# !/usr/bin/env python
# coding=utf-8
"""
TensorFlow Implementation of <<Neural Factorization Machines for Sparse Predictive Analytics>> with the fellowing features：
#1 Input pipline using Dataset high level API, Support parallel and prefetch reading
#2 Train pipline using Coustom Estimator by rewriting model_fn
#3 Support distincted training by TF_CONFIG
#4 Support export model for TensorFlow Serving
by lambdaji
"""
# from __future__ import absolute_import
# from __future__ import division
# from __future__ import print_function
'''
structure
(LR+二次项=》MLP)=>sum result
'''
# import argparse
import shutil
# import sys
import os
import json
import glob
from datetime import date, timedelta
from time import time
# import gc
# from multiprocessing import Process
# import math
import random
# import pandas as pd
# import numpy as np
import tensorflow as tf
#################### CMD Arguments ####################
FLAGS = tf.app.flags.FLAGS
tf.app.flags.DEFINE_integer("dist_mode", 0, "distribuion mode {0-loacal, 1-single_dist, 2-multi_dist}")
tf.app.flags.DEFINE_string("ps_hosts", '', "Comma-separated list of hostname:port pairs")
tf.app.flags.DEFINE_string("worker_hosts", '', "Comma-separated list of hostname:port pairs")
tf.app.flags.DEFINE_string("job_name", '', "One of 'ps', 'worker'")
tf.app.flags.DEFINE_integer("task_index", 0, "Index of task within the job")
tf.app.flags.DEFINE_integer("num_threads", 16, "Number of threads")
tf.app.flags.DEFINE_integer("feature_size", 0, "Number of features")
tf.app.flags.DEFINE_integer("field_size", 0, "Number of fields")
tf.app.flags.DEFINE_integer("embedding_size", 64, "Embedding size")
tf.app.flags.DEFINE_integer("num_epochs", 10, "Number of epochs")
tf.app.flags.DEFINE_integer("batch_size", 128, "Number of batch size")
tf.app.flags.DEFINE_integer("log_steps", 1000, "save summary every steps")
tf.app.flags.DEFINE_float("learning_rate", 0.05, "learning rate")
tf.app.flags.DEFINE_float("l2_reg", 0.001, "L2 regularization")
tf.app.flags.DEFINE_string("loss_type", 'log_loss', "loss type {square_loss, log_loss}")
tf.app.flags.DEFINE_string("optimizer", 'Adam', "optimizer type {Adam, Adagrad, GD, Momentum}")
tf.app.flags.DEFINE_string("deep_layers", '128,64', "deep layers")
tf.app.flags.DEFINE_string("dropout", '0.5,0.8,0.8', "dropout rate")
tf.app.flags.DEFINE_boolean("batch_norm", False, "perform batch normaization (True or False)")
tf.app.flags.DEFINE_float("batch_norm_decay", 0.9, "decay for the moving average(recommend trying decay=0.9)")
tf.app.flags.DEFINE_string("data_dir", '', "data dir")
tf.app.flags.DEFINE_string("dt_dir", '', "data dt partition")
tf.app.flags.DEFINE_string("model_dir", '', "model check point dir")
tf.app.flags.DEFINE_string("servable_model_dir", '', "export servable model for TensorFlow Serving")
tf.app.flags.DEFINE_string("task_type", 'train', "task type {train, infer, eval, export}")
tf.app.flags.DEFINE_boolean("clear_existing_model", False, "clear existing model or not")
# 1 1:0.5 2:0.03519 3:1 4:0.02567 7:0.03708 8:0.01705 9:0.06296 10:0.18185 11:0.02497 12:1 14:0.02565 15:0.03267 17:0.0247 18:0.03158 20:1 22:1 23:0.13169 24:0.02933 27:0.18159 31:0.0177 34:0.02888 38:1 51:1 63:1 132:1 164:1 236:1
def input_fn(filenames, batch_size=32, num_epochs=1, perform_shuffle=False):
print('Parsing', filenames)
def decode_libsvm(line):
# columns = tf.decode_csv(value, record_defaults=CSV_COLUMN_DEFAULTS)
# features = dict(zip(CSV_COLUMNS, columns))
# labels = features.pop(LABEL_COLUMN)
columns = tf.string_split([line], ' ')
labels = tf.string_to_number(columns.values[0], out_type=tf.float32)
splits = tf.string_split(columns.values[1:], ':')
id_vals = tf.reshape(splits.values, splits.dense_shape)
feat_ids, feat_vals = tf.split(id_vals, num_or_size_splits=2, axis=1)
feat_ids = tf.string_to_number(feat_ids, out_type=tf.int32)
feat_vals = tf.string_to_number(feat_vals, out_type=tf.float32)
return {"feat_ids": feat_ids, "feat_vals": feat_vals}, labels
# Extract lines from input files using the Dataset API, can pass one filename or filename list
dataset = tf.data.TextLineDataset(filenames).map(decode_libsvm, num_parallel_calls=10).prefetch(
500000) # multi-thread pre-process then prefetch
# Randomizes input using a window of 256 elements (read into memory)
if perform_shuffle:
dataset = dataset.shuffle(buffer_size=256)
