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pprrank.rs
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//!
use std::fmt::Write;
use std::sync::atomic::{AtomicUsize, Ordering};
use float_ord::FloatOrd;
use rayon::prelude::*;
use hashbrown::HashMap;
use std::collections::{HashMap as CHashMap};
use rand::prelude::*;
use rand_xorshift::XorShiftRng;
use simple_grad::*;
use crate::algos::rwr::RWR;
use crate::algos::utils::Sample;
use crate::sampler::Weighted;
use crate::graph::{Graph as CGraph, CDFGraph, NodeID};
use crate::embeddings::{EmbeddingStore,randomize_embedding_store};
use crate::distance::Distance;
use crate::progress::CLProgressBar;
use crate::feature_store::FeatureStore;
use crate::algos::ep::attention::softmax;
use crate::algos::ep::model::{construct_node_embedding,NodeCounts};
use crate::algos::ep::extract_grads;
use crate::algos::grad_utils::node_sampler::{RandomWalkHardStrategy,NodeSampler,BatchSamplerStrategy};
use crate::algos::grad_utils::optimizer::{Optimizer,AdamOptimizer};
use crate::algos::grad_utils::scheduler::LRScheduler;
#[derive(Copy,Clone)]
pub enum Loss {
ListNet { passive:bool, weight_decay: f32 },
ListMLE { weight_decay: f32 }
}
/// Defines PPR Rank
pub struct PprRank {
/// Optimization to use for computing loss
pub loss: Loss,
/// Learning rate for updating feature embeddings
pub alpha: f32,
/// Batch size to use. Larger batches have fewer updates, but also lower variance
pub batch_size: usize,
/// Size of the node embeddings. Feature embeddings can be larger if they use attention
pub dims: usize,
/// Number of passes to optimize for
pub passes: usize,
/// Whether we use hard negatives or not. We might strip this out since I've had difficulty
/// using it to improve test loss
pub negatives: usize,
/// Whether we use hard negatives or not. We might strip this out since I've had difficulty
/// using it to improve test loss
pub num_walks: usize,
/// Whether we use hard negatives or not. We might strip this out since I've had difficulty
/// using it to improve test loss
pub steps: Sample,
/// Beta to use for the RWR algorithm
pub beta: f32,
/// Number of items to select from the RWR algorithm for optimization
pub k: usize,
/// Randomly selects K features
pub num_features: Sample,
/// Compresses or flattens distribution
pub compression: f32,
/// Random seed
pub seed: u64,
/// We split out valid_pct of nodes to use for validation.
pub valid_pct: f32,
/// Whether to show a pretty indicator
pub indicator: bool
}
impl PprRank {
/// Learns the feature embeddings.
pub fn learn<G: CGraph + CDFGraph + Send + Sync>(
&self,
graph: &G,
features: &FeatureStore,
feature_embeddings: Option<EmbeddingStore>
) -> EmbeddingStore {
let feat_embeds = self.learn_feature_embeddings(graph, features, feature_embeddings);
feat_embeds
}
fn learn_feature_embeddings<G: CGraph + CDFGraph + Send + Sync>(
&self,
graph: &G,
features: &FeatureStore,
feature_embeddings: Option<EmbeddingStore>,
) -> EmbeddingStore {
//
// Initialization
//
let mut rng = XorShiftRng::seed_from_u64(self.seed);
let feature_embeddings = if let Some(embs) = feature_embeddings {
embs
} else {
let mut fe = EmbeddingStore::new(features.num_features(), self.dims, Distance::Cosine);
// Initialize embeddings as random
randomize_embedding_store(&mut fe, &mut rng);
fe
};
// Initializer SGD optimizer. Right now we hard code the parameters for the optimizer but
// in the future we could allow for this to be parameterized.
let optimizer = AdamOptimizer::new(0.9, 0.999,
feature_embeddings.dims(),
feature_embeddings.len());
// Pull out validation idxs;
let mut node_idxs: Vec<_> = (0..graph.len()).into_iter().collect();
node_idxs.shuffle(&mut rng);
let valid_idx = (graph.len() as f32 * self.valid_pct) as usize;
let valid_idxs = node_idxs.split_off(graph.len() - valid_idx);
// Number of update stpes
let steps_per_pass = (node_idxs.len() as f32 / self.batch_size as f32) as usize;
// Enable/disable shared memory pool
use_shared_pool(true);
let total_updates = steps_per_pass * self.passes;
let lr_scheduler = {
let warm_up_steps = (total_updates as f32 / 5f32) as usize;
let max_steps = self.passes * steps_per_pass;
LRScheduler::cos_decay(self.alpha / 100f32, self.alpha, warm_up_steps, max_steps)
//let min_alpha = self.alpha / 100f32;
//let gamma = (min_alpha.ln() / max_steps as f32).exp();
//LRScheduler::exp_decay(min_alpha, self.alpha, gamma)
};
// Initialize samplers for negatives.
