Factorization Machine
1.训练模型
# coding:UTF-8
'''
Date:20180426
@author: zhilongwang
'''
import numpy as np
from random import normalvariate # 正态分布
def loadDataSet(data):
'''导入训练数据
input: data(string)训练数据
output: dataMat(list)特征
labelMat(list)标签
'''
dataMat = []
labelMat = []
fr = open(data) # 打开文件
for line in fr.readlines():
lines = line.strip().split("\t")
lineArr = []
for i in range(len(lines) - 1):
lineArr.append(float(lines[i]))
dataMat.append(lineArr)
labelMat.append(float(lines[-1]) * 2 - 1) # 转换成{-1,1}
fr.close()
return dataMat, labelMat
def sigmoid(inx):
return 1.0 / (1 + np.exp(-inx))
def initialize_v(n, k):
'''初始化交叉项
input: n(int)特征的个数
k(int)FM模型的超参数
output: v(mat):交叉项的系数权重
'''
v = np.mat(np.zeros((n, k)))
for i in range(n):
for j in range(k):
# 利用正态分布生成每一个权重
v[i, j] = normalvariate(0, 0.2)
return v
def stocGradAscent(dataMatrix, classLabels, k, max_iter, alpha):
'''利用随机梯度下降法训练FM模型
input: dataMatrix(mat)特征
classLabels(mat)标签
k(int)v的维数
max_iter(int)最大迭代次数
alpha(float)学习率
output: w0(float),w(mat),v(mat):权重
'''
m, n = np.shape(dataMatrix)
# 1、初始化参数
w = np.zeros((n, 1)) # 其中n是特征的个数
w0 = 0 # 偏置项
v = initialize_v(n, k) # 初始化V
# 2、训练
for it in range(max_iter):
for x in range(m): # 随机优化,对每一个样本而言的
inter_1 = dataMatrix[x] * v
inter_2 = np.multiply(dataMatrix[x], dataMatrix[x]) * \
np.multiply(v, v) # multiply对应元素相乘
# 完成交叉项
interaction = np.sum(np.multiply(inter_1, inter_1) - inter_2) / 2.
p = w0 + dataMatrix[x] * w + interaction # 计算预测的输出
loss = sigmoid(classLabels[x] * p[0, 0]) - 1
w0 = w0 - alpha * loss * classLabels[x]
for i in range(n):
if dataMatrix[x, i] != 0:
w[i, 0] = w[i, 0] - alpha * loss * classLabels[x] * dataMatrix[x, i]
for j in range(k):
v[i, j] = v[i, j] - alpha * loss * classLabels[x] * \
(dataMatrix[x, i] * inter_1[0, j] - \
v[i, j] * dataMatrix[x, i] * dataMatrix[x, i])
# 计算损失函数的值
if it % 1000 == 0:
print("\t------- iter: ", it, " , cost: ", getCost(getPrediction(np.mat(dataMatrix), w0, w, v), classLabels))
# 3、返回最终的FM模型的参数
return w0, w, v
def getCost(predict, classLabels):
'''计算预测准确性
input: predict(list)预测值
classLabels(list)标签
output: error(float)计算损失函数的值
'''
m = len(predict)
error = 0.0
for i in range(m):
error -= np.log(sigmoid(predict[i] * classLabels[i]))
return error
def getPrediction(dataMatrix, w0, w, v):
'''得到预测值
input: dataMatrix(mat)特征
w(int)常数项权重
w0(int)一次项权重
v(float)交叉项权重
output: result(list)预测的结果
'''
m = np.shape(dataMatrix)[0]
result = []
for x in range(m):
inter_1 = dataMatrix[x] * v
inter_2 = np.multiply(dataMatrix[x], dataMatrix[x]) * \
np.multiply(v, v) # multiply对应元素相乘
# 完成交叉项
interaction = np.sum(np.multiply(inter_1, inter_1) - inter_2) / 2.
