Merge pull request #123 from yaoxuefeng6/add_AutoInt

add rank AutoInt model

README.md

@@ -56,6 +56,7 @@
     |         Rank          |                  [xDeepFM](models/rank/xdeepfm/model.py)                  |   ✓   |    x    |        ✓         |     x     | [KDD 2018][xDeepFM: Combining Explicit and Implicit Feature Interactions for Recommender Systems](https://dl.acm.org/doi/pdf/10.1145/3219819.3220023)                                                       |
     |         Rank          |                      [DIN](models/rank/din/model.py)                      |   ✓   |    x    |        ✓         |     x     | [KDD 2018][Deep Interest Network for Click-Through Rate Prediction](https://dl.acm.org/doi/pdf/10.1145/3219819.3219823)                                                                                     |
     |   Rank   |                      [DIEN](models/rank/dien/model.py)                      |    ✓    |    x    |     ✓     |     x     | [AAAI 2019][Deep Interest Evolution Network for Click-Through Rate Prediction](https://www.aaai.org/ojs/index.php/AAAI/article/view/4545/4423)                                                                                     |
+    |   Rank   |                      [AutoInt](models/rank/AutoInt/model.py)                      |    ✓    |    x    |     ✓     |     x     | [CIKM 2019][AutoInt: Automatic Feature Interaction Learning via Self-Attentive Neural Networks](https://arxiv.org/pdf/1810.11921.pdf)                                                                                     |
     |         Rank          |                [Wide&Deep](models/rank/wide_deep/model.py)                |   ✓   |    x    |        ✓         |     x     | [DLRS 2016][Wide & Deep Learning for Recommender Systems](https://dl.acm.org/doi/pdf/10.1145/2988450.2988454)                                                                                               |
     |         Rank          |                    [FGCNN](models/rank/fgcnn/model.py)                    |   ✓   |    ✓    |        ✓         |     ✓     | [WWW 2019][Feature Generation by Convolutional Neural Network for Click-Through Rate Prediction](https://arxiv.org/pdf/1904.04447.pdf)                                                                      |
     |         Rank          |                  [Fibinet](models/rank/fibinet/model.py)                  |   ✓   |    ✓    |        ✓         |     ✓     | [RecSys19][FiBiNET: Combining Feature Importance and Bilinear feature Interaction for Click-Through Rate Prediction]( https://arxiv.org/pdf/1905.09433.pdf)                                                 |

README_CN.md

@@ -61,6 +61,7 @@
     |   排序   |                  [xDeepFM](models/rank/xdeepfm/model.py)                  |    ✓    |    x    |     ✓     |     x     | [KDD 2018][xDeepFM: Combining Explicit and Implicit Feature Interactions for Recommender Systems](https://dl.acm.org/doi/pdf/10.1145/3219819.3220023)                                                       |
     |   排序   |                      [DIN](models/rank/din/model.py)                      |    ✓    |    x    |     ✓     |     x     | [KDD 2018][Deep Interest Network for Click-Through Rate Prediction](https://dl.acm.org/doi/pdf/10.1145/3219819.3219823)                                                                                     |
     |   排序   |                      [DIEN](models/rank/dien/model.py)                      |    ✓    |    x    |     ✓     |     x     | [AAAI 2019][Deep Interest Evolution Network for Click-Through Rate Prediction](https://www.aaai.org/ojs/index.php/AAAI/article/view/4545/4423)                                                                                     |
+    |   排序   |                      [AutoInt](models/rank/AutoInt/model.py)                      |    ✓    |    x    |     ✓     |     x     | [CIKM 2019][AutoInt: Automatic Feature Interaction Learning via Self-Attentive Neural Networks](https://arxiv.org/pdf/1810.11921.pdf)                                                                                     |
     |   排序   |                [Wide&Deep](models/rank/wide_deep/model.py)                |    ✓    |    x    |     ✓     |     x     | [DLRS 2016][Wide & Deep Learning for Recommender Systems](https://dl.acm.org/doi/pdf/10.1145/2988450.2988454)                                                                                               |
     |   排序   |                    [FGCNN](models/rank/fgcnn/model.py)                    |    ✓    |    ✓    |     ✓     |     ✓     | [WWW 2019][Feature Generation by Convolutional Neural Network for Click-Through Rate Prediction](https://arxiv.org/pdf/1904.04447.pdf)                                                                      |
     |   排序   |                  [Fibinet](models/rank/fibinet/model.py)                  |    ✓    |    ✓    |     ✓     |     ✓     | [RecSys19][FiBiNET: Combining Feature Importance and Bilinear feature Interaction for Click-Through Rate Prediction]( https://arxiv.org/pdf/1905.09433.pdf)                                                 |

models/rank/AutoInt/__init__.py

+# Copyright (c) 2020 PaddlePaddle Authors. All Rights Reserved.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.

