Packages

class FMClassifier extends ProbabilisticClassifier[Vector, FMClassifier, FMClassificationModel] with FactorizationMachines with FMClassifierParams with DefaultParamsWritable with Logging

Factorization Machines learning algorithm for classification. It supports normal gradient descent and AdamW solver.

The implementation is based upon: S. Rendle. "Factorization machines" 2010.

FM is able to estimate interactions even in problems with huge sparsity (like advertising and recommendation system). FM formula is:

$$ \begin{align} y = \sigma\left( w_0 + \sum\limits^n_{i-1} w_i x_i + \sum\limits^n_{i=1} \sum\limits^n_{j=i+1} \langle v_i, v_j \rangle x_i x_j \right) \end{align} $$
First two terms denote global bias and linear term (as same as linear regression), and last term denotes pairwise interactions term. v_i describes the i-th variable with k factors.

FM classification model uses logistic loss which can be solved by gradient descent method, and regularization terms like L2 are usually added to the loss function to prevent overfitting.

Annotations
@Since( "3.0.0" )
Source
FMClassifier.scala
Note

Multiclass labels are not currently supported.

Ordering
  1. Grouped
  2. Alphabetic
  3. By Inheritance
Inherited
  1. FMClassifier
  2. DefaultParamsWritable
  3. MLWritable
  4. FMClassifierParams
  5. FactorizationMachines
  6. FactorizationMachinesParams
  7. HasWeightCol
  8. HasRegParam
  9. HasFitIntercept
  10. HasSeed
  11. HasSolver
  12. HasTol
  13. HasStepSize
  14. HasMaxIter
  15. ProbabilisticClassifier
  16. ProbabilisticClassifierParams
  17. HasThresholds
  18. HasProbabilityCol
  19. Classifier
  20. ClassifierParams
  21. HasRawPredictionCol
  22. Predictor
  23. PredictorParams
  24. HasPredictionCol
  25. HasFeaturesCol
  26. HasLabelCol
  27. Estimator
  28. PipelineStage
  29. Logging
  30. Params
  31. Serializable
  32. Serializable
  33. Identifiable
  34. AnyRef
  35. Any
  1. Hide All
  2. Show All
Visibility
  1. Public
  2. All

Parameters

A list of (hyper-)parameter keys this algorithm can take. Users can set and get the parameter values through setters and getters, respectively.

  1. final val factorSize: IntParam

    Param for dimensionality of the factors (>= 0)

    Param for dimensionality of the factors (>= 0)

    Definition Classes
    FactorizationMachinesParams
    Annotations
    @Since( "3.0.0" )
  2. final val featuresCol: Param[String]

    Param for features column name.

    Param for features column name.

    Definition Classes
    HasFeaturesCol
  3. final val fitIntercept: BooleanParam

    Param for whether to fit an intercept term.

    Param for whether to fit an intercept term.

    Definition Classes
    HasFitIntercept
  4. final val fitLinear: BooleanParam

    Param for whether to fit linear term (aka 1-way term)

    Param for whether to fit linear term (aka 1-way term)

    Definition Classes
    FactorizationMachinesParams
    Annotations
    @Since( "3.0.0" )
  5. final val initStd: DoubleParam

    Param for standard deviation of initial coefficients

    Param for standard deviation of initial coefficients

    Definition Classes
    FactorizationMachinesParams
    Annotations
    @Since( "3.0.0" )
  6. final val labelCol: Param[String]

    Param for label column name.

    Param for label column name.

    Definition Classes
    HasLabelCol
  7. final val maxIter: IntParam

    Param for maximum number of iterations (>= 0).

    Param for maximum number of iterations (>= 0).

    Definition Classes
    HasMaxIter
  8. final val miniBatchFraction: DoubleParam

    Param for mini-batch fraction, must be in range (0, 1]

    Param for mini-batch fraction, must be in range (0, 1]

    Definition Classes
    FactorizationMachinesParams
    Annotations
    @Since( "3.0.0" )
  9. final val predictionCol: Param[String]

    Param for prediction column name.

    Param for prediction column name.

    Definition Classes
    HasPredictionCol
  10. final val probabilityCol: Param[String]

    Param for Column name for predicted class conditional probabilities.

    Param for Column name for predicted class conditional probabilities. Note: Not all models output well-calibrated probability estimates! These probabilities should be treated as confidences, not precise probabilities.

