Randomized online matrix factorization
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README.md

MODL: Massive Online Dictionary Learning

Travis Coveralls

This python package (webpage) implements our two papers from 2016:

Arthur Mensch, Julien Mairal, Bertrand Thirion, Gaël Varoquaux. Stochastic Subsampling for Factorizing Huge Matrices. 2017.

Arthur Mensch, Julien Mairal, Bertrand Thirion, Gaël Varoquaux. Dictionary Learning for Massive Matrix Factorization. International Conference on Machine Learning, Jun 2016, New York, United States. 2016

It allows to perform sparse / dense matrix factorization on fully-observed/missing data very efficiently, by leveraging random sampling with online learning. It is able to factorize matrices of terabyte scale with hundreds of components in the latent space in a few hours.

This package allows to reproduce the experiments and figures from the papers.

More importantly, it provides https://github.com/scikit-learn/scikit-learn compatible estimators that fully implements the proposed algorithms.

Installing from source with pip

Installation from source is simple. In a command prompt:

git clone https://github.com/arthurmensch/modl.git
cd modl
pip install -r requirements.txt
pip install .
cd $HOME
py.test --pyargs modl

Core code

The package essentially provides three estimators:

  • DictFact, that computes a matrix factorization from Numpy arrays
  • fMRIDictFact, that computes sparse spatial maps from fMRI images
  • ImageDictFact, that computes a patch dictionary from an image
  • RecsysDictFact, that allows to predict score from a collaborative filtering approach

Examples

fMRI decomposition

A fast running example that decomposes a small dataset of resting-fmri data into a 70 components map is provided

python examples/recsys_compare.py

It can be adapted for running on the 2TB HCP dataset, by changing the source parameter into 'hcp' (you will need to download the data first)

Hyperspectral images

A fast running example that extracts the patches of a HD image can be run from

python examples/decompose_image.py

It can be adapted to run on AVIRIS data, changing the image source into 'aviris' in the file.

Recommender systems

Our core algorithm can be run to perform collaborative filtering very efficiently:

python examples/recsys_compare.py

You will need to download datasets beforehand:

make download-movielens1m
make download-movielens10m

Future work

  • sacred dependency will be removed
  • Release a fetcher for HCP from S3 bucker
  • Release examples with larger datasets and benchmarks

Contributions

Please feel free to report any issue and propose improvements on github.

References

Related projects :

  • spira is a python library to perform collaborative filtering based on coordinate descent. It serves as the baseline for recsys experiments - we hard included it for simplicity.
  • scikit-learn is a python library for machine learning. It serves as the basis of this project.
  • nilearn is a neuro-imaging library that we wrap in our fMRI related estimators.

Author

Licensed under simplified BSD.

Arthur Mensch, 2015 - present