I'm a newbie so my apologies if something I ask might be to obvious and my english is not quite good. I'm stuck in doing a custom grid search with cross validation with LightFM which does not come with those functions. It seem the way I split the dataset is wrong but I do not understand why since I've replicated the code of the function random_train_test_split to get the folds. The error I get is Incorrect number of features in item_features.
I'm stuck and I do not know how to go on.
import pandas as pd
import scipy.ndimage.tests
import turicreate as tc
from gensim.models import KeyedVectors
import os
import numpy as np
from lightfm import LightFM
from lightfm.data import Dataset
from lightfm.evaluation import auc_score
from sklearn.model_selection import KFold, train_test_split, GridSearchCV
from lightfm.cross_validation import random_train_test_split
import itertools
import scipy.sparse
def create_processed_dataset():
"""
One-Time execution
Returns:
embeddings.csv and observations.csv
"""
output_path = os.path.join(os.path.abspath(os.path.dirname(__file__)), 'data', 'ml-100k-filtered')
os.makedirs(output_path, exist_ok=True)
"""
Data imports
"""
u_cols = ['user_id', 'age', 'sex', 'occupation', 'zip_code']
users = pd.read_csv('data/ml-100k/u.user', sep='|', names=u_cols, encoding='latin-1')
r_cols = ['user_id', 'movie_id', 'rating', 'unix_timestamp']
ratings = pd.read_csv('data/ml-100k/u.data', sep='\t', names=r_cols, encoding='latin-1')
vectors: KeyedVectors = KeyedVectors.load('data/dbpedia/model.kv')
# Load mappings and filter them if a corresponding embedding is found
mappings = pd.read_csv('data/LODrecsys/mappings.tsv', sep='\t', header=None, names=["movie_id", "movie_name", "movie_uri"])
mappings = mappings[mappings.apply(lambda x: vectors.__contains__(x["movie_uri"]), axis=1)]
mappings = mappings[mappings["movie_id"].isin(ratings["movie_id"])]
# Create a pandas dataframe with embeddings
embeddings = pd.DataFrame([vectors[uri] for uri in mappings["movie_uri"]])
embeddings.insert(loc=0, column='movie_id', value=list(mappings["movie_id"]))
embeddings.set_index("movie_id", inplace=True)
ratings = ratings[ratings["movie_id"].isin(mappings["movie_id"])]
embeddings.to_csv(os.path.join(output_path, 'embeddings.csv'))
ratings.to_csv(os.path.join(output_path, 'observations.csv'), index=False)
def generate_list_of_hyper_parameters(parameters_grid):
return (
{y: z for y, z in zip(parameters_grid.keys(), x)}
for x in itertools.product(*parameters_grid.values())
)
def create_csr_from_dataset(observations, embeddings):
dataset = Dataset(item_identity_features=True, user_identity_features=False)
feature_names = [str(i) for i in range(0, 200)]
dataset.fit(observations['user_id'], observations['movie_id'], item_features=feature_names)
num_users, num_items = dataset.interactions_shape()
print('Num users: {}, num_items {}.'.format(num_users, num_items))
num_items, num_fts = dataset.item_features_shape()
print(f'Num items: {num_items}, num_features: {num_fts}.')
