Factorization machines in python

Related tags

Machine LearningpyFM
Overview

Factorization Machines in Python

This is a python implementation of Factorization Machines [1]. This uses stochastic gradient descent with adaptive regularization as a learning method, which adapts the regularization automatically while training the model parameters. See [2] for details. From libfm.org: "Factorization machines (FM) are a generic approach that allows to mimic most factorization models by feature engineering. This way, factorization machines combine the generality of feature engineering with the superiority of factorization models in estimating interactions between categorical variables of large domain."

[1] Steffen Rendle (2012): Factorization Machines with libFM, in ACM Trans. Intell. Syst. Technol., 3(3), May. [2] Steffen Rendle: Learning recommender systems with adaptive regularization. WSDM 2012: 133-142

Installation

pip install git+https://github.com/coreylynch/pyFM

Dependencies

  • numpy
  • sklearn

Training Representation

The easiest way to use this class is to represent your training data as lists of standard Python dict objects, where the dict elements map each instance's categorical and real valued variables to its values. Then use a sklearn DictVectorizer to convert them to a design matrix with a one-of-K or “one-hot” coding.

Here's a toy example

from pyfm import pylibfm
from sklearn.feature_extraction import DictVectorizer
import numpy as np
train = [
	{"user": "1", "item": "5", "age": 19},
	{"user": "2", "item": "43", "age": 33},
	{"user": "3", "item": "20", "age": 55},
	{"user": "4", "item": "10", "age": 20},
]
v = DictVectorizer()
X = v.fit_transform(train)
print(X.toarray())
[[ 19.   0.   0.   0.   1.   1.   0.   0.   0.]
 [ 33.   0.   0.   1.   0.   0.   1.   0.   0.]
 [ 55.   0.   1.   0.   0.   0.   0.   1.   0.]
 [ 20.   1.   0.   0.   0.   0.   0.   0.   1.]]
y = np.repeat(1.0,X.shape[0])
fm = pylibfm.FM()
fm.fit(X,y)
fm.predict(v.transform({"user": "1", "item": "10", "age": 24}))

Getting Started

Here's an example on some real movie ratings data.

First get the smallest movielens ratings dataset from http://www.grouplens.org/system/files/ml-100k.zip. ml-100k contains the files u.item (list of movie ids and titles) and u.data (list of user_id, movie_id, rating, timestamp).

import numpy as np
from sklearn.feature_extraction import DictVectorizer
from pyfm import pylibfm

# Read in data
def loadData(filename,path="ml-100k/"):
    data = []
    y = []
    users=set()
    items=set()
    with open(path+filename) as f:
        for line in f:
            (user,movieid,rating,ts)=line.split('\t')
            data.append({ "user_id": str(user), "movie_id": str(movieid)})
            y.append(float(rating))
            users.add(user)
            items.add(movieid)

    return (data, np.array(y), users, items)

(train_data, y_train, train_users, train_items) = loadData("ua.base")
(test_data, y_test, test_users, test_items) = loadData("ua.test")
v = DictVectorizer()
X_train = v.fit_transform(train_data)
X_test = v.transform(test_data)

# Build and train a Factorization Machine
fm = pylibfm.FM(num_factors=10, num_iter=100, verbose=True, task="regression", initial_learning_rate=0.001, learning_rate_schedule="optimal")

fm.fit(X_train,y_train)
Creating validation dataset of 0.01 of training for adaptive regularization
-- Epoch 1
Training MSE: 0.59477
-- Epoch 2
Training MSE: 0.51841
-- Epoch 3
Training MSE: 0.49125
-- Epoch 4
Training MSE: 0.47589
-- Epoch 5
Training MSE: 0.46571
-- Epoch 6
Training MSE: 0.45852
-- Epoch 7
Training MSE: 0.45322
-- Epoch 8
Training MSE: 0.44908
-- Epoch 9
Training MSE: 0.44557
-- Epoch 10
Training MSE: 0.44278
...
-- Epoch 98
Training MSE: 0.41863
-- Epoch 99
Training MSE: 0.41865
-- Epoch 100
Training MSE: 0.41874

# Evaluate
preds = fm.predict(X_test)
from sklearn.metrics import mean_squared_error
print("FM MSE: %.4f" % mean_squared_error(y_test,preds))
FM MSE: 0.9227

Classification example

import numpy as np
from sklearn.feature_extraction import DictVectorizer
from sklearn.cross_validation import train_test_split
from pyfm import pylibfm

from sklearn.datasets import make_classification

X, y = make_classification(n_samples=1000,n_features=100, n_clusters_per_class=1)
data = [ {v: k for k, v in dict(zip(i, range(len(i)))).items()}  for i in X]

X_train, X_test, y_train, y_test = train_test_split(data, y, test_size=0.1, random_state=42)

v = DictVectorizer()
X_train = v.fit_transform(X_train)
X_test = v.transform(X_test)

fm = pylibfm.FM(num_factors=50, num_iter=10, verbose=True, task="classification", initial_learning_rate=0.0001, learning_rate_schedule="optimal")

fm.fit(X_train,y_train)

Creating validation dataset of 0.01 of training for adaptive regularization
-- Epoch 1
Training log loss: 1.91885
-- Epoch 2
Training log loss: 1.62022
-- Epoch 3
Training log loss: 1.36736
-- Epoch 4
Training log loss: 1.15562
-- Epoch 5
Training log loss: 0.97961
-- Epoch 6
Training log loss: 0.83356
-- Epoch 7
Training log loss: 0.71208
-- Epoch 8
Training log loss: 0.61108
-- Epoch 9
Training log loss: 0.52705
-- Epoch 10
Training log loss: 0.45685

# Evaluate
from sklearn.metrics import log_loss
print "Validation log loss: %.4f" % log_loss(y_test,fm.predict(X_test))
Validation log loss: 1.5025
Owner
Corey Lynch
Research Engineer, Robotics @ Google Brain
Corey Lynch
Tools for diffing and merging of Jupyter notebooks.

nbdime provides tools for diffing and merging of Jupyter Notebooks.

