[mlpack] 258/324: * added plain SVD factorization - wrapper of arma::svd for CF module
Barak A. Pearlmutter
barak+git at cs.nuim.ie
Sun Aug 17 08:22:16 UTC 2014
This is an automated email from the git hooks/post-receive script.
bap pushed a commit to branch svn-trunk
in repository mlpack.
commit 7ab1939c7edf97886a952a878e643f9016e54e2a
Author: sumedhghaisas <sumedhghaisas at 9d5b8971-822b-0410-80eb-d18c1038ef23>
Date: Mon Aug 4 21:43:23 2014 +0000
* added plain SVD factorization - wrapper of arma::svd for CF module
git-svn-id: http://svn.cc.gatech.edu/fastlab/mlpack/trunk@16939 9d5b8971-822b-0410-80eb-d18c1038ef23
---
src/mlpack/core/arma_extend/SpMat_extra_bones.hpp | 15 +++++
src/mlpack/core/arma_extend/SpMat_extra_meat.hpp | 28 ++++++++
.../complete_incremental_termination.hpp | 13 +++-
src/mlpack/methods/cf/CMakeLists.txt | 2 +
src/mlpack/methods/cf/plain_svd.cpp | 75 ++++++++++++++++++++++
src/mlpack/methods/cf/plain_svd.hpp | 30 +++++++++
6 files changed, 161 insertions(+), 2 deletions(-)
diff --git a/src/mlpack/core/arma_extend/SpMat_extra_bones.hpp b/src/mlpack/core/arma_extend/SpMat_extra_bones.hpp
index 3214aa1..d9a9709 100644
--- a/src/mlpack/core/arma_extend/SpMat_extra_bones.hpp
+++ b/src/mlpack/core/arma_extend/SpMat_extra_bones.hpp
@@ -17,3 +17,18 @@ template<typename T1, typename T2> inline SpMat(
const uword n_cols,
const bool sort_locations = true);
#endif
+
+/*
+ * Extra functions for SpMat<eT>
+ * Adding definition of row_col_iterator to generalize with Mat<eT>::row_col_iterator
+ */
+typedef iterator row_col_iterator;
+typedef const_iterator const_row_col_iterator;
+
+// begin for iterator row_col_iterator
+inline const_row_col_iterator begin_row_col() const;
+inline row_col_iterator begin_row_col();
+
+// end for iterator row_col_iterator
+inline const_row_col_iterator end_row_col() const;
+inline row_col_iterator end_row_col();
diff --git a/src/mlpack/core/arma_extend/SpMat_extra_meat.hpp b/src/mlpack/core/arma_extend/SpMat_extra_meat.hpp
index 58134e8..7c5558e 100644
--- a/src/mlpack/core/arma_extend/SpMat_extra_meat.hpp
+++ b/src/mlpack/core/arma_extend/SpMat_extra_meat.hpp
@@ -249,3 +249,31 @@ SpMat<eT>::SpMat(const Base<uword,T1>& locations_expr, const Base<eT,T2>& vals_e
}
#endif
+
+template<typename eT>
+inline typename SpMat<eT>::const_row_col_iterator
+SpMat<eT>::begin_row_col() const
+ {
+ return begin();
+ }
+
+template<typename eT>
+inline typename SpMat<eT>::row_col_iterator
+SpMat<eT>::begin_row_col()
+ {
+ return begin();
+ }
+
+template<typename eT>
+inline typename SpMat<eT>::const_row_col_iterator
+SpMat<eT>::end_row_col() const
+ {
+ return end();
+ }
+
+template<typename eT>
+inline typename SpMat<eT>::row_col_iterator
+SpMat<eT>::end_row_col()
+ {
+ return end();
+ }
diff --git a/src/mlpack/methods/amf/termination_policies/complete_incremental_termination.hpp b/src/mlpack/methods/amf/termination_policies/complete_incremental_termination.hpp
index 8b45186..7e28d0a 100644
--- a/src/mlpack/methods/amf/termination_policies/complete_incremental_termination.hpp
+++ b/src/mlpack/methods/amf/termination_policies/complete_incremental_termination.hpp
@@ -1,5 +1,14 @@
-#ifndef COMPLETE_INCREMENTAL_TERMINATION_HPP_INCLUDED
-#define COMPLETE_INCREMENTAL_TERMINATION_HPP_INCLUDED
+/**
+ * @file cf.hpp
+ * @author Sumedh Ghaisas
+ *
+ * Collaborative filtering.
+ *
+ * Defines the CF class to perform collaborative filtering on the specified data
+ * set using alternating least squares (ALS).