models/rank/AutoInt/config.yaml

+# Copyright (c) 2020 PaddlePaddle Authors. All Rights Reserved.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+# global settings 
+debug: false
+workspace: "paddlerec.models.rank.AutoInt"
+
+
+dataset:
+  - name: train_sample
+    type: QueueDataset
+    batch_size: 5
+    data_path: "{workspace}/../dataset/Criteo_data/sample_data/train"
+    sparse_slots: "label feat_idx"
+    dense_slots: "feat_value:39"
+  - name: infer_sample
+    type: QueueDataset
+    batch_size: 5
+    data_path: "{workspace}/../dataset/Criteo_data/sample_data/train"
+    sparse_slots: "label feat_idx"
+    dense_slots: "feat_value:39"
+
+hyper_parameters:
+    optimizer:
+        class: SGD
+        learning_rate: 0.0001
+    sparse_feature_number: 1086460
+    sparse_feature_dim: 9
+    num_field: 39
+    d_key: 16
+    d_value: 16
+    n_head: 6
+    dropout_rate: 0
+    n_interacting_layers: 1
+
+
+
+mode: train_runner
+# if infer, change mode to "infer_runner" and change phase to "infer_phase"
+
+runner:
+  - name: train_runner
+    class: train
+    epochs: 2
+    device: cpu
+    init_model_path: ""
+    save_checkpoint_interval: 1
+    save_inference_interval: 1
+    save_checkpoint_path: "increment"
+    save_inference_path: "inference"
+    print_interval: 1
+  - name: infer_runner
+    class: infer
+    device: cpu
+    init_model_path: "increment/0"
+    print_interval: 1
+    
+
+phase:
+- name: phase1
+  model: "{workspace}/model.py"
+  dataset_name: train_sample
+  thread_num: 1
+#- name: infer_phase
+#  model: "{workspace}/model.py"
+#  dataset_name: infer_sample
+#  thread_num: 1

