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Andrew Kane
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# LIBMF Rust
[LIBMF](https://github.com/cjlin1/libmf) - large-scale sparse matrix factorization - for Rust
[![Build Status](https://github.com/ankane/libmf-rust/workflows/build/badge.svg?branch=master)](https://github.com/ankane/libmf-rust/actions)
## Installation
Add this line to your applications `Cargo.toml` under `[dependencies]`:
```toml
libmf = { version = "0.1" }
```
## Getting Started
Prep your data in the format `row_index, column_index, value`
```rust
let mut data = libmf::Matrix::new();
data.push(0, 0, 5.0);
data.push(0, 2, 3.5);
data.push(1, 1, 4.0);
```
Create a model
```rust
let mut model = libmf::Model::new();
model.fit(&data);
```
Make predictions
```rust
model.predict(row_index, column_index);
```
Get the latent factors (these approximate the training matrix)
```rust
model.p_factors();
model.q_factors();
```
Get the bias (average of all elements in the training matrix)
```rust
model.bias();
```
Save the model to a file
```rust
model.save("model.txt");
```
Load the model from a file
```rust
let model = libmf::Model::load("model.txt");
```
Pass a validation set
```rust
model.fit_eval(&train_set, &eval_set);
```
## Cross-Validation
Perform cross-validation
```rust
model.cv(&data, 5);
```
## Parameters
Set parameters - default values below
```rust
model.loss = 0; // loss function
model.factors = 8; // number of latent factors
model.threads = 12; // number of threads used
model.bins = 25; // number of bins
model.iterations = 20; // number of iterations
model.lambda_p1 = 0; // coefficient of L1-norm regularization on P
model.lambda_p2 = 0.1; // coefficient of L2-norm regularization on P
model.lambda_q1 = 0; // coefficient of L1-norm regularization on Q
model.lambda_q2 = 0.1; // coefficient of L2-norm regularization on Q
model.learning_rate = 0.1; // learning rate
model.alpha = 0.1; // importance of negative entries
model.c = 0.0001; // desired value of negative entries
model.nmf = false; // perform non-negative MF (NMF)
model.quiet = false; // no outputs to stdout
```
### Loss Functions
For real-valued matrix factorization
- 0 - squared error (L2-norm)
- 1 - absolute error (L1-norm)
- 2 - generalized KL-divergence
For binary matrix factorization
- 5 - logarithmic error
- 6 - squared hinge loss
- 7 - hinge loss
For one-class matrix factorization
- 10 - row-oriented pair-wise logarithmic loss
- 11 - column-oriented pair-wise logarithmic loss
- 12 - squared error (L2-norm)
## Reference
Specify the initial capacity for a matrix
```rust
let mut data = libmf::Matrix::with_capacity(3);
```
## Resources
- [LIBMF: A Library for Parallel Matrix Factorization in Shared-memory Systems](https://www.csie.ntu.edu.tw/~cjlin/papers/libmf/libmf_open_source.pdf)
## History
View the [changelog](https://github.com/ankane/libmf-rust/blob/master/CHANGELOG.md)
## Contributing
Everyone is encouraged to help improve this project. Here are a few ways you can help:
- [Report bugs](https://github.com/ankane/libmf-rust/issues)
- Fix bugs and [submit pull requests](https://github.com/ankane/libmf-rust/pulls)
- Write, clarify, or fix documentation
- Suggest or add new features
To get started with development:
```sh
git clone --recursive https://github.com/ankane/libmf-rust.git
cd libmf-rust
cargo test
```