List of usage examples for org.apache.commons.math3.linear RealVector mapMultiplyToSelf
public RealVector mapMultiplyToSelf(double d)
From source file:org.grouplens.samantha.modeler.reinforce.LinearUCB.java
public List<StochasticOracle> getStochasticOracle(List<LearningInstance> instances) { List<StochasticOracle> oracles = new ArrayList<>(instances.size()); for (LearningInstance ins : instances) { StochasticOracle orc = new StochasticOracle(); StandardLearningInstance instance = (StandardLearningInstance) ins; orc.setValues(-instance.getLabel(), instance.getLabel(), instance.getWeight()); int dim = features.size(); RealVector x = extractDenseVector(dim, ins); RealMatrix increA = x.outerProduct(x); RealVector increB = x.mapMultiplyToSelf(instance.getLabel()); for (int i = 0; i < dim; i++) { orc.addScalarOracle(LinearUCBKey.B.get(), i, -increB.getEntry(i)); orc.addVectorOracle(LinearUCBKey.A.get(), i, increA.getRowVector(i).mapMultiplyToSelf(-1.0)); }/*from w w w. j a v a 2s . c o m*/ oracles.add(orc); } return oracles; }
From source file:org.knime.knip.core.algorithm.convolvers.KernelTools.java
@SuppressWarnings("unchecked") public static <K extends RealType<K> & NativeType<K>> RandomAccessibleInterval<K>[] decomposeKernel( final RandomAccessibleInterval<K> kernel) { SingularValueDecomposition svd = isDecomposable(SubsetOperations.subsetview(kernel, kernel)); if (svd != null) { int tmp = 0; for (int d = 0; d < kernel.numDimensions(); d++) { if (kernel.dimension(d) > 1) { tmp++;// w w w .ja va 2 s . co m } } int[] kernelDims = new int[tmp]; tmp = 0; for (int d = 0; d < kernel.numDimensions(); d++) { if (kernel.dimension(d) > 1) { kernelDims[tmp++] = d; } } final RealVector v = svd.getV().getColumnVector(0); final RealVector u = svd.getU().getColumnVector(0); final double s = -Math.sqrt(svd.getS().getEntry(0, 0)); v.mapMultiplyToSelf(s); u.mapMultiplyToSelf(s); K type = kernel.randomAccess().get().createVariable(); RandomAccessibleInterval<K>[] decomposed = new RandomAccessibleInterval[2]; decomposed[0] = KernelTools.adjustKernelDimensions(kernel.numDimensions(), new int[] { kernelDims[0] }, KernelTools.vectorToImage(v, type, 1, new ArrayImgFactory<K>())); decomposed[1] = KernelTools.adjustKernelDimensions(kernel.numDimensions(), new int[] { kernelDims[1] }, KernelTools.vectorToImage(u, type, 1, new ArrayImgFactory<K>())); return decomposed; } else { return new RandomAccessibleInterval[] { kernel }; } }
From source file:org.lenskit.pf.HPFModelProvider.java
@Override public HPFModel get() { final int userNum = ratings.getUserIndex().size(); final int itemNum = ratings.getItemIndex().size(); final int featureCount = hyperParameters.getFeatureCount(); final double a = hyperParameters.getUserWeightShpPrior(); final double aPrime = hyperParameters.getUserActivityShpPrior(); final double bPrime = hyperParameters.getUserActivityPriorMean(); final double c = hyperParameters.getItemWeightShpPrior(); final double cPrime = hyperParameters.getItemActivityShpPrior(); final double dPrime = hyperParameters.getItemActivityPriorMean(); final double kappaShpU = aPrime + featureCount * a; final double tauShpI = cPrime + featureCount * c; RealMatrix gammaShp = MatrixUtils.createRealMatrix(userNum, featureCount); RealMatrix gammaRte = MatrixUtils.createRealMatrix(userNum, featureCount); RealVector kappaShp = MatrixUtils.createRealVector(new double[userNum]); RealVector kappaRte = MatrixUtils.createRealVector(new double[userNum]); RealMatrix lambdaShp = MatrixUtils.createRealMatrix(itemNum, featureCount); RealMatrix