Matrix Factorization Sample

Albert Au Yeung写的Matrix Factorization 的例子。MF是推荐系统常规算法。

#!/usr/bin/env python
# -*- coding: utf-8 -*-

import numpy  
   
def matrix_factorisation(R, P, Q, K, steps=5000, alpha=0.0002, beta=0.02):  
  Q = Q.T  
  for step in xrange(steps):  
    for i in xrange(len(R)):  
      for j in xrange(len(R[i])):  
        if R[i][j] > 0:  
          eij = R[i][j] - numpy.dot(P[i,:],Q[:,j])  
          for k in xrange(K):  
            P[i][k] = P[i][k] + alpha * (2 * eij * Q[k][j] - beta * P[i][k])  
            Q[k][j] = Q[k][j] + alpha * (2 * eij * P[i][k] - beta * Q[k][j])  
    eR = numpy.dot(P,Q)  
    e = 0  
    for i in xrange(len(R)):  
      for j in xrange(len(R[i])):  
        if R[i][j] > 0:  
          e = e + pow(R[i][j] - numpy.dot(P[i,:],Q[:,j]), 2)  
          for k in xrange(K):  
            e = e + (beta/2) * (pow(P[i][k],2) + pow(Q[k][j],2))  
    if e < 0.001:  
      break  
  return P, Q.T 
  
R = [  
   [5,3,0,1],  
   [4,0,0,1],  
   [1,1,0,5],  
   [1,0,0,4],  
   [0,1,5,4],  
  ]  
   
R = numpy.array(R)  
   
N = len(R)  
M = len(R[0])  
K = 2  
   
P = numpy.random.rand(N,K)  
Q = numpy.random.rand(M,K)  
   
nP, nQ = matrix_factorisation(R, P, Q, K)  
nR = numpy.dot(nP, nQ.T)  
print '\tresult of R is'
print nR
print '\toriginal R is'
print R
print '\tP is'
print nP
print '\tQ is'
print nQ

Original Link:

http://www.quuxlabs.com/blog/2010/09/matrix-factorization-a-simple-tutorial-and-implementation-in-python/