models/rank/AutoInt/model.py

+#   Copyright (c) 2020 PaddlePaddle Authors. All Rights Reserved.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+import math
+
+import paddle.fluid as fluid
+
+from paddlerec.core.utils import envs
+from paddlerec.core.model import ModelBase
+
+
+class Model(ModelBase):
+    def __init__(self, config):
+        ModelBase.__init__(self, config)
+
+    def _init_hyper_parameters(self):
+        self.sparse_feature_number = envs.get_global_env(
+            "hyper_parameters.sparse_feature_number", None)
+        self.sparse_feature_dim = envs.get_global_env(
+            "hyper_parameters.sparse_feature_dim", None)
+        self.num_field = envs.get_global_env("hyper_parameters.num_field",
+                                             None)
+        self.d_key = envs.get_global_env("hyper_parameters.d_key", None)
+        self.d_value = envs.get_global_env("hyper_parameters.d_value", None)
+        self.n_head = envs.get_global_env("hyper_parameters.n_head", None)
+        self.dropout_rate = envs.get_global_env(
+            "hyper_parameters.dropout_rate", 0)
+        self.n_interacting_layers = envs.get_global_env(
+            "hyper_parameters.n_interacting_layers", 1)
+
+    def multi_head_attention(self, queries, keys, values, d_key, d_value,
+                             n_head, dropout_rate):
+        keys = queries if keys is None else keys
+        values = keys if values is None else values
+        if not (len(queries.shape) == len(keys.shape) == len(values.shape) == 3
+                ):
+            raise ValueError(
+                "Inputs: quries, keys and values should all be 3-D tensors.")
+
+        def __compute_qkv(queries, keys, values, n_head, d_key, d_value):
+            """
+            Add linear projection to queries, keys, and values.
+            """
+            q = fluid.layers.fc(input=queries,
+                                size=d_key * n_head,
+                                bias_attr=False,
+                                num_flatten_dims=2)
+            k = fluid.layers.fc(input=keys,
+                                size=d_key * n_head,
+                                bias_attr=False,
+                                num_flatten_dims=2)
+            v = fluid.layers.fc(input=values,
+                                size=d_value * n_head,
+                                bias_attr=False,
+                                num_flatten_dims=2)
+            return q, k, v
+
+        def __split_heads_qkv(queries, keys, values, n_head, d_key, d_value):
+            """
+            Reshape input tensors at the last dimension to split multi-heads 
+            and then transpose. Specifically, transform the input tensor with shape
+            [bs, max_sequence_length, n_head * hidden_dim] to the output tensor
+            with shape [bs, n_head, max_sequence_length, hidden_dim].
+            """
+            # The value 0 in shape attr means copying the corresponding dimension
+            # size of the input as the output dimension size.
+            reshaped_q = fluid.layers.reshape(
+                x=queries, shape=[0, 0, n_head, d_key], inplace=True)
+            # permuate the dimensions into:
+            # [batch_size, n_head, max_sequence_len, hidden_size_per_head]
+            q = fluid.layers.transpose(x=reshaped_q, perm=[0, 2, 1, 3])
+            # For encoder-decoder attention in inference, insert the ops and vars
+            # into global block to use as cache among beam search.
+            reshaped_k = fluid.layers.reshape(
+                x=keys, shape=[0, 0, n_head, d_key], inplace=True)
+            k = fluid.layers.transpose(x=reshaped_k, perm=[0, 2, 1, 3])
+            reshaped_v = fluid.layers.reshape(
+                x=values, shape=[0, 0, n_head, d_value], inplace=True)
+            v = fluid.layers.transpose(x=reshaped_v, perm=[0, 2, 1, 3])
+
+            return q, k, v
+
+        def scaled_dot_product_attention(q, k, v, d_key, dropout_rate):
+            """
+            Scaled Dot-Product Attention
+            """
+            product = fluid.layers.matmul(
+                x=q, y=k, transpose_y=True, alpha=d_key**-0.5)
+
+            weights = fluid.layers.softmax(product)
+            if dropout_rate:
+                weights = fluid.layers.dropout(
+                    weights,
+                    dropout_prob=dropout_rate,
+                    seed=None,
+                    is_test=False)
+            out = fluid.layers.matmul(weights, v)
+            return out
+
+        def __combine_heads(x):
+            """
+            Transpose and then reshape the last two dimensions of inpunt tensor x
+            so that it becomes one dimension, which is reverse to __split_heads.
+            """
+            if len(x.shape) != 4:
+                raise ValueError("Input(x) should be a 4-D Tensor.")
+
+            trans_x = fluid.layers.transpose(x, perm=[0, 2, 1, 3])
+            # The value 0 in shape attr means copying the corresponding dimension
+            # size of the input as the output dimension size.
+            return fluid.layers.reshape(
+                x=trans_x,
+                shape=[0, 0, trans_x.shape[2] * trans_x.shape[3]],
+                inplace=True)
+
+        q, k, v = __compute_qkv(queries, keys, values, n_head, d_key, d_value)
+        q, k, v = __split_heads_qkv(q, k, v, n_head, d_key, d_value)
+        d_model = d_key * n_head
+
+        ctx_multiheads = scaled_dot_product_attention(q, k, v, d_model,
+                                                      dropout_rate)
+
+        out = __combine_heads(ctx_multiheads)
+
+        return out
+
+    def interacting_layer(self, x):
+        attention_out = self.multi_head_attention(x, None, None, self.d_key,
+                                                  self.d_value, self.n_head,
+                                                  self.dropout_rate)
+        W_0_x = fluid.layers.fc(input=x,
+                                size=self.d_key * self.n_head,
+                                bias_attr=False,
+                                num_flatten_dims=2)
+        res_out = fluid.layers.relu(attention_out + W_0_x)
+        self.d_key = self.d_key * self.n_head
+        self.d_value = self.d_value * self.n_head
+
+        return res_out
+
+    def net(self, inputs, is_infer=False):
+        init_value_ = 0.1
+        is_distributed = True if envs.get_trainer() == "CtrTrainer" else False
+
+        # ------------------------- network input --------------------------
+
+        raw_feat_idx = self._sparse_data_var[1]
+        raw_feat_value = self._dense_data_var[0]
+        self.label = self._sparse_data_var[0]
+
+        feat_idx = raw_feat_idx
+        feat_value = fluid.layers.reshape(
+            raw_feat_value, [-1, self.num_field, 1])  # None * num_field * 1
+
+        # ------------------------- Embedding --------------------------
+
+        feat_embeddings_re = fluid.embedding(
+            input=feat_idx,
+            is_sparse=True,
+            is_distributed=is_distributed,
+            dtype='float32',
+            size=[self.sparse_feature_number + 1, self.sparse_feature_dim],
+            padding_idx=0,
+            param_attr=fluid.ParamAttr(
+                initializer=fluid.initializer.TruncatedNormalInitializer(
+                    loc=0.0,
+                    scale=init_value_ /
+                    math.sqrt(float(self.sparse_feature_dim)))))
+        feat_embeddings = fluid.layers.reshape(
+            feat_embeddings_re,
+            shape=[-1, self.num_field, self.sparse_feature_dim
+                   ])  # None * num_field * embedding_size
+        # None * num_field * embedding_size
+        feat_embeddings = feat_embeddings * feat_value
+
+        inter_input = feat_embeddings
+
+        # ------------------------- interacting layer --------------------------
+
+        for _ in range(self.n_interacting_layers):
+            interacting_layer_out = self.interacting_layer(inter_input)
+            inter_input = interacting_layer_out
+
+        # ------------------------- DNN --------------------------
+
+        dnn_input = fluid.layers.flatten(interacting_layer_out, axis=1)
+
+        y_dnn = fluid.layers.fc(
+            input=dnn_input,
+            size=1,
+            act=None,
+            param_attr=fluid.ParamAttr(
+                initializer=fluid.initializer.TruncatedNormalInitializer(
+                    loc=0.0, scale=init_value_)),
+            bias_attr=fluid.ParamAttr(
+                initializer=fluid.initializer.TruncatedNormalInitializer(
+                    loc=0.0, scale=init_value_)))
+
+        self.predict = fluid.layers.sigmoid(y_dnn)
+        cost = fluid.layers.log_loss(
+            input=self.predict, label=fluid.layers.cast(self.label, "float32"))
+        avg_cost = fluid.layers.reduce_sum(cost)
+
+        self._cost = avg_cost
+
+        predict_2d = fluid.layers.concat([1 - self.predict, self.predict], 1)
+        label_int = fluid.layers.cast(self.label, 'int64')
+        auc_var, batch_auc_var, _ = fluid.layers.auc(input=predict_2d,
+                                                     label=label_int,
+                                                     slide_steps=0)
+        self._metrics["AUC"] = auc_var
+        self._metrics["BATCH_AUC"] = batch_auc_var
+        if is_infer:
+            self._infer_results["AUC"] = auc_var

