matrix factorization

[jhofman]

added simple matrix factorization (with regularization) in gd_mf.cc.

need to add mf to test suite.

[JohnLangford]

Do we really want vw.R? And what does it do exactly?

Also, it would be cool if you could add an example to the wike about how to use MF.

[jhofman]

vw.R just facilitates parameter sweeps for cross-validation, e.g.:

args <- list("b"=18,
"q"="ui",
"rank"=c(10,20,30),
"decay_learning_rate"=0.97,
"power_t"=0,
"learning_rate"=c(0.01,0.025,0.05,0.075,0.1,0.25),
"passes"=20,
"regularization"=c(0,0.001,0.01,0.1))

results <- vw_param_sweep("cat movielens_train.dat",
"cat movielens_test.dat",
cache_file="movielens.cache",
args,
base_name="movielens",
results_file="movielens.dat")

we can probably do w/o it, it's quite rough around the edges and probably not appropriate for general use at the moment anyway.

as for an example on the wiki, we can use the small movielens data set (100K ratings):

wget 'http://www.grouplens.org/system/files/ml-data.tar__0.gz'
tar zxvf ml-data.tar__0.gz
cd ml-data
awk -F"\t" '{printf "%d |u %d |i %d\n", $3,$1,$2}' < ua.base |
vw -b 18 -q ui --rank 10 --decay_learning_rate 0.97 --power_t 0 --learning_rate 0.025 --passes 20 --regularization 0.001 -f movielens.reg --cache_file movielens.cache
awk -F"\t" '{printf "%d |u %d |i %d\n", $3,$1,$2}' < ua.test |
vw -q ui --rank 10 -i movielens.reg -t

just let me know how to proceed.

[JohnLangford]

Ok, I'm incorporating it. I removed vw.R, but perhaps you can add it into the example. Can you add an example on the wiki, and then make a post to the mailing list?

We should probably either bring LDA back in or make MF run as a separate executable for consistency.

[jhofman]

wiki example is here: https://github.com/JohnLangford/vowpal_wabbit/wiki/Matrix-factorization-example

have you accepted the pull request and pushed the updated code to your github repo? (i don't see gd_mf.{h,cc} in the repo.)

just let me know and i'll send out a message to the mailing list.

[JohnLangford]

Oops, right. I actually did everything local on my laptop. It's checked in
now.

-John

On Tue, Jul 19, 2011 at 2:31 PM, jhofman <
reply@reply.github.com>wrote:

wiki example is here:
https://github.com/JohnLangford/vowpal_wabbit/wiki/Matrix-factorization-example

have you accepted the pull request and pushed the updated code to your
github repo? (i don't see gd_mf.{h,cc} in the repo.)

just let me know and i'll send out a message to the mailing list.

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