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
Optimal Randomized Canonical Correlation Analysis

ORCCA Optimal Randomized Canonical Correlation Analysis This project is for the python version of ORCCA algorithm. It depends on Numpy for matrix calc

Yinsong Wang 1 Nov 21, 2021
Highly interpretable classifiers for scikit learn, producing easily understood decision rules instead of black box models

Highly interpretable, sklearn-compatible classifier based on decision rules This is a scikit-learn compatible wrapper for the Bayesian Rule List class

Tamas Madl 482 Nov 19, 2022
ELI5 is a Python package which helps to debug machine learning classifiers and explain their predictions

A library for debugging/inspecting machine learning classifiers and explaining their predictions

154 Dec 17, 2022
scikit-multimodallearn is a Python package implementing algorithms multimodal data.

scikit-multimodallearn is a Python package implementing algorithms multimodal data. It is compatible with scikit-learn, a popul

12 Jun 29, 2022
This is the code repository for Interpretable Machine Learning with Python, published by Packt.

Interpretable Machine Learning with Python, published by Packt

Packt 299 Jan 02, 2023
Responsible AI Workshop: a series of tutorials & walkthroughs to illustrate how put responsible AI into practice

Responsible AI Workshop Responsible innovation is top of mind. As such, the tech industry as well as a growing number of organizations of all kinds in

Microsoft 9 Sep 14, 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
Solve automatic numerical differentiation problems in one or more variables.

numdifftools The numdifftools library is a suite of tools written in _Python to solve automatic numerical differentiation problems in one or more vari

Per A. Brodtkorb 181 Dec 16, 2022
Firebase + Cloudrun + Machine learning

A simple end to end consumer lending decision engine powered by Google Cloud Platform (firebase hosting and cloudrun)

Emmanuel Ogunwede 8 Aug 16, 2022
Time Series Prediction with tf.contrib.timeseries

TensorFlow-Time-Series-Examples Additional examples for TensorFlow Time Series(TFTS). Read a Time Series with TFTS From a Numpy Array: See "test_input

Zhiyuan He 476 Nov 17, 2022
onelearn: Online learning in Python

onelearn: Online learning in Python Documentation | Reproduce experiments | onelearn stands for ONE-shot LEARNning. It is a small python package for o

15 Nov 06, 2022
neurodsp is a collection of approaches for applying digital signal processing to neural time series

neurodsp is a collection of approaches for applying digital signal processing to neural time series, including algorithms that have been proposed for the analysis of neural time series. It also inclu

NeuroDSP 224 Dec 02, 2022
A high-performance topological machine learning toolbox in Python

giotto-tda is a high-performance topological machine learning toolbox in Python built on top of scikit-learn and is distributed under the G

giotto.ai 632 Dec 29, 2022
Time series changepoint detection

changepy Changepoint detection in time series in pure python Install pip install changepy Examples from changepy import pelt from cha

Rui Gil 92 Nov 08, 2022
Combines MLflow with a database (PostgreSQL) and a reverse proxy (NGINX) into a multi-container Docker application

Combines MLflow with a database (PostgreSQL) and a reverse proxy (NGINX) into a multi-container Docker application (with docker-compose).

Philip May 2 Dec 03, 2021
Data from "Datamodels: Predicting Predictions with Training Data"

Data from "Datamodels: Predicting Predictions with Training Data" Here we provid

Madry Lab 51 Dec 09, 2022
A machine learning project that predicts the price of used cars in the UK

Car Price Prediction Image Credit: AA Cars Project Overview Scraped 3000 used cars data from AA Cars website using Python and BeautifulSoup. Cleaned t

Victor Umunna 7 Oct 13, 2022
K-means clustering is a method used for clustering analysis, especially in data mining and statistics.

K Means Algorithm What is K Means This algorithm is an iterative algorithm that partitions the dataset according to their features into K number of pr

1 Nov 01, 2021
High performance implementation of Extreme Learning Machines (fast randomized neural networks).

High Performance toolbox for Extreme Learning Machines. Extreme learning machines (ELM) are a particular kind of Artificial Neural Networks, which sol

Anton Akusok 174 Dec 07, 2022
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