let random_sampler = RandomWalkHardStrategy::new(0, &node_idxs);
let valid_random_sampler = RandomWalkHardStrategy::new(0, &valid_idxs);
let mut last_error = std::f32::INFINITY;
let step = AtomicUsize::new(1);
let mut valid_error = std::f32::INFINITY;
// Generate the top K for each node once
let walk_lib = self.generate_random_walks(graph, self.seed+1,);
//println!("{} -> {:?}", 0, walk_lib.get(0));
//println!("");
let pb = CLProgressBar::new((self.passes * steps_per_pass) as u64, self.indicator);
for pass in 1..(self.passes + 1) {
pb.update_message(|msg| {
msg.clear();
let cur_step = step.load(Ordering::Relaxed);
let alpha = lr_scheduler.compute(cur_step);
write!(msg, "Pass {}/{}, Train: {:.5}, Valid: {:.5}, LR: {:.5}", pass, self.passes,
last_error, valid_error, alpha)
.expect("Error writing out indicator message!");
});
if pass % 10 == 0 && self.indicator {
println!();
}
// Shuffle for SGD
node_idxs.shuffle(&mut rng);
let err: Vec<_> = node_idxs.par_iter().chunks(self.batch_size).enumerate().map(|(i, nodes)| {
let mut grads = Vec::with_capacity(self.batch_size);
let sampler = (&random_sampler).initialize_batch(
&nodes,
graph,
features);
// Compute grads for batch
nodes.par_iter().map(|node_id| {
let mut rng = XorShiftRng::seed_from_u64(self.seed + (i + **node_id) as u64);
let (loss, feat_maps) = self.run_forward_pass(
graph, **node_id, &walk_lib, &features, &feature_embeddings, &sampler, &mut rng);
let grads = self.extract_gradients(&loss, feat_maps);
(loss.value()[0], grads)
}).collect_into_vec(&mut grads);
let mut error = 0f32;
let mut cnt = 0f32;
// We are using std Hashmap instead of hashbrown due to a weird bug
// where the optimizer, for whatever reason, has trouble draining it
// on 0.13. We'll keep testing it on subsequent fixes but until then
// std is the way to go.
let mut all_grads = CHashMap::new();
// Since we're dealing with multiple reconstructions with likely shared features,
// we aggregate all the gradients
for (err, grad_set) in grads.drain(..nodes.len()) {
for (feat, grad) in grad_set.into_iter() {
let e = all_grads.entry(feat).or_insert_with(|| vec![0.; grad.len()]);
e.iter_mut().zip(grad.iter()).for_each(|(ei, gi)| *ei += *gi);
}
error += err;
cnt += 1f32;
}
let cur_step = step.fetch_add(1, Ordering::Relaxed);
// Backpropagate embeddings
let alpha = lr_scheduler.compute(cur_step);
optimizer.update(&feature_embeddings, all_grads, alpha, pass as f32);
// Update progress bar
pb.inc(1);
if cnt > 0f32 { error / cnt } else { 0f32 }
}).collect();
// Some losses go toward infinity. This is a bug we should fix.
last_error = err.iter()
.filter(|x| !x.is_infinite() )
.sum::<f32>() / err.len() as f32;
if valid_idxs.len() > 0 {
// Validate. We use the same random seed for consistency across iterations.