p = w0 + dataMatrix[x] * w + interaction # 计算预测的输出
pre = sigmoid(p[0, 0])
result.append(pre)
return result
def getAccuracy(predict, classLabels):
'''计算预测准确性
input: predict(list)预测值
classLabels(list)标签
output: float(error) / allItem(float)错误率
'''
m = len(predict)
allItem = 0
error = 0
for i in range(m):
allItem += 1
if float(predict[i]) < 0.5 and classLabels[i] == 1.0:
error += 1
elif float(predict[i]) >= 0.5 and classLabels[i] == -1.0:
error += 1
else:
continue
return float(error) / allItem
def save_model(file_name, w0, w, v):
'''保存训练好的FM模型
input: file_name(string):保存的文件名
w0(float):偏置项
w(mat):一次项的权重
v(mat):交叉项的权重
'''
f = open(file_name, "w")
# 1、保存w0
f.write(str(w0) + "\n")
# 2、保存一次项的权重
w_array = []
m = np.shape(w)[0]
for i in range(m):
w_array.append(str(w[i, 0]))
f.write("\t".join(w_array) + "\n")
# 3、保存交叉项的权重
m1, n1 = np.shape(v)
for i in range(m1):
v_tmp = []
for j in range(n1):
v_tmp.append(str(v[i, j]))
f.write("\t".join(v_tmp) + "\n")
f.close()
if __name__ == "__main__":
# 1、导入训练数据
print("---------- 1.load data ---------")
dataTrain, labelTrain = loadDataSet("data.txt")
print("---------- 2.learning ---------")
# 2、利用随机梯度训练FM模型
w0, w, v = stocGradAscent(np.mat(dataTrain), labelTrain, 3, 10000, 0.01)
predict_result = getPrediction(np.mat(dataTrain), w0, w, v) # 得到训练的准确性
print("----------training accuracy: %f" % (1 - getAccuracy(predict_result, labelTrain)))
print("---------- 3.save result ---------")
# 3、保存训练好的FM模型
save_model("weights", w0, w, v)
2.测试模型
# coding:UTF-8
import numpy as np
from FM_train import getPrediction
import matplotlib.pyplot as plt
def loadDataSet(data):
'''导入测试数据集
input: data(string)测试数据
output: dataMat(list)特征
'''
dataMat = []
fr = open(data) # 打开文件
for line in fr.readlines():
lines = line.strip().split("\t")
lineArr = []
for i in range(len(lines)):
lineArr.append(float(lines[i]))
dataMat.append(lineArr)
fr.close()
return np.mat(dataMat)
def loadModel(model_file):
'''导入FM模型
input: model_file(string)FM模型
output: w0, np.mat(w).T, np.mat(v)FM模型的参数
'''
f = open(model_file)
line_index = 0
w0 = 0.0
w = []
v = []
for line in f.readlines():
lines = line.strip().split("\t")
if line_index == 0: # w0
w0 = float(lines[0].strip())
elif line_index == 1: # w
for x in lines:
w.append(float(x.strip()))
else:
v_tmp = []
for x in lines:
v_tmp.append(float(x.strip()))
v.append(v_tmp)
line_index += 1
f.close()
return w0, np.mat(w).T, np.mat(v)
def save_result(file_name, result):
'''保存最终的预测结果
input: file_name(string)需要保存的文件名
result(mat):对测试数据的预测结果
'''
f = open(file_name, "w")
f.write("\n".join(str(x) for x in result))
f.close()
if __name__ == "__main__":
# 1、导入测试数据
dataTest = loadDataSet("test_data.txt")
# 2、导入FM模型
w0, w, v = loadModel("weights")
# 3、预测
result = getPrediction(dataTest, w0, w, v)
# 4、保存最终的预测结果
save_result("predict_result", result)
dataTest = dataTest.T
plt.plot(dataTest[0][0, 0:100], dataTest[1][0, 0:100], 'g-s')
plt.plot(dataTest[0][0, 100:200], dataTest[1][0, 100:200], 'r-s')
plt.show()
3.结果
![](https://i-blog.csdnimg.cn/blog_migrate/b549b1ddb85508f0d186157dba2e3c45.png)