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The API of this package has changed since version 0.4, due to the API change of LIBMF 2.01 and some other design improvement.
cost
option in $train()
and
$tune()
has been expanded to and replaced by
costp_l1
, costp_l2
, costq_l1
, and
costq_l2
, to allow for more flexibility of the model.loss
parameter in $train()
and
$tune()
to specify loss function.data_file()
, data_memory()
,
out_file()
, out_memory()
, and
out_nothing()
. See section Data Input and
Output below.$tune()
, $train()
, $output()
, and
$predict()
now should be objects returned by these
input/output functions.recosystem
is an R wrapper of the LIBMF
library developed by Yu-Chin Juan, Wei-Sheng Chin, Yong Zhuang, Bo-Wen
Yuan, Meng-Yuan Yang, and Chih-Jen Lin
(https://www.csie.ntu.edu.tw/~cjlin/libmf/), an open source library for
recommender system using parallel matrix factorization.
LIBMF
is a high-performance C++ library for large scale
matrix factorization. LIBMF
itself is a parallelized
library, meaning that users can take advantage of multicore CPUs to
speed up the computation. It also utilizes some advanced CPU features to
further improve the performance.
recosystem
is a wrapper of LIBMF
, hence it
inherits most of the features of LIBMF
, and additionally
provides a number of user-friendly R functions to simplify data
processing and model building. Also, unlike most other R packages for
statistical modeling that store the whole dataset and model object in
memory, LIBMF
(and hence recosystem
) can
significantly reduce memory use, for instance the constructed model that
contains information for prediction can be stored in the hard disk, and
output result can also be directly written into a file rather than be
kept in memory.
The main task of recommender system is to predict unknown entries in the rating matrix based on observed values, as is shown in the table below:
item_1 | item_2 | item_3 | … | item_n | |
---|---|---|---|---|---|
user_1 | 2 | 3 | ?? | … | 5 |
user_2 | ?? | 4 | 3 | … | ?? |
user_3 | 3 | 2 | ?? | … | 3 |
… | … | … | … | … | |
user_m | 1 | ?? | 5 | … | 4 |
Each cell with number in it is the rating given by some user on a specific item, while those marked with question marks are unknown ratings that need to be predicted. In some other literatures, this problem may be named collaborative filtering, matrix completion, matrix recovery, etc.
In recosystem
, we provide convenient functions for model
training, parameter tuning, model exporting, and model prediction.
Each step in the recommender system involves data input and output, as the table below shows:
Step | Input | Output |
---|---|---|
Model training | Training data set | – |
Parameter tuning | Training data set | – |
Exporting model | – | User matrix P , item matrix Q |
Prediction | Testing data set | Predicted values |
Data may have different formats and types of storage, for example the
input data set may be saved in a file or stored as R objects, and users
may want the output results to be directly written into file or to be
returned as R objects for further processing. In
recosystem
, we use two classes, DataSource
and
Output
, to handle data input and output in a unified
way.
An object of class DataSource
specifies the source of a
data set (either training or testing), which can be created by the
following two functions:
data_file()
: Specifies a data set from a file in the
hard diskdata_memory()
: Specifies a data set from R objectsdata_matrix()
: Specifies a data set from a sparse
matrixAnd an object of class Output
describes how the result
should be output, typically returned by the functions below:
out_file()
: Result should be saved to a fileout_memory()
: Result should be returned as R
objectsout_nothing()
: Nothing should be outputMore data source formats and output options may be supported in the future along with the development of this package.
The data file for training set needs to be arranged in sparse matrix triplet form, i.e., each line in the file contains three numbers
user_index item_index rating
User index and item index may start with either 0 or 1, and this can
be specified by the index1
parameter in
data_file()
and data_memory()
. For example,
with index1 = FALSE
, the training data file for the rating
matrix in the beginning of this article may look like
0 0 2
0 1 3
1 1 4
1 2 3
2 0 3
2 1 2
...
From version 0.4 recosystem
supports two special types
of matrix factorization: the binary matrix factorization (BMF), and the
one-class matrix factorization (OCMF). BMF requires ratings to take
value from {-1, 1}
, and OCMF requires all the ratings to be
positive.
Testing data file is similar to training data, but since the ratings
in testing data are usually unknown, the rating
entry in
testing data file can be omitted, or can be replaced by any placeholder
such as 0
or ?
.
The testing data file for the same rating matrix would be
0 2
1 0
2 2
...
Example data files are contained in the
<recosystem>/dat
(or
<recosystem>/inst/dat
, for source package)
directory.