interactions, weights = dataset.build_interactions(
observations[['user_id', 'movie_id', 'rating']].itertuples(index=False, name=None)
)
item_features = []
for item_id, row in zip(embeddings.index.to_list(), embeddings.to_dict(orient="records")):
for x, y in row.items():
item_features.append((item_id, {x: y}))
item_features = dataset.build_item_features(item_features)
return interactions, item_features
def folding(interactions, k_folds=10):
if not scipy.sparse.issparse(interactions):
return None
coo = interactions.tocoo()
kf = KFold(n_splits=k_folds) # Define the split - into 2 folds
shape = interactions.shape
uids, iids, data = (coo.row, coo.col, coo.data)
def to_coo_matrix(indexes):
return scipy.sparse.coo_matrix(
(data[indexes], (uids[indexes], iids[indexes])),
shape=shape,
dtype=coo.dtype,
)
return [
(to_coo_matrix(train_index), to_coo_matrix(validation_index))
for train_index, validation_index in kf.split(data)
]
def grid_search(parameters_grid, k_fold, interactions, item_features=None):
results = []
for hyper_params in generate_list_of_hyper_parameters(parameters_grid):
for current_fold, (train, validation) in enumerate(folding(interactions, k_folds=10)):
print(f"{hyper_params} && current_fold:{current_fold}")
model = LightFM(**hyper_params)
model.fit(train, epochs=50, item_features=item_features, num_threads=6)
score = auc_score(model, validation, train_interactions=train, num_threads=6).mean()
results.append((score, hyper_params, model))
print(f"{hyper_params} && current_fold:{current_fold} && score: {score}")
results.sort(key=lambda x: x[0])
return results
def main():
observations = pd.read_csv('data/ml-100k-filtered/observations.csv')
embeddings = pd.read_csv('data/ml-100k-filtered/embeddings.csv').set_index("movie_id")
interactions, item_features = create_csr_from_dataset(observations, embeddings)
train, test = random_train_test_split(interactions, test_percentage=0.2)
print(embeddings.head())
num_movies = len(embeddings.index)
num_ratings = len(observations.index)
num_users = observations.user_id.unique().size
sparsity = 1 - num_ratings / (num_users * num_movies)
print(
f"num_users: {num_users}, num_movies: {num_movies}, "
f"num_observations: {num_ratings}, "
f"sparsity: ~{sparsity * 100}"
)
model = LightFM()
# parametri da testare
param_grid = {
'no_components': range(10, 110, 10),
'learning_rate': [0.01, 0.05, 0.1],
'item_alpha': [0.0001, 0.001, 0.01],
'user_alpha': [0.0001, 0.001, 0.01],
}
results = grid_search(param_grid, 10, train, item_features=item_features)
print(results[0][0])
# grid = GridSearchCV(model, param_grid, scoring='roc_auc', cv=10)
# grid.fit(train)
#
# # stampare i migliori parametri
# print("Best parameters found: ", grid.best_params_)
if __name__ == "__main__":
main()
Head of embeddings.csv
movie_id,0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,35,36,37,38,39,40,41,42,43,44,45,46,47,48,49,50,51,52,53,54,55,56,57,58,59,60,61,62,63,64,65,66,67,68,69,70,71,72,73,74,75,76,77,78,79,80,81,82,83,84,85,86,87,88,89,90,91,92,93,94,95,96,97,98,99,100,101,102,103,104,105,106,107,108,109,110,111,112,113,114,115,116,117,118,119,120,121,122,123,124,125,126,127,128,129,130,131,132,133,134,135,136,137,138,139,140,141,142,143,144,145,146,147,148,149,150,151,152,153,154,155,156,157,158,159,160,161,162,163,164,165,166,167,168,169,170,171,172,173,174,175,176,177,178,179,180,181,182,183,184,185,186,187,188,189,190,191,192,193,194,195,196,197,198,199
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Head of observations.csv
user_id,movie_id,rating,unix_timestamp
196,242,3,881250949
22,377,1,878887116
166,346,1,886397596
298,474,4,884182806
I tried the following code, but I ran into problems.
I think .values is the problem but how do I encode this as a Theano object?