    Definition Classes
    HasProbabilityCol
  11. final val rawPredictionCol: Param[String]

    Param for raw prediction (a.k.a.

    Param for raw prediction (a.k.a. confidence) column name.

    Definition Classes
    HasRawPredictionCol
  12. final val regParam: DoubleParam

    Param for regularization parameter (>= 0).

    Param for regularization parameter (>= 0).

    Definition Classes
    HasRegParam
  13. final val seed: LongParam

    Param for random seed.

    Param for random seed.

    Definition Classes
    HasSeed
  14. final val solver: Param[String]

    The solver algorithm for optimization.

    The solver algorithm for optimization. Supported options: "gd", "adamW". Default: "adamW"

    Definition Classes
    FactorizationMachinesParams → HasSolver
    Annotations
    @Since( "3.0.0" )
  15. val stepSize: DoubleParam

    Param for Step size to be used for each iteration of optimization (> 0).

    Param for Step size to be used for each iteration of optimization (> 0).

    Definition Classes
    HasStepSize
  16. val thresholds: DoubleArrayParam

    Param for Thresholds in multi-class classification to adjust the probability of predicting each class.

    Param for Thresholds in multi-class classification to adjust the probability of predicting each class. Array must have length equal to the number of classes, with values > 0 excepting that at most one value may be 0. The class with largest value p/t is predicted, where p is the original probability of that class and t is the class's threshold.

    Definition Classes
    HasThresholds
  17. final val tol: DoubleParam

    Param for the convergence tolerance for iterative algorithms (>= 0).

    Param for the convergence tolerance for iterative algorithms (>= 0).

    Definition Classes
    HasTol
  18. final val weightCol: Param[String]

    Param for weight column name.

    Param for weight column name. If this is not set or empty, we treat all instance weights as 1.0.

    Definition Classes
    HasWeightCol

Members

  1. final def clear(param: Param[_]): FMClassifier.this.type

    Clears the user-supplied value for the input param.

    Clears the user-supplied value for the input param.

    Definition Classes
    Params
  2. def copy(extra: ParamMap): FMClassifier

    Creates a copy of this instance with the same UID and some extra params.

    Creates a copy of this instance with the same UID and some extra params. Subclasses should implement this method and set the return type properly. See defaultCopy().

    Definition Classes
    FMClassifierPredictorEstimatorPipelineStageParams
    Annotations
    @Since( "3.0.0" )
  3. def explainParam(param: Param[_]): String

    Explains a param.

    Explains a param.

    param

    input param, must belong to this instance.

    returns

    a string that contains the input param name, doc, and optionally its default value and the user-supplied value

    Definition Classes
    Params
  4. def explainParams(): String

    Explains all params of this instance.

    Explains all params of this instance. See explainParam().

    Definition Classes
    Params
  5. final def extractParamMap(): ParamMap

    extractParamMap with no extra values.

    extractParamMap with no extra values.

    Definition Classes
    Params
  6. final def extractParamMap(extra: ParamMap): ParamMap

    Extracts the embedded default param values and user-supplied values, and then merges them with extra values from input into a flat param map, where the latter value is used if there exist conflicts, i.e., with ordering: default param values less than user-supplied values less than extra.

    Extracts the embedded default param values and user-supplied values, and then merges them with extra values from input into a flat param map, where the latter value is used if there exist conflicts, i.e., with ordering: default param values less than user-supplied values less than extra.

    Definition Classes
    Params
  7. def fit(dataset: Dataset[_]): FMClassificationModel

    Fits a model to the input data.

    Fits a model to the input data.

    Definition Classes
    PredictorEstimator
  8. def fit(dataset: Dataset[_], paramMaps: Seq[ParamMap]): Seq[FMClassificationModel]

    Fits multiple models to the input data with multiple sets of parameters.

    Fits multiple models to the input data with multiple sets of parameters. The default implementation uses a for loop on each parameter map. Subclasses could override this to optimize multi-model training.

    dataset

    input dataset

    paramMaps

    An array of parameter maps. These values override any specified in this Estimator's embedded ParamMap.

    returns

    fitted models, matching the input parameter maps

    Definition Classes
    Estimator
    Annotations
    @Since( "2.0.0" )
  9. def fit(dataset: Dataset[_], paramMap: ParamMap): FMClassificationModel

    Fits a single model to the input data with provided parameter map.