The usage of recosystem
is quite simple, mainly
consisting of the following steps:
Reco()
.$tune()
method to select best
tuning parameters along a set of candidate values.$train()
method. A
number of parameters can be set inside the function, possibly coming
from the result of $tune()
.$output()
, i.e. write
the factorization matrices P
and Q
into files
or return them as R objects.$predict()
method to compute predicted
values.Below is an example on some simulated data:
library(recosystem)
set.seed(123) # This is a randomized algorithm
= data_file(system.file("dat", "smalltrain.txt", package = "recosystem"))
train_set = data_file(system.file("dat", "smalltest.txt", package = "recosystem"))
test_set = Reco()
r = r$tune(train_set, opts = list(dim = c(10, 20, 30), lrate = c(0.1, 0.2),
opts costp_l1 = 0, costq_l1 = 0,
nthread = 1, niter = 10))
opts
$min
$min$dim
[1] 20
$min$costp_l1
[1] 0
$min$costp_l2
[1] 0.1
$min$costq_l1
[1] 0
$min$costq_l2
[1] 0.01
$min$lrate
[1] 0.1
$min$loss_fun
[1] 0.9804937
$res
dim costp_l1 costp_l2 costq_l1 costq_l2 lrate loss_fun
1 10 0 0.01 0 0.01 0.1 0.9996368
2 20 0 0.01 0 0.01 0.1 1.0040111
3 30 0 0.01 0 0.01 0.1 0.9967101
4 10 0 0.10 0 0.01 0.1 0.9930384
5 20 0 0.10 0 0.01 0.1 0.9804937
6 30 0 0.10 0 0.01 0.1 0.9921565
7 10 0 0.01 0 0.10 0.1 0.9857116
8 20 0 0.01 0 0.10 0.1 1.0006225
9 30 0 0.01 0 0.10 0.1 0.9891277
10 10 0 0.10 0 0.10 0.1 0.9826748
11 20 0 0.10 0 0.10 0.1 0.9807865
12 30 0 0.10 0 0.10 0.1 0.9863404
13 10 0 0.01 0 0.01 0.2 1.1022376
14 20 0 0.01 0 0.01 0.2 1.0266608
15 30 0 0.01 0 0.01 0.2 1.0039170
16 10 0 0.10 0 0.01 0.2 1.0734307
17 20 0 0.10 0 0.01 0.2 1.0393326
18 30 0 0.10 0 0.01 0.2 1.0003177
19 10 0 0.01 0 0.10 0.2 1.0769594
20 20 0 0.01 0 0.10 0.2 1.0323938
21 30 0 0.01 0 0.10 0.2 1.0061849
22 10 0 0.10 0 0.10 0.2 1.0365456
23 20 0 0.10 0 0.10 0.2 1.0023265
24 30 0 0.10 0 0.10 0.2 1.0044131
$train(train_set, opts = c(opts$min, nthread = 1, niter = 10)) r
iter tr_rmse obj
0 2.2673 5.3765e+04
1 1.0267 1.3667e+04
2 0.8372 1.0147e+04
3 0.7977 9.4773e+03
4 0.7703 9.0439e+03
5 0.7402 8.5967e+03
6 0.7048 8.1202e+03
7 0.6609 7.5638e+03
8 0.6133 7.0246e+03
9 0.5614 6.4770e+03
## Write predictions to file
= tempfile()
pred_file $predict(test_set, out_file(pred_file))
rprint(scan(pred_file, n = 10))
[1] 3.92323 3.05510 2.98484 3.42607 2.53514 2.88135 2.93226 3.11718 2.40406 3.46282
## Or, directly return an R vector
= r$predict(test_set, out_memory())
pred_rvec head(pred_rvec, 10)
[1] 3.923234 3.055096 2.984840 3.426066 2.535142 2.881347 2.932261 3.117176 2.404063
[10] 3.462822
Detailed help document for each function is available in topics
?recosystem::Reco
, ?recosystem::tune
,
?recosystem::train
, ?recosystem::output
and
?recosystem::predict
.
To build recosystem
from source, one needs a C++
compiler that supports the C++11 standard.
Also, there are some flags in file src/Makevars
(src/Makevars.win
for Windows system) that may have
influential effect on performance. It is strongly suggested to set
proper flags according to your type of CPU before compiling the package,
in order to achieve the best performance:
Makevars
provides generic options that
should apply to most CPUs.PKG_CPPFLAGS += -DUSESSE
PKG_CXXFLAGS += -msse3
PKG_CPPFLAGS += -DUSEAVX
PKG_CXXFLAGS += -mavx
After editing the Makevars
file, run
R CMD INSTALL recosystem
on the package source directory to
install recosystem
.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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