The following is my data source
home_team,away_team,home_score,away_score
Wales,Italy,23,15
France,England,26,24
Ireland,Scotland,28,6
Ireland,Wales,26,3
Scotland,England,0,20
France,Italy,30,10
Wales,France,27,6
Italy,Scotland,20,21
England,Ireland,13,10
Ireland,Italy,46,7
Scotland,France,17,19
England,Wales,29,18
Italy,England,11,52
Wales,Scotland,51,3
France,Ireland,20,22
Here is the PyMC2 Code which works:
data_file = DATA_DIR + 'results_2014.csv'
df = pd.read_csv(data_file, sep=',')
# Or whatever it takes to get this into a data frame.
teams = df.home_team.unique()
teams = pd.DataFrame(teams, columns=['team'])
teams['i'] = teams.index
df = pd.merge(df, teams, left_on='home_team', right_on='team', how='left')
df = df.rename(columns = {'i': 'i_home'}).drop('team', 1)
df = pd.merge(df, teams, left_on='away_team', right_on='team', how='left')
df = df.rename(columns = {'i': 'i_away'}).drop('team', 1)
observed_home_goals = df.home_score.values
observed_away_goals = df.away_score.values
home_team = df.i_home.values
away_team = df.i_away.values
num_teams = len(df.i_home.drop_duplicates())
num_games = len(home_team)
g = df.groupby('i_away')
att_starting_points = np.log(g.away_score.mean())
g = df.groupby('i_home')
def_starting_points = -np.log(g.away_score.mean())
#hyperpriors
home = pymc.Normal('home', 0, .0001, value=0)
tau_att = pymc.Gamma('tau_att', .1, .1, value=10)
tau_def = pymc.Gamma('tau_def', .1, .1, value=10)
intercept = pymc.Normal('intercept', 0, .0001, value=0)
#team-specific parameters
atts_star = pymc.Normal("atts_star",
mu=0,
tau=tau_att,
size=num_teams,
value=att_starting_points.values)
defs_star = pymc.Normal("defs_star",
mu=0,
tau=tau_def,
size=num_teams,
value=def_starting_points.values)
# trick to code the sum to zero constraint
#pymc.deterministic
def atts(atts_star=atts_star):
atts = atts_star.copy()
atts = atts - np.mean(atts_star)
return atts
#pymc.deterministic
def defs(defs_star=defs_star):
defs = defs_star.copy()
defs = defs - np.mean(defs_star)
return defs
#pymc.deterministic
def home_theta(home_team=home_team,
away_team=away_team,
home=home,
atts=atts,
defs=defs,
intercept=intercept):
return np.exp(intercept +
home +
atts[home_team] +
defs[away_team])
#pymc.deterministic
def away_theta(home_team=home_team,
away_team=away_team,
home=home,
atts=atts,
defs=defs,
intercept=intercept):
return np.exp(intercept +
atts[away_team] +
defs[home_team])
home_points = pymc.Poisson('home_points',
mu=home_theta,
value=observed_home_goals,
observed=True)
away_points = pymc.Poisson('away_points',
mu=away_theta,
value=observed_away_goals,
observed=True)
mcmc = pymc.MCMC([home, intercept, tau_att, tau_def,
home_theta, away_theta,
atts_star, defs_star, atts, defs,
home_points, away_points])
map_ = pymc.MAP( mcmc )
map_.fit()
mcmc.sample(200000, 40000, 20)
My attempt at porting to PyMC3 :)
And I include the wrangling code.
I defined my own data directory etc.
data_file = DATA_DIR + 'results_2014.csv'
df = pd.read_csv(data_file, sep=',')
