/** * 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 org.apache.mahout.math.als; import com.google.common.base.Preconditions; import org.apache.mahout.math.DenseMatrix; import org.apache.mahout.math.DenseVector; import org.apache.mahout.math.Matrix; import org.apache.mahout.math.QRDecomposition; import org.apache.mahout.math.Vector; import org.apache.mahout.math.function.Functions; import org.apache.mahout.math.list.IntArrayList; import org.apache.mahout.math.map.OpenIntObjectHashMap; import java.util.Iterator; /** 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 OpenIntObjectHashMap<Vector> Y; private final Matrix YtransposeY; public ImplicitFeedbackAlternatingLeastSquaresSolver(int numFeatures, double lambda, double alpha, OpenIntObjectHashMap Y) { this.numFeatures = numFeatures; this.lambda = lambda; this.alpha = alpha; this.Y = Y; YtransposeY = YtransposeY(Y); } public Vector solve(Vector ratings) { return solve(YtransposeY.plus(YtransponseCuMinusIYPlusLambdaI(ratings)), YtransponseCuPu(ratings)); } private static Vector solve(Matrix A, Matrix y) { return new QRDecomposition(A).solve(y).viewColumn(0); } protected double confidence(double rating) { return 1 + alpha * rating; } /* Y' Y */ private Matrix YtransposeY(OpenIntObjectHashMap<Vector> Y) { Matrix compactedY = new DenseMatrix(Y.size(), numFeatures); IntArrayList indexes = Y.keys(); indexes.quickSort(); int row = 0; for (int index : indexes.elements()) { compactedY.assignRow(row++, Y.get(index)); } return compactedY.transpose().times(compactedY); } /** Y' (Cu - I) Y + λ I */ private Matrix YtransponseCuMinusIYPlusLambdaI(Vector userRatings) { Preconditions.checkArgument(userRatings.isSequentialAccess(), "need sequential access to ratings!"); /* (Cu -I) Y */ OpenIntObjectHashMap<Vector> CuMinusIY = new OpenIntObjectHashMap<Vector>(); Iterator<Vector.Element> ratings = userRatings.iterateNonZero(); while (ratings.hasNext()) { Vector.Element e = ratings.next(); 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 */ ratings = userRatings.iterateNonZero(); while (ratings.hasNext()) { Vector.Element e = ratings.next(); for (Vector.Element feature : Y.get(e.index())) { Vector partial = CuMinusIY.get(e.index()).times(feature.get()); YtransponseCuMinusIY.viewRow(feature.index()).assign(partial, Functions.PLUS); } } /* Y' (Cu - I) Y + λ 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 YtransponseCuPu(Vector userRatings) { Preconditions.checkArgument(userRatings.isSequentialAccess(), "need sequential access to ratings!"); Vector YtransponseCuPu = new DenseVector(numFeatures); Iterator<Vector.Element> ratings = userRatings.iterateNonZero(); while (ratings.hasNext()) { Vector.Element e = ratings.next(); YtransponseCuPu.assign(Y.get(e.index()).times(confidence(e.get())), Functions.PLUS); } return columnVectorAsMatrix(YtransponseCuPu); } private Matrix columnVectorAsMatrix(Vector v) { Matrix matrix = new DenseMatrix(numFeatures, 1); for (Vector.Element e : v) { matrix.setQuick(e.index(), 0, e.get()); } return matrix; } }