《Wide and Deep Learning for Recommender Systems》学习笔记

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　　顾名思义，Google提出的这篇文章将Wide Model和Deep Model结合起来进行，思路非常值得学习。

1.Wide Model

首先说一下Wide Model,就是上图中左边的那一部分，是一个简单的逻辑回归模型。这一部分比较简单，不多有一个新的思路就是交叉特征：

论文中一个比较形象的例子

For binary features, a cross-product transformation (e.g.,AND(gender=female, language=en)”) is 1 if and only if the constituent features (\gender=female” and \language=en”) are all 1, and 0 otherwise.

对应的开源代码如下：

wide_columns = [
  gender, native_country, education, occupation, workclass, relationship, age_buckets,
  tf.contrib.layers.crossed_column([education, occupation], hash_bucket_size=int(1e4)),
  tf.contrib.layers.crossed_column([native_country, occupation], hash_bucket_size=int(1e4)),
  tf.contrib.layers.crossed_column([age_buckets, education, occupation], hash_bucket_size=int(1e6))]

2.Deep Model

Deep Model是最上图中右边的部分，首先是一个embedding层，然后是两层的神经网络，最后是一个softmax。整体上看上去清晰明了，开源的代码中实现的也比较简单，有时间的话还是要研究研究源码。

公式表示如下，其中l是层数，W是系数，b是偏置，f是激活函数

对应的开源代码如下：

deep_columns = [
  tf.contrib.layers.embedding_column(workclass, dimension=8),
  tf.contrib.layers.embedding_column(education, dimension=8),
  tf.contrib.layers.embedding_column(gender, dimension=8),
  tf.contrib.layers.embedding_column(relationship, dimension=8),
  tf.contrib.layers.embedding_column(native_country, dimension=8),
  tf.contrib.layers.embedding_column(occupation, dimension=8),
  age, education_num, capital_gain, capital_loss, hours_per_week]

3.Wide & Deep Model

将上面两个基本Model进行结合，得到最终的模型(二分类问题)

对应的开源代码如下：

import tempfile
model_dir = tempfile.mkdtemp()
m = tf.contrib.learn.DNNLinearCombinedClassifier(
    model_dir=model_dir,
    linear_feature_columns=wide_columns,
    dnn_feature_columns=deep_columns,
    dnn_hidden_units=[100, 50])

4.完整实现代码

# -*- coding: utf-8 -*-

import tensorflow as tf
import tempfile
import pandas as pd
import urllib
import numpy as np
import warnings

from __future__ import print_function

warnings.filterwarnings("ignore")

# Categorical base columns.
gender = tf.contrib.layers.sparse_column_with_keys(column_name="gender", keys=["Female", "Male"])
race = tf.contrib.layers.sparse_column_with_keys(column_name="race", keys=["Amer-Indian-Eskimo", "Asian-Pac-Islander", "Black", "Other", "White"])
education = tf.contrib.layers.sparse_column_with_hash_bucket("education", hash_bucket_size=1000)
relationship = tf.contrib.layers.sparse_column_with_hash_bucket("relationship", hash_bucket_size=100)
workclass = tf.contrib.layers.sparse_column_with_hash_bucket("workclass", hash_bucket_size=100)
occupation = tf.contrib.layers.sparse_column_with_hash_bucket("occupation", hash_bucket_size=1000)
native_country = tf.contrib.layers.sparse_column_with_hash_bucket("native_country", hash_bucket_size=1000)

# Continuous base columns.
age = tf.contrib.layers.real_valued_column("age")
age_buckets = tf.contrib.layers.bucketized_column(age, boundaries=[18, 25, 30, 35, 40, 45, 50, 55, 60, 65])
education_num = tf.contrib.layers.real_valued_column("education_num")
capital_gain = tf.contrib.layers.real_valued_column("capital_gain")
capital_loss = tf.contrib.layers.real_valued_column("capital_loss")
hours_per_week = tf.contrib.layers.real_valued_column("hours_per_week")

wide_columns = [
  gender, native_country, education, occupation, workclass, relationship, age_buckets,
  tf.contrib.layers.crossed_column([education, occupation], hash_bucket_size=int(1e4)),
  tf.contrib.layers.crossed_column([native_country, occupation], hash_bucket_size=int(1e4)),
  tf.contrib.layers.crossed_column([age_buckets, education, occupation], hash_bucket_size=int(1e6))]

