Optimizer api change (#35)

* Added tolerance parameter. * Added some optimization * Remove <bits> * fix the convergence criterion. * Correct the doc * API change. Target metric should be specified by evaluators. * Modify the doc and examples. * Remove Random Walk with Restart * Fix setup.py accordingly * Fix tests accordingly. * Add tests, optimizer class * fix doc. * Thanks mypy * optimizer default_tune_range change. Remove alpha from default_tune_range of * P3alphaOptimizer * RP3betaOptimizer * Optimizer doc change. * Pre-compute X_train_all.csc() for user similarity.
tohtsky · Jan 24, 2021 · bdebf62 · bdebf62
1 parent cb1fde4
commit bdebf62
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Showing 21 changed files with 485 additions and 356 deletions.
diff --git a/cpp_source/rws.cpp b/cpp_source/rws.cpp
diff --git a/cpp_source/util.hpp b/cpp_source/util.hpp
@@ -195,7 +195,6 @@ inline CSCMatrix<Real> SLIM(const CSRMatrix<Real> &X, size_t n_threads,
   check_arg(n_iter > 0, "n_iter must be > 0.");
   check_arg(l2_coeff >= 0, "l2_coeff must be > 0.");
   check_arg(l1_coeff >= 0, "l1_coeff must be > 0.");
-  const Real tol_all = tol * block_size;
   using MatrixType =
       Eigen::Matrix<Real, block_size, Eigen::Dynamic, Eigen::ColMajor>;
   using VectorType = Eigen::Matrix<Real, block_size, 1>;
@@ -210,7 +209,7 @@ inline CSCMatrix<Real> SLIM(const CSRMatrix<Real> &X, size_t n_threads,
   for (size_t th = 0; th < n_threads; th++) {
     workers.emplace_back(std::async(std::launch::async, [&cursor, &X_csc,
                                                          l2_coeff, l1_coeff,
-                                                         n_iter, tol_all] {
+                                                         n_iter, tol] {
       const int64_t F = X_csc.cols();
       std::mt19937 gen(0);
       std::vector<int64_t> indices(F);
@@ -328,10 +327,10 @@ inline CSCMatrix<Real> SLIM(const CSRMatrix<Real> &X, size_t n_threads,
                 const int64_t row = nnz_iter.row();
                 remnants.col(row).noalias() += nnz_iter.valueRef() * coeff_temp;
               }
-              delta += coeff_temp.squaredNorm();
+              delta = std::max(delta, coeff_temp.cwiseAbs().array().maxCoeff());
             }
           }
-          if (delta < tol_all) {
+          if (delta < tol) {
             break;
           }
         }

diff --git a/docs/source/api_reference.rst b/docs/source/api_reference.rst
@@ -27,15 +27,17 @@ Recommenders
     BaseRecommender
     TopPopRecommender
     IALSRecommender
-    DenseSLIMRecommender
     P3alphaRecommender
     RP3betaRecommender
     TruncatedSVDRecommender
     CosineKNNRecommender
     AsymmetricCosineKNNRecommender
     JaccardKNNRecommender
     TverskyIndexKNNRecommender
+    CosineUserKNNRecommender
+    AsymmetricCosineUserKNNRecommender
     SLIMRecommender
+    DenseSLIMRecommender
 
 A LightFM wrapper for BPR matrix factorization (requires a separate installation of `lightFM <https://github.com/lyst/lightfm>`_).
 
@@ -66,15 +68,17 @@ Optimizers
     BaseOptimizer
     TopPopOptimizer
     IALSOptimizer
-    DenseSLIMOptimizer
     P3alphaOptimizer
     RP3betaOptimizer
     TruncatedSVDOptimizer
     CosineKNNOptimizer
     AsymmetricCosineKNNOptimizer
     JaccardKNNOptimizer
     TverskyIndexKNNOptimizer
+    CosineUserKNNOptimizer
+    AsymmetricCosineUserKNNOptimizer
     SLIMOptimizer
+    DenseSLIMOptimizer
     MultVAEOptimizer
 
 .. currentmodule:: irspack.split