Project Jupyter 2.3k Jan 03, 2023
Databricks Certified Associate Spark Developer preparation toolkit to setup single node Standalone Spark Cluster along with material in the form of Jupyter Notebooks.

Databricks Certification Spark Databricks Certified Associate Spark Developer preparation toolkit to setup single node Standalone Spark Cluster along

19 Dec 13, 2022
This is a curated list of medical data for machine learning

Medical Data for Machine Learning This is a curated list of medical data for machine learning. This list is provided for informational purposes only,

Andrew L. Beam 5.4k Dec 26, 2022
Tutorial for Decision Threshold In Machine Learning.

Decision-Threshold-ML Tutorial for improve skills: 'Decision Threshold In Machine Learning' (from GeeksforGeeks) by Marcus Mariano For more informatio

0 Jan 20, 2022
Compare MLOps Platforms. Breakdowns of SageMaker, VertexAI, AzureML, Dataiku, Databricks, h2o, kubeflow, mlflow...

Compare MLOps Platforms. Breakdowns of SageMaker, VertexAI, AzureML, Dataiku, Databricks, h2o, kubeflow, mlflow...

Thoughtworks 318 Jan 02, 2023
PySpark + Scikit-learn = Sparkit-learn

Sparkit-learn PySpark + Scikit-learn = Sparkit-learn GitHub: https://github.com/lensacom/sparkit-learn About Sparkit-learn aims to provide scikit-lear

Lensa 1.1k Jan 04, 2023
使用数学和计算机知识投机倒把

偷鸡不成项目集锦 坦率地讲,涉及金融市场的好策略如果公开,必然导致使用的人多,最后策略变差。所以这个仓库只收集我目前失败了的案例。 加密货币组合套利 中国体育彩票预测 我赚不上钱的项目,也许可以帮助更有能力的人去赚钱。

Roy 28 Dec 29, 2022
Lingtrain Alignment Studio is an ML based app for texts alignment on different languages.

Lingtrain Alignment Studio Intro Lingtrain Alignment Studio is the ML based app for accurate texts alignment on different languages. Extracts parallel

Sergei Averkiev 186 Jan 03, 2023
A toolkit for making real world machine learning and data analysis applications in C++

dlib C++ library Dlib is a modern C++ toolkit containing machine learning algorithms and tools for creating complex software in C++ to solve real worl

Davis E. King 11.6k Jan 02, 2023
pandas, scikit-learn, xgboost and seaborn integration

pandas, scikit-learn and xgboost integration.

299 Dec 30, 2022
The Emergence of Individuality

The Emergence of Individuality

16 Jul 20, 2022
Official code for HH-VAEM

HH-VAEM This repository contains the official Pytorch implementation of the Hierarchical Hamiltonian VAE for Mixed-type Data (HH-VAEM) model and the s

Ignacio Peis 8 Nov 30, 2022
Convoys is a simple library that fits a few statistical model useful for modeling time-lagged conversions.

Convoys is a simple library that fits a few statistical model useful for modeling time-lagged conversions. There is a lot more info if you head over to the documentation. You can also take a look at

Better 240 Dec 26, 2022
Polyglot Machine Learning example for scraping similar news articles.

Polyglot Machine Learning example for scraping similar news articles In this example, we will see how we can work with Machine Learning applications w

MetaCall 15 Mar 28, 2022
scikit-learn models hyperparameters tuning and feature selection, using evolutionary algorithms.

Sklearn-genetic-opt scikit-learn models hyperparameters tuning and feature selection, using evolutionary algorithms. This is meant to be an alternativ

Rodrigo Arenas 180 Dec 20, 2022
A Python Automated Machine Learning tool that optimizes machine learning pipelines using genetic programming.

Master status: Development status: Package information: TPOT stands for Tree-based Pipeline Optimization Tool. Consider TPOT your Data Science Assista

Epistasis Lab at UPenn 8.9k Jan 09, 2023
UpliftML: A Python Package for Scalable Uplift Modeling

UpliftML is a Python package for scalable unconstrained and constrained uplift modeling from experimental data. To accommodate working with big data, the package uses PySpark and H2O models as base l

Booking.com 254 Dec 31, 2022
Flightfare-Prediction - It is a Flightfare Prediction Web Application Using Machine learning,Python and flask

Flight_fare-Prediction It is a Flight_fare Prediction Web Application Using Machine learning,Python and flask Using Machine leaning i have created a F

1 Dec 06, 2022
BigDL: Distributed Deep Learning Framework for Apache Spark

BigDL: Distributed Deep Learning on Apache Spark What is BigDL? BigDL is a distributed deep learning library for Apache Spark; with BigDL, users can w

4.1k Jan 09, 2023