#!/usr/bin/env python # coding: utf-8 from __future__ import print_function, absolute_import, division import paddle.fluid as fluid from collections import OrderedDict """ DCN network """ class DCN(object): def __init__(self, cross_num=2, dnn_hidden_units=(128, 128), l2_reg_cross=1e-5, dnn_use_bn=False, clip_by_norm=None, cat_feat_dims_dict=None, is_sparse=False): self.cross_num = cross_num self.dnn_hidden_units = dnn_hidden_units self.l2_reg_cross = l2_reg_cross self.dnn_use_bn = dnn_use_bn self.clip_by_norm = clip_by_norm self.cat_feat_dims_dict = cat_feat_dims_dict if cat_feat_dims_dict else OrderedDict( ) self.is_sparse = is_sparse self.dense_feat_names = ['I' + str(i) for i in range(1, 14)] self.sparse_feat_names = ['C' + str(i) for i in range(1, 27)] target = ['label'] # {feat_name: dims} self.feat_dims_dict = OrderedDict( [(feat_name, 1) for feat_name in self.dense_feat_names]) self.feat_dims_dict.update(self.cat_feat_dims_dict) self.net_input = None self.loss = None def build_network(self, is_test=False): # data input self.target_input = fluid.data( name='label', shape=[None, 1], dtype='float32') data_dict = OrderedDict() for feat_name in self.feat_dims_dict: data_dict[feat_name] = fluid.data( name=feat_name, shape=[None, 1], dtype='float32') self.net_input = self._create_embedding_input(data_dict) deep_out = self._deep_net(self.net_input, self.dnn_hidden_units, self.dnn_use_bn, is_test) cross_out, l2_reg_cross_loss = self._cross_net(self.net_input, self.cross_num) last_out = fluid.layers.concat([deep_out, cross_out], axis=-1) logit = fluid.layers.fc(last_out, 1) self.prob = fluid.layers.sigmoid(logit) self.data_list = [self.target_input] + [ data_dict[dense_name] for dense_name in self.dense_feat_names ] + [data_dict[sparse_name] for sparse_name in self.sparse_feat_names] # auc prob_2d = fluid.layers.concat([1 - self.prob, self.prob], 1) label_int = fluid.layers.cast(self.target_input, 'int64') auc_var, batch_auc_var, auc_states = fluid.layers.auc(input=prob_2d, label=label_int, slide_steps=0) self.auc_var = auc_var # logloss logloss = fluid.layers.log_loss(self.prob, self.target_input) self.avg_logloss = fluid.layers.reduce_mean(logloss) # reg_coeff * l2_reg_cross l2_reg_cross_loss = self.l2_reg_cross * l2_reg_cross_loss self.loss = self.avg_logloss + l2_reg_cross_loss def backward(self, lr): p_g_clip = fluid.backward.append_backward(loss=self.loss) fluid.clip.set_gradient_clip( fluid.clip.GradientClipByGlobalNorm(clip_norm=self.clip_by_norm)) p_g_clip = fluid.clip.append_gradient_clip_ops(p_g_clip) optimizer = fluid.optimizer.Adam(learning_rate=lr) # params_grads = optimizer.backward(self.loss) optimizer.apply_gradients(p_g_clip) def _deep_net(self, input, hidden_units, use_bn=False, is_test=False): for units in hidden_units: input = fluid.layers.fc(input=input, size=units) if use_bn: input = fluid.layers.batch_norm(input, is_test=is_test) input = fluid.layers.relu(input) return input def _cross_layer(self, x0, x, prefix): input_dim = x0.shape[-1] w = fluid.layers.create_parameter( [input_dim], dtype='float32', name=prefix + "_w") b = fluid.layers.create_parameter( [input_dim], dtype='float32', name=prefix + "_b") xw = fluid.layers.reduce_sum(x * w, dim=1, keep_dim=True) # (N, 1) return x0 * xw + b + x, w def _cross_net(self, input, num_corss_layers): x = x0 = input l2_reg_cross_list = [] for i in range(num_corss_layers): x, w = self._cross_layer(x0, x, "cross_layer_{}".format(i)) l2_reg_cross_list.append(self._l2_loss(w)) l2_reg_cross_loss = fluid.layers.reduce_sum( fluid.layers.concat( l2_reg_cross_list, axis=-1)) return x, l2_reg_cross_loss def _l2_loss(self, w): return fluid.layers.reduce_sum(fluid.layers.square(w)) def _create_embedding_input(self, data_dict): # sparse embedding sparse_emb_dict = OrderedDict((name, fluid.embedding( input=fluid.layers.cast( data_dict[name], dtype='int64'), size=[ self.feat_dims_dict[name] + 1, 6 * int(pow(self.feat_dims_dict[name], 0.25)) ], is_sparse=self.is_sparse)) for name in self.sparse_feat_names) # combine dense and sparse_emb dense_input_list = [ data_dict[name] for name in data_dict if name.startswith('I') ] sparse_emb_list = list(sparse_emb_dict.values()) sparse_input = fluid.layers.concat(sparse_emb_list, axis=-1) sparse_input = fluid.layers.flatten(sparse_input) dense_input = fluid.layers.concat(dense_input_list, axis=-1) dense_input = fluid.layers.flatten(dense_input) dense_input = fluid.layers.cast(dense_input, 'float32') net_input = fluid.layers.concat([dense_input, sparse_input], axis=-1) return net_input