    Fits a single model to the input data with provided parameter map.

    dataset

    input dataset

    paramMap

    Parameter map. These values override any specified in this Estimator's embedded ParamMap.

    returns

    fitted model

    Definition Classes
    Estimator
    Annotations
    @Since( "2.0.0" )
  10. def fit(dataset: Dataset[_], firstParamPair: ParamPair[_], otherParamPairs: ParamPair[_]*): FMClassificationModel

    Fits a single model to the input data with optional parameters.

    Fits a single model to the input data with optional parameters.

    dataset

    input dataset

    firstParamPair

    the first param pair, overrides embedded params

    otherParamPairs

    other param pairs. These values override any specified in this Estimator's embedded ParamMap.

    returns

    fitted model

    Definition Classes
    Estimator
    Annotations
    @Since( "2.0.0" ) @varargs()
  11. final def get[T](param: Param[T]): Option[T]

    Optionally returns the user-supplied value of a param.

    Optionally returns the user-supplied value of a param.

    Definition Classes
    Params
  12. final def getDefault[T](param: Param[T]): Option[T]

    Gets the default value of a parameter.

    Gets the default value of a parameter.

    Definition Classes
    Params
  13. final def getOrDefault[T](param: Param[T]): T

    Gets the value of a param in the embedded param map or its default value.

    Gets the value of a param in the embedded param map or its default value. Throws an exception if neither is set.

    Definition Classes
    Params
  14. def getParam(paramName: String): Param[Any]

    Gets a param by its name.

    Gets a param by its name.

    Definition Classes
    Params
  15. final def hasDefault[T](param: Param[T]): Boolean

    Tests whether the input param has a default value set.

    Tests whether the input param has a default value set.

    Definition Classes
    Params
  16. def hasParam(paramName: String): Boolean

    Tests whether this instance contains a param with a given name.

    Tests whether this instance contains a param with a given name.

    Definition Classes
    Params
  17. final def isDefined(param: Param[_]): Boolean

    Checks whether a param is explicitly set or has a default value.

    Checks whether a param is explicitly set or has a default value.

    Definition Classes
    Params
  18. final def isSet(param: Param[_]): Boolean

    Checks whether a param is explicitly set.

    Checks whether a param is explicitly set.

    Definition Classes
    Params
  19. lazy val params: Array[Param[_]]

    Returns all params sorted by their names.

    Returns all params sorted by their names. The default implementation uses Java reflection to list all public methods that have no arguments and return Param.

    Definition Classes
    Params
    Note

    Developer should not use this method in constructor because we cannot guarantee that this variable gets initialized before other params.

  20. def save(path: String): Unit

    Saves this ML instance to the input path, a shortcut of write.save(path).

    Saves this ML instance to the input path, a shortcut of write.save(path).

    Definition Classes
    MLWritable
    Annotations
    @Since( "1.6.0" ) @throws( ... )
  21. final def set[T](param: Param[T], value: T): FMClassifier.this.type

    Sets a parameter in the embedded param map.

    Sets a parameter in the embedded param map.

    Definition Classes
    Params
  22. def toString(): String
    Definition Classes
    Identifiable → AnyRef → Any
  23. def transformSchema(schema: StructType): StructType

    Check transform validity and derive the output schema from the input schema.

    Check transform validity and derive the output schema from the input schema.

    We check validity for interactions between parameters during transformSchema and raise an exception if any parameter value is invalid. Parameter value checks which do not depend on other parameters are handled by Param.validate().

    Typical implementation should first conduct verification on schema change and parameter validity, including complex parameter interaction checks.

    Definition Classes
    PredictorPipelineStage
  24. val uid: String

    An immutable unique ID for the object and its derivatives.

    An immutable unique ID for the object and its derivatives.

    Definition Classes
    FMClassifierIdentifiable
    Annotations
    @Since( "3.0.0" )
  25. def write: MLWriter

    Returns an MLWriter instance for this ML instance.

    Returns an MLWriter instance for this ML instance.

    Definition Classes
    DefaultParamsWritableMLWritable

Parameter setters

  1. def setFactorSize(value: Int): FMClassifier.this.type

    Set the dimensionality of the factors.

    Set the dimensionality of the factors. Default is 8.

    Annotations
    @Since( "3.0.0" )
  2. def setFeaturesCol(value: String): FMClassifier

    Definition Classes
    Predictor
  3. def setFitIntercept(value: Boolean): FMClassifier.this.type

    Set whether to fit intercept term.