models/rank/readme.md

@@ -37,6 +37,7 @@
 | xDeepFM | xDeepFM | [xDeepFM: Combining Explicit and Implicit Feature Interactions for Recommender Systems](https://dl.acm.org/doi/pdf/10.1145/3219819.3220023)(2018) |
 | DIN | Deep Interest Network | [Deep Interest Network for Click-Through Rate Prediction](https://dl.acm.org/doi/pdf/10.1145/3219819.3219823)(2018) |
 | DIEN | Deep Interest Evolution Network | [Deep Interest Evolution Network for Click-Through Rate Prediction](https://www.aaai.org/ojs/index.php/AAAI/article/view/4545/4423)(2019) |
+| AutoInt | Automatic Feature Interaction Learning via Self-Attentive Neural Networks | [AutoInt: Automatic Feature Interaction Learning via Self-Attentive Neural Networks](https://arxiv.org/pdf/1810.11921.pdf)(2019) |
 | FGCNN | Feature Generation by CNN | [Feature Generation by Convolutional Neural Network for Click-Through Rate Prediction](https://arxiv.org/pdf/1904.04447.pdf)(2019) |
 | FIBINET | Combining Feature Importance and Bilinear feature Interaction | [《FiBiNET: Combining Feature Importance and Bilinear feature Interaction for Click-Through Rate Prediction》]( https://arxiv.org/pdf/1905.09433.pdf)(2019) |