Reputation: 11
I am implementing this matrix factorization code found here. How can I further optimize this code or where are the possible choke points or bottlenecks on this code(if there are any)? Thank you.
import numpy
def matrix_factorization(R, P, Q, K, steps=5000, alpha=0.0002, beta=0.02):
Q = Q.T
for step in range(steps):
for i in range(len(R)):
for j in range(len(R[i])):
if R[i][j] > 0:
# calculate error
eij = R[i][j] - numpy.dot(P[i,:],Q[:,j])
for k in range(K):
# calculate gradient with a and beta parameter
P[i][k] = P[i][k] + alpha * (2 * eij * Q[k][j] - beta * P[i][k])
Q[k][j] = Q[k][j] + alpha * (2 * eij * P[i][k] - beta * Q[k][j])
eR = numpy.dot(P,Q)
e = 0
for i in range(len(R)):
for j in range(len(R[i])):
if R[i][j] > 0:
e = e + pow(R[i][j] - numpy.dot(P[i,:],Q[:,j]), 2)
for k in range(K):
e = e + (beta/2) * (pow(P[i][k],2) + pow(Q[k][j],2))
# 0.001: local minimum
if e < 0.001:
break
return P, Q.T
Upvotes: 0
Views: 40