Optimize LightGCN Model (#531)

* Generated model base from LightGCN

* wip

* wip example

* add self-connection

* refactor code

* added sanity check

* Changed train batch size in example to 1024

* Updated readme for example folder

* Update Readme

* update docs

* Update block comment

* WIP

* Updated validation metric

* Updated message handling

* Added legacy lightgcn for comparison purposes

* Changed to follow 'a_k = 1/(k+1)',  k instead of i

* Changed early stopping technique to follow NGCF

* remove test_batchsize, early stop verbose to false

* Changed parameters to align with paper and ngcf

* refractor codes

* update docstring

* change param name to 'batch_size'

* Fix paper reference

---------

Co-authored-by: tqtg <tuantq.vnu@gmail.com>
Co-authored-by: Quoc-Tuan Truong <tqtg@users.noreply.github.com>

cornac/models/lightgcn/lightgcn.py

 import torch
 import torch.nn as nn
+import torch.nn.functional as F
 import dgl
 import dgl.function as fn
 
 
+USER_KEY = "user"
+ITEM_KEY = "item"
+
+
 def construct_graph(data_set):
     """
     Generates graph given a cornac data set
@@ -14,89 +19,109 @@ def construct_graph(data_set):
         The data set as provided by cornac
     """
     user_indices, item_indices, _ = data_set.uir_tuple
-    user_nodes, item_nodes = (
-        torch.from_numpy(user_indices),
-        torch.from_numpy(
-            item_indices + data_set.total_users
-        ),  # increment item node idx by num users
-    )
 
-    u = torch.cat([user_nodes, item_nodes], dim=0)
-    v = torch.cat([item_nodes, user_nodes], dim=0)
+    data_dict = {
+        (USER_KEY, "user_item", ITEM_KEY): (user_indices, item_indices),
+        (ITEM_KEY, "item_user", USER_KEY): (item_indices, user_indices),
+    }
+    num_dict = {USER_KEY: data_set.total_users, ITEM_KEY: data_set.total_items}
 
-    g = dgl.graph((u, v), num_nodes=(data_set.total_users + data_set.total_items))
-    return g
+    return dgl.heterograph(data_dict, num_nodes_dict=num_dict)
 
 
 class GCNLayer(nn.Module):
-    def __init__(self):
+    def __init__(self, norm_dict):
         super(GCNLayer, self).__init__()
 
-    def forward(self, graph, src_embedding, dst_embedding):
-        with graph.local_scope():
-            inner_product = torch.cat((src_embedding, dst_embedding), dim=0)
-
-            out_degs = graph.out_degrees().to(src_embedding.device).float().clamp(min=1)
-            norm_out_degs = torch.pow(out_degs, -0.5).view(-1, 1)  # D^-1/2
-
-            inner_product = inner_product * norm_out_degs
-
-            graph.ndata["h"] = inner_product
-            graph.update_all(
-                message_func=fn.copy_u("h", "m"), reduce_func=fn.sum("m", "h")
-            )
-
-            res = graph.ndata["h"]
-
-            in_degs = graph.in_degrees().to(src_embedding.device).float().clamp(min=1)
-            norm_in_degs = torch.pow(in_degs, -0.5).view(-1, 1)  # D^-1/2
-
-            res = res * norm_in_degs
-            return res
+        # norm
+        self.norm_dict = norm_dict
+
+    def forward(self, g, feat_dict):
+        funcs = {}  # message and reduce functions dict
+        # for each type of edges, compute messages and reduce them all
+        for srctype, etype, dsttype in g.canonical_etypes:
+            src, dst = g.edges(etype=(srctype, etype, dsttype))
+            norm = self.norm_dict[(srctype, etype, dsttype)]
+            # TODO: CHECK HERE
+            messages = norm * feat_dict[srctype][src]  # compute messages
+            g.edges[(srctype, etype, dsttype)].data[
+                etype
+            ] = messages  # store in edata
+            funcs[(srctype, etype, dsttype)] = (
+                fn.copy_e(etype, "m"),
+                fn.sum("m", "h"),
+            )  # define message and reduce functions
+
+        g.multi_update_all(
+            funcs, "sum"
+        )  # update all, reduce by first type-wisely then across different types
+        feature_dict = {}
+        for ntype in g.ntypes:
+            h = F.normalize(g.nodes[ntype].data["h"], dim=1, p=2)  # l2 normalize
+            feature_dict[ntype] = h
+        return feature_dict
 
 
 class Model(nn.Module):
-    def __init__(self, user_size, item_size, hidden_size, num_layers=3, device=None):
+    def __init__(self, g, in_size, num_layers, lambda_reg, device=None):
         super(Model, self).__init__()
-        self.user_size = user_size
-        self.item_size = item_size
-        self.hidden_size = hidden_size
-        self.embedding_weights = self._init_weights()
-        self.layers = nn.ModuleList([GCNLayer() for _ in range(num_layers)])
+        self.norm_dict = dict()
+        self.lambda_reg = lambda_reg
         self.device = device
 
