matrix_factorization.py 文件源码

def update_per_col(self, y_j, phi_j, I, mu0, r, u, c_prev_j, v_prev_j, phi_c_j, phi_v):

        prior_Phi = np.diag(np.concatenate(([phi_c_j], phi_v)))
        nnz_j = len(I)
        residual_j = y_j - mu0 - r[I]
        u_T = np.hstack((np.ones((nnz_j, 1)), u[I, :]))
        post_Phi_j = prior_Phi + \
                     np.dot(u_T.T,
                            np.tile(phi_j[:, np.newaxis], (1, 1 + self.num_factor)) * u_T)  # Weighted sum of u_i * u_i.T
        post_mean_j = np.squeeze(np.dot(phi_j * residual_j, u_T))
        C, lower = scipy.linalg.cho_factor(post_Phi_j)
        post_mean_j = scipy.linalg.cho_solve((C, lower), post_mean_j)
        # Generate Gaussian, recycling the Cholesky factorization from the posterior mean computation.
        cv_j = math.sqrt(1 - self.relaxation ** 2) * scipy.linalg.solve_triangular(C, np.random.randn(len(post_mean_j)),
                                                                              lower=lower)
        cv_j += post_mean_j + self.relaxation * (post_mean_j - np.concatenate(([c_prev_j], v_prev_j)))
        c_j = cv_j[0]
        v_j = cv_j[1:]

        return c_j, v_j