lambdaRte = MatrixUtils.createRealMatrix(itemNum, featureCount); RealVector tauShp = MatrixUtils.createRealVector(new double[itemNum]); RealVector tauRte = MatrixUtils.createRealVector(new double[itemNum]); RealMatrix gammaShpNext = MatrixUtils.createRealMatrix(userNum, featureCount); RealMatrix lambdaShpNext = MatrixUtils.createRealMatrix(itemNum, featureCount); gammaShpNext = gammaShpNext.scalarAdd(a); lambdaShpNext = lambdaShpNext.scalarAdd(c); RealVector phiUI = MatrixUtils.createRealVector(new double[featureCount]); initialize(gammaShp, gammaRte, kappaRte, kappaShp, lambdaShp, lambdaRte, tauRte, tauShp); logger.info("initialization finished"); final List<RatingMatrixEntry> train = ratings.getTrainRatings(); final List<RatingMatrixEntry> validation = ratings.getValidationRatings(); double avgPLLPre = Double.MAX_VALUE; double avgPLLCurr = 0.0; double diffPLL = 1.0; int iterCount = 1; while (iterCount < maxIterCount && diffPLL > threshold) { // update phi Iterator<RatingMatrixEntry> allUIPairs = train.iterator(); while (allUIPairs.hasNext()) { RatingMatrixEntry entry = allUIPairs.next(); int item = entry.getItemIndex(); int user = entry.getUserIndex(); double ratingUI = entry.getValue(); if (ratingUI <= 0) { continue; }/*from w w w . j a v a 2 s. c om*/ for (int k = 0; k < featureCount; k++) { double gammaShpUK = gammaShp.getEntry(user, k); double gammaRteUK = gammaRte.getEntry(user, k); double lambdaShpIK = lambdaShp.getEntry(item, k); double lambdaRteIK = lambdaRte.getEntry(item, k); double phiUIK = Gamma.digamma(gammaShpUK) - Math.log(gammaRteUK) + Gamma.digamma(lambdaShpIK) - Math.log(lambdaRteIK); phiUI.setEntry(k, phiUIK); } logNormalize(phiUI); if (ratingUI > 1) { phiUI.mapMultiplyToSelf(ratingUI); } for (int k = 0; k < featureCount; k++) { double value = phiUI.getEntry(k); gammaShpNext.addToEntry(user, k, value); lambdaShpNext.addToEntry(item, k, value); } } logger.info("iteration {} first phrase update finished", iterCount); RealVector gammaRteSecondTerm = MatrixUtils.createRealVector(new double[featureCount]); for (int k = 0; k < featureCount; k++) { double gammaRteUK = 0.0; for (int item = 0; item < itemNum; item++) { gammaRteUK += lambdaShp.getEntry(item, k) / lambdaRte.getEntry(item, k); } gammaRteSecondTerm.setEntry(k, gammaRteUK); } // update user parameters double kappaRteFirstTerm = aPrime / bPrime; for (int user = 0; user < userNum; user++) { double gammaRteUKFirstTerm = kappaShp.getEntry(user) / kappaRte.getEntry(user); double kappaRteU = 0.0; for (int k = 0; k < featureCount; k++) { double gammaShpUK = gammaShpNext.getEntry(user, k); gammaShp.setEntry(user, k, gammaShpUK); gammaShpNext.setEntry(user, k, a); double gammaRteUK = gammaRteSecondTerm.getEntry(k); gammaRteUK += gammaRteUKFirstTerm; gammaRte.setEntry(user, k, gammaRteUK); kappaRteU += gammaShpUK / gammaRteUK; } kappaRteU += kappaRteFirstTerm; kappaRte.setEntry(user, kappaRteU); } logger.info("iteration {} second phrase update finished", iterCount); RealVector lambdaRteSecondTerm = MatrixUtils.createRealVector(new double[featureCount]); for (int k = 0; k < featureCount; k++) { double lambdaRteIK = 0.0; for (int user = 0; user < userNum; user++) { lambdaRteIK += gammaShp.getEntry(user, k) / gammaRte.getEntry(user, k); } lambdaRteSecondTerm.setEntry(k, lambdaRteIK); } // update item parameters double tauRteFirstTerm = cPrime / dPrime; for (int item = 0; item < itemNum; item++) { double lambdaRteFirstTerm = tauShp.getEntry(item) / tauRte.getEntry(item); double tauRteI = 0.0; for (int k = 0; k < featureCount; k++) { double lambdaShpIK = lambdaShpNext.getEntry(item, k); lambdaShp.setEntry(item, k, lambdaShpIK); lambdaShpNext.setEntry(item, k, c); double lambdaRteIK = lambdaRteSecondTerm.getEntry(k); // plus first term lambdaRteIK += lambdaRteFirstTerm; lambdaRte.setEntry(item, k, lambdaRteIK); // update tauRteI second term tauRteI += lambdaShpIK / lambdaRteIK; } tauRteI += tauRteFirstTerm; tauRte.setEntry(item, tauRteI); } logger.info("iteration {} third phrase update finished", iterCount); // compute average predictive log likelihood of validation data per {@code iterationfrequency} iterations if (iterCount == 1) { for (int user = 0; user < userNum; user++) { kappaShp.setEntry(user, kappaShpU); } for (int item = 0; item < itemNum; item++) { tauShp.setEntry(item, tauShpI); } } if ((iterCount % iterationFrequency) == 0) { Iterator<RatingMatrixEntry> valIter = validation.iterator(); avgPLLCurr = 0.0; while (valIter.hasNext()) { RatingMatrixEntry ratingEntry = valIter.next(); int user = ratingEntry.getUserIndex(); int item = ratingEntry.getItemIndex(); double rating = ratingEntry.getValue(); double eThetaBeta = 0.0; for (int k = 0; k < featureCount; k++) { double eThetaUK = gammaShp.getEntry(user, k) / gammaRte.getEntry(user, k); double eBetaIK = lambdaShp.getEntry(item, k) / lambdaRte.getEntry(item, k); eThetaBeta += eThetaUK * eBetaIK; } double pLL = 0.0; if (isProbPredition) { pLL = (rating == 0) ? (-eThetaBeta) : Math.log(1 - Math.exp(-eThetaBeta)); } else { pLL = rating * Math.log(eThetaBeta) - eThetaBeta - Gamma.logGamma(rating + 1); } avgPLLCurr += pLL; } avgPLLCurr = avgPLLCurr / validation.size(); diffPLL = Math.abs((avgPLLCurr - avgPLLPre) / avgPLLPre); avgPLLPre = avgPLLCurr; logger.info("iteration {} with current average predictive log likelihood {} and the change is {}", iterCount, avgPLLCurr, diffPLL); } iterCount++; } // construct feature matrix used by HPFModel RealMatrix eTheta = MatrixUtils.createRealMatrix(userNum, featureCount); RealMatrix eBeta = MatrixUtils.createRealMatrix(itemNum, featureCount); for (int user = 0; user < userNum; user++) { RealVector gammaShpU = gammaShp.getRowVector(user); RealVector gammaRteU = gammaRte.getRowVector(user); RealVector eThetaU = gammaShpU.ebeDivide(gammaRteU); eTheta.setRowVector(user, eThetaU); logger.info("Training user {} features finished", user); } for (int item = 0; item < itemNum; item++) { RealVector lambdaShpI = lambdaShp.getRowVector(item); RealVector lambdaRteI = lambdaRte.getRowVector(item); RealVector eBetaI = lambdaShpI.ebeDivide(lambdaRteI); eBeta.setRowVector(item, eBetaI); logger.info("Training item {} features finished", item); } KeyIndex uidx = ratings.getUserIndex(); KeyIndex iidx = ratings.getItemIndex(); return new HPFModel(eTheta, eBeta, uidx, iidx); }
From source file:org.lenskit.pf.PMFModel.java
private static void updatePhi(RealVector phi, int user, int item, double rating, int featureCount, PMFModel userModel, PMFModel itemModel) { for (int k = 0; k < featureCount; k++) { double userWeightShp = userModel.getWeightShpEntry(user, k); double userWeightRte = userModel.getWeightRteEntry(user, k); double itemWeightShp = itemModel.getWeightShpEntry(item, k); double itemWeightRte = itemModel.getWeightRteEntry(item, k); double phiUIK = Scalars.digamma(userWeightShp) - Math.log(userWeightRte) + Scalars.digamma(itemWeightShp) - Math.log(itemWeightRte); phi.setEntry(k, phiUIK);/*from www . j av a 2 s .co m*/ } logNormalize(phi); if (rating > 1) { phi.mapMultiplyToSelf(rating); } }