# epochs from blending together.
dataset = dataset.repeat(num_epochs)
dataset = dataset.batch(batch_size) # Batch size to use
iterator = dataset.make_one_shot_iterator()
batch_features, batch_labels = iterator.get_next()
# return tf.reshape(batch_ids,shape=[-1,field_size]), tf.reshape(batch_vals,shape=[-1,field_size]), batch_labels
return batch_features, batch_labels
def model_fn(features, labels, mode, params):
"""Bulid Model function f(x) for Estimator."""
# ------hyperparameters----
field_size = params["field_size"]
feature_size = params["feature_size"]
embedding_size = params["embedding_size"]
l2_reg = params["l2_reg"]
learning_rate = params["learning_rate"]
# optimizer = params["optimizer"]
layers = map(int, params["deep_layers"].split(','))
dropout = map(float, params["dropout"].split(','))
# ------bulid weights------
Global_Bias = tf.get_variable(name='bias', shape=[1], initializer=tf.constant_initializer(0.0))
Feat_Bias = tf.get_variable(name='linear', shape=[feature_size], initializer=tf.glorot_normal_initializer())
Feat_Emb = tf.get_variable(name='emb', shape=[feature_size, embedding_size],
initializer=tf.glorot_normal_initializer())
# ------build feaure-------
feat_ids = features['feat_ids']
feat_ids = tf.reshape(feat_ids, shape=[-1, field_size])
feat_vals = features['feat_vals']
feat_vals = tf.reshape(feat_vals, shape=[-1, field_size])
# ------build f(x)------
with tf.variable_scope("Linear-part"):
feat_wgts = tf.nn.embedding_lookup(Feat_Bias, feat_ids) # None * F * 1
y_linear = tf.reduce_sum(tf.multiply(feat_wgts, feat_vals), 1)
with tf.variable_scope("BiInter-part"):
embeddings = tf.nn.embedding_lookup(Feat_Emb, feat_ids) # None * F * K
feat_vals = tf.reshape(feat_vals, shape=[-1, field_size, 1])
embeddings = tf.multiply(embeddings, feat_vals) # vij * xi
sum_square_emb = tf.square(tf.reduce_sum(embeddings, 1))
square_sum_emb = tf.reduce_sum(tf.square(embeddings), 1)
deep_inputs = 0.5 * tf.subtract(sum_square_emb, square_sum_emb) # None * K
with tf.variable_scope("Deep-part"):
if mode == tf.estimator.ModeKeys.TRAIN:
train_phase = True
else:
train_phase = False
if mode == tf.estimator.ModeKeys.TRAIN:
deep_inputs = tf.nn.dropout(deep_inputs, keep_prob=dropout[0]) # None * K
for i in range(len(layers)):
deep_inputs = tf.contrib.layers.fully_connected(inputs=deep_inputs, num_outputs=layers[i], \
weights_regularizer=tf.contrib.layers.l2_regularizer(
l2_reg), scope='mlp%d' % i)
if FLAGS.batch_norm:
deep_inputs = batch_norm_layer(deep_inputs, train_phase=train_phase,
scope_bn='bn_%d' % i) # 放在RELU之后 https://github.com/ducha-aiki/caffenet-benchmark/blob/master/batchnorm.md#bn----before-or-after-relu
if mode == tf.estimator.ModeKeys.TRAIN:
deep_inputs = tf.nn.dropout(deep_inputs, keep_prob=dropout[
i]) # Apply Dropout after all BN layers and set dropout=0.8(drop_ratio=0.2)
# deep_inputs = tf.layers.dropout(inputs=deep_inputs, rate=dropout[i], training=mode == tf.estimator.ModeKeys.TRAIN)
y_deep = tf.contrib.layers.fully_connected(inputs=deep_inputs, num_outputs=1, activation_fn=tf.identity, \
weights_regularizer=tf.contrib.layers.l2_regularizer(l2_reg),
scope='deep_out')
y_d = tf.reshape(y_deep, shape=[-1])
with tf.variable_scope("NFM-out"):
# y_bias = Global_Bias * tf.ones_like(labels, dtype=tf.float32) # None * 1 warning;这里不能用label，否则调用predict/export函数会出错，train/evaluate正常；初步判断estimator做了优化，用不到label时不传
y_bias = Global_Bias * tf.ones_like(y_d, dtype=tf.float32) # None * 1
y = y_bias + y_linear + y_d
pred = tf.sigmoid(y)
predictions = {"prob": pred}
export_outputs = {
tf.saved_model.signature_constants.DEFAULT_SERVING_SIGNATURE_DEF_KEY: tf.estimator.export.PredictOutput(
