I use collaborative filtering in mllib to train an ALS model on my spark cluster. I use python api.
als = ALS(maxIter=10, rank=10, regParam=0.01, userCol="member_srl", itemCol="productid", ratingCol="rating")
model = als.fit(training)
pred = model.transform(test)
but when I check the pred, it seems it is changing.
If I run the query pred.count(), the result is not steady with a little variance. So why the result is always changing.
for example:
pred.count()
4219257
run it again:
pred.count()
4220723
run it again:
pred.count()
4222431
ALS is an algorithm that is initialized with random numbers. So a little variance is to be expected. Try it with an explicit seed number, like:
als.setSeed(123)
Related
I have used the following 5 lines to achieve a kalman filter with your work for a smoothed pricing model, and it worked great.
mod = sm.tsa.UnobservedComponents(obs, 'local level')
lm = sm.OLS(obs, xlm, missing='drop').fit()
obs_noise = abs(lm.resid).mean()
params = [obs_noise, obs_noise / obs_noise_level]
mod_filter, mod_smooth = mod.filter(params), mod.smooth(params)
However currently I would like to adjust the filtering smoothness at certain time, for example, when unemployment rate or interest rate made a big surge, I would like to make the output (Kalman filtered/smoothed) value closer to the observed value, while in most other time I will keep the what it is from the model. So, I have created an array, while a few items greater than 1, and the others will be exactly 1.
e.g.: ir_coeff = np.array([1,1,1,1,1.345,1.23,1.78,1,1,1])
What could be the best approach to achieve this? Thank you a lot in advance.
I have tried to include it in the output file with a dot product operation, however it is not reasonable to do this.
I have trained a model with lgbm. I can dump its interval values with
booster.dump_model()
and see all the internal parameters that has been optimized during the training (leaf values, threshold, index of the variables for each split, ...). For testing purpose I would like to change some. Is there a way? I guess that changing just the output of dump_model will do nothing.
You can save your model to a human-understandable format using
booster.save_model('model.txt'), do your modifications on model.txt, and load back the modified model using modified_booster = lightgbm.Booster(model_file='model.txt').
I hope it helps!
I am trying to reduce the size of my data and I cannot make it work. I have data points taken every minute over 1 month. I want to reduce this data to have one sample for every hour. The problem is: Some of my runs have "NA" value, so I delete these rows. There is not exactly 60 points for every hour - it varies.
I have a 'Timestamp' column. I have used this to make a 'datehour' column which has the same value if the data set has the same date and hour. I want to average all the values with the same 'datehour' value.
How can I do this? I have tried using the if and for loop below, but it takes so long to run.
Thanks for all your help! I am new to Julia and come from a Matlab background.
======= CODE ==========
uniquedatehour=unique(datehour,1)
index=[]
avedata=reshape([],0,length(alldata[1,:]))
for j in uniquedatehour
for i in 1:length(datehour)
if datehour[i]==j
index=vcat(index,i)
else
rows=alldata[index,:]
rows=convert(Array{Float64,2},rows)
avehour=mean(rows,1)
avedata=vcat(avedata,avehour)
index=[]
continue
end
end
end
There are several layers to optimizing this code. I am assuming that your data is sorted on datehour (your code assumes this).
Layer one: general recommendation
Wrap your code in a function. Executing code in global scope in Julia is much slower than within a function. By wrapping it make sure to either pass data to your function as arguments or if data is in global scope it should be qualified with const;
Layer two: recommendations to your algorithm
Statement like [] creates an array of type Any which is slow, you should use type qualifier like index=Int[] to make it fast;
Using vcat like index=vcat(index,i) is inefficient, it is better to do push!(index, i) in place;
It is better to preallocate avedata with e.g. fill(NA, length(uniquedatehour), size(alldata, 2)) and assign values to an existing matrix than to do vcat on it;
Your code will produce incorrect results if I am not mistaken as it will not catch the last entry of uniquedatehour vector (assume it has only one element and check what happens - avedata will have zero rows)
Line rows=convert(Array{Float64,2},rows) is probably not needed at all. If alldata is not Matrix{Float64} it is better to convert it at the beginning with Matrix{Float64}(alldata);
You can change line rows=alldata[index,:] to a view like view(alldata, index, :) to avoid allocation;
In general you can avoid creation of index vector as it is enough that you remember start s and end e position of the range of the same values and then use range s:e to select rows you want.
