Mathias Brandewinder on .NET, F#, VSTO and Excel development, and quantitative analysis / machine learning.
by Mathias 28. April 2013 09:32

In our previous post, we began exploring Singular Value Decomposition (SVD) using Math.NET and F#, and showed how this linear algebra technique can be used to “extract” the core information of a dataset and construct a reduced version of the dataset with limited loss of information.

Today, we’ll pursue our excursion in Chapter 14 of Machine Learning in Action, and look at how this can be used to build a collaborative recommendation engine. We’ll follow the approach outlined by the book, starting first with a “naïve” approach, and then using an SVD-based approach.

We’ll start from a slightly modified setup from last post, loosely inspired by the Netflix Prize. The full code for the example can be found here on GitHub.

The problem and setup

In the early 2000s, Netflix had an interesting problem. Netflix’s business model was simple: you would subscribe, and for a fixed fee you could watch as many movies from their catalog as you wanted. However, what happened was the following: users would watch all the movies they knew they wanted to watch, and after a while, they would run out of ideas – and rather than search for lesser-known movies, they would leave. As a result, Netflix launched a prize: if you could create a model that could provide users with good recommendations for new movies to watch, you could claim a $1,000,000 prize.

Obviously, we won’t try to replicate the Netflix prize here, if only because the dataset was rather large; 500,000 users and 20,000 movies is a lot of data… We will instead work off a fake, simplified dataset that illustrates some of the key ideas behind collaborative recommendation engines, and how SVD can help in that context. For the sake of clarity, I’ll be erring on the side of extra-verbose.

Our dataset consists of users and movies; a movie can be rated from 1 star (terrible) to 5 stars (awesome). We’ll represent it with a Rating record type, associating a UserId, MovieId, and Rating:

type UserId = int
type MovieId = int
type Rating = { UserId:UserId; MovieId:MovieId; Rating:int }

To make our life simpler, and to be able to validate whether “it works”, we’ll imagine a world where only 3 types of movies exist, say, Action, Romance and Documentary – and where people have simple tastes: people either love Action and hate the rest, love Romance or hate the rest, or love Documentaries and hate the rest. We’ll assume that we have only 12 movies in our catalog: 0 to 3 are Action, 4 to 7 Romance, and 8 to 11 Documentary.


by Mathias 14. April 2013 12:20

Last Thursday, I gave a talk at the Bay.NET user group in Berkeley, introducing F# to C# developers. First off, I have to thank everybody who came – you guys were great, lots of good questions, nice energy, I had a fantastic time!

My goal was to highlight why I think F# is awesome, and of course this had to include a Type Provider demo, one of the most amazing features of F# 3.0. So I went ahead, and demoed Tomas Petricek’s World Bank Type Provider, and Howard Mansell’s R Type Provider – together. The promise of Type Providers is to enable information-rich programming; in this case, we get immediate access to a wealth of data over the internet, in one line of code, entirely discoverable by IntelliSense in Visual Studio - and we can use all the visualization arsenal of R to see what’s going on. Pretty rad.

Rather than just dump the code, I thought it would be fun to turn that demo into a video. The result is a 7 minutes clip, with only minor editing (a few cuts, and I sped up the video x3 because the main point here isn’t how terrible my typing skills are). I think it’s largely self-explanatory, the only points that are worth commenting upon are:

  • I am using a NuGet package for the R Type Provider that doesn’t officially exist yet. I figured a NuGet package would make that Type Provider more usable, and spent my week-end creating it, but haven’t published it yet. Stay tuned!
  • The most complex part of the demo is probably R’s syntax from hell. For those of you who don’t know R, it’s a free, open-source statistical package which does amazingly cool things. What you need to know to understand this video is that R is very vector-centric. You can create a vector in R using the syntax myData <- c(1,2,3,4), and combine vectors into what’s called a data frame, essentially a collection of features. The R type provider exposes all R packages and functions through a single static type, aptly named R – so for instance, one can create a R vector from F# by typing let myData = R.c( [|1; 2; 3; 4 |]).

That’s it! Let me know what you think, and if you have comments or questions.


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