Github user jkbradley commented on a diff in the pull request:
https://github.com/apache/spark/pull/4419#discussion_r29296395
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/clustering/LDAOptimizer.scala ---
@@ -208,3 +225,224 @@ class EMLDAOptimizer extends LDAOptimizer{
new DistributedLDAModel(this, iterationTimes)
}
}
+
+
+/**
+ * :: Experimental ::
+ *
+ * An online optimizer for LDA. The Optimizer implements the Online LDA
algorithm, which
+ * processes a subset of the corpus by each call to next, and update the
term-topic
+ * distribution adaptively.
+ *
+ * References:
+ * Hoffman, Blei and Bach, "Online Learning for Latent Dirichlet
Allocation." NIPS, 2010.
+ */
+@Experimental
+class OnlineLDAOptimizer extends LDAOptimizer {
+
+ // LDA common parameters
+ private var k: Int = 0
+ private var D: Int = 0
+ private var vocabSize: Int = 0
+ private var alpha: Double = 0
+ private var eta: Double = 0
+ private var randomSeed: Long = 0
+
+ // Online LDA specific parameters
+ private var tau_0: Double = -1
+ private var kappa: Double = -1
+ private var batchSize: Int = -1
+
+ // internal data structure
+ private var docs: RDD[(Long, Vector)] = null
+ private var lambda: BDM[Double] = null
+ private var Elogbeta: BDM[Double]= null
+ private var expElogbeta: BDM[Double] = null
+
+ // count of invocation to next, used to help deciding the weight for
each iteration
+ private var iteration = 0
+
+ /**
+ * A (positive) learning parameter that downweights early iterations
+ */
+ def getTau_0: Double = {
+ if (this.tau_0 == -1) {
+ 1024
+ } else {
+ this.tau_0
+ }
+ }
+
+ /**
+ * A (positive) learning parameter that downweights early iterations
+ * Automatic setting of parameter:
+ * - default = 1024, which follows the recommendation from OnlineLDA
paper.
+ */
+ def setTau_0(tau_0: Double): this.type = {
+ require(tau_0 > 0 || tau_0 == -1.0, s"LDA tau_0 must be positive, but
was set to $tau_0")
+ this.tau_0 = tau_0
+ this
+ }
+
+ /**
+ * Learning rate: exponential decay rate
+ */
+ def getKappa: Double = {
+ if (this.kappa == -1) {
+ 0.5
+ } else {
+ this.kappa
+ }
+ }
+
+ /**
+ * Learning rate: exponential decay rate---should be between
+ * (0.5, 1.0] to guarantee asymptotic convergence.
+ * - default = 0.5, which follows the recommendation from OnlineLDA
paper.
+ */
+ def setKappa(kappa: Double): this.type = {
+ require(kappa >= 0 || kappa == -1.0,
+ s"Online LDA kappa must be nonnegative (or -1 for auto), but was set
to $kappa")
+ this.kappa = kappa
+ this
+ }
+
+ /**
+ * Mini-batch size, which controls how many documents are used in each
iteration
+ */
+ def getBatchSize: Int = {
+ if (this.batchSize == -1) {
+ D / 100
+ } else {
+ this.batchSize
+ }
+ }
+
+ /**
+ * Mini-batch size, which controls how many documents are used in each
iteration
+ * default = 1% from total documents.
+ */
+ def setBatchSize(batchSize: Int): this.type = {
+ this.batchSize = batchSize
+ this
+ }
+
+ private[clustering] override def initialize(docs: RDD[(Long, Vector)],
lda: LDA): LDAOptimizer = {
+
+ this.k = lda.getK
+ this.D = docs.count().toInt
+ this.vocabSize = docs.first()._2.size
+ this.alpha = if (lda.getDocConcentration == -1) 1.0 / k else
lda.getDocConcentration
+ this.eta = if (lda.getTopicConcentration == -1) 1.0 / k else
lda.getTopicConcentration
+ this.randomSeed = randomSeed
+
+ this.docs = docs
+
+ // Initialize the variational distribution q(beta|lambda)
+ this.lambda = getGammaMatrix(k, vocabSize)
+ this.Elogbeta = dirichlet_expectation(lambda)
+ this.expElogbeta = exp(Elogbeta)
+ this.iteration = 0
+ this
+ }
+
+ /**
+ * Submit a a subset (like 1%, decide by the batchSize) of the corpus to
the Online LDA model,
+ * and it will update the topic distribution adaptively for the terms
appearing in the subset.
+ *
+ * @return Inferred LDA model
+ */
+ private[clustering] override def next(): OnlineLDAOptimizer = {
+ iteration += 1
+ val batchSize = getBatchSize
+ val batch = docs.sample(true, batchSize.toDouble / D,
randomSeed).cache()
+ if(batch.isEmpty()) return this
+
+ val k = this.k
+ val vocabSize = this.vocabSize
+ val expElogbeta = this.expElogbeta
+ val alpha = this.alpha
+
+ val stats = batch.mapPartitions(docs =>{
+ val stat = BDM.zeros[Double](k, vocabSize)
+ docs.foreach(doc =>{
+ val termCounts = doc._2
+ val (ids, cts) = termCounts match {
+ case v: DenseVector => (((0 until v.size).toList), v.values)
+ case v: SparseVector => (v.indices.toList, v.values)
+ case v => throw new IllegalArgumentException("Do not support
vector type " + v.getClass)
+ }
+
+ // Initialize the variational distribution q(theta|gamma) for the
mini-batch
+ var gammad = new Gamma(100, 1.0 / 100.0).samplesVector(k).t // 1 *
K
+ var Elogthetad = digamma(gammad) - digamma(sum(gammad)) // 1 *
K
+ var expElogthetad = exp(Elogthetad) // 1 *
K
+ val expElogbetad = expElogbeta(::, ids).toDenseMatrix // K *
ids
+
+ var phinorm = expElogthetad * expElogbetad + 1e-100 // 1 *
ids
+ var meanchange = 1D
+ val ctsVector = new BDV[Double](cts).t // 1 *
ids
+
+ // Iterate between gamma and phi until convergence
+ while (meanchange > 1e-5) {
+ val lastgamma = gammad
+ // 1*K 1 * ids ids * k
+ gammad = (expElogthetad :* ((ctsVector / phinorm) *
(expElogbetad.t))) + alpha
+ Elogthetad = digamma(gammad) - digamma(sum(gammad))
+ expElogthetad = exp(Elogthetad)
+ phinorm = expElogthetad * expElogbetad + 1e-100
+ meanchange = sum(abs(gammad - lastgamma)) / k
+ }
+
+ val m1 = expElogthetad.t.toDenseMatrix.t
+ val m2 = (ctsVector / phinorm).t.toDenseMatrix
+ val outerResult = kron(m1, m2) // K * ids
+ for (i <- 0 until ids.size) {
+ stat(::, ids(i)) := (stat(::, ids(i)) + outerResult(::, i))
+ }
+ stat
+ })
+ Iterator(stat)
+ })
+
+ val batchResult = stats.reduce(_ += _)
+ update(batchResult, iteration, batchSize)
+ batch.unpersist()
+ this
+ }
+
+ private[clustering] override def getLDAModel(iterationTimes:
Array[Double]): LDAModel = {
+ new LocalLDAModel(Matrices.fromBreeze(lambda).transpose)
+ }
+
+ private def update(raw: BDM[Double], iter:Int, batchSize: Int): Unit ={
--- End diff --
Please add a little doc, even though it's an internal method
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