update code to latest keras
Along the lines of BPR [1].
[1] Rendle, Steffen, et al. "BPR: Bayesian personalized ranking from implicit feedback." Proceedings of the Twenty-Fifth Conference on Uncertainty in Artificial Intelligence. AUAI Press, 2009.
This is implemented (more efficiently) in LightFM (https://github.com/lyst/lightfm). See the MovieLens example (https://github.com/lyst/lightfm/blob/master/examples/movielens/example.ipynb) for results comparable to this notebook.
A simple dense layer for both users and items: this is exactly equivalent to latent factor matrix when multiplied by binary user and item indices. There are three inputs: users, positive items, and negative items. In the triplet objective we try to make the positive item rank higher than the negative item for that user.
Because we want just one single embedding for the items, we use shared weights for the positive and negative item inputs (a siamese architecture).
This is all very simple but could be made arbitrarily complex, with more layers, conv layers and so on. I expect we'll be seeing a lot of papers doing just that.
"""
Triplet loss network example for recommenders
"""
from __future__ import print_function
import numpy as np
import theano
import keras
from keras import backend as K
from keras.models import Sequential, Graph
from keras.layers.core import Dense, Lambda
from keras.optimizers import Adagrad, Adam
import data
import metrics
def identity_loss(y_true, y_pred):
return K.mean(y_pred - 0 * y_true)
def bpr_triplet_loss(X):
user_latent, item_latent = X.values()
positive_item_latent, negative_item_latent = item_latent.values()
# BPR loss
loss = - K.sigmoid(K.sum(user_latent * positive_item_latent, axis=-1, keepdims=True)
- K.sum(user_latent * negative_item_latent, axis=-1, keepdims=True))
return loss
def margin_triplet_loss(X):
user_latent, item_latent = X.values()
positive_item_latent, negative_item_latent = item_latent.values()
# Hinge loss: max(0, user * negative_item_latent + 1 - user * positive_item_latent)
loss = K.maximum(1.0
+ K.sum(user_latent * negative_item_latent, axis=-1, keepdims=True)
- K.sum(user_latent * positive_item_latent, axis=-1, keepdims=True),
0.0)
return loss
def get_item_subgraph(input_shape, latent_dim):
# Could take item metadata here, do convolutional layers etc.
model = Sequential()
model.add(Dense(latent_dim, input_shape=input_shape))
return model
def get_user_subgraph(input_shape, latent_dim):
# Could do all sorts of fun stuff here that takes
# user metadata in.
model = Sequential()
model.add(Dense(latent_dim, input_shape=input_shape))
return model
def get_graph(num_users, num_items, latent_dim):
batch_input_shape = (1,)
model = Graph()
# Add inputs
model.add_input('user_input', input_shape=(num_users,), batch_input_shape=batch_input_shape)
model.add_input('positive_item_input', input_shape=(num_items,), batch_input_shape=batch_input_shape)
model.add_input('negative_item_input', input_shape=(num_items,), batch_input_shape=batch_input_shape)
# Add shared-weight item subgraph
model.add_shared_node(get_item_subgraph((num_items,), latent_dim),
name='item_latent',
inputs=['positive_item_input',
'negative_item_input'],
merge_mode='join')
# Add user embedding
model.add_node(get_user_subgraph((num_users,), latent_dim),
name='user_latent',
input='user_input')
# Compute loss
model.add_node(Lambda(bpr_triplet_loss),
name='triplet_loss',
inputs=['user_latent', 'item_latent'],
merge_mode='join')
# Add output
model.add_output(name='triplet_loss', input='triplet_loss')
# Compile using a dummy loss to fit within the Keras paradigm
model.compile(loss={'triplet_loss': identity_loss}, optimizer=Adam())#Adagrad(lr=0.1, epsilon=1e-06))
return model
def count_inversions(model, user_features, posititve_item_features, negative_item_features):
loss = model.predict({'user_input': user_features,
'positive_item_input': posititve_item_features,
'negative_item_input': negative_item_features})['triplet_loss']
return (loss > 0).mean()We're going to load the Movielens 100k dataset and create triplets of (user, known positive item, randomly sampled negative item).
The success metric is AUC: in this case, the probability that a randomly chosen known positive item from the test set is ranked higher for a given user than a ranomly chosen negative item.
num_epochs = 5
# Read data
train, test = data.get_movielens_data()
num_users, num_items = train.shape
# Prepare the test triplets
test_uid, test_pid, test_nid = data.get_triplets(test)
test_user_features, test_positive_item_features, test_negative_item_features = data.get_dense_triplets(test_uid,
test_pid,
test_nid,
num_users,
num_items)
# Sample triplets from the training data
uid, pid, nid = data.get_triplets(train)
user_features, positive_item_features, negative_item_features = data.get_dense_triplets(uid,
pid,
nid,
num_users,
num_items)
model = get_graph(num_users, num_items, 256)
# Print the model structure
print(model.summary())
# Sanity check, should be around 0.5
print('AUC before training %s' % metrics.full_auc(model, test))--------------------------------------------------------------------------------
Layer (name) Output Shape Param #
--------------------------------------------------------------------------------
Layer (user_input) (None, 944) 0
Layer (positive_item_input) (None, 1683) 0
Layer (negative_item_input) (None, 1683) 0
Siamese (item_latent) None 431104
Sequential (user_latent) (None, 256) 241920
Lambda (triplet_loss) None 0
Lambda (triplet_loss) None 0
--------------------------------------------------------------------------------
Total params: 673024
--------------------------------------------------------------------------------
None
AUC before training 0.501299628023
Run for a couple of epochs, checking the AUC after every epoch.
for epoch in range(num_epochs):
print('Epoch %s' % epoch)
model.fit({'user_input': user_features,
'positive_item_input': positive_item_features,
'negative_item_input': negative_item_features,
'triplet_loss': np.ones(len(uid))},
validation_data={'user_input': test_user_features,
'positive_item_input': test_positive_item_features,
'negative_item_input': test_negative_item_features,
'triplet_loss': np.ones(len(uid))},
batch_size=512,
nb_epoch=1,
verbose=2,
shuffle=True)
print('AUC %s' % metrics.full_auc(model, test))
print('Inversions percentage %s' % count_inversions(model,
test_user_features,
test_positive_item_features,
test_negative_item_features))Epoch 0
Train on 49906 samples, validate on 5469 samples
Epoch 1/1
3s - loss: -5.5494e-01 - val_loss: -7.2574e-01
AUC 0.811561647389
Inversions percentage 0.0
Epoch 1
Train on 49906 samples, validate on 5469 samples
Epoch 1/1
2s - loss: -7.9905e-01 - val_loss: -8.3045e-01
AUC 0.847673826619
Inversions percentage 0.0
Epoch 2
Train on 49906 samples, validate on 5469 samples
Epoch 1/1
3s - loss: -8.3617e-01 - val_loss: -8.4223e-01
AUC 0.8481524906
Inversions percentage 0.0
Epoch 3
Train on 49906 samples, validate on 5469 samples
Epoch 1/1
3s - loss: -8.4645e-01 - val_loss: -8.4633e-01
AUC 0.846546205717
Inversions percentage 0.0
Epoch 4
Train on 49906 samples, validate on 5469 samples
Epoch 1/1
3s - loss: -8.5240e-01 - val_loss: -8.4820e-01
AUC 0.84574170195
Inversions percentage 0.0
The AUC is in the mid-80s. At some point we start overfitting, so it would be a good idea to stop early or add some regularization.