Nothing
dSVD <- function(X, M=NULL, pseudocount=.Machine$double.eps,
initU=NULL, initV=NULL, fixU=FALSE, fixV=FALSE, Ter_U=1e-10,
L1_U=1e-10, L2_U=1e-10, eta=1e+10, J = 3,
thr = 1e-10, num.iter = 100,
viz = FALSE, figdir = NULL, verbose = FALSE){
# Argument check
.checkdSVD(X, M, pseudocount, initU, initV, fixU, fixV,
Ter_U, L1_U, L2_U, eta, J, thr, num.iter, viz, figdir, verbose)
# Initialization of U, V
int <- .initdSVD(X, M, pseudocount, initU, initV, J, thr, verbose)
X <- int$X
M <- int$M
pM <- int$pM
M_NA <- int$M_NA
U <- int$U
V <- int$V
RecError <- int$RecError
TrainRecError <- int$TrainRecError
TestRecError <- int$TestRecError
RelChange <- int$RelChange
iter <- 1
while ((RecError[iter] > thr) && (iter <= num.iter)) {
# Update U, V
X_bar <- .recMatrix(U, V)
pre_Error <- .recError(X, X_bar)
U <- .updateU_dSVD(X, pM, U, V, fixU, Ter_U, L1_U, L2_U, eta, iter)
V <- .updateV_dSVD(X, pM, U, V, fixV)
# After Update U, V
iter <- iter + 1
X_bar <- .recMatrix(U, V)
RecError[iter] <- .recError(X, X_bar)
TrainRecError[iter] <- .recError((1-M_NA+M)*X, (1-M_NA+M)*X_bar)
TestRecError[iter] <- .recError((M_NA-M)*X, (M_NA-M)*X_bar)
RelChange[iter] <- abs(pre_Error - RecError[iter]) / RecError[iter]
# Visualization
if (viz && !is.null(figdir)) {
png(filename = paste0(figdir, "/", iter-1, ".png"))
image.plot(X_bar)
dev.off()
}
if (viz && is.null(figdir)) {
image.plot(X_bar)
}
# Verbose Message
if (verbose) {
cat(paste0(iter-1, " / ", num.iter, " |Previous Error - Error| / Error = ",
RelChange[iter], "\n"))
}
# Exception Handling
if (is.nan(RelChange[iter])) {
stop("NaN is generated. Please run again or change the parameters.\n")
}
}
# Visualization
if (viz && !is.null(figdir)) {
png(filename = paste0(figdir, "/finish.png"))
image.plot(X_bar)
dev.off()
png(filename = paste0(figdir, "/original.png"))
image.plot(X)
dev.off()
}
if (viz && is.null(figdir)) {
image.plot(X_bar)
}
# Output
names(RecError) <- c("offset", seq_len(iter-1))
names(TrainRecError) <- c("offset", seq_len(iter-1))
names(TestRecError) <- c("offset", seq_len(iter-1))
names(RelChange) <- c("offset", seq_len(iter-1))
list(U = U, V = V, RecError = RecError,
TrainRecError = TrainRecError,
TestRecError = TestRecError,
RelChange = RelChange)
}
.checkdSVD <- function(X, M, pseudocount, initU, initV, fixU, fixV,
Ter_U, L1_U, L2_U, eta, J, thr, num.iter, viz, figdir, verbose){
stopifnot(is.matrix(X))
if(!is.null(M)){
if(!identical(dim(X), dim(M))){
stop("Please specify the dimensions of X and M are same")
}
.checkZeroNA(X, M, type="matrix")
}
stopifnot(is.numeric(pseudocount))
if(!is.null(initU)){
if(!identical(nrow(X), nrow(initU))){
stop("Please specify nrow(X) and nrow(initU) are same")
}
}
if(!is.null(initV)){
if(!identical(ncol(X), nrow(initV))){
stop("Please specify ncol(X) and nrow(initV) are same")
}
}
stopifnot(is.logical(fixU))
stopifnot(is.logical(fixV))
if(Ter_U < 0){
stop("Please specify the Ter_U that larger than 0")
}
if(L1_U < 0){
stop("Please specify the L1_U that larger than 0")
}
if(L2_U < 0){
stop("Please specify the L2_U that larger than 0")
}
if(eta < 0){
stop("Please specify the eta that larger than 0")
}
stopifnot(is.numeric(J))
stopifnot(is.numeric(thr))
stopifnot(is.numeric(num.iter))
stopifnot(is.logical(viz))
if(!is.character(figdir) && !is.null(figdir)){
stop("Please specify the figdir as a string or NULL")
}
stopifnot(is.logical(verbose))
}
.initdSVD <- function(X, M, pseudocount, initU, initV, J, thr, verbose){
# NA mask
M_NA <- X
M_NA[] <- 1
M_NA[which(is.na(X))] <- 0
if(is.null(M)){
M <- M_NA
}
pM <- M
# Pseudo count
X[which(is.na(X))] <- pseudocount
X[which(X == 0)] <- pseudocount
pM[which(pM == 0)] <- pseudocount
if(is.null(initU)){
U <- matrix(runif(nrow(X)*J), nrow=nrow(X), ncol=J)
}else{
U <- initU
}
if(is.null(initV)){
V <- matrix(runif(ncol(X)*J), nrow=ncol(X), ncol=J)
}else{
V <- initV
}
RecError = c()
TrainRecError = c()
TestRecError = c()
RelChange = c()
RecError[1] <- thr * 10
TrainRecError[1] <- thr * 10
TestRecError[1] <- thr * 10
RelChange[1] <- thr * 10
if (verbose) {
cat("Iterative step is running...\n")
}
list(X=X, M=M, pM=pM, M_NA=M_NA,
U=U, V=V, RecError=RecError,
TrainRecError=TrainRecError,
TestRecError=TestRecError, RelChange=RelChange)
}
.updateU_dSVD <- function(X, pM, U, V, fixU, Ter_U, L1_U, L2_U, eta, iter){
if(!fixU){
stepSize <- eta / iter
grad <- (X * pM) %*% t(X * pM) %*% U %*% diag(ncol(U):1)
L1Term <- L1_U
L2Term <- L2_U * U
TerTerm <- Ter_U * (3 * U^5 - 4 * U^3 + U)
U <- .scaleQR(U + stepSize * grad - L1Term - L2Term - TerTerm)
}
U
}
.updateV_dSVD <- function(X, pM, U, V, fixV){
if(!fixV){
V <- t(X * pM) %*% U
}
V
}
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