Alternating least squares and collaborative filtering in spark.ml

February 15, 2016 - Machine Learning, Tutorial, Spark

In this post, I’ll show you how to use alternating least squares (ALS for short) in spark.ml.

Disclaimer: This post is mostly a copy/paste from a pull request I wrote for Spark documenting ALS and collaborative filtering in general in spark.ml. Since the PR will likely be incorporated in the 2.0 release which is still a few months away, I thought I’d share it. This is also in response to this stackoverflow question asking about documentation regarding collaborative filtering in spark.ml.

Collaborative filtering

Collaborative filtering is commonly used for recommender systems. These techniques aim to fill in the missing entries of a user-item association matrix. spark.ml currently supports model-based collaborative filtering, in which users and products are described by a small set of latent factors that can be used to predict missing entries. spark.ml uses the alternating least squares (ALS) algorithm to learn these latent factors.

The implementation in spark.ml has the following parameters:

numBlocks is the number of blocks the users and items will be partitioned into in order to parallelize computation (defaults to 10).
rank is the number of latent factors in the model (defaults to 10).
maxIter is the maximum number of iterations to run (defaults to 10).
regParam specifies the regularization parameter in ALS (defaults to 1.0).
implicitPrefs specifies whether to use the explicit feedback ALS variant or one adapted for implicit feedback data, see more below (defaults to false which means using explicit feedback).
alpha is a parameter applicable to the implicit feedback variant of ALS that governs the baseline confidence in preference observations (defaults to 1.0).
nonnegative specifies whether or not to use nonnegative constraints for least squares (defaults to false).

Explicit vs. implicit feedback

The standard approach to matrix factorization based collaborative filtering treats the entries in the user-item matrix as explicit preferences given by the user to the item, for example, users giving ratings to movies.

It is common in many real-world use cases to only have access to implicit feedback (e.g. views, clicks, purchases, likes, shares etc.). The approach used in spark.ml to deal with such data is taken from Collaborative Filtering for Implicit Feedback Datasets. Essentially, instead of trying to model the matrix of ratings directly, this approach treats the data as numbers representing the strength in observations of user actions (such as the number of clicks, or the cumulative duration someone spent viewing a movie). Those numbers are then related to the level of confidence in observed user preferences, rather than explicit ratings given to items. The model then tries to find latent factors that can be used to predict the expected preference of a user for an item.

Scaling of the regularization parameter

We scale the regularization parameter regParam in solving each least squares problem by the number of ratings the user generated in updating user factors, or the number of ratings the product received in updating product factors. This approach is named “ALS-WR” and discussed in the paper “Large-Scale Parallel Collaborative Filtering for the Netflix Prize”. It makes regParam less dependent on the scale of the dataset, so we can apply the best parameter learned from a sampled subset to the full dataset and expect similar performance.

Examples

In the following examples, we load rating data from the MovieLens dataset, each row consisting of a user, a movie, a rating and a timestamp. We then train an ALS model which assumes, by default, that the ratings are explicit (implicitPrefs is false). We evaluate the recommendation model by measuring the root-mean-square error of rating prediction.

Scala example

import org.apache.spark.ml.evaluation.RegressionEvaluator
import org.apache.spark.ml.recommendation.ALS
import org.apache.spark.sql.functions._
import org.apache.spark.sql.types.DoubleType

case class Rating(userId: Int, movieId: Int, rating: Float, timestamp: Long)
object Rating {
  def parseRating(str: String): Rating = {
    val fields = str.split("::")
    assert(fields.size == 4)
    Rating(fields(0).toInt, fields(1).toInt, fields(2).toFloat, fields(3).toLong)
  }
}

val ratings = sc.textFile("data/sample_movielens_ratings.txt")
  .map(Rating.parseRating)
  .toDF()
val Array(training, test) = ratings.randomSplit(Array(0.8, 0.2))

// Build the recommendation model using ALS on the training data
val als = new ALS()
  .setMaxIter(5)
  .setRegParam(0.01)
  .setUserCol("userId")
  .setItemCol("movieId")
  .setRatingCol("rating")
val model = als.fit(training)

// Evaluate the model by computing the RMSE on the test data
val predictions = model.transform(test)
  .withColumn("rating", col("rating").cast(DoubleType))
  .withColumn("prediction", col("prediction").cast(DoubleType))

val evaluator = new RegressionEvaluator()
  .setMetricName("rmse")
  .setLabelCol("rating")
  .setPredictionCol("prediction")
val rmse = evaluator.evaluate(predictions)
println(s"Root-mean-square error = $rmse")

You can have a look at the ALS Scala docs for more details on the API.