# Or whatever it takes to get this into a data frame.
teams = df.home_team.unique()
teams = pd.DataFrame(teams, columns=['team'])
teams['i'] = teams.index
df = pd.merge(df, teams, left_on='home_team', right_on='team', how='left')
df = df.rename(columns = {'i': 'i_home'}).drop('team', 1)
df = pd.merge(df, teams, left_on='away_team', right_on='team', how='left')
df = df.rename(columns = {'i': 'i_away'}).drop('team', 1)
observed_home_goals = df.home_score.values
observed_away_goals = df.away_score.values
home_team = df.i_home.values
away_team = df.i_away.values
num_teams = len(df.i_home.drop_duplicates())
num_games = len(home_team)
g = df.groupby('i_away')
att_starting_points = np.log(g.away_score.mean())
g = df.groupby('i_home')
def_starting_points = -np.log(g.away_score.mean())
import theano.tensor as T
import pymc3 as pm3
#hyperpriors
x = att_starting_points.values
y = def_starting_points.values
model = pm.Model()
with pm3.Model() as model:
home3 = pm3.Normal('home', 0, .0001)
tau_att3 = pm3.Gamma('tau_att', .1, .1)
tau_def3 = pm3.Gamma('tau_def', .1, .1)
intercept3 = pm3.Normal('intercept', 0, .0001)
#team-specific parameters
atts_star3 = pm3.Normal("atts_star",
mu=0,
tau=tau_att3,
observed=x)
defs_star3 = pm3.Normal("defs_star",
mu=0,
tau=tau_def3,
observed=y)
#Seems to be the error here.
atts = pm3.Deterministic('regression',
atts_star3 - np.mean(atts_star3))
home_theta3 = pm3.Deterministic('regression',
T.exp(intercept3 + atts[away_team] + defs[home_team]))
atts = pm3.Deterministic('regression', atts_star3 - np.mean(atts_star3))
home_theta3 = pm3.Deterministic('regression', T.exp(intercept3 + atts[away_team] + defs[home_team]))
# Unknown model parameters
home_points3 = pm3.Poisson('home_points', mu=home_theta3, observed=observed_home_goals)
away_points3 = pm3.Poisson('away_points', mu=home_theta3, observed=observed_away_goals)
start = pm3.find_MAP()
step = pm3.NUTS(state=start)
trace = pm3.sample(2000, step, start=start, progressbar=True)
pm3.traceplot(trace)
And I get an error like values isn't a Theano object.
I think this is the .values part above. But i'm confused about how to convert this into a Theano tensor. The tensors are confusing me :)
And the error for clarity, because I've misunderstood something in PyMC3 syntax.
---------------------------------------------------------------------------
TypeError Traceback (most recent call last)
<ipython-input-71-ce51c1a64412> in <module>()
23
24 #Seems to be the error here.
---> 25 atts = pm3.Deterministic('regression', atts_star3 - np.mean(atts_star3))
26 home_theta3 = pm3.Deterministic('regression', T.exp(intercept3 + atts[away_team] + defs[home_team]))
27
/Users/peadarcoyle/anaconda/lib/python3.4/site-packages/numpy/core/fromnumeric.py in mean(a, axis, dtype, out, keepdims)
2733
2734 return _methods._mean(a, axis=axis, dtype=dtype,
-> 2735 out=out, keepdims=keepdims)
2736
2737 def std(a, axis=None, dtype=None, out=None, ddof=0, keepdims=False):
/Users/peadarcoyle/anaconda/lib/python3.4/site-packages/numpy/core/_methods.py in _mean(a, axis, dtype, out, keepdims)
71 ret = ret.dtype.type(ret / rcount)
72 else:
---> 73 ret = ret / rcount
74
75 return ret
TypeError: unsupported operand type(s) for /: 'ObservedRV' and 'int'
Here is my translation of your PyMC2 model:
model = pm.Model()
with pm.Model() as model:
# global model parameters
home = pm.Normal('home', 0, .0001)
tau_att = pm.Gamma('tau_att', .1, .1)
tau_def = pm.Gamma('tau_def', .1, .1)
intercept = pm.Normal('intercept', 0, .0001)
# team-specific model parameters
atts_star = pm.Normal("atts_star",
mu =0,
tau =tau_att,
shape=num_teams)
defs_star = pm.Normal("defs_star",
mu =0,
tau =tau_def,
shape=num_teams)
atts = pm.Deterministic('atts', atts_star - tt.mean(atts_star))
defs = pm.Deterministic('defs', defs_star - tt.mean(defs_star))
home_theta = tt.exp(intercept + home + atts[home_team] + defs[away_team]
away_theta = tt.exp(intercept + atts[away_team] + defs[home_team])
# likelihood of observed data
home_points = pm.Poisson('home_points', mu=home_theta, observed=observed_home_goals)
away_points = pm.Poisson('away_points', mu=away_theta, observed=observed_away_goals)
The big difference, as I see it, between PyMC2 and 3 model building is that the whole business of initial values in PyMC2 is not included in model building in PyMC3. It is pushed off into the model fitting portion of the code.
