基于矩阵分解的协同过滤算法
基于矩阵分解的协同过滤算法基于矩阵分解的CF算法实现(一):LFMLFM原理解析损失函数随机梯度下降法优化基于矩阵分解的CF算法实现(二):BiasSvdBiasSvd损失函数随机梯度下降法优化基于矩阵分解的CF算法实现(一):LFMLFM也就是前面提到的Funk SVD矩阵分解LFM原理解析LFM(latent factor model)隐语义模型核心思想是通过隐含特征联系用户和物品,如下图:P
基于矩阵分解的协同过滤算法
基于矩阵分解的CF算法实现(一):LFM
LFM也就是前面提到的Funk SVD矩阵分解
LFM原理解析
LFM(latent factor model)隐语义模型核心思想是通过隐含特征联系用户和物品,如下图:
- P矩阵是User-LF矩阵,即用户和隐含特征矩阵。LF有三个,表示共总有三个隐含特征。
- Q矩阵是LF-Item矩阵,即隐含特征和物品的矩阵
- R矩阵是User-Item矩阵,有P*Q得来
- 能处理稀疏评分矩阵
利用矩阵分解技术,将原始User-Item的评分矩阵(稠密/稀疏)分解为P和Q矩阵,然后利用 P ∗ Q P*Q P∗Q还原出User-Item评分矩阵 R R R。整个过程相当于降维处理,其中:
-
矩阵值 P 11 P_{11} P11表示用户1对隐含特征1的权重值
-
矩阵值 Q 11 Q_{11} Q11表示隐含特征1在物品1上的权重值
-
矩阵值 R 11 R_{11} R11就表示预测的用户1对物品1的评分,且 R 11 = P 1 , k ⃗ ⋅ Q k , 1 ⃗ R_{11}=\vec{P_{1,k}}\cdot \vec{Q_{k,1}} R11=P1,k⋅Qk,1
利用LFM预测用户对物品的评分, k k k表示隐含特征数量:
因此最终,我们的目标也就是要求出P矩阵和Q矩阵及其当中的每一个值,然后再对用户-物品的评分进行预测。
损失函数
同样对于评分预测我们利用平方差来构建损失函数:
加入L2正则化:
C o s t = ∑ u , i ∈ R ( r u i − ∑ k = 1 k p u k q i k ) 2 + λ ( ∑ U p u k 2 + ∑ I q i k 2 ) Cost = \sum_{u,i\in R} (r_{ui}-{\sum_{k=1}}^k p_{uk}q_{ik})^2 + \lambda(\sum_U{p_{uk}}^2+\sum_I{q_{ik}}^2) Cost=u,i∈R∑(rui−k=1∑kpukqik)2+λ(U∑puk2+I∑qik2)
对损失函数求偏导:
随机梯度下降法优化
梯度下降更新参数 p u k p_{uk} puk:
同理:
随机梯度下降: 向量乘法 每一个分量相乘 求和
由于P矩阵和Q矩阵是两个不同的矩阵,通常分别采取不同的正则参数,如 λ 1 \lambda_1 λ1和 λ 2 \lambda_2 λ2
算法实现
'''
LFM Model
'''
import pandas as pd
import numpy as np
# 评分预测 1-5
class LFM(object):
def __init__(self, alpha, reg_p, reg_q, number_LatentFactors=10, number_epochs=10, columns=["uid", "iid", "rating"]):
self.alpha = alpha # 学习率
self.reg_p = reg_p # P矩阵正则
self.reg_q = reg_q # Q矩阵正则
self.number_LatentFactors = number_LatentFactors # 隐式类别数量
self.number_epochs = number_epochs # 最大迭代次数
self.columns = columns
def fit(self, dataset):
'''
fit dataset
:param dataset: uid, iid, rating
:return:
'''
self.dataset = pd.DataFrame(dataset)
self.users_ratings = dataset.groupby(self.columns[0]).agg([list])[[self.columns[1], self.columns[2]]]
self.items_ratings = dataset.groupby(self.columns[1]).agg([list])[[self.columns[0], self.columns[2]]]
self.globalMean = self.dataset[self.columns[2]].mean()
self.P, self.Q = self.sgd()
def _init_matrix(self):
'''
初始化P和Q矩阵,同时为设置0,1之间的随机值作为初始值
:return:
'''
# User-LF
P = dict(zip(
self.users_ratings.index,
np.random.rand(len(self.users_ratings), self.number_LatentFactors).astype(np.float32)
))
# Item-LF
Q = dict(zip(
self.items_ratings.index,
np.random.rand(len(self.items_ratings), self.number_LatentFactors).astype(np.float32)
))
return P, Q
def sgd(self):
'''
使用随机梯度下降,优化结果
:return:
'''
P, Q = self._init_matrix()
for i in range(self.number_epochs):
print("iter%d"%i)
error_list = []
for uid, iid, r_ui in self.dataset.itertuples(index=False):
# User-LF P
## Item-LF Q
v_pu = P[uid] #用户向量
v_qi = Q[iid] #物品向量
