pywFM 0.8.1

Python wrapper for libFM

pywFM
======

pywFM is a Python wrapper for Steffen Rendle's [libFM](http://libfm.org/). libFM is a **Factorization Machine** library:

> Factorization machines (FM) are a generic approach that allows to mimic most factorization models by feature engineering. This way, factorization machines combine the generality of feature engineering with the superiority of factorization models in estimating interactions between categorical variables of large domain. libFM is a software implementation for factorization machines that features stochastic gradient descent (SGD) and alternating least squares (ALS) optimization as well as Bayesian inference using Markov Chain Monte Carlo (MCMC).

For more information regarding Factorization machines and libFM, read Steffen Rendle's paper: [Factorization Machines with libFM, in ACM Trans. Intell. Syst. Technol., 3(3), May. 2012](http://www.csie.ntu.edu.tw/~b97053/paper/Factorization%20Machines%20with%20libFM.pdf)

**Don't forget to acknowledge `libFM` (i.e. cite the paper [Factorization Machines with libFM](http://libfm.org/#publications)) if you publish results produced with this software.**


### Motivation
While using Python implementations of Factorization Machines, I felt that the current implementations ([pyFM](https://github.com/coreylynch/pyFM) and [fastFM](https://github.com/ibayer/fastFM/)) had many *[f](https://github.com/coreylynch/pyFM/issues/3)l[a](https://github.com/ibayer/fastFM/blob/master/examples/warm_start_als.py#L45)w[s](https://github.com/ibayer/fastFM/issues/13)*. Then I though, why re-invent the wheel? Why not use the original libFM?

Sure, it's not Python native yada yada ... But at least we have a bulletproof, battle-tested implementation that we can guide ourselves with.

### Installing
`pywFM` was develop for Python 2.7 (feel free to PR a Python 3 transition). Install using `pip`:
```shell
pip install pywFM
```

Binary installers for the latest released version are available at the [Python package index](http://pypi.python.org/pypi/pywFM/).

### Dependencies
* numpy
* scipy
* sklearn
* pandas

### Example

Very simple example taken from Steffen Rendle's paper: Factorization Machines with libFM.

```py
import pywFM
import numpy as np
import pandas as pd

features = np.matrix([
# Users | Movies | Movie Ratings | Time | Last Movies Rated
# A B C | TI NH SW ST | TI NH SW ST | | TI NH SW ST
[1, 0, 0, 1, 0, 0, 0, 0.3, 0.3, 0.3, 0, 13, 0, 0, 0, 0 ],
[1, 0, 0, 0, 1, 0, 0, 0.3, 0.3, 0.3, 0, 14, 1, 0, 0, 0 ],
[1, 0, 0, 0, 0, 1, 0, 0.3, 0.3, 0.3, 0, 16, 0, 1, 0, 0 ],
[0, 1, 0, 0, 0, 1, 0, 0, 0, 0.5, 0.5, 5, 0, 0, 0, 0 ],
[0, 1, 0, 0, 0, 0, 1, 0, 0, 0.5, 0.5, 8, 0, 0, 1, 0 ],
[0, 0, 1, 1, 0, 0, 0, 0.5, 0, 0.5, 0, 9, 0, 0, 0, 0 ],
[0, 0, 1, 0, 0, 1, 0, 0.5, 0, 0.5, 0, 12, 1, 0, 0, 0 ]
])
target = [5, 3, 1, 4, 5, 1, 5]

fm = pywFM.FM(task='regression', num_iter=5)

# split features and target for train/test
# first 5 are train, last 2 are test
model = fm.run(features[:5], target[:5], features[5:], target[5:])
print model.predictions
# you can also get the model weights
print model.weights
```

You can also use numpy's `array`, sklearn's `sparse_matrix`, and even pandas' `DataFrame` as features input.