let valid_errors = valid_idxs.par_iter().chunks(self.batch_size).map(|nodes| {
let sampler = (&valid_random_sampler).initialize_batch(&nodes, graph, features);
nodes.par_iter().map(|node_id| {
let mut rng = XorShiftRng::seed_from_u64(self.seed + **node_id as u64);
let loss = self.run_forward_pass(
graph, **node_id, &walk_lib, &features, &feature_embeddings,
&sampler, &mut rng).0;
loss.value()[0]
})
.filter(|l| !l.is_infinite())
.sum::<f32>()
}).sum::<f32>();
valid_error = valid_errors / valid_idxs.len() as f32;
}
}
pb.finish();
feature_embeddings
}
fn construct_avg_node(
&self,
node_id: NodeID,
feature_store: &FeatureStore,
feature_embeddings: &EmbeddingStore,
rng: &mut impl Rng
) -> (NodeCounts, ANode) {
construct_node_embedding(
node_id,
1f32,
feature_store,
feature_embeddings,
self.num_features,
rng)
}
fn generate_random_walks<G: CGraph + CDFGraph + Send + Sync>(
&self,
graph: &G,
seed: u64
) -> WalkLibrary {
let mut walk_lib = WalkLibrary::new(graph.len(), self.k);
let rwr = RWR {
steps: self.steps.clone(),
walks: self.num_walks,
beta: self.beta,
single_threaded: false,
seed: seed + 13
};
let pb = CLProgressBar::new(graph.len() as u64, self.indicator);
pb.update_message(|msg| write!(msg, "Computing random walks...").unwrap());
let idxs = (0..graph.len()).collect::<Vec<_>>();
idxs.chunks(1024).for_each(|node_ids| {
let groups: Vec<_> = node_ids.par_iter().map(|node_id| {
let mut nodes = Vec::with_capacity(self.k);
let mut weights = Vec::with_capacity(self.k);
let scores = rwr.sample(graph, &Weighted, *node_id).into_iter();
let mut scores: Vec<_> = scores.collect();
scores.sort_by_key(|(_k, v)| FloatOrd(-*v));
scores.into_iter()
.filter(|(k,_v)| k != node_id)
.map(|(k, v)| (k, v.powf(self.compression)))
.take(self.k)
.for_each(|(k, v)| {
nodes.push(k);
weights.push(v);
});
let sum = weights.iter().sum::<f32>();
weights.iter_mut().for_each(|v| *v /= sum);
pb.inc(1);
(*node_id, nodes, weights)
}).collect();
groups.into_iter().for_each(|(node_id, nodes, weights)| {
walk_lib.set(node_id, &nodes, &weights);
});
});
pb.finish();
walk_lib
}
fn run_forward_pass<G: CGraph + Send + Sync, R: Rng, S: NodeSampler>(
&self,
graph: &G,
node: NodeID,
walk_lib: &WalkLibrary,
features: &FeatureStore,
feature_embeddings: &EmbeddingStore,
sampler: &S,
rng: &mut R
) -> (ANode, Vec<NodeCounts>) {
let mut ranked_ids = Vec::with_capacity(self.k + self.negatives);
let mut ranked_scores = Vec::with_capacity(self.k + self.negatives);
let mut neg_ids = Vec::with_capacity(self.negatives);
// Add the positives
let (nodes, scores) = walk_lib.get(node);
ranked_ids.extend_from_slice(nodes);
ranked_scores.extend_from_slice(scores);
// Sample random negatives
sampler.sample_negatives(graph, node, &mut neg_ids, self.negatives, rng);
neg_ids.into_iter().for_each(|neg_id| {
ranked_ids.push(neg_id);
ranked_scores.push(0.);
});
// Create the embeddings
let mut ranked_embeddings = Vec::with_capacity(ranked_ids.len());
let mut feat_maps = Vec::with_capacity(ranked_ids.len());
ranked_ids.iter().for_each(|node_id| {
let (fm, emb) = self.construct_avg_node(*node_id, features, feature_embeddings, rng);
feat_maps.push(fm);
ranked_embeddings.push(emb);
});
let (fm, query_node) = self.construct_avg_node(node, features, feature_embeddings, rng);
feat_maps.push(fm);
// Compute error
let loss = match self.loss {
Loss::ListNet { passive, weight_decay } => {
let mut list_loss = self.listnet_loss(&query_node, &ranked_embeddings, &ranked_scores, node, passive);
if weight_decay > 0f32 {
list_loss = list_loss + weight_decay * comp_weight_decay(&query_node, &ranked_embeddings, 0.1f32)
}
list_loss
},
Loss::ListMLE { weight_decay } => {
let mut list_loss = self.list_mle_loss(&query_node, &ranked_embeddings, &ranked_scores, node);
if weight_decay > 0f32 {
list_loss = list_loss + weight_decay * comp_weight_decay(&query_node, &ranked_embeddings, 0.1f32)
}
list_loss
}
};
(loss, feat_maps)
}
fn listnet_loss(
&self,
query_node: &ANode,
ranked_nodes: &[ANode],
node_weights: &[f32],
node_id: NodeID,
passive: bool
) -> ANode {
let scores = compute_distances(query_node, ranked_nodes, false);
let sm_scores = softmax(scores, true);
let ordered = node_weights.iter().enumerate()