Here is a notebook that puts this model in context with your data and some fitting code: http://nbviewer.ipython.org/gist/aflaxman/55e23195fe0a0b089103
Your model is failing because you can't use NumPy functions on theano tensors. Thus
np.mean(atts_star3)
Will give you an error. You can remove atts_star3 = pm3.Normal("atts_star",...) and just use the NumPy array directly atts_star3 = x.
I don't think you need to explicitly model tau_att3, tau_def3 or defs_star either.
Alternatively, if you want to keep those variables you can replace np.mean with theano.tensor.mean, which should work.
So I did this. It isn't a direct port of my previous version but it gives me an answer. Does anyone have any feedback?
import os
import math
import warnings
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import pymc3 as pm3# I know folks are switching to "as pm" but I'm just not there yet
%matplotlib inline
import seaborn as sns
from IPython.core.pylabtools import figsize
import seaborn as sns
import theano.tensor as T
figsize(12, 12)
DATA_DIR = os.path.join(os.getcwd(), 'data/')
data_file = DATA_DIR + 'results_2014.csv'
df = pd.read_csv(data_file, sep=',')
# Or whatever it takes to get this into a data frame.
teams = df.home_team.unique()
teams = pd.DataFrame(teams, columns=['team'])
teams['i'] = teams.index
df = pd.merge(df, teams, left_on='home_team', right_on='team', how='left')
df = df.rename(columns = {'i': 'i_home'}).drop('team', 1)
df = pd.merge(df, teams, left_on='away_team', right_on='team', how='left')
df = df.rename(columns = {'i': 'i_away'}).drop('team', 1)
observed_home_goals = df.home_score.values
observed_away_goals = df.away_score.values
home_team = df.i_home.values
away_team = df.i_away.values
num_teams = len(df.i_home.drop_duplicates())
num_games = len(home_team)
g = df.groupby('i_away')
att_starting_points = np.log(g.away_score.mean())
g = df.groupby('i_home')
def_starting_points = -np.log(g.away_score.mean())
import theano.tensor as T
import pymc3 as pm3
#hyperpriors
'''
def atts3(atts_star3=atts_star3):
atts3 = atts_star.copy()
atts3 = atts3 - np.mean(atts_star)
return atts3
def defs3(defs_star3=defs_star3):
defs3 = defs_star3.copy()
defs3 = defs3 - np.mean(defs_star3)
return defs
'''
model = pm3.Model()
with pm3.Model() as model:
home3 = pm3.Normal('home', 0, .0001)
tau_att3 = pm3.Gamma('tau_att', .1, .1)
tau_def3 = pm3.Gamma('tau_def', .1, .1)
intercept3 = pm3.Normal('intercept', 0, .0001)
#team-specific parameters
atts_star3 = pm3.Normal("atts_star",
mu=0,
tau=tau_att3,
shape=num_teams,
observed=att_starting_points.values)
defs_star3 = pm3.Normal("defs_star",
mu=0,
tau=tau_def3,
shape=num_teams,
observed=def_starting_points.values)
#home_theta3 = atts3 + defs3
#away_theta3 = atts3 + defs3
# Unknown model parameters
home_points3 = pm3.Poisson('home_points', mu=1, observed=observed_home_goals)
away_points3 = pm3.Poisson('away_points', mu=1, observed=observed_away_goals)
start = pm3.find_MAP()
step = pm3.NUTS(state=start)
trace = pm3.sample(2000, step, start=start, progressbar=True)
pm3.traceplot(trace)