predictions)}
# Provide an estimator spec for `ModeKeys.PREDICT`
if mode == tf.estimator.ModeKeys.PREDICT:
return tf.estimator.EstimatorSpec(
mode=mode,
predictions=predictions,
export_outputs=export_outputs)
# ------bulid loss------
loss = tf.reduce_mean(tf.nn.sigmoid_cross_entropy_with_logits(logits=y, labels=labels)) + \
l2_reg * tf.nn.l2_loss(Feat_Bias) + l2_reg * tf.nn.l2_loss(Feat_Emb)
# Provide an estimator spec for `ModeKeys.EVAL`
eval_metric_ops = {
"auc": tf.metrics.auc(labels, pred)
}
if mode == tf.estimator.ModeKeys.EVAL:
return tf.estimator.EstimatorSpec(
mode=mode,
predictions=predictions,
loss=loss,
eval_metric_ops=eval_metric_ops)
# ------bulid optimizer------
if FLAGS.optimizer == 'Adam':
optimizer = tf.train.AdamOptimizer(learning_rate=learning_rate, beta1=0.9, beta2=0.999, epsilon=1e-8)
elif FLAGS.optimizer == 'Adagrad':
optimizer = tf.train.AdagradOptimizer(learning_rate=learning_rate, initial_accumulator_value=1e-8)
elif FLAGS.optimizer == 'Momentum':
optimizer = tf.train.MomentumOptimizer(learning_rate=learning_rate, momentum=0.95)
elif FLAGS.optimizer == 'ftrl':
optimizer = tf.train.FtrlOptimizer(learning_rate)
train_op = optimizer.minimize(loss, global_step=tf.train.get_global_step())
# Provide an estimator spec for `ModeKeys.TRAIN` modes
if mode == tf.estimator.ModeKeys.TRAIN:
return tf.estimator.EstimatorSpec(
mode=mode,
predictions=predictions,
loss=loss,
train_op=train_op)
# Provide an estimator spec for `ModeKeys.EVAL` and `ModeKeys.TRAIN` modes.
# return tf.estimator.EstimatorSpec(
# mode=mode,
# loss=loss,
# train_op=train_op,
# predictions={"prob": pred},
# eval_metric_ops=eval_metric_ops)
def batch_norm_layer(x, train_phase, scope_bn):
bn_train = tf.contrib.layers.batch_norm(x, decay=FLAGS.batch_norm_decay, center=True, scale=True,
updates_collections=None, is_training=True, reuse=None, scope=scope_bn)
bn_infer = tf.contrib.layers.batch_norm(x, decay=FLAGS.batch_norm_decay, center=True, scale=True,
updates_collections=None, is_training=False, reuse=True, scope=scope_bn)
z = tf.cond(tf.cast(train_phase, tf.bool), lambda: bn_train, lambda: bn_infer)
return z
def set_dist_env():
if FLAGS.dist_mode == 1: # 本地分布式测试模式1 chief, 1 ps, 1 evaluator
ps_hosts = FLAGS.ps_hosts.split(',')
chief_hosts = FLAGS.chief_hosts.split(',')
task_index = FLAGS.task_index
job_name = FLAGS.job_name
print('ps_host', ps_hosts)
print('chief_hosts', chief_hosts)
print('job_name', job_name)
print('task_index', str(task_index))
# 无worker参数
tf_config = {
'cluster': {'chief': chief_hosts, 'ps': ps_hosts},
'task': {'type': job_name, 'index': task_index}
}
print(json.dumps(tf_config))
os.environ['TF_CONFIG'] = json.dumps(tf_config)
elif FLAGS.dist_mode == 2: # 集群分布式模式
ps_hosts = FLAGS.ps_hosts.split(',')
worker_hosts = FLAGS.worker_hosts.split(',')
chief_hosts = worker_hosts[0:1] # get first worker as chief
worker_hosts = worker_hosts[2:] # the rest as worker
task_index = FLAGS.task_index
job_name = FLAGS.job_name
print('ps_host', ps_hosts)
print('worker_host', worker_hosts)
print('chief_hosts', chief_hosts)
print('job_name', job_name)
print('task_index', str(task_index))
# use #worker=0 as chief
if job_name == "worker" and task_index == 0:
job_name = "chief"
# use #worker=1 as evaluator
if job_name == "worker" and task_index == 1:
job_name = 'evaluator'
task_index = 0
# the others as worker
if job_name == "worker" and task_index > 1:
task_index -= 2
tf_config = {
'cluster': {'chief': chief_hosts, 'worker': worker_hosts, 'ps': ps_hosts},
'task': {'type': job_name, 'index': task_index}
}
print(json.dumps(tf_config))
os.environ['TF_CONFIG'] = json.dumps(tf_config)