    Set whether to fit intercept term. Default is true.

    Annotations
    @Since( "3.0.0" )
  4. def setFitLinear(value: Boolean): FMClassifier.this.type

    Set whether to fit linear term.

    Set whether to fit linear term. Default is true.

    Annotations
    @Since( "3.0.0" )
  5. def setInitStd(value: Double): FMClassifier.this.type

    Set the standard deviation of initial coefficients.

    Set the standard deviation of initial coefficients. Default is 0.01.

    Annotations
    @Since( "3.0.0" )
  6. def setLabelCol(value: String): FMClassifier

    Definition Classes
    Predictor
  7. def setMaxIter(value: Int): FMClassifier.this.type

    Set the maximum number of iterations.

    Set the maximum number of iterations. Default is 100.

    Annotations
    @Since( "3.0.0" )
  8. def setMiniBatchFraction(value: Double): FMClassifier.this.type

    Set the mini-batch fraction parameter.

    Set the mini-batch fraction parameter. Default is 1.0.

    Annotations
    @Since( "3.0.0" )
  9. def setPredictionCol(value: String): FMClassifier

    Definition Classes
    Predictor
  10. def setProbabilityCol(value: String): FMClassifier

    Definition Classes
    ProbabilisticClassifier
  11. def setRawPredictionCol(value: String): FMClassifier

    Definition Classes
    Classifier
  12. def setRegParam(value: Double): FMClassifier.this.type

    Set the L2 regularization parameter.

    Set the L2 regularization parameter. Default is 0.0.

    Annotations
    @Since( "3.0.0" )
  13. def setSeed(value: Long): FMClassifier.this.type

    Set the random seed for weight initialization.

    Set the random seed for weight initialization.

    Annotations
    @Since( "3.0.0" )
  14. def setSolver(value: String): FMClassifier.this.type

    Set the solver algorithm used for optimization.

    Set the solver algorithm used for optimization. Supported options: "gd", "adamW". Default: "adamW"

    Annotations
    @Since( "3.0.0" )
  15. def setStepSize(value: Double): FMClassifier.this.type

    Set the initial step size for the first step (like learning rate).

    Set the initial step size for the first step (like learning rate). Default is 1.0.

    Annotations
    @Since( "3.0.0" )
  16. def setThresholds(value: Array[Double]): FMClassifier

    Definition Classes
    ProbabilisticClassifier
  17. def setTol(value: Double): FMClassifier.this.type

    Set the convergence tolerance of iterations.

    Set the convergence tolerance of iterations. Default is 1E-6.

    Annotations
    @Since( "3.0.0" )

Parameter getters

  1. final def getFactorSize: Int

    Definition Classes
    FactorizationMachinesParams
    Annotations
    @Since( "3.0.0" )
  2. final def getFeaturesCol: String

    Definition Classes
    HasFeaturesCol
  3. final def getFitIntercept: Boolean

    Definition Classes
    HasFitIntercept
  4. final def getFitLinear: Boolean

    Definition Classes
    FactorizationMachinesParams
    Annotations
    @Since( "3.0.0" )
  5. final def getInitStd: Double

    Definition Classes
    FactorizationMachinesParams
    Annotations
    @Since( "3.0.0" )
  6. final def getLabelCol: String

    Definition Classes
    HasLabelCol
  7. final def getMaxIter: Int

    Definition Classes
    HasMaxIter
  8. final def getMiniBatchFraction: Double

    Definition Classes
    FactorizationMachinesParams
    Annotations
    @Since( "3.0.0" )
  9. final def getPredictionCol: String

    Definition Classes
    HasPredictionCol
  10. final def getProbabilityCol: String

    Definition Classes
    HasProbabilityCol
  11. final def getRawPredictionCol: String

    Definition Classes
    HasRawPredictionCol
  12. final def getRegParam: Double

    Definition Classes
    HasRegParam
  13. final def getSeed: Long

    Definition Classes
    HasSeed
  14. final def getSolver: String

    Definition Classes
    HasSolver
  15. final def getStepSize: Double

    Definition Classes
    HasStepSize
  16. def getThresholds: Array[Double]

    Definition Classes
    HasThresholds
  17. final def getTol: Double

    Definition Classes
    HasTol
  18. final def getWeightCol: String

    Definition Classes
    HasWeightCol