Tuesday, January 5, 2016

Hello!

Movie recommendations using Julia

Introduction

Recommender systems have been playing a pivotal role in various business settings like e-commerce sites, social media platforms, and other platforms involving user interaction with other users or products. Recommender systems provide valuable insights to gain actionable
intelligence on these users.

Large Scale Recommender systems help in unraveling the latent information in the complex relational data between users and items. Mapping of the users space to the items space, to predict the interaction is a challenge. Inferring actionable information from variety of data sources collected either implicitly like, click patterns, browser history etc. or explicitly like ratings of books and movies, is what well designed recommender systems do consistently well.

Matrix Factorizations

Depending on the source of information on the users and the items, there are variety of techniques to build recommender systems, each of them having a unique mathematical approach. Linear algebra and matrix factorisations are important to certain types of recommenders where user ratings are available and it is most ideal to apply methods like svd in such cases.

In matrix factorization the users and items are mapped onto a joint latent factor space of reduced dimension f, and the inner product of the user vector with item vector gives the corresponding interaction. Matrix factorization is mainly about a more compact representation of the large training data which is obtained by dimensionality reduction. We want to quantify the nature or the characteristics of the movies defined by a certain number of aspects (factors), i.e we are trying to generalize the information (independent and unrelated ratings matrix) in a concise and descriptive way.

Example :
Let us consider a simple example to figure out how matrix factorization helps in predicting the likelihood of a user liking a movie or not.
For sake of brevity, we have couple of users, Joe and Jane and couple of movies, Titanic and Troll 2. The users and the movies are characterized based on certain number of factors as show in the below tables.

Factors/Movies Titanic Troll 2
Romance 4 1
Comedy 2 4
Box Office success 5 2
Drama 3 2
Horror 1 4
Factors/Movies Joe Jane
Romance 4 1
Comedy 2 4
Box Office success 5 2
Drama 3 2
Horror 1 4

Consider Joe to be characterized by vector [4 2 5 3 1], which suggests that Joe likes Romance and big hit movies and not so much horror or comedy. Similarly Jane likes comedy horror and she is not very particular about box office success of the movies, neither is she a big fan of romance movies.

The movies Titanic, is a popular romance movie, where as the movie Troll 2, is not so popular and horror comedy. It is intuitively obvious that Joe will end up liking Titanic and Jane will like Troll 2. This is based on how the users and movies score on the 5 factors. Using Cosine distance as shown in the below table, confirms this.

Factors/Movies Joe Jane
Titanic 0.94 0.67
Troll 2 0.50 0.97

With large rating data matrix, like in the NETFLIX dataset which had around 20 thousand movies and 0.5 million users, mapping all the users and the movies in the above way is impossible. This is where matrix factorization helps in factoring the Rating matrix into user matrix and movie matrix.

Alternating Least Squares

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Let be the user feature matrix where and , and let be the item or
movie feature matrix, where and . Here is the number of factors, i.e., the reduced dimension or the lower rank, which is determined by cross validation. The predictions can be calculated for any user-movie combination,
, as .

Here we minimize the loss function of and as the condition in the iterative process of obtaining these matrices. Let us start by considering the loss due to a single prediction in terms of squared error:

Based on the above equation generalizing it for the whole data set, the
\emph{empirical} total loss as:

where is the known ratings dataset having ratings.

Julia recommender system

The package RecSys.jl is a package for recommender systems in Julia, it can currently work with explicit ratings data. The API for preparing the input is creating an instance of ALSWR type, which expects as input parameters input file location. The second optional input is the variable par which specifies the type of parallelism. The default is set to shared memory parallelism, however by passing par=ParThreads(), we could set to multithreaded parallelism.

rec=ALSWR("/location/to/input/file/File.delim", par=ParThread)

The file can be any tabular structured data, delimited by any character, which needs to be specified,

inp=DlmFile(name::AbstractString; dlm::Char=Base.DataFmt.invalid_dlm(Char), header::Bool=false, quotes::Bool=true)

The call to the function to create a model is train(rec, 10, 4) where 10 is the number of iterations to run and 4 is the number of factors.

A log of a test run on the NETLIX data is shown below,

05-Jan 17:07:28:DEBUG:root:loading inputs...
05-Jan 17:07:50:DEBUG:root:time to load inputs: 22.235926866531372 secs
05-Jan 17:07:50:DEBUG:root:preparing inputs...
05-Jan 17:08:00:DEBUG:root:prep time: 9.460721015930176
05-Jan 17:08:25:DEBUG:root:begin iteration 1
05-Jan 17:08:38:DEBUG:root: users
05-Jan 17:08:44:DEBUG:root: items
05-Jan 17:08:44:DEBUG:root:begin iteration 2
05-Jan 17:08:56:DEBUG:root: users
05-Jan 17:09:01:DEBUG:root: items
05-Jan 17:09:01:DEBUG:root:begin iteration 3
05-Jan 17:09:13:DEBUG:root: users
05-Jan 17:09:19:DEBUG:root: items
05-Jan 17:09:19:DEBUG:root:begin iteration 4
05-Jan 17:09:31:DEBUG:root: users
05-Jan 17:09:37:DEBUG:root: items
05-Jan 17:09:37:DEBUG:root:begin iteration 5
05-Jan 17:09:49:DEBUG:root: users
05-Jan 17:09:54:DEBUG:root: items
05-Jan 17:09:54:DEBUG:root:begin iteration 6
05-Jan 17:10:07:DEBUG:root: users
05-Jan 17:10:12:DEBUG:root: items
05-Jan 17:10:12:DEBUG:root:begin iteration 7
05-Jan 17:10:24:DEBUG:root: users
05-Jan 17:10:30:DEBUG:root: items
05-Jan 17:10:30:DEBUG:root:begin iteration 8
05-Jan 17:10:42:DEBUG:root: users
05-Jan 17:10:48:DEBUG:root: items
05-Jan 17:10:48:DEBUG:root:begin iteration 9
05-Jan 17:11:00:DEBUG:root: users
05-Jan 17:11:05:DEBUG:root: items
05-Jan 17:11:05:DEBUG:root:begin iteration 10
05-Jan 17:11:18:DEBUG:root: users
05-Jan 17:11:23:DEBUG:root: items
05-Jan 17:11:23:DEBUG:root:fact time 203.25707387924194
05-Jan 17:12:43:DEBUG:root:rmse time 79.78545188903809
rmse of the model: 0.8593418667702695

As we can see from the above log, that the rmse is 0.8593. This is very good accuracy compared to some of the prize winning models. The timings too are impressive, for data as large as 1 billion ratings.

Apart from methods to model the data and check for accuracy, there are also abilities to make recommendations for users who have not interacted with items, by picking the most likely items the user would interact with. Hence in RecSys.jl we have a fast, scalable and accurate recommender system which can be used to for end to end system. Upcoming would be a demo of such a system with the UI design too done in Julia, which is possible as of today.