If the rating matrix is derived from another source of information (i.e. it is inferred from other signals), you can set implicitPrefs to true to get better results:

val als = new ALS()
  .setMaxIter(5)
  .setRegParam(0.01)
  .setImplicitPrefs(true)
  .setUserCol("userId")
  .setItemCol("movieId")
  .setRatingCol("rating")

Java example

import java.io.Serializable;

import org.apache.spark.api.java.JavaRDD;
import org.apache.spark.ml.evaluation.RegressionEvaluator;
import org.apache.spark.ml.recommendation.ALS;
import org.apache.spark.ml.recommendation.ALSModel;
import org.apache.spark.sql.DataFrame;
import org.apache.spark.sql.types.DataTypes;

public static class Rating implements Serializable {
  private int userId;
  private int movieId;
  private float rating;
  private long timestamp;

  public Rating() {}

  public Rating(int userId, int movieId, float rating, long timestamp) {
    this.userId = userId;
    this.movieId = movieId;
    this.rating = rating;
    this.timestamp = timestamp;
  }

  public int getUserId() {
    return userId;
  }

  public int getMovieId() {
    return movieId;
  }

  public float getRating() {
    return rating;
  }

  public long getTimestamp() {
    return timestamp;
  }

  public static Rating parseRating(String str) {
    String[] fields = str.split("::");
    if (fields.length != 4) {
      throw new IllegalArgumentException("Each line must contain 4 fields");
    }
    int userId = Integer.parseInt(fields[0]);
    int movieId = Integer.parseInt(fields[1]);
    float rating = Float.parseFloat(fields[2]);
    long timestamp = Long.parseLong(fields[3]);
    return new Rating(userId, movieId, rating, timestamp);
  }
}

JavaRDD<Rating> ratingsRDD = jsc.textFile("data/sample_movielens_ratings.txt")
  .map(Rating::parseRating);
DataFrame ratings = sqlContext.createDataFrame(ratingsRDD, Rating.class);
DataFrame[] splits = ratings.randomSplit(new double[]{0.8, 0.2});
DataFrame training = splits[0];
DataFrame test = splits[1];

// Build the recommendation model using ALS on the training data
ALS als = new ALS()
  .setMaxIter(5)
  .setRegParam(0.01)
  .setUserCol("userId")
  .setItemCol("movieId")
  .setRatingCol("rating");
ALSModel model = als.fit(training);

// Evaluate the model by computing the RMSE on the test data
DataFrame rawPredictions = model.transform(test);
DataFrame predictions = rawPredictions
  .withColumn("rating", rawPredictions.col("rating").cast(DataTypes.DoubleType))
  .withColumn("prediction", rawPredictions.col("prediction").cast(DataTypes.DoubleType));

RegressionEvaluator evaluator = new RegressionEvaluator()
  .setMetricName("rmse")
  .setLabelCol("rating")
  .setPredictionCol("prediction");
Double rmse = evaluator.evaluate(predictions);
System.out.println("Root-mean-square error = " + rmse);

You can have a look at the ALS Java docs for more details on the API.

In Java as well, if the rating matrix is derived from another source of information (i.e. it is inferred from other signals), you can set implicitPrefs to true to get better results:

ALS als = new ALS()
  .setMaxIter(5)
  .setRegParam(0.01)
  .setImplicitPrefs(true)
  .setUserCol("userId")
  .setItemCol("movieId")
  .setRatingCol("rating");

Python example

from pyspark.ml.evaluation import RegressionEvaluator
from pyspark.ml.recommendation import ALS
from pyspark.sql import Row

lines = sc.textFile("data/sample_movielens_ratings.txt")
parts = lines.map(lambda l: l.split("::"))
ratingsRDD = parts.map(lambda p: Row(userId=int(p[0]), movieId=int(p[1]),
                                     rating=float(p[2]), timestamp=long(p[3])))
ratings = sqlContext.createDataFrame(ratingsRDD)
(training, test) = ratings.randomSplit([0.8, 0.2])

# Build the recommendation model using ALS on the training data
als = ALS(maxIter=5, regParam=0.01, userCol="userId", itemCol="movieId", ratingCol="rating")
model = als.fit(training)

# Evaluate the model by computing the RMSE on the test data
rawPredictions = model.transform(test)
predictions = rawPredictions\
    .withColumn("rating", rawPredictions.rating.cast("double"))\
    .withColumn("prediction", rawPredictions.prediction.cast("double"))
evaluator =\
    RegressionEvaluator(metricName="rmse", labelCol="rating", predictionCol="prediction")
rmse = evaluator.evaluate(predictions)
print("Root-mean-square error = " + str(rmse))

You can have a look at the ALS Python docs for more details on the API.

Same in Python, if the rating matrix is derived from another source of information (i.e. it is inferred from other signals), you can set implicitPrefs to True to get better results:

als = ALS(maxIter=5, regParam=0.01, implicitPrefs=True,
          userCol="userId", itemCol="movieId", ratingCol="rating")

Conclusion

You can find the full examples and the scripts to run them on my repo sparkml-als.

Hoping this was informative and made you want to try out ALS in spark.ml.

Chandan Saha's blog