err = np.float32(r_ui - np.dot(v_pu, v_qi))
v_pu += self.alpha * (err * v_qi - self.reg_p * v_pu)
v_qi += self.alpha * (err * v_pu - self.reg_q * v_qi)
P[uid] = v_pu
Q[iid] = v_qi
# for k in range(self.number_of_LatentFactors):
# v_pu[k] += self.alpha*(err*v_qi[k] - self.reg_p*v_pu[k])
# v_qi[k] += self.alpha*(err*v_pu[k] - self.reg_q*v_qi[k])
error_list.append(err ** 2)
print(np.sqrt(np.mean(error_list)))
return P, Q
def predict(self, uid, iid):
# 如果uid或iid不在,我们使用全剧平均分作为预测结果返回
if uid not in self.users_ratings.index or iid not in self.items_ratings.index:
return self.globalMean
p_u = self.P[uid]
q_i = self.Q[iid]
return np.dot(p_u, q_i)
def test(self,testset):
'''预测测试集数据'''
for uid, iid, real_rating in testset.itertuples(index=False):
try:
pred_rating = self.predict(uid, iid)
except Exception as e:
print(e)
else:
yield uid, iid, real_rating, pred_rating
if __name__ == '__main__':
dtype = [("userId", np.int32), ("movieId", np.int32), ("rating", np.float32)]
dataset = pd.read_csv("datasets/ml-latest-small/ratings.csv", usecols=range(3), dtype=dict(dtype))
lfm = LFM(0.02, 0.01, 0.01, 10, 100, ["userId", "movieId", "rating"])
lfm.fit(dataset)
while True:
uid = input("uid: ")
iid = input("iid: ")
print(lfm.predict(int(uid), int(iid)))
基于矩阵分解的CF算法实现(二):BiasSvd
BiasSvd其实就是前面提到的Funk SVD矩阵分解基础上加上了偏置项。
BiasSvd
利用BiasSvd预测用户对物品的评分, k k k表示隐含特征数量:
损失函数
同样对于评分预测我们利用平方差来构建损失函数:
加入L2正则化:
C o s t = ∑ u , i ∈ R ( r u i − μ − b u − b i − ∑ k = 1 k p u k q i k ) 2 + λ ( ∑ U b u 2 + ∑ I b i 2 + ∑ U p u k 2 + ∑ I q i k 2 ) Cost = \sum_{u,i\in R} (r_{ui}-\mu - b_u - b_i-{\sum_{k=1}}^k p_{uk}q_{ik})^2 + \lambda(\sum_U{b_u}^2+\sum_I{b_i}^2+\sum_U{p_{uk}}^2+\sum_I{q_{ik}}^2) Cost=u,i∈R∑(rui−μ−bu−bi−k=1∑kpukqik)2+λ(U∑bu2+I∑bi2+U∑puk2+I∑qik2)
对损失函数求偏导:
随机梯度下降法优化
梯度下降更新参数 p u k p_{uk} puk:
同理:
b u : = b u + α [ ∑ u , i ∈ R ( r u i − μ − b u − b i − ∑ k = 1 k p u k q i k ) − λ b u ] b_u:=b_u + \alpha[\sum_{u,i\in R} (r_{ui}-\mu - b_u - b_i-{\sum_{k=1}}^k p_{uk}q_{ik}) - \lambda b_u] bu:=bu+α[u,i∈R∑(rui−μ−bu−bi−k=1∑kpukqik)−λbu]
b i : = b i + α [ ∑ u , i ∈ R ( r u i − μ − b u − b i − ∑ k = 1 k p u k q i k ) − λ b i ] b_i:=b_i + \alpha[\sum_{u,i\in R} (r_{ui}-\mu - b_u - b_i-{\sum_{k=1}}^k p_{uk}q_{ik}) - \lambda b_i] bi:=bi+α[u,i∈R∑(rui−μ−bu−bi−k=1∑kpukqik)−λbi]
随机梯度下降:
b u : = b u + α [ ( r u i − μ − b u − b i − ∑ k = 1 k p u k q i k ) − λ 3 b u ] b_u:=b_u + \alpha[(r_{ui}-\mu - b_u - b_i-{\sum_{k=1}}^k p_{uk}q_{ik}) - \lambda_3 b_u] bu:=bu+α[(rui−μ−bu−bi−k=1∑kpukqik)−λ3bu]
b i : = b i + α [ ( r u i − μ − b u − b i − ∑ k = 1 k p u k q i k ) − λ 4 b i ] b_i:=b_i + \alpha[(r_{ui}-\mu - b_u - b_i-{\sum_{k=1}}^k p_{uk}q_{ik}) - \lambda_4 b_i] bi:=bi+α[(rui−μ−bu−bi−k=1∑kpukqik)−λ4bi]
由于P矩阵和Q矩阵是两个不同的矩阵,通常分别采取不同的正则参数,如 λ 1 \lambda_1 λ1和 λ 2 \lambda_2 λ2
