MLlib - Collaborative Filtering

Collaborative filtering

Collaborative filtering is commonly used for recommender systems. These techniques aim to fill in the missing entries of a user-item association matrix. MLlib currently supports model-based collaborative filtering, in which users and products are described by a small set of latent factors that can be used to predict missing entries. MLlib uses the alternating least squares (ALS) algorithm to learn these latent factors. The implementation in MLlib has the following parameters:

Explicit vs. implicit feedback

The standard approach to matrix factorization based collaborative filtering treats the entries in the user-item matrix as explicit preferences given by the user to the item.

It is common in many real-world use cases to only have access to implicit feedback (e.g. views, clicks, purchases, likes, shares etc.). The approach used in MLlib to deal with such data is taken from Collaborative Filtering for Implicit Feedback Datasets. Essentially instead of trying to model the matrix of ratings directly, this approach treats the data as a combination of binary preferences and confidence values. The ratings are then related to the level of confidence in observed user preferences, rather than explicit ratings given to items. The model then tries to find latent factors that can be used to predict the expected preference of a user for an item.

Scaling of the regularization parameter

Since v1.1, we scale the regularization parameter lambda in solving each least squares problem by the number of ratings the user generated in updating user factors, or the number of ratings the product received in updating product factors. This approach is named “ALS-WR” and discussed in the paper “Large-Scale Parallel Collaborative Filtering for the Netflix Prize”. It makes lambda less dependent on the scale of the dataset. So we can apply the best parameter learned from a sampled subset to the full dataset and expect similar performance.

Examples

In the following example we load rating data. Each row consists of a user, a product and a rating. We use the default ALS.train() method which assumes ratings are explicit. We evaluate the recommendation model by measuring the Mean Squared Error of rating prediction.

import org.apache.spark.mllib.recommendation.ALS
import org.apache.spark.mllib.recommendation.MatrixFactorizationModel
import org.apache.spark.mllib.recommendation.Rating

// Load and parse the data
val data = sc.textFile("data/mllib/als/test.data")
val ratings = data.map(_.split(',') match { case Array(user, item, rate) =>
    Rating(user.toInt, item.toInt, rate.toDouble)
  })

// Build the recommendation model using ALS
val rank = 10
val numIterations = 10
val model = ALS.train(ratings, rank, numIterations, 0.01)

// Evaluate the model on rating data
val usersProducts = ratings.map { case Rating(user, product, rate) =>
  (user, product)
}
val predictions = 
  model.predict(usersProducts).map { case Rating(user, product, rate) => 
    ((user, product), rate)
  }
val ratesAndPreds = ratings.map { case Rating(user, product, rate) => 
  ((user, product), rate)
}.join(predictions)
val MSE = ratesAndPreds.map { case ((user, product), (r1, r2)) => 
  val err = (r1 - r2)
  err * err
}.mean()
println("Mean Squared Error = " + MSE)

// Save and load model
model.save(sc, "myModelPath")
val sameModel = MatrixFactorizationModel.load(sc, "myModelPath")

If the rating matrix is derived from another source of information (e.g., it is inferred from other signals), you can use the trainImplicit method to get better results.

val alpha = 0.01
val lambda = 0.01
val model = ALS.trainImplicit(ratings, rank, numIterations, lambda, alpha)

All of MLlib’s methods use Java-friendly types, so you can import and call them there the same way you do in Scala. The only caveat is that the methods take Scala RDD objects, while the Spark Java API uses a separate JavaRDD class. You can convert a Java RDD to a Scala one by calling .rdd() on your JavaRDD object. A self-contained application example that is equivalent to the provided example in Scala is given bellow:

import scala.Tuple2;

import org.apache.spark.api.java.*;
import org.apache.spark.api.java.function.Function;
import org.apache.spark.mllib.recommendation.ALS;
import org.apache.spark.mllib.recommendation.MatrixFactorizationModel;
import org.apache.spark.mllib.recommendation.Rating;
import org.apache.spark.SparkConf;

public class CollaborativeFiltering {
  public static void main(String[] args) {
    SparkConf conf = new SparkConf().setAppName("Collaborative Filtering Example");
    JavaSparkContext sc = new JavaSparkContext(conf);

