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BPMF.jl
A Julia package for Bayesian Probabilistic Matrix Factorization (BPMF).
How to install
You can install BPMF.jl running the following commands.
- Into The Pkg REPL-mode
- Enter the key
]
on the Julia REPL.
- Install the package
- Enter the following commond.
(v1.0) pkg> add https://github.com/RottenFruits/BPMF.jl
Overview
This package is implementation bayesian probabilistic matrix factorization (BPMF).
Supported features:
- Gibbs sampling algorithm
- Variational Inference Algorithm
Example
Here are examples.
At first read package and generate data.
using BPMF
#data
R = [
0 0 7;
0 1 6;
0 2 7;
0 3 4;
0 4 5;
0 5 4;
1 0 6;
1 1 7;
1 3 4;
1 4 3;
1 5 4;
2 1 3;
2 2 3;
2 3 1;
2 4 1;
3 0 1;
3 1 2;
3 2 2;
3 3 3;
3 4 3;
3 5 4;
4 0 1;
4 2 1;
4 3 2;
4 4 3;
4 5 3;
]
Using Gibbs Sampling Algorithm
Following example is gibbs sampling algorithm.
N = length(unique(R[:, 1])) #number of unique users
M = length(unique(R[:, 2])) #number of unique items
D = 3 #number of latent dimensions
T = 100 #number of iterations
U = [] #user's latent factor
V = [] #item's latent factor
α = 2 #hyper parameter
β₀ = 2 #hyper parameter
μ₀ = 0 #hyper parameter
ν₀ = D #hyper parameter
W₀ = one(zeros(D, D)) #hyper parameter
#learning
gibbs_model = BPMF.GBPMFModel(R, N, M, D, T, U, V, α, β₀, μ₀, ν₀, W₀)
BPMF.fit(gibbs_model)
#predict new data
bi = 10 #burn-in
BPMF.predict(gibbs_model, R, bi)
Using Variational Inference Algorithm
Following example is variational inference algorithm.
N = length(unique(R[:, 1])) #number of unique users
M = length(unique(R[:, 2])) #number of unique items
D = 3 #number of latent dimensions
L = 10 #number of iterations
U = [] #user's latent factor
V = [] #item's latent factor
τ² = 1 #hyper parameter
σ² = [] #hyper parameter
ρ² = [] #hyper parameter
#learning
variational_model = BPMF.VBPMFModel(R, N, M, D, L, U, V, τ², σ², ρ²)
BPMF.fit(variational_model)
#predict new data
BPMF.predict(variational_model, R)
References
-
Salakhutdinov, Ruslan, and Andriy Mnih. "Bayesian probabilistic matrix factorization using Markov chain Monte Carlo." Proceedings of the 25th international conference on Machine learning. ACM, 2008.
-
Lim, Yew Jin, and Yee Whye Teh. "Variational Bayesian approach to movie rating prediction." Proceedings of KDD cup and workshop. Vol. 7. 2007.
-
LIVESENSE Data Analytics Blog, BPMF(Bayesian Probabilistic Matrix Factorization)によるレコメンド, https://analytics.livesense.co.jp/entry/2017/12/05/105618