def main(_):
# ------check Arguments------
if FLAGS.dt_dir == "":
FLAGS.dt_dir = (date.today() + timedelta(-1)).strftime('%Y%m%d')
FLAGS.model_dir = FLAGS.model_dir + FLAGS.dt_dir
# FLAGS.data_dir = FLAGS.data_dir + FLAGS.dt_dir
print('task_type ', FLAGS.task_type)
print('model_dir ', FLAGS.model_dir)
print('data_dir ', FLAGS.data_dir)
print('dt_dir ', FLAGS.dt_dir)
print('num_epochs ', FLAGS.num_epochs)
print('feature_size ', FLAGS.feature_size)
print('field_size ', FLAGS.field_size)
print('embedding_size ', FLAGS.embedding_size)
print('batch_size ', FLAGS.batch_size)
print('deep_layers ', FLAGS.deep_layers)
print('dropout ', FLAGS.dropout)
print('loss_type ', FLAGS.loss_type)
print('optimizer ', FLAGS.optimizer)
print('learning_rate ', FLAGS.learning_rate)
print('l2_reg ', FLAGS.l2_reg)
# ------init Envs------
tr_files = glob.glob("%s/tr*libsvm" % FLAGS.data_dir)
random.shuffle(tr_files)
print("tr_files:", tr_files)
va_files = glob.glob("%s/va*libsvm" % FLAGS.data_dir)
print("va_files:", va_files)
te_files = glob.glob("%s/te*libsvm" % FLAGS.data_dir)
print("te_files:", te_files)
if FLAGS.clear_existing_model:
try:
shutil.rmtree(FLAGS.model_dir)
except Exception as e:
print(e, "at clear_existing_model")
else:
print("existing model cleaned at %s" % FLAGS.model_dir)
set_dist_env()
# ------bulid Tasks------
model_params = {
"field_size": FLAGS.field_size,
"feature_size": FLAGS.feature_size,
"embedding_size": FLAGS.embedding_size,
"learning_rate": FLAGS.learning_rate,
"l2_reg": FLAGS.l2_reg,
"deep_layers": FLAGS.deep_layers,
"dropout": FLAGS.dropout
}
config = tf.estimator.RunConfig().replace(
session_config=tf.ConfigProto(device_count={'GPU': 0, 'CPU': FLAGS.num_threads}),
log_step_count_steps=FLAGS.log_steps, save_summary_steps=FLAGS.log_steps)
Estimator = tf.estimator.Estimator(model_fn=model_fn, model_dir=FLAGS.model_dir, params=model_params, config=config)
if FLAGS.task_type == 'train':
train_spec = tf.estimator.TrainSpec(
input_fn=lambda: input_fn(tr_files, num_epochs=FLAGS.num_epochs, batch_size=FLAGS.batch_size))
eval_spec = tf.estimator.EvalSpec(
input_fn=lambda: input_fn(va_files, num_epochs=1, batch_size=FLAGS.batch_size), steps=None,
start_delay_secs=1000, throttle_secs=1200)
tf.estimator.train_and_evaluate(Estimator, train_spec, eval_spec)
elif FLAGS.task_type == 'eval':
Estimator.evaluate(input_fn=lambda: input_fn(va_files, num_epochs=1, batch_size=FLAGS.batch_size))
elif FLAGS.task_type == 'infer':
preds = Estimator.predict(input_fn=lambda: input_fn(te_files, num_epochs=1, batch_size=FLAGS.batch_size),
predict_keys="prob")
with open(FLAGS.data_dir + "/pred.txt", "w") as fo:
for prob in preds:
fo.write("%f\n" % (prob['prob']))
elif FLAGS.task_type == 'export':
# feature_spec = tf.feature_column.make_parse_example_spec(feature_columns)
# feature_spec = {
# 'feat_ids': tf.FixedLenFeature(dtype=tf.int64, shape=[None, FLAGS.field_size]),
# 'feat_vals': tf.FixedLenFeature(dtype=tf.float32, shape=[None, FLAGS.field_size])
# }
# serving_input_receiver_fn = tf.estimator.export.build_parsing_serving_input_receiver_fn(feature_spec)
feature_spec = {
'feat_ids': tf.placeholder(dtype=tf.int64, shape=[None, FLAGS.field_size], name='feat_ids'),
'feat_vals': tf.placeholder(dtype=tf.float32, shape=[None, FLAGS.field_size], name='feat_vals')
}
serving_input_receiver_fn = tf.estimator.export.build_raw_serving_input_receiver_fn(feature_spec)
Estimator.export_savedmodel(FLAGS.servable_model_dir, serving_input_receiver_fn)
if __name__ == "__main__":
tf.logging.set_verbosity(tf.logging.INFO)
tf.app.run()
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