    // Load and parse the data
    String path = "data/mllib/als/test.data";
    JavaRDD<String> data = sc.textFile(path);
    JavaRDD<Rating> ratings = data.map(
      new Function<String, Rating>() {
        public Rating call(String s) {
          String[] sarray = s.split(",");
          return new Rating(Integer.parseInt(sarray[0]), Integer.parseInt(sarray[1]), 
                            Double.parseDouble(sarray[2]));
        }
      }
    );

    // Build the recommendation model using ALS
    int rank = 10;
    int numIterations = 10;
    MatrixFactorizationModel model = ALS.train(JavaRDD.toRDD(ratings), rank, numIterations, 0.01); 

    // Evaluate the model on rating data
    JavaRDD<Tuple2<Object, Object>> userProducts = ratings.map(
      new Function<Rating, Tuple2<Object, Object>>() {
        public Tuple2<Object, Object> call(Rating r) {
          return new Tuple2<Object, Object>(r.user(), r.product());
        }
      }
    );
    JavaPairRDD<Tuple2<Integer, Integer>, Double> predictions = JavaPairRDD.fromJavaRDD(
      model.predict(JavaRDD.toRDD(userProducts)).toJavaRDD().map(
        new Function<Rating, Tuple2<Tuple2<Integer, Integer>, Double>>() {
          public Tuple2<Tuple2<Integer, Integer>, Double> call(Rating r){
            return new Tuple2<Tuple2<Integer, Integer>, Double>(
              new Tuple2<Integer, Integer>(r.user(), r.product()), r.rating());
          }
        }
    ));
    JavaRDD<Tuple2<Double, Double>> ratesAndPreds = 
      JavaPairRDD.fromJavaRDD(ratings.map(
        new Function<Rating, Tuple2<Tuple2<Integer, Integer>, Double>>() {
          public Tuple2<Tuple2<Integer, Integer>, Double> call(Rating r){
            return new Tuple2<Tuple2<Integer, Integer>, Double>(
              new Tuple2<Integer, Integer>(r.user(), r.product()), r.rating());
          }
        }
    )).join(predictions).values();
    double MSE = JavaDoubleRDD.fromRDD(ratesAndPreds.map(
      new Function<Tuple2<Double, Double>, Object>() {
        public Object call(Tuple2<Double, Double> pair) {
          Double err = pair._1() - pair._2();
          return err * err;
        }
      }
    ).rdd()).mean();
    System.out.println("Mean Squared Error = " + MSE);

    // Save and load model
    model.save(sc.sc(), "myModelPath");
    MatrixFactorizationModel sameModel = MatrixFactorizationModel.load(sc.sc(), "myModelPath");
  }
}

In the following example we load rating data. Each row consists of a user, a product and a rating. We use the default ALS.train() method which assumes ratings are explicit. We evaluate the recommendation by measuring the Mean Squared Error of rating prediction.

from pyspark.mllib.recommendation import ALS, MatrixFactorizationModel, Rating

# Load and parse the data
data = sc.textFile("data/mllib/als/test.data")
ratings = data.map(lambda l: l.split(',')).map(lambda l: Rating(int(l[0]), int(l[1]), float(l[2])))

# Build the recommendation model using Alternating Least Squares
rank = 10
numIterations = 10
model = ALS.train(ratings, rank, numIterations)

# Evaluate the model on training data
testdata = ratings.map(lambda p: (p[0], p[1]))
predictions = model.predictAll(testdata).map(lambda r: ((r[0], r[1]), r[2]))
ratesAndPreds = ratings.map(lambda r: ((r[0], r[1]), r[2])).join(predictions)
MSE = ratesAndPreds.map(lambda r: (r[1][0] - r[1][1])**2).mean()
print("Mean Squared Error = " + str(MSE))

# Save and load model
model.save(sc, "myModelPath")
sameModel = MatrixFactorizationModel.load(sc, "myModelPath")

If the rating matrix is derived from other source of information (i.e., it is inferred from other signals), you can use the trainImplicit method to get better results.

# Build the recommendation model using Alternating Least Squares based on implicit ratings
model = ALS.trainImplicit(ratings, rank, numIterations, alpha=0.01)

In order to run the above application, follow the instructions provided in the Self-Contained Applications section of the Spark Quick Start guide. Be sure to also include spark-mllib to your build file as a dependency.

Tutorial

The training exercises from the Spark Summit 2014 include a hands-on tutorial for personalized movie recommendation with MLlib.