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我使用 SGD 算法实现了矩阵分解,但是当我运行它时,我经常在预测矩阵中得到 NaN。当我在一个非常小的 (6 x 7) 矩阵上运行算法时,错误出现的次数很少。当我转移到电影镜头数据集时,每次运行算法时我都会在所有单元格中得到错误。错误仅在某些单元格中消失的唯一时间是当我将优化步骤(迭代次数)设置为 1 时。

    private static Matrix matrixFactorizationLarge (Matrix realRatingMatrix, Matrix factor_1, Matrix factor_2)
    {
        int features = (int) factor_1.getColumnCount();
        double learningRate = 0.02;
        double regularization = 0.02;
        int optimizationSteps = 10;
        Matrix predictedRatingMatrix = SparseMatrix.Factory.zeros(realRatingMatrix.getRowCount(), realRatingMatrix.getColumnCount());

        for (int step = 0; step < optimizationSteps; step++)
        {   
            for (int row = 0; row < predictedRatingMatrix.getRowCount(); row++)
            {
                for (int col = 0; col < predictedRatingMatrix.getColumnCount(); col++)
                {
                    if (realRatingMatrix.getAsInt(row, col) > 0)
                    {
                        Matrix vector_1 = getRow(factor_1, row);
                        Matrix vector_2 = getColumn(factor_2, col);
                        predictedRatingMatrix.setAsDouble( ( Math.floor ( dotProduct(vector_1, vector_2) * 100 ) ) / 100, row, col);

                        for (int f = 0; f < features; f++)
                        {
                            factor_1.setAsDouble( ( Math.floor ( ( factor_1.getAsDouble(row, f) + ( learningRate * ( ( calculateDerivative(realRatingMatrix.getAsDouble(row, col), predictedRatingMatrix.getAsDouble(row, col), factor_2.getAsDouble(f, col) ) ) - ( regularization * factor_1.getAsDouble(row, f) ) ) ) ) * 100 ) / 100), row, f); 

                            factor_2.setAsDouble( ( Math.floor ( ( factor_2.getAsDouble(f, col) + ( learningRate * ( ( calculateDerivative(realRatingMatrix.getAsDouble(row, col), predictedRatingMatrix.getAsDouble(row, col), factor_1.getAsDouble(row, f) ) ) - ( regularization * factor_2.getAsDouble(f, col) ) ) ) ) * 100 ) / 100), f, col); 
                        }
                    }
                }
            }
        }

        return predictedRatingMatrix;
    }

相关方法如下:


    private static double dotProduct (Matrix vector_A, Matrix vector_B)
    {
        double dotProduct = 0.0;

        for (int index = 0; index < vector_A.getColumnCount(); index++)
        {
            dotProduct =  dotProduct + ( vector_A.getAsDouble(0, index) * vector_B.getAsDouble(0, index) );
        }

        return dotProduct;
    }

    private static double errorOfDotProduct (double original, double dotProduct)
    {
        double error = 0.0;

        error = Math.pow( ( original - dotProduct ), 2 );

        return error;
    }

    private static double calculateDerivative(double realValue, double predictedValue, double value)
    {
        return ( 2 * (realValue - predictedValue) * (value) );
    }

    private static double calculateRMSE (Matrix realRatingMatrix, Matrix predictedRatingMatrix)
    {
        double rmse = 0.0;
        double summation = 0.0;

        for (int row = 0; row < realRatingMatrix.getRowCount(); row++)
        {
            for (int col = 0; col < realRatingMatrix.getColumnCount(); col++)
            {
                if (realRatingMatrix.getAsDouble(row, col) != 0)
                {
                    summation = summation + errorOfDotProduct(realRatingMatrix.getAsDouble(row, col), predictedRatingMatrix.getAsDouble(row, col));
                }
            }
        }

        rmse = Math.sqrt(summation);

        return rmse;
    }

    private static Matrix csvToMatrixLarge (File csvFile) 
    {

        Scanner inputStream;
        Matrix realRatingMatrix = SparseMatrix.Factory.zeros(610, 17000);
//      Matrix realRatingMatrix = SparseMatrix.Factory.zeros(6, 7);

