs.length);
                buckets.put(signature, newIDs);
            }
            if (++count % 1000000 == 0) {
                log.info("Bucketed {} items", count);
            }
        }

        log.info("Max bucket size {}", maxBucketSize);
        log.info("Put {} items into {} buckets", Y.size(), buckets.size());
        // A separate bucket for new items, which will always be considered
        newItems = new FastIDSet();
    }

    private static double[] findMean(FastByIDMap<float[]> Y, int features) {
        double[] theMeanVector = new double[features];
        for (FastByIDMap.MapEntry<float[]> entry : Y.entrySet()) {
            float[] vec = entry.getValue();
            for (int i = 0; i < features; i++) {
                theMeanVector[i] += vec[i];
            }
        }
        int size = Y.size();
        for (int i = 0; i < features; i++) {
            theMeanVector[i] /= size;
        }
        return theMeanVector;
    }

    private long toBitSignature(float[] vector) {
        long l = 0L;
        double[] theMeanVector = meanVector;
        for (boolean[] randomVector : randomVectors) {
            // Dot product. true == +1, false == -1
            double total = 0.0;
            for (int i = 0; i < randomVector.length; i++) {
                double delta = vector[i] - theMeanVector[i];
                if (randomVector[i]) {
                    total += delta;
                } else {
                    total -= delta;
                }
            }
            if (total > 0.0) {
                l = (l << 1L) | 1L;
            } else {
                l <<= 1;
            }
        }
        return l;
    }

    @Override
    public Collection<Iterator<FastByIDMap.MapEntry<float[]>>> getCandidateIterator(float[][] userVectors) {
        long[] bitSignatures = new long[userVectors.length];
        for (int i = 0; i < userVectors.length; i++) {
            bitSignatures[i] = toBitSignature(userVectors[i]);
        }
        Collection<Iterator<FastByIDMap.MapEntry<float[]>>> inputs = Lists.newArrayList();
        for (FastByIDMap.MapEntry<long[]> entry : buckets.entrySet()) {
            for (long bitSignature : bitSignatures) {
                if (Long.bitCount(bitSignature ^ entry.getKey()) <= maxBitsDiffering) { // # bits differing
                    inputs.add(new IDArrayToEntryIterator(entry.getValue()));
                    break;
                }
            }
        }

        synchronized (newItems) {
            if (!newItems.isEmpty()) {
                // Have to clone because it's being written to
                inputs.add(new IDToEntryIterator(newItems.clone().iterator()));
            }
        }

        return inputs;
    }

    @Override
    public void addItem(long itemID) {
        if (newItems != null) {
            synchronized (newItems) {
                newItems.add(itemID);
            }
        }
    }

    /**
     * @see IDArrayToEntryIterator
     */
    private final class IDToEntryIterator implements Iterator<FastByIDMap.MapEntry<float[]>> {

        private final LongPrimitiveIterator input;
        private final MutableMapEntry delegate;

        private IDToEntryIterator(LongPrimitiveIterator input) {
            this.input = input;
            this.delegate = new MutableMapEntry();
        }

        @Override
        public boolean hasNext() {
            return input.hasNext();
        }

        @Override
        public FastByIDMap.MapEntry<float[]> next() {
            // Will throw NoSuchElementException if needed:
            long itemID = input.nextLong();
            delegate.set(itemID, Y.get(itemID));
            return delegate;
        }

        @Override
        public void remove() {
            throw new UnsupportedOperationException();
        }

    }

    /**
     * @see IDToEntryIterator
     */
    private final class IDArrayToEntryIterator implements Iterator<FastByIDMap.MapEntry<float[]>> {

        private int offset;
        private final long[] input;
        private final MutableMapEntry delegate;

        private IDArrayToEntryIterator(long[] input) {
            this.input = input;
            this.delegate = new MutableMapEntry();
        }

        @Override
        public boolean hasNext() {
            return offset < input.length;
        }

        @Override
        public FastByIDMap.MapEntry<float[]> next() {
            long itemID = input[offset++];
            delegate.set(itemID, Y.get(itemID));
            return delegate;
        }

        @Override
        public void remove() {
            throw new UnsupportedOperationException();
        }

    }

    private static final class MutableMapEntry implements FastByIDMap.MapEntry<float[]> {

        private long key;
        private float[] value;

        @Override
        public long getKey() {
            return key;
        }

        @Override
        public float[] getValue() {
            return value;
        }

        public void set(long key, float[] value) {
            this.key = key;
            this.value = value;
        }
    }

}