算法实现
'''
BiasSvd Model
'''
import math
import random
import pandas as pd
import numpy as np
class BiasSvd(object):
def __init__(self, alpha, reg_p, reg_q, reg_bu, reg_bi, number_LatentFactors=10, number_epochs=10, columns=["uid", "iid", "rating"]):
self.alpha = alpha # 学习率
self.reg_p = reg_p
self.reg_q = reg_q
self.reg_bu = reg_bu
self.reg_bi = reg_bi
self.number_LatentFactors = number_LatentFactors # 隐式类别数量
self.number_epochs = number_epochs
self.columns = columns
def fit(self, dataset):
'''
fit dataset
:param dataset: uid, iid, rating
:return:
'''
self.dataset = pd.DataFrame(dataset)
self.users_ratings = dataset.groupby(self.columns[0]).agg([list])[[self.columns[1], self.columns[2]]]
self.items_ratings = dataset.groupby(self.columns[1]).agg([list])[[self.columns[0], self.columns[2]]]
self.globalMean = self.dataset[self.columns[2]].mean()
self.P, self.Q, self.bu, self.bi = self.sgd()
def _init_matrix(self):
'''
初始化P和Q矩阵,同时为设置0,1之间的随机值作为初始值
:return:
'''
# User-LF
P = dict(zip(
self.users_ratings.index,
np.random.rand(len(self.users_ratings), self.number_LatentFactors).astype(np.float32)
))
# Item-LF
Q = dict(zip(
self.items_ratings.index,
np.random.rand(len(self.items_ratings), self.number_LatentFactors).astype(np.float32)
))
return P, Q
def sgd(self):
'''
使用随机梯度下降,优化结果
:return:
'''
P, Q = self._init_matrix()
# 初始化bu、bi的值,全部设为0
bu = dict(zip(self.users_ratings.index, np.zeros(len(self.users_ratings))))
bi = dict(zip(self.items_ratings.index, np.zeros(len(self.items_ratings))))
for i in range(self.number_epochs):
print("iter%d"%i)
error_list = []
for uid, iid, r_ui in self.dataset.itertuples(index=False):
v_pu = P[uid]
v_qi = Q[iid]
err = np.float32(r_ui - self.globalMean - bu[uid] - bi[iid] - np.dot(v_pu, v_qi))
v_pu += self.alpha * (err * v_qi - self.reg_p * v_pu)
v_qi += self.alpha * (err * v_pu - self.reg_q * v_qi)
P[uid] = v_pu
Q[iid] = v_qi
bu[uid] += self.alpha * (err - self.reg_bu * bu[uid])
bi[iid] += self.alpha * (err - self.reg_bi * bi[iid])
error_list.append(err ** 2)
print(np.sqrt(np.mean(error_list)))
return P, Q, bu, bi
def predict(self, uid, iid):
if uid not in self.users_ratings.index or iid not in self.items_ratings.index:
return self.globalMean
p_u = self.P[uid]
q_i = self.Q[iid]
return self.globalMean + self.bu[uid] + self.bi[iid] + np.dot(p_u, q_i)
if __name__ == '__main__':
dtype = [("userId", np.int32), ("movieId", np.int32), ("rating", np.float32)]
dataset = pd.read_csv("datasets/ml-latest-small/ratings.csv", usecols=range(3), dtype=dict(dtype))
bsvd = BiasSvd(0.02, 0.01, 0.01, 0.01, 0.01, 10, 20)
bsvd.fit(dataset)
while True:
uid = input("uid: ")
iid = input("iid: ")
print(bsvd.predict(int(uid), int(iid)))
加油!
感谢!
努力!
更多推荐
所有评论(0)