tfdiv

The following is a library for Factorization Machines in TensorFlow™.
The library provides standard Classifier and Regression modules, that can be extended by defining custom loss_function.
It also provides a Ranking module for several classifiers. We implemented both pointwise and pairwise learning-to-rank, in particular we also provide the Bayesian Personalized Ranking [2].

What are Factorization Machines?

Factorization Machines (FMs) are a new model class devised by S. Rendle [1].
Similarly to Support Vector Machines (SVM), they are a general predictor working with any real-valued feature vector. However, FMs model all interactions between variables using factorized parameters. Thus, they estimate high-order interactions even in problems with huge sparsity like Recommender Systems.

Factorized parameters estimation is a shared feature with many other factorization models like Matrix Factorization. In contrast to those, FMs can handle the general prediction tasks whereas other factorization models work with specific input data.

FMs' Model Equation

In a linear model, given a vector x models its predicted output y is as follows:

where w are the estimated weights of the model.
Here, the interactions between the input variables x_i are purely additive, whereas it might be useful to model the interactions between your variables, e.g., x_i * x_j. Thus, such model class has additional parameters to estimate the interactions between variables, i.e. V whose dimension depends on th order of interactions.
Therefore, the equation for a model that captures the pairwise interaction between variables looks like as follows.

However, in this formulation the number of parameters grows exponentially with the number of features in the feature vector, e.g. in the second order interaction model there are O(n^2) parameters introduced.

Rendle mathematically demonstrated that FMs can reduce the number of parameters to estimate by factorizing them, as follows:

Rendle managed to reduced both memory and time complexity to O(k*n) (i.e. linear complexity), where k is the number of factors.
Therefore, the above-mentioned formulation translates to the following 2-way FM:

Rendle also generalized to the d-way FM, but we do not discuss it as it is not yet implemented in this library see Currently supported features Section.

Latent Factor Portfolio

The main aim of this library is to investigate whether FMs are a feasible model for diversifying recommendation results.
Diversification is the process of varying the item selection for a user. It has been known that the Diversification is not only beneficial for solving the over-fitting problem but also for improving the user's experience with recommender systems.
In tfdiv I have implemented my thesis's framework, which aim is to explicitly model the users' preference for diversity in order to adapt the diversification level in a recommendation list of the target users' individual situations and needs.
For that, I have mathematically adapted the Latent Factor Portfolio's [3] objective function to the 2-way FM's model equation as follows:

Usage

Factorization Machine classifiers implement scikit-learn's classifier interface, thus tfdiv is compatible with any scikit-learn tool.
tfdiv takes as input scipy.sparse.csr_matrix to train and predict its classifiers.
Below we show a demo on how to use the tfdiv library, in particular we show how to customize the classifiers by passing a tensorflow compatible loss_function. Here, we present the Regression classifier using the mean_absolute_error loss function.

from sklearn.preprocessing import OneHotEncoder
from tfdiv.fm import Regression
import tensorflow as tf 
import pandas as pd
import numpy as np

# movielens 100k dataset
PATH = "/data/ua.base"
header = ['user', 'item', 'rating', 'timestamp']

train = pd.read_csv(PATH, delimiter='\t', names=header)[header[:-1]]

enc = OneHotEncoder(categorical_features=[0, 1], dtype=np.float32)

x = train.values[:, :-1]
y = train.values[:, -1]

csr = enc.fit(x).transform(x)

epochs = 10
batch_size = 32

fm = Regression(epochs=epochs, 
                batch_size=batch_size,
                loss_function=tf.metrics.mean_absolute_error)
                
fm.fit(csr, y)

y_hat = fm.predict(csr)

Installation

This package requires scikit-learn, numpy, scipy, tensorflow.

To install, you can run:

cd tfdiv
python setup.py install

Currently supported features

Currently, only a second order factorization machine is supported and its implemented in its sparse version.

The following modules are implemented:

Classifier
Regression
Ranking
1. Pointwise Learning-to-Rank
2. Pairwise Learning-to-Rank
  1. Bayesian Personalized Ranking
Latent Factor Portfolio
1. Pointwise Ranking
2. Pairwise Ranking
  1. Bayesian Personalized Ranking

TODO

Support for dense tensors.
Arbitrary order factorization machine support

References

Rendle, Steffen. "Factorization machines." Data Mining (ICDM), 2010 IEEE 10th International Conference on. IEEE, 2010.
Rendle, Steffen, et al. "BPR: Bayesian personalized ranking from implicit feedback." Proceedings of the twenty-fifth conference on uncertainty in artificial intelligence. AUAI Press, 2009.
Shi, Yue, et al. "Adaptive diversification of recommendation results via latent factor portfolio." Proceedings of the 35th international ACM SIGIR conference on Research and development in information retrieval. ACM, 2012.

DanielMorales9/tfdiv