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myFM

Python pypi GitHub license Build Read the Docs codecov

myFM is an implementation of Bayesian Factorization Machines based on Gibbs sampling, which I believe is a wheel worth reinventing.

Currently this supports most options for libFM MCMC engine, such as

There are also functionalities not present in libFM:

  • The gibbs sampler for Ordered probit regression [5] implementing Metropolis-within-Gibbs scheme of [6].
  • Variational inference for regression and binary classification.

Tutorial and reference doc is provided at https://myfm.readthedocs.io/en/latest/.

Installation

The package is pip-installable.

pip install myfm 

There are binaries for major operating systems.

If you are working with less popular OS/architecture, pip will attempt to build myFM from the source (you need a decent C++ compiler!). In that case, in addition to installing python dependencies (numpy, scipy, pandas, ...), the above command will automatically download eigen (ver 3.4.0) to its build directory and use it during the build.

Examples

A Toy example

This example is taken from pyfm with some modification.

import myfm 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()) # print # [[ 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.asarray([0, 1, 1, 0]) fm = myfm.MyFMClassifier(rank=4) fm.fit(X,y) fm.predict(v.transform({"user": "1", "item": "10", "age": 24}))

A Movielens-100k Example

This example will require pandas and scikit-learn. movielens100k_loader is present in examples/movielens100k_loader.py.

You will be able to obtain a result comparable to SOTA algorithms like GC-MC. See examples/ml-100k.ipynb for the detailed version.

import numpy as np from sklearn.preprocessing import OneHotEncoder from sklearn import metrics import myfm from myfm.utils.benchmark_data import MovieLens100kDataManager data_manager = MovieLens100kDataManager() df_train, df_test = data_manager.load_rating_predefined_split( fold=3 ) # Note the dependence on the fold def test_myfm(df_train, df_test, rank=8, grouping=None, n_iter=100, samples=95): explanation_columns = ["user_id", "movie_id"] ohe = OneHotEncoder(handle_unknown="ignore") X_train = ohe.fit_transform(df_train[explanation_columns]) X_test = ohe.transform(df_test[explanation_columns]) y_train = df_train.rating.values y_test = df_test.rating.values fm = myfm.MyFMRegressor(rank=rank, random_seed=114514) if grouping: # specify how columns of X_train are grouped group_shapes = [len(category) for category in ohe.categories_] assert sum(group_shapes) == X_train.shape[1] else: group_shapes = None fm.fit( X_train, y_train, group_shapes=group_shapes, n_iter=n_iter, n_kept_samples=samples, ) prediction = fm.predict(X_test) rmse = ((y_test - prediction) ** 2).mean() ** 0.5 mae = np.abs(y_test - prediction).mean() print("rmse={rmse}, mae={mae}".format(rmse=rmse, mae=mae)) return fm # basic regression test_myfm(df_train, df_test, rank=8) # rmse=0.90321, mae=0.71164 # with grouping fm = test_myfm(df_train, df_test, rank=8, grouping=True) # rmse=0.89594, mae=0.70481

Examples for Relational Data format

Below is a toy movielens-like example that utilizes relational data format proposed in [3].

This example, however, is too simplistic to exhibit the computational advantage of this data format. For an example with drastically reduced computational complexity, see examples/ml-100k-extended.ipynb;

import pandas as pd import numpy as np from myfm import MyFMRegressor, RelationBlock from sklearn.preprocessing import OneHotEncoder users = pd.DataFrame([ {'user_id': 1, 'age': '20s', 'married': False}, {'user_id': 2, 'age': '30s', 'married': False}, {'user_id': 3, 'age': '40s', 'married': True} ]).set_index('user_id') movies = pd.DataFrame([ {'movie_id': 1, 'comedy': True, 'action': False }, {'movie_id': 2, 'comedy': False, 'action': True }, {'movie_id': 3, 'comedy': True, 'action': True} ]).set_index('movie_id') ratings = pd.DataFrame([ {'user_id': 1, 'movie_id': 1, 'rating': 2}, {'user_id': 1, 'movie_id': 2, 'rating': 5}, {'user_id': 2, 'movie_id': 2, 'rating': 4}, {'user_id': 2, 'movie_id': 3, 'rating': 3}, {'user_id': 3, 'movie_id': 3, 'rating': 3}, ]) user_ids, user_indices = np.unique(ratings.user_id, return_inverse=True) movie_ids, movie_indices = np.unique(ratings.movie_id, return_inverse=True) user_ohe = OneHotEncoder(handle_unknown='ignore').fit(users.reset_index()) # include user id as feature movie_ohe = OneHotEncoder(handle_unknown='ignore').fit(movies.reset_index()) X_user = user_ohe.transform( users.reindex(user_ids).reset_index() ) X_movie = movie_ohe.transform( movies.reindex(movie_ids).reset_index() ) block_user = RelationBlock(user_indices, X_user) block_movie = RelationBlock(movie_indices, X_movie) fm = MyFMRegressor(rank=2).fit(None, ratings.rating.values, X_rel=[block_user, block_movie]) prediction_df = pd.DataFrame([ dict(user_id=user_id,movie_id=movie_id, user_index=user_index, movie_index=movie_index) for user_index, user_id in enumerate(user_ids) for movie_index, movie_id in enumerate(movie_ids) ]) predicted_rating = fm.predict(None, [ RelationBlock(prediction_df.user_index, X_user), RelationBlock(prediction_df.movie_index, X_movie) ]) prediction_df['prediction'] = predicted_rating print( prediction_df.merge(ratings.rename(columns={'rating':'ground_truth'}), how='left') )

References

  1. Rendle, Steffen. "Factorization machines." 2010 IEEE International Conference on Data Mining. IEEE, 2010.
  2. Rendle, Steffen. "Factorization machines with libfm." ACM Transactions on Intelligent Systems and Technology (TIST) 3.3 (2012): 57.
  3. Rendle, Steffen. "Scaling factorization machines to relational data." Proceedings of the VLDB Endowment. Vol. 6. No. 5. VLDB Endowment, 2013.
  4. Bayer, Immanuel. "fastfm: A library for factorization machines." arXiv preprint arXiv:1505.00641 (2015).
  5. Albert, James H., and Siddhartha Chib. "Bayesian analysis of binary and polychotomous response data." Journal of the American statistical Association 88.422 (1993): 669-679.
  6. Albert, James H., and Siddhartha Chib. "Sequential ordinal modeling with applications to survival data." Biometrics 57.3 (2001): 829-836.

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