fastslim 0.1.3

SLIM (Sparse Linear Methods) recommender system in Rust

fastslim

Rust implementation of SLIM (Sparse Linear Methods) for item-based collaborative filtering with parallel computation.

Usage

uv add fastslim

import fastslim
from scipy import sparse

# User-item interaction matrix (users x items)
interactions = sparse.random(1000, 500, density=0.01, format='csr')

# Fit model
weights = fastslim.fit(
    interactions,
    lambd=0.5,  # L1 regularization (sparsity)
    beta=0.5,     # L2 regularization
)

Development

uv sync --extra dev

API

The library exposes one function - fastslim.fit, which fits the model using coordinate descent solver.

Parameters:

• interaction_matrix: scipy sparse matrix (users x items)
• lambd: L1 regularization coefficient
• beta: L2 regularization coefficient
• max_iter: maximum iterations per item
• n_threads: number of threads (None = all cores)

Returns: CSR item-item weight matrix

Algorithm

This section is about math behind the model, some optimization of coordinate descend for the specific scenario with non-negative weights and zero diagonal in item-to-item matrix.

Objective (per item)

We solve each item independently with coordinate descent:

$$ L_i = \frac{1}{2} \left| a_i - \sum_j w_{ij} a_j \right|^2 + \lambda \sum_j |w_{ij}| + \beta \sum_j w_{ij}^2 \rightarrow \min_{w_{i1}\dots w_{in}} $$

Since we solve for non-negative weights, the absolute value drops and the update is projected onto the feasible set.

The coordinate-wise optimum (gradient = 0) is:

$$ w_{ik} = \frac{\langle a_i, a_k \rangle - \sum_{j \ne k} w_{ij} \langle a_j, a_k \rangle - \lambda}{|a_k|^2 + \beta} $$

Projected to non-negative weights:

$$ w_{ik} = \max\left(0, \frac{\langle a_i, a_k \rangle - \sum_{j \ne k} w_{ij} \langle a_j, a_k \rangle - \lambda}{|a_k|^2 + \beta} \right) $$

Practical speedups

These follow directly from the non-negativity constraint and the structure of $P = X^T X$:

• If $\langle a_i, a_k \rangle < \lambda$, then even with all other weights zero the update is non-positive, so $w_{ik}$ will always be 0. We skip such coordinates.
• If for item $i$ the interaction norm is too small ($P_{ii} < \lambda^2$), the entire solution is zero and we can skip the item.

Implementation

1. Gram::from_csr(...) - build the Gram matrix $P = X^T X$ in sparse form (from CSR rows).

   • Diagonal: P_kk = sum(value^2) per item.
   • Off-diagonal: for each user row, accumulate all item pairs (a, b) with P_ab += v_a * v_b.
   • Convert pair map into symmetric adjacency lists nbrs[k] = {(j, P_kj)}.

2. solve_item(...) - for each target item i, solve only over neighbors of i.

   • Candidates are cand = { k | P_ik != 0 }, filtered by P_ik >= lambd (valid under non-negative inputs).
   • Initialize residuals r[t] = P_ik for each local candidate index t.

3. solve_item(...) - coordinate descent with residual maintenance (non-negative weights).

   • For each candidate k, update:
     • a = P_kk + beta
     • c = r[t] + P_kk * w[t]
     • w_new = max(0, (c - lambd) / a)
   • If delta = w_new - w_old is non-zero, update residuals:
     • For each neighbor (j, P_kj) in nbrs[k] that is a candidate: r[pos(j)] -= P_kj * delta
     • Also update self residual: r[t] -= P_kk * delta.

4. solve_item(...) - active set and early stopping of optimizer

   • After a short warm-up, iterate only candidates that are non-zero or still potentially active (c > lambd).
   • Stop if max weight change falls below a tolerance, or after max_iter.

5. solve_slim(...) - ssemble sparse weights.

   • Return only (k, w_ki) where w > 0.
   • No self-edges, because diagonal is always zero.

Tests

uv sync --extra dev
uv run pytest