zhengruifeng commented on a change in pull request #26124: [SPARK-29224][ML]Implement Factorization Machines as a ml-pipeline component URL: https://github.com/apache/spark/pull/26124#discussion_r341439920
########## File path: mllib/src/main/scala/org/apache/spark/ml/regression/FMRegressor.scala ########## @@ -0,0 +1,768 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.spark.ml.regression + +import scala.util.Random + +import breeze.linalg.{axpy => brzAxpy, norm => brzNorm, Vector => BV} +import breeze.numerics.{sqrt => brzSqrt} +import org.apache.hadoop.fs.Path + +import org.apache.spark.annotation.Since +import org.apache.spark.internal.Logging +import org.apache.spark.ml.{PredictionModel, Predictor, PredictorParams} +import org.apache.spark.ml.linalg._ +import org.apache.spark.ml.linalg.BLAS._ +import org.apache.spark.ml.param._ +import org.apache.spark.ml.param.shared._ +import org.apache.spark.ml.util._ +import org.apache.spark.ml.util.Instrumentation.instrumented +import org.apache.spark.mllib.{linalg => OldLinalg} +import org.apache.spark.mllib.linalg.{Vector => OldVector, Vectors => OldVectors} +import org.apache.spark.mllib.linalg.VectorImplicits._ +import org.apache.spark.mllib.optimization.{Gradient, GradientDescent, SquaredL2Updater, Updater} +import org.apache.spark.mllib.regression.{LabeledPoint => OldLabeledPoint} +import org.apache.spark.mllib.util.MLUtils +import org.apache.spark.rdd.RDD +import org.apache.spark.sql.{Dataset, Row} +import org.apache.spark.sql.functions.col +import org.apache.spark.storage.StorageLevel + +/** + * Params for Factorization Machines + */ +private[ml] trait FactorizationMachinesParams + extends PredictorParams + with HasMaxIter with HasStepSize with HasTol with HasSolver { + + /** + * Param for dimensionality of the factors (>= 0) + * @group param + */ + @Since("3.0.0") + final val numFactors: IntParam = new IntParam(this, "numFactors", + "Dimensionality of the factor vectors, " + + "which are used to get pairwise interactions between variables", + ParamValidators.gt(0)) + + /** @group getParam */ + @Since("3.0.0") + final def getNumFactors: Int = $(numFactors) + + /** + * Param for whether to fit global bias term + * @group param + */ + @Since("3.0.0") + final val fitBias: BooleanParam = new BooleanParam(this, "fitBias", + "whether to fit global bias term") + + /** @group getParam */ + @Since("3.0.0") + final def getFitBias: Boolean = $(fitBias) + + /** + * Param for whether to fit linear term (aka 1-way term) + * @group param + */ + @Since("3.0.0") + final val fitLinear: BooleanParam = new BooleanParam(this, "fitLinear", + "whether to fit linear term (aka 1-way term)") + + /** @group getParam */ + @Since("3.0.0") + final def getFitLinear: Boolean = $(fitLinear) + + /** + * Param for L2 regularization parameter (>= 0) + * @group param + */ + @Since("3.0.0") + final val regParam: DoubleParam = new DoubleParam(this, "regParam", + "the magnitude of L2-regularization", ParamValidators.gtEq(0)) + + /** @group getParam */ + @Since("3.0.0") + final def getRegParam: Double = $(regParam) + + /** + * Param for mini-batch fraction, must be in range (0, 1] + * @group param + */ + @Since("3.0.0") + final val miniBatchFraction: DoubleParam = new DoubleParam(this, "miniBatchFraction", + "fraction of the input data set that should be used for one iteration of gradient descent", + ParamValidators.inRange(0, 1, false, true)) + + /** @group getParam */ + @Since("3.0.0") + final def getMiniBatchFraction: Double = $(miniBatchFraction) + + /** + * Param for standard deviation of initial coefficients + * @group param + */ + @Since("3.0.0") + final val initStd: DoubleParam = new DoubleParam(this, "initStd", + "standard deviation of initial coefficients", ParamValidators.gt(0)) + + /** @group getParam */ + @Since("3.0.0") + final def getInitStd: Double = $(initStd) + + /** String name for "gd". */ + private[ml] val GD = "gd" + + /** String name for "adamW". */ + private[ml] val AdamW = "adamW" + + /** Set of solvers that FactorizationMachines supports. */ + private[ml] val supportedSolvers = Array(GD, AdamW) + + /** + * The solver algorithm for optimization. + * Supported options: "gd", "adamW". + * Default: "adamW" + * + * @group param + */ + @Since("3.0.0") + final override val solver: Param[String] = new Param[String](this, "solver", + "The solver algorithm for optimization. Supported options: " + + s"${supportedSolvers.mkString(", ")}. (Default adamW)", + ParamValidators.inArray[String](supportedSolvers)) + + private[ml] def parseSolver(solver: String, coefficientsSize: Int): Updater = { + solver match { + case GD => new SquaredL2Updater() + case AdamW => new AdamWUpdater(coefficientsSize) + } + } +} + +/** + * Params for FMRegressor + */ +private[regression] trait FMRegressorParams extends FactorizationMachinesParams { +} + +/** + * Factorization Machines learning algorithm for regression. + * It supports normal gradient descent and AdamW solver. + * + * The implementation is based upon: + * <a href="https://www.csie.ntu.edu.tw/~b97053/paper/Rendle2010FM.pdf";> + * S. Rendle. "Factorization machines" 2010</a>. + * + * FM is able to estimate interactions even in problems with huge sparsity + * (like advertising and recommendation system). + * FM formula is: + * {{{ + * y = w_0 + \sum\limits^n_{i-1} w_i x_i + + * \sum\limits^n_{i=1} \sum\limits^n_{j=i+1} \langle v_i, v_j \rangle x_i x_j + * }}} + * First two terms denote global bias and linear term (as same as linear regression), + * and last term denotes pairwise interactions term. {{{v_i}}} describes the i-th variable + * with k factors. + * + * FM regression model uses MSE loss which can be solved by gradient descent method, and + * regularization terms like L2 are usually added to the loss function to prevent overfitting. + */ +@Since("3.0.0") +class FMRegressor @Since("3.0.0") ( + @Since("3.0.0") override val uid: String) + extends Predictor[Vector, FMRegressor, FMRegressorModel] + with FMRegressorParams with DefaultParamsWritable with Logging { + + import org.apache.spark.ml.regression.BaseFactorizationMachinesGradient.{SquaredError, parseLoss} + import org.apache.spark.ml.regression.FMRegressor.initCoefficients + + @Since("3.0.0") + def this() = this(Identifiable.randomUID("fmr")) + + /** + * Set the dimensionality of the factors. + * Default is 8. + * + * @group setParam + */ + @Since("3.0.0") + def setNumFactors(value: Int): this.type = set(numFactors, value) + setDefault(numFactors -> 8) + + /** + * Set whether to fit global bias term. + * Default is true. + * + * @group setParam + */ + @Since("3.0.0") + def setFitBias(value: Boolean): this.type = set(fitBias, value) + setDefault(fitBias -> true) + + /** + * Set whether to fit linear term. + * Default is true. + * + * @group setParam + */ + @Since("3.0.0") + def setFitLinear(value: Boolean): this.type = set(fitLinear, value) + setDefault(fitLinear -> true) + + /** + * Set the L2 regularization parameter. + * Default is 0.0. + * + * @group setParam + */ + @Since("3.0.0") + def setRegParam(value: Double): this.type = set(regParam, value) + setDefault(regParam -> 0.0) + + /** + * Set the mini-batch fraction parameter. + * Default is 1.0. + * + * @group setParam + */ + @Since("3.0.0") + def setMiniBatchFraction(value: Double): this.type = { + require(value > 0 && value <= 1.0, + s"Fraction for mini-batch SGD must be in range (0, 1] but got $value") + set(miniBatchFraction, value) + } + setDefault(miniBatchFraction -> 1.0) + + /** + * Set the standard deviation of initial coefficients. + * Default is 0.01. + * + * @group setParam + */ + @Since("3.0.0") + def setInitStd(value: Double): this.type = set(initStd, value) + setDefault(initStd -> 0.01) + + /** + * Set the maximum number of iterations. + * Default is 100. + * + * @group setParam + */ + @Since("3.0.0") + def setMaxIter(value: Int): this.type = set(maxIter, value) + setDefault(maxIter -> 100) + + /** + * Set the initial step size for the first step (like learning rate). + * Default is 1.0. + * + * @group setParam + */ + @Since("3.0.0") + def setStepSize(value: Double): this.type = set(stepSize, value) + setDefault(stepSize -> 1.0) + + /** + * Set the convergence tolerance of iterations. + * Default is 1E-6. + * + * @group setParam + */ + @Since("3.0.0") + def setTol(value: Double): this.type = set(tol, value) + setDefault(tol -> 1E-6) + + /** + * Set the solver algorithm used for optimization. + * Default is adamW. + * + * @group setParam + */ + @Since("3.0.0") + def setSolver(value: String): this.type = set(solver, value) + setDefault(solver -> AdamW) + + override protected[spark] def train(dataset: Dataset[_]): FMRegressorModel = { + val handlePersistence = dataset.rdd.getStorageLevel == StorageLevel.NONE + train(dataset, handlePersistence) + } + + protected[spark] def train( + dataset: Dataset[_], + handlePersistence: Boolean): FMRegressorModel = instrumented { instr => + val instances: RDD[OldLabeledPoint] = + dataset.select(col($(labelCol)), col($(featuresCol))).rdd.map { + case Row(label: Double, features: Vector) => + OldLabeledPoint(label, features) + } + + if (handlePersistence) instances.persist(StorageLevel.MEMORY_AND_DISK) + + instr.logPipelineStage(this) + instr.logDataset(dataset) + instr.logParams(this, numFactors, fitBias, fitLinear, regParam, + miniBatchFraction, initStd, maxIter, stepSize, tol, solver) + + val numFeatures = instances.first().features.size + instr.logNumFeatures(numFeatures) + + val data = instances.map { case OldLabeledPoint(label, features) => (label, features) } + + // initialize coefficients + val (initialCoefficients, coefficientsSize) = initCoefficients( + numFeatures, $(numFactors), $(fitBias), $(fitLinear), $(initStd)) + + // optimize coefficients with gradient descent + val gradient = parseLoss( + SquaredError, $(numFactors), $(fitBias), $(fitLinear), numFeatures) + + val updater = parseSolver($(solver), coefficientsSize) + + val optimizer = new GradientDescent(gradient, updater) + .setStepSize($(stepSize)) + .setNumIterations($(maxIter)) + .setRegParam($(regParam)) + .setMiniBatchFraction($(miniBatchFraction)) + .setConvergenceTol($(tol)) + val coefficients = optimizer.optimize(data, initialCoefficients) Review comment: ditto ---------------------------------------------------------------- This is an automated message from the Apache Git Service. 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