+ */
+#ifndef _MLPACK_METHODS_AMF_COMPLETE_INCREMENTAL_TERMINATION_HPP_INCLUDED
+#define _MLPACK_METHODS_AMF_COMPLETE_INCREMENTAL_TERMINATION_HPP_INCLUDED
namespace mlpack
{
diff --git a/src/mlpack/methods/cf/CMakeLists.txt b/src/mlpack/methods/cf/CMakeLists.txt
index 6413af4..840dbc9 100644
--- a/src/mlpack/methods/cf/CMakeLists.txt
+++ b/src/mlpack/methods/cf/CMakeLists.txt
@@ -3,6 +3,8 @@
set(SOURCES
cf.hpp
cf_impl.hpp
+ plain_svd.hpp
+ plain_svd.cpp
)
# Add directory name to sources.
diff --git a/src/mlpack/methods/cf/plain_svd.cpp b/src/mlpack/methods/cf/plain_svd.cpp
new file mode 100644
index 0000000..d52bbcd
--- /dev/null
+++ b/src/mlpack/methods/cf/plain_svd.cpp
@@ -0,0 +1,75 @@
+#include "plain_svd.hpp"
+
+using namespace mlpack;
+using namespace mlpack::svd;
+
+double PlainSVD::Apply(const arma::mat& V,
+ arma::mat& W,
+ arma::mat& sigma,
+ arma::mat& H) const
+{
+ arma::vec E;
+ arma::svd(W, E, H, V);
+
+ sigma.zeros(V.n_rows, V.n_cols);
+
+ for(size_t i = 0;i < sigma.n_rows && i < sigma.n_cols;i++)
+ sigma(i, i) = E(i, 0);
+
+ arma::mat V_rec = W * sigma * arma::trans(H);
+
+ size_t n = V.n_rows;
+ size_t m = V.n_cols;
+ double sum = 0;
+ for(size_t i = 0;i < n;i++)
+ {
+ for(size_t j = 0;j < m;j++)
+ {
+ double temp = V(i, j);
+ temp = (temp - V_rec(i, j));
+ temp = temp * temp;
+ sum += temp;
+ }
+ }
+ return sqrt(sum / (n * m));
+}
+
+double PlainSVD::Apply(const arma::mat& V,
+ size_t r,
+ arma::mat& W,
+ arma::mat& H) const
+{
+ if(r > V.n_rows || r > V.n_cols)
+ {
+ Log::Info << "Rank " << r << ", given for decomposition is invalid." << std::endl;
+ r = (V.n_rows > V.n_cols) ? V.n_cols : V.n_rows;
+ Log::Info << "Setting decomposition rank to " << r << std::endl;
+ }
+
+ arma::vec sigma;
+ arma::svd(W, sigma, H, V);
+
+ W = W.submat(0, 0, W.n_rows - 1, r - 1);
+ H = H.submat(0, 0, H.n_cols - 1, r - 1);
+
+ sigma = sigma.subvec(0, r - 1);
+
+ W = W * arma::diagmat(sigma);
+
+ arma::mat V_rec = W * arma::trans(H);
+
+ size_t n = V.n_rows;
+ size_t m = V.n_cols;
+ double sum = 0;
+ for(size_t i = 0;i < n;i++)
+ {
+ for(size_t j = 0;j < m;j++)
+ {
+ double temp = V(i, j);
+ temp = (temp - V_rec(i, j));
+ temp = temp * temp;
+ sum += temp;
+ }
+ }
+ return sqrt(sum / (n * m));
+}
diff --git a/src/mlpack/methods/cf/plain_svd.hpp b/src/mlpack/methods/cf/plain_svd.hpp
new file mode 100644
index 0000000..facd5ca
--- /dev/null
+++ b/src/mlpack/methods/cf/plain_svd.hpp
@@ -0,0 +1,30 @@
+#ifndef __MLPACK_METHODS_PLAIN_SVD_HPP
+#define __MLPACK_METHODS_PLAIN_SVD_HPP
+
+#include <mlpack/core.hpp>
+
+namespace mlpack
+{
+namespace svd
+{
+
+class PlainSVD
+{
+ public:
+ PlainSVD() {};
+
+ double Apply(const arma::mat& V,
+ arma::mat& W,
+ arma::mat& sigma,
+ arma::mat& H) const;
+
+ double Apply(const arma::mat& V,
+ size_t r,
+ arma::mat& W,
+ arma::mat& H) const;
+};
+
+};
+};
+
+#endif
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