-
Notifications
You must be signed in to change notification settings - Fork 31
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
- Loading branch information
1 parent
e6afd99
commit aa9cf58
Showing
14 changed files
with
173 additions
and
161 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
|
@@ -13,3 +13,4 @@ docs/ | |
^Makefile$ | ||
extradata/ | ||
revdep/ | ||
^CRAN-SUBMISSION$ |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,7 +1,7 @@ | ||
Package: rsparse | ||
Type: Package | ||
Title: Statistical Learning on Sparse Matrices | ||
Version: 0.5.0 | ||
Version: 0.5.1 | ||
Authors@R: c( | ||
person("Dmitriy", "Selivanov", role=c("aut", "cre", "cph"), email="[email protected]", | ||
comment = c(ORCID = "0000-0001-5413-1506")), | ||
|
@@ -57,5 +57,5 @@ Suggests: | |
StagedInstall: TRUE | ||
URL: https://github.com/rexyai/rsparse | ||
BugReports: https://github.com/rexyai/rsparse/issues | ||
RoxygenNote: 7.1.1 | ||
RoxygenNote: 7.2.1 | ||
NeedsCompilation: yes |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,21 +1,30 @@ | ||
- 2021-10-17 - `v0.5.0` | ||
- reworked non-negative matrix factorization with brand-new Coordinate Descent solver for OLS | ||
- WRMF can model user, item and global biases | ||
- various performance improvements | ||
- 2020-04-01 - `v0.4.0` | ||
- updated docs with roxygen2 7.1 | ||
- added `ScaleNormalize` transformer | ||
- added sparse*float S4 methods | ||
- 2019-07-17 - `v0.3.3.2` | ||
- faster `find_top_product()` - avoid BLAS and openmp thread contention | ||
- correctly identify openmp on OSX | ||
- fixed issue with CRAN 'rcnst' check | ||
- use `install_name_tool` hook in the `.onLoad()` - changes location of the `float.so` for CRAN binary installation - see #25 | ||
- 2019-04-14 - `v0.3.3.1` | ||
- fixed out of bound memory access as reported by CRAN UBSAN | ||
- added ability to init GloVe embeddings with user provided values | ||
- 2019-03-16 - - `v0.3.3` | ||
- added methods to natively slice CSR matrices without converting them to triplet/CSC | ||
- 2018-10-25 | ||
- add GloVe matrix factorization (adapted from `text2vec`) | ||
- link to `float` package - credits to @snoweye and @wrathematics | ||
# rsparse 0.5.1 (2022-09-11) | ||
- update `configure` script, thanks to @david-cortes, see #73 | ||
- minor fixes in WRMF | ||
- update docs with new roxygen2 to pass CRAN checks | ||
- update NEWS.md ro follow CRAN format | ||
|
||
# rsparse 0.5.0 (2021-10-17) | ||
- reworked non-negative matrix factorization with brand-new Coordinate Descent solver for OLS | ||
- WRMF can model user, item and global biases | ||
- various performance improvements | ||
|
||
# rsparse 0.4.0 (2020-04-01) | ||
- updated docs with roxygen2 7.1 | ||
- added `ScaleNormalize` transformer | ||
- added sparse*float S4 methods | ||
|
||
# rsparse 0.3.3.2 (2019-07-17) | ||
- faster `find_top_product()` - avoid BLAS and openmp thread contention | ||
- correctly identify openmp on OSX | ||
- fixed issue with CRAN 'rcnst' check | ||
- use `install_name_tool` hook in the `.onLoad()` - changes location of the `float.so` for CRAN binary installation - see #25 | ||
|
||
# rsparse 0.3.3.1 (2019-04-14) | ||
- fixed out of bound memory access as reported by CRAN UBSAN | ||
- added ability to init GloVe embeddings with user provided values | ||
|
||
# rsparse 0.3.3 (2019-03-16) | ||
- added methods to natively slice CSR matrices without converting them to triplet/CSC | ||
- add GloVe matrix factorization (adapted from `text2vec`) | ||
- link to `float` package - credits to @snoweye and @wrathematics |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
|
@@ -22,7 +22,7 @@ Please reach us if you need **commercial support** - [[email protected]](mailto:hell | |
|
||
### Classification/Regression | ||
|
||
1. [Follow the proximally-regularized leader](https://www.jmlr.org/proceedings/papers/v15/mcmahan11b/mcmahan11b.pdf) which allows to solve **very large linear/logistic regression** problems with elastic-net penalty. Solver uses stochastic gradient descent with adaptive learning rates (so can be used for online learning - not necessary to load all data to RAM). See [Ad Click Prediction: a View from the Trenches](https://www.eecs.tufts.edu/~dsculley/papers/ad-click-prediction.pdf) for more examples. | ||
1. [Follow the proximally-regularized leader](http://proceedings.mlr.press/v15/mcmahan11b/mcmahan11b.pdf) which allows to solve **very large linear/logistic regression** problems with elastic-net penalty. Solver uses stochastic gradient descent with adaptive learning rates (so can be used for online learning - not necessary to load all data to RAM). See [Ad Click Prediction: a View from the Trenches](https://www.eecs.tufts.edu/~dsculley/papers/ad-click-prediction.pdf) for more examples. | ||
- Only logistic regerssion implemented at the moment | ||
- Native format for matrices is CSR - `Matrix::RsparseMatrix`. However common R `Matrix::CsparseMatrix` (`dgCMatrix`) will be converted automatically. | ||
1. [Factorization Machines](https://www.csie.ntu.edu.tw/~b97053/paper/Rendle2010FM.pdf) supervised learning algorithm which learns second order polynomial interactions in a factorized way. We provide highly optimized SIMD accelerated implementation. | ||
|
@@ -31,7 +31,7 @@ Please reach us if you need **commercial support** - [[email protected]](mailto:hell | |
|
||
1. Vanilla **Maximum Margin Matrix Factorization** - classic approch for "rating" prediction. See `WRMF` class and constructor option `feedback = "explicit"`. Original paper which indroduced MMMF could be found [here](https://ttic.uchicago.edu/~nati/Publications/MMMFnips04.pdf). | ||
* <img src="https://raw.githubusercontent.com/rexyai/rsparse/master/docs/img/MMMF.png" width="400"> | ||
1. **Weighted Regularized Matrix Factorization (WRMF)** from [Collaborative Filtering for Implicit Feedback Datasets](https://www.researchgate.net/profile/Yifan-Hu-25/publication/220765111_Collaborative_Filtering_for_Implicit_Feedback_Datasets/links/0912f509c579ddd954000000/Collaborative-Filtering-for-Implicit-Feedback-Datasets.pdf). See `WRMF` class and constructor option `feedback = "implicit"`. | ||
1. **Weighted Regularized Matrix Factorization (WRMF)** from [Collaborative Filtering for Implicit Feedback Datasets](http://yifanhu.net/PUB/cf.pdf). See `WRMF` class and constructor option `feedback = "implicit"`. | ||
We provide 2 solvers: | ||
1. Exact based on Cholesky Factorization | ||
1. Approximated based on fixed number of steps of **Conjugate Gradient**. | ||
|
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.
Oops, something went wrong.
Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.
Oops, something went wrong.
Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.
Oops, something went wrong.
Oops, something went wrong.