        try     
        {
            inputStream = new Scanner(csvFile);

            while (inputStream.hasNext()) {
                String ln = inputStream.next();
                String[] values = ln.split(",");

                double rating = Double.parseDouble(values[2]);
                int row = Integer.parseInt(values[0])-1;
                int col = Integer.parseInt(values[1])-1;

                if (col < 1000)
                {
                    realRatingMatrix.setAsDouble(rating, row, col);
                }
            }

            inputStream.close();
        } 

        catch (FileNotFoundException e) 
        {
            e.printStackTrace();
        }

        return realRatingMatrix;
    }

    private static Matrix createFactorLarge (long rows, long features)
    {
        Matrix factor = DenseMatrix.Factory.zeros(rows, features);

        return factor;
    }

    private static void fillInMatrixLarge (Matrix matrix)
    {
        for (int row = 0; row < matrix.getRowCount() ; row++)
        {
            for (int col = 0; col < matrix.getColumnCount(); col++)
            {
                double random = ThreadLocalRandom.current().nextDouble(5.1);
                matrix.setAsDouble( (Math.floor (random * 10 ) / 10), row, col);
            }
        }

//      return matrix;
    }

    private static Matrix getRow (Matrix matrix, int rowOfIntresst)
    {
        Matrix row = Matrix.Factory.zeros(1, matrix.getColumnCount());

        for (int col = 0; col < matrix.getColumnCount(); col++)
        {
            row.setAsDouble(matrix.getAsDouble(rowOfIntresst, col), 0, col);
        }

        return row;
    }

    private static Matrix getColumn (Matrix matrix, int colOfInteresst)
    {
        Matrix column = Matrix.Factory.zeros(1, matrix.getRowCount());

        for (int index = 0; index < matrix.getRowCount(); index++)
        {
            column.setAsDouble(matrix.getAsDouble(index, colOfInteresst), 0, index);   //column[row] = matrix[row][colOfInteresst];

        }

        return column;
    }

是什么导致错误,因为我没有在算法中除以零?我该如何解决?

PS我正在使用通用矩阵库包

4

1 回答 1

0

避免在矩阵分解中出现 Not a Number - NaN - 错误的关键是选择正确的学习率。重要的是要注意正确的学习率总是与迭代次数有关。下面是一个说明问题的例子:

No. Of Iterations: 3
Learning Rate: 0.02
Regularization Rate: 0.02

在优化前的迭代 1 中,我们以以下因素为例:
在此处输入图像描述

预测评分,第 4 行第 2 列:( 4.96 * 1.26 ) + ( 4.9 * 2.25 ) = 17.27

优化因素后我们将得到:

在此处输入图像描述

第 4 行和第 2 列得到优化,直到我们在迭代 2 中返回它们:

在此处输入图像描述

预测评分,第 4 行第 2 列:( -2.31 * 233089.24 ) + ( -1.67 * -888.59 ) = -536952.2

第 4 行和第 2 列中的每个单元格都得到优化。我将展示第 1 行第 1 列的优化步骤:

-2.31 + 0.02 [ ( 2 ( 4 + 536952.2 ) ( 233089.24 ) ) - ( 0.02 * -2.31 ) ] =
-2.31 + 0.02 [ ( 2 * 536956.2 * 233089.24 ) - ( 0.02 * -2.31 ) ] =
-2.31 + 0.02 [ ( 250317425142.57 ) - ( 0.04 ) ] =

正如我们所看到的,在这一步我们得到了一个非常大的导数。这里的关键是选择正确的学习率。学习率决定了接近最小值的速率。如果我们让它太大,我们可能会跳过它并发散到无穷大而错过最小值。

在此处输入图像描述

-2.31 + 0.02 [ 250317425142,53 ] =
-2.31 + 5006348502,85 =
5006348500,54

随着优化的继续,我们将在下一次迭代中获得该单元格的Infinity,当它与数字相加时会导致 NaN 错误。

通过选择较小的学习率,我们将避免错误并迅速达到最低点。

于 2020-05-29T10:02:16.580 回答