deep_columns = [
  tf.contrib.layers.embedding_column(workclass, dimension=8),
  tf.contrib.layers.embedding_column(education, dimension=8),
  tf.contrib.layers.embedding_column(gender, dimension=8),
  tf.contrib.layers.embedding_column(relationship, dimension=8),
  tf.contrib.layers.embedding_column(native_country, dimension=8),
  tf.contrib.layers.embedding_column(occupation, dimension=8),
  age, education_num, capital_gain, capital_loss, hours_per_week]

model_dir = tempfile.mkdtemp()
m = tf.contrib.learn.DNNLinearCombinedClassifier(
    model_dir=model_dir,
    linear_feature_columns=wide_columns,
    dnn_feature_columns=deep_columns,
    dnn_hidden_units=[100, 50])

# Define the column names for the data sets.
COLUMNS = ["age", "workclass", "fnlwgt", "education", "education_num",
  "marital_status", "occupation", "relationship", "race", "gender",
  "capital_gain", "capital_loss", "hours_per_week", "native_country", "income_bracket"]
LABEL_COLUMN = 'label'
CATEGORICAL_COLUMNS = ["workclass", "education", "marital_status", "occupation",
                       "relationship", "race", "gender", "native_country"]
CONTINUOUS_COLUMNS = ["age", "education_num", "capital_gain", "capital_loss",
                      "hours_per_week"]

# Download the training and test data to temporary files.
# Alternatively, you can download them yourself and change train_file and
# test_file to your own paths.
train_file = tempfile.NamedTemporaryFile()
test_file = tempfile.NamedTemporaryFile()
urllib.urlretrieve("http://mlr.cs.umass.edu/ml/machine-learning-databases/adult/adult.data", train_file.name)
urllib.urlretrieve("http://mlr.cs.umass.edu/ml/machine-learning-databases/adult/adult.test", test_file.name)

# Read the training and test data sets into Pandas dataframe.
df_train = pd.read_csv(train_file, names=COLUMNS, skipinitialspace=True)
df_test = pd.read_csv(test_file, names=COLUMNS, skipinitialspace=True, skiprows=1)
df_train[LABEL_COLUMN] = (df_train['income_bracket'].apply(lambda x: '>50K' in x)).astype(int)
df_test[LABEL_COLUMN] = (df_test['income_bracket'].apply(lambda x: '>50K' in x)).astype(int)

def input_fn(df):
  # Creates a dictionary mapping from each continuous feature column name (k) to
  # the values of that column stored in a constant Tensor.
  continuous_cols = {k: tf.constant(df[k].values)
                     for k in CONTINUOUS_COLUMNS}
  # Creates a dictionary mapping from each categorical feature column name (k)
  # to the values of that column stored in a tf.SparseTensor.
  categorical_cols = {k: tf.SparseTensor(
      indices=[[i, 0] for i in range(df[k].size)],
      values=df[k].values,
      dense_shape=[df[k].size, 1])
                      for k in CATEGORICAL_COLUMNS}
  # Merges the two dictionaries into one.
  feature_cols = dict(continuous_cols.items() + categorical_cols.items())
  # Converts the label column into a constant Tensor.
  label = tf.constant(df[LABEL_COLUMN].values)
  # Returns the feature columns and the label.
  return feature_cols, label

def train_input_fn():
  return input_fn(df_train)

def eval_input_fn():
  return input_fn(df_test)

print('df_train shape:',np.array(df_train).shape)
print('df_test shape:',np.array(df_test).shape)

m.fit(input_fn=train_input_fn, steps=200)
results = m.evaluate(input_fn=eval_input_fn, steps=1)
for key in sorted(results):
    print("%s: %s" % (key, results[key]))

参考文献
（1）《Wide & Deep Learning for Recommender Systems》
（2）https://www.tensorflow.org/tutorials/wide_and_deep
（3）https://www.tensorflow.org/api_docs/python/tf/contrib/learn/DNNLinearCombinedClassifier#fit
（4）https://research.googleblog.com/2016/06/wide-deep-learning-better-together-with.html