### Usage

*Don't forget to acknowledge `libFM` (i.e. cite the paper [Factorization Machines with libFM](http://libfm.org/#publications)) if you publish results produced with this software.*

##### **`FM`**: Class that wraps `libFM` parameters. For more information read [libFM manual](http://www.libfm.org/libfm-1.42.manual.pdf)

```
Parameters
----------
task : string, MANDATORY
regression: for regression
classification: for binary classification
num_iter: int, optional
Number of iterations
Defaults to 100
init_stdev : double, optional
Standard deviation for initialization of 2-way factors
Defaults to 0.1
k0 : bool, optional
Use bias.
Defaults to True
k1 : bool, optional
Use 1-way interactions.
Defaults to True
k2 : int, optional
Dimensionality of 2-way interactions.
Defaults to 8
learning_method: string, optional
sgd: parameter learning with SGD
sgda: parameter learning with adpative SGD
als: parameter learning with ALS
mcmc: parameter learning with MCMC
Defaults to 'mcmc'
learn_rate: double, optional
Learning rate for SGD
Defaults to 0.1
r0_regularization: int, optional
bias regularization for SGD and ALS
Defaults to 0
r1_regularization: int, optional
1-way regularization for SGD and ALS
Defaults to 0
r2_regularization: int, optional
2-way regularization for SGD and ALS
Defaults to 0
rlog: bool, optional
Enable/disable rlog output
Defaults to True.
verbose: bool, optional
How much infos to print
Defaults to False.
silent: bool, optional
Completly silences all libFM output
Defaults to False.
temp_path: string, optional
Sets path for libFM temporary files. Usefull when dealing with large data.
Defaults to None (default mkstemp behaviour)
```

##### **`FM.run`**: run factorization machine model against train and test data
```

Parameters
----------
x_train : {array-like, matrix}, shape = [n_train, n_features]
Training data
y_train : numpy array of shape [n_train]
Target values
x_test: {array-like, matrix}, shape = [n_test, n_features]
Testing data
y_test : numpy array of shape [n_test]
Testing target values
x_validation_set: optional, {array-like, matrix}, shape = [n_train, n_features]
Validation data (only for SGDA)
y_validation_set: optional, numpy array of shape [n_train]
Validation target data (only for SGDA)

Return
-------
Returns `namedtuple` with the following properties:

predictions: array [n_samples of x_test]
Predicted target values per element in x_test.
global_bias: float
If k0 is True, returns the model's global bias w0
weights: array [n_features]
If k1 is True, returns the model's weights for each features Wj
pairwise_interactions: numpy matrix [n_features x k2]
Matrix with pairwise interactions Vj,f
rlog: pandas dataframe [nrow = num_iter]
`pandas` DataFrame with measurements about each iteration
```

### Docker
This repository includes `Dockerfile` for development and for running `pywFM`.

* Run `pywFM` examples ([Dockerfile](examples/Dockerfile)): if you are only interested in running the examples. `Dockerfile` defaults to the `simple.py` example (the one in this README).
```shell
# to build image
docker build --rm=true -t jfloff/pywfm-run .
# to run image
docker run --rm -v "$(pwd)":/home/pywfm-run -w /home/pywfm-run -ti jfloff/pywfm-run
```

* Development of `pywFM` ([Dockerfile](Dockerfile)): useful if you want to make changes to the repo. `Dockerfile` defaults to bash for easier development.
```shell
# to build image
docker build --rm=true -t jfloff/pywfm-dev .
# to run image
docker run --rm -v "$(pwd)":/home/pywfm-dev -w /home/pywfm-dev -ti jfloff/pywfm-dev
```


### Future work
* Migrate to Python3
* Fix remove temporary files even if program crashes
* Improve the `save_model` / `load_model` so we can have a more defined init-fit-predict cycle (perhaps we could inherit from [sklearn.BaseEstimator](http://scikit-learn.org/stable/modules/generated/sklearn.base.BaseEstimator.html))
* Include current missing `libFM` options that are not part of `pywFM` model:
* `meta`: filename for meta information about data set

*I'm no factorization machine expert, so this library was just an effort to have `libFM` as fast as possible in Python. Feel free to suggest features, enhancements; to point out issues; and of course, to post PRs.*


### License

MIT (see LICENSE.txt file)