1 files changed, 119 insertions, 0 deletions
diff --git a/examples/src/main/scala/LocalALS.scala b/examples/src/main/scala/LocalALS.scala
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+++ b/examples/src/main/scala/LocalALS.scala
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+import java.util.Random
+import scala.math.sqrt
+import cern.jet.math._
+import cern.colt.matrix._
+import cern.colt.matrix.linalg._
+
+object LocalALS {
+  // Parameters set through command line arguments
+  var M = 0 // Number of movies
+  var U = 0 // Number of users
+  var F = 0 // Number of features
+  var ITERATIONS = 0
+
+  val LAMBDA = 0.01 // Regularization coefficient
+
+  // Some COLT objects
+  val factory2D = DoubleFactory2D.dense
+  val factory1D = DoubleFactory1D.dense
+  val algebra = Algebra.DEFAULT
+  val blas = SeqBlas.seqBlas
+
+  def generateR(): DoubleMatrix2D = {
+    val mh = factory2D.random(M, F)
+    val uh = factory2D.random(U, F)
+    return algebra.mult(mh, algebra.transpose(uh))
+  }
+
+  def rmse(targetR: DoubleMatrix2D, ms: Array[DoubleMatrix1D],
+    us: Array[DoubleMatrix1D]): Double =
+  {
+    val r = factory2D.make(M, U)
+    for (i <- 0 until M; j <- 0 until U) {
+      r.set(i, j, blas.ddot(ms(i), us(j)))
+    }
+    //println("R: " + r)
+    blas.daxpy(-1, targetR, r)
+    val sumSqs = r.aggregate(Functions.plus, Functions.square)
+    return sqrt(sumSqs / (M * U))
+  }
+
+  def updateMovie(i: Int, m: DoubleMatrix1D, us: Array[DoubleMatrix1D],
+    R: DoubleMatrix2D) : DoubleMatrix1D =
+  {
+    val XtX = factory2D.make(F, F)
+    val Xty = factory1D.make(F)
+    // For each user that rated the movie
+    for (j <- 0 until U) {
+      val u = us(j)
+      // Add u * u^t to XtX
+      blas.dger(1, u, u, XtX)
+      // Add u * rating to Xty
+      blas.daxpy(R.get(i, j), u, Xty)
+    }
+    // Add regularization coefs to diagonal terms
+    for (d <- 0 until F) {
+      XtX.set(d, d, XtX.get(d, d) + LAMBDA * U)
+    }
+    // Solve it with Cholesky
+    val ch = new CholeskyDecomposition(XtX)
+    val Xty2D = factory2D.make(Xty.toArray, F)
+    val solved2D = ch.solve(Xty2D)
+    return solved2D.viewColumn(0)
+  }
+
+  def updateUser(j: Int, u: DoubleMatrix1D, ms: Array[DoubleMatrix1D],
+    R: DoubleMatrix2D) : DoubleMatrix1D =
+  {
+    val XtX = factory2D.make(F, F)
+    val Xty = factory1D.make(F)
+    // For each movie that the user rated
+    for (i <- 0 until M) {
+      val m = ms(i)
+      // Add m * m^t to XtX
+      blas.dger(1, m, m, XtX)
+      // Add m * rating to Xty
+      blas.daxpy(R.get(i, j), m, Xty)
+    }
+    // Add regularization coefs to diagonal terms
+    for (d <- 0 until F) {
+      XtX.set(d, d, XtX.get(d, d) + LAMBDA * M)
+    }
+    // Solve it with Cholesky
+    val ch = new CholeskyDecomposition(XtX)
+    val Xty2D = factory2D.make(Xty.toArray, F)
+    val solved2D = ch.solve(Xty2D)
+    return solved2D.viewColumn(0)
+  }
+
+  def main(args: Array[String]) {
+    args match {
+      case Array(m, u, f, iters) => {
+        M = m.toInt
+        U = u.toInt
+        F = f.toInt
+        ITERATIONS = iters.toInt
+      }
+      case _ => {
+        System.err.println("Usage: LocalALS <M> <U> <F> <iters>")
+        System.exit(1)
+      }
+    }
+    printf("Running with M=%d, U=%d, F=%d, iters=%d\n", M, U, F, ITERATIONS);
+    
+    val R = generateR()
+
+    // Initialize m and u randomly
+    var ms = Array.fromFunction(_ => factory1D.random(F))(M)
+    var us = Array.fromFunction(_ => factory1D.random(F))(U)
+
+    // Iteratively update movies then users
+    for (iter <- 1 to ITERATIONS) {
+      println("Iteration " + iter + ":")
+      ms = (0 until M).map(i => updateMovie(i, ms(i), us, R)).toArray
+      us = (0 until U).map(j => updateUser(j, us(j), ms, R)).toArray
+      println("RMSE = " + rmse(R, ms, us))
+      println()
+    }
+  }
+}