apache / incubator-retired-mrql / ab6bac73711b0d5fa5f05fa2c9b4c558c0576042 / . / queries / factorization3.mrql

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// Matrix factorization using Gradient Descent. | |

// Build the matrices first using the build_matrix.mrql query | |

Mmatrix = source(binary,"tmp/Xmatrix.bin"); | |

Hmatrix = source(binary,"tmp/Ymatrix.bin"); | |

Wmatrix = source(binary,"tmp/Zmatrix.bin"); | |

macro transpose ( X ) { | |

select (x,j,i) | |

from (x,i,j) in X | |

}; | |

// matrix multiplication: | |

macro multiply ( X, Y ) { | |

select (sum(z),i,j) | |

from (x,i,k) in X, (y,k,j) in Y, z = x*y | |

group by (i,j) | |

}; | |

// multiplication by a number: | |

macro mult ( a, X ) { | |

select ( a*x, i, j ) | |

from (x,i,j) in X | |

}; | |

// cell-wise addition: | |

macro Cadd ( X, Y ) { | |

select ( x+y, i, j ) | |

from (x,i,j) in X, (y,i,j) in Y | |

}; | |

// cell-wise subtraction: | |

macro Csub ( X, Y ) { | |

select ( x-y, i, j ) | |

from (x,i,j) in X, (y,i,j) in Y | |

}; | |

a = 0.002; | |

b = 0.02; | |

// Matrix Factorization using Gradient Descent | |

macro factorize ( R, Pinit, Qinit ) { | |

repeat (E,P,Q) = (R,Pinit,Qinit) | |

step ( Csub(R,multiply(P,transpose(Q))), | |

Cadd(P,mult(a,Csub(mult(2,multiply(E,transpose(Q))),mult(b,P)))), | |

Cadd(Q,mult(a,Csub(mult(2,multiply(E,transpose(P))),mult(b,Q)))) ) | |

limit 4 | |

}; | |

let (E,X1,X2) = factorize(Mmatrix,Hmatrix,Wmatrix) | |

in multiply(X1,transpose(X2)); |