.filter(|(i, s)| {
let nonzero = **s > 0f32;
if passive {
nonzero && sm_scores.value()[*i] <= **s
} else { nonzero }
})
.map(|(idx, s)| {
let k = sm_scores.slice(idx, 1);
k.ln() * *s
}).collect::<Vec<ANode>>();
if ordered.len() == 0 {
//println!("Node:{}, {:?} -> {:?}", node_id, node_weights, sm_scores.value());
Constant::scalar(0f32)
} else {
let loss = -ordered.sum_all();
if node_id == 0 {
println!("loss:{}, {:?} -> {:?}", loss.value()[0], node_weights, sm_scores.value());
}
loss
}
}
fn list_mle_loss(
&self,
query_node: &ANode,
ranked_nodes: &[ANode],
node_weights: &[f32],
node_id: NodeID
) -> ANode {
let yi = compute_distances(query_node, ranked_nodes, false);
// Compute the plackett luce model for each score
let n = ranked_nodes.len();
let pl: Vec<_> = (0..n).map(|i| {
yi.slice(i,1) / yi.slice(i, n - i).sum()
}).collect();
let pl_loss = pl.iter().fold(Constant::scalar(1f32), |acc, x| acc * x);
let loss = -pl_loss.ln();
if loss.value()[0].is_nan() || loss.value()[0].is_infinite() {
println!("yi: {:?}",yi.value());
println!("pl: {:?}", pl.concat().value());
Constant::scalar(0f32)
} else {
if node_id == 0 {
println!("loss:{}, {:?} -> {:?}", loss.value()[0], node_weights, yi.value());
}
loss
}
}
fn extract_gradients(
&self,
loss: &ANode,
feat_maps: Vec<NodeCounts>
) -> HashMap<usize, Vec<f32>> {
// Compute gradients
let mut agraph = Graph::new();
agraph.backward(&loss);
let mut grads = HashMap::new();
feat_maps.into_iter().for_each(|fm| {
extract_grads(&agraph, &mut grads, fm.into_iter());
});
grads
}
}
fn compute_distances(query_node: &ANode, ranked_nodes: &[ANode], cosine: bool) -> ANode {
if cosine {
// Compute the dot products to construct our yis
let qn = il2norm(query_node);
(ranked_nodes.iter().map(|n| {
qn.dot(&il2norm(n))
}).collect::<Vec<_>>().concat() * 5f32).exp()
} else {
ranked_nodes.iter().map(|n| {
query_node.dot(n)
}).collect::<Vec<_>>().concat().exp()
//ranked_nodes.iter().map(|n| {
// 1f32 / (1f32 + l2norm(&(query_node - n)))
//}).collect::<Vec<_>>().concat()
}
}
fn il2norm(v: &ANode) -> ANode {
v / l2norm(v)
}
fn l2norm(v: &ANode) -> ANode {
v.pow(2f32).sum().pow(0.5)
}
fn comp_weight_decay(query_node: &ANode, ranked_nodes: &[ANode], threshold: f32) -> ANode {
let t = Constant::scalar(threshold);
let mut mag = Vec::with_capacity(ranked_nodes.len() + 1);
let qn = query_node.pow(2f32).sum() - &t;
if qn.value()[0] > 0f32 {
mag.push(qn);
}
ranked_nodes.iter().for_each(|n| {
let nn = n.pow(2f32).sum() - &t;
if nn.value()[0] > 0f32 {
mag.push(nn)
}
});
mag.concat().sum()
}
struct WalkLibrary {
k: usize,
nodes: Vec<NodeID>,
weights: Vec<f32>,
lens: Vec<usize>
}
impl WalkLibrary {
fn new(num_nodes: usize, k: usize) -> Self {
let nodes = vec![0; num_nodes * k];
let weights = vec![0f32; num_nodes * k];
let lens = vec![0; num_nodes];
WalkLibrary { k, nodes, weights, lens }
}
fn set(&mut self, node_id: NodeID, nodes: &[NodeID], weights: &[f32]) {
let offset = node_id * self.k;
self.lens[node_id] = weights.len().min(self.k);
nodes.iter().zip(weights.iter()).take(self.k).enumerate()
.for_each(|(i, (ni, wi))| {
let idx = offset + i;
self.nodes[idx] = *ni;
self.weights[idx] = *wi;
});
}
fn get(&self, node_id: NodeID) -> (&[NodeID], &[f32]) {
let offset: usize = node_id * self.k;
let len = self.lens[node_id];
let ns = &self.nodes[offset..(offset+len)];
let ws = &self.weights[offset..(offset+len)];
(ns, ws)
}
}
#[cfg(test)]
mod ep_tests {
use super::*;
use crate::graph::{CumCSR,CSR};
fn build_star_edges() -> Vec<(usize, usize, f32)> {
let mut edges = Vec::new();
let max = 100;
for ni in 0..max {
for no in (ni+1)..max {
edges.push((ni, no, 1f32));
edges.push((no, ni, 1f32));
}
}
edges
}
#[test]
fn test_simple_learn_dist() {
let edges = build_star_edges();
let csr = CSR::construct_from_edges(edges);
let ccsr = CumCSR::convert(csr);
let mut feature_store = FeatureStore::new(ccsr.len(), "feat".to_string());
feature_store.fill_missing_nodes();
}
#[test]
fn test_walk_library() {
let mut walk_lib = WalkLibrary::new(10, 5);
let (ns, ws) = walk_lib.get(3);
assert_eq!(ns, vec![0;0]);
assert_eq!(ws, vec![0.;0]);
walk_lib.set(3, &[1, 2], &[1., 2.]);
let (ns, ws) = walk_lib.get(3);
assert_eq!(ns, &[1, 2]);
assert_eq!(ws, &[1., 2.]);
}
}