If you correct those things please post your updated code and maybe I can help further as there is still room for improvement but requires a bit different algorithmic approach (but maybe you will prefer option below for simplicity).
Layer three: how I would do it
I would use DataFrames package to handle this problem like this:
using DataFrames
df = DataFrame(alldata) # assuming alldata is Matrix{Float64}, otherwise convert it here
df[:grouping] = datehour
agg = aggregate(df, :grouping, mean) # maybe this is all what you need if DataFrame is OK for you
Matrix(agg[2:end]) # here is how you can convert DataFrame back to a matrix
This is not the fastest solution (as it converts to a DataFrame and back but it is much simpler for me).
I had a use-case that I thought was really simple but couldn't find a way to do it with h2o. I thought you might know.
I want to train my model once, and then evaluate its ROC on a few different test sets (e.g. a validation set and a test set, though in reality I have more than 2) without having to retrain the model. The way I know to do it now requires retraining the model each time:
train, valid, test = fr.split_frame([0.2, 0.25], seed=1234)
rf_v1 = H2ORandomForestEstimator( ... )
rf_v1.train(features, var_y, training_frame=train, validation_frame=valid)
roc = rf_v1.roc(valid=1)
rf_v1.train(features, var_y, training_frame=train, validation_frame=test) # training again with the same training set - can I avoid this?
roc2 = rf_v1.roc(valid=1)
I can also use model_performance(), which gives me some metrics on an arbitrary test set without retraining, but not the ROC. Is there a way to get the ROC out of the H2OModelMetrics object?
Thanks!
You can use the h2o flow to inspect the model performance. Simply go to: http://localhost:54321/flow/index.html (if you changed the default port change it in the link); type "getModel "rf_v1"" in a cell and it will show you all the measurements of the model in multiple cells in the flow. It's quite handy.
If you are using Python, you can find the performance in your IDE like this:
rf_perf1 = rf_v1.model_performance(test)
and then print the ROC like this:
print (rf_perf1.auc())
Yes, indirectly. Get the TPRs and FPRs from the H2OModelMetrics object:
out = rf_v1.model_performance(test)
fprs = out.fprs
tprs = out.tprs
roc = zip(fprs, tprs)
(By the way, my H2ORandomForestEstimator object does not seem to have an roc() method at all, so I'm not 100% sure that this output is in the exact same format. I'm using h2o version 3.10.4.7.)
I have an RDD like:
(A,AA,1)
(A,BB,0)
(A,CC,0)
(B,AA,2)
(B,BB,1)
(B,CC,4)
and I want to convert it into the following RRD:
([1,0,0],[2,1,4])
the order is important for me since the main propose is using RowMatrix to convert the second RDD to a matrix.
Your need to be careful with the wording, when you ask for a Matrix, do you mean something like the spark.mllib.matrix ? If so, you will need to follow very specific instructions to create one. However, it seems to me that your problem can be solved in a much easier way. Just using zipWithIndex with groupBy
//Here is how I see it
val test = sc.parallelize(Array(("A","AA",1),("A","BB",0),("A","CC",0),("B","AA",2),("B","BB",1),("B","CC",4))).zipWithIndex
val grouptest = test.groupBy(_._1._1).map(x=>(Vectors.dense(x._2.map(y=>(y._2,y._1._3)).toArray.sortBy(_._1).map(z=>z._2.toDouble))))
In your example, you seem to want the result as a vector? So I used spark's Vector (which by the way, only allows Doubles).
Result looks like:
[1.0,0.0,0.0]
[2.0,1.0,4.0]