-    def forward(self, graph):
-        user_embedding = self.embedding_weights["user_embedding"]
-        item_embedding = self.embedding_weights["item_embedding"]
+        for srctype, etype, dsttype in g.canonical_etypes:
+            src, dst = g.edges(etype=(srctype, etype, dsttype))
+            dst_degree = g.in_degrees(
+                dst, etype=(srctype, etype, dsttype)
+            ).float()  # obtain degrees
+            src_degree = g.out_degrees(src, etype=(srctype, etype, dsttype)).float()
+            norm = torch.pow(src_degree * dst_degree, -0.5).unsqueeze(1)  # compute norm
+            self.norm_dict[(srctype, etype, dsttype)] = norm
 
-        for i, layer in enumerate(self.layers, start=1):
-            if i == 1:
-                embeddings = layer(graph, user_embedding, item_embedding)
-            else:
-                embeddings = layer(
-                    graph, embeddings[: self.user_size], embeddings[self.user_size:]
-                )
+        self.layers = nn.ModuleList([GCNLayer(self.norm_dict) for _ in range(num_layers)])
 
-            user_embedding = user_embedding + embeddings[: self.user_size] * (
-                1 / (i + 1)
-            )
-            item_embedding = item_embedding + embeddings[self.user_size:] * (
-                1 / (i + 1)
-            )
-
-        return user_embedding, item_embedding
+        self.initializer = nn.init.xavier_uniform_
 
-    def _init_weights(self):
-        initializer = nn.init.xavier_uniform_
-
-        weights_dict = nn.ParameterDict(
+        # embeddings for different types of nodes
+        self.feature_dict = nn.ParameterDict(
             {
-                "user_embedding": nn.Parameter(
-                    initializer(torch.empty(self.user_size, self.hidden_size))
-                ),
-                "item_embedding": nn.Parameter(
-                    initializer(torch.empty(self.item_size, self.hidden_size))
-                ),
+                ntype: nn.Parameter(
+                    self.initializer(torch.empty(g.num_nodes(ntype), in_size))
+                )
+                for ntype in g.ntypes
             }
         )
-        return weights_dict
+
+    def forward(self, g, users=None, pos_items=None, neg_items=None):
+        h_dict = {ntype: self.feature_dict[ntype] for ntype in g.ntypes}
+        # obtain features of each layer and concatenate them all
+        user_embeds = h_dict[USER_KEY]
+        item_embeds = h_dict[ITEM_KEY]
+
+        for k, layer in enumerate(self.layers):
+            h_dict = layer(g, h_dict)
+            user_embeds = user_embeds + (h_dict[USER_KEY] * 1 / (k + 1))
+            item_embeds = item_embeds + (h_dict[ITEM_KEY] * 1 / (k + 1))
+
+        u_g_embeddings = user_embeds if users is None else user_embeds[users, :]
+        pos_i_g_embeddings = item_embeds if pos_items is None else item_embeds[pos_items, :]
+        neg_i_g_embeddings = item_embeds if neg_items is None else item_embeds[neg_items, :]
+
+        return u_g_embeddings, pos_i_g_embeddings, neg_i_g_embeddings
+
+    def loss_fn(self, users, pos_items, neg_items):
+        pos_scores = (users * pos_items).sum(1)
+        neg_scores = (users * neg_items).sum(1)
+
+        bpr_loss = F.softplus(neg_scores - pos_scores).mean()
+        reg_loss = (
+            (1 / 2)
+            * (
+                torch.norm(users) ** 2
+                + torch.norm(pos_items) ** 2
+                + torch.norm(neg_items) ** 2
+            )
+            / len(users)
+        )
+
+        return bpr_loss + self.lambda_reg * reg_loss, bpr_loss, reg_loss

cornac/models/lightgcn/recom_lightgcn.py

@@ -28,21 +28,18 @@ class LightGCN(Recommender):
     name: string, default: 'LightGCN'
         The name of the recommender model.
 
+    emb_size: int, default: 64
+        Size of the node embeddings.
+
     num_epochs: int, default: 1000
-        Maximum number of iterations or the number of epochs
+        Maximum number of iterations or the number of epochs.
 
     learning_rate: float, default: 0.001
         The learning rate that determines the step size at each iteration
 
-    train_batch_size: int, default: 1024
+    batch_size: int, default: 1024
         Mini-batch size used for train set
 
-    test_batch_size: int, default: 100
-        Mini-batch size used for test set
-
-    hidden_dim: int, default: 64
-        The embedding size of the model
-
     num_layers: int, default: 3
         Number of LightGCN Layers
 
@@ -80,11 +77,10 @@ class LightGCN(Recommender):
     def __init__(
         self,
         name="LightGCN",
+        emb_size=64,
         num_epochs=1000,
         learning_rate=0.001,
-        train_batch_size=1024,
-        test_batch_size=100,
-        hidden_dim=64,
+        batch_size=1024,
         num_layers=3,
         early_stopping=None,
         lambda_reg=1e-4,
@@ -93,13 +89,11 @@ class LightGCN(Recommender):
         seed=2020,
     ):
         super().__init__(name=name, trainable=trainable, verbose=verbose)
-
+        self.emb_size = emb_size
         self.num_epochs = num_epochs
         self.learning_rate = learning_rate
-        self.hidden_dim = hidden_dim
+        self.batch_size = batch_size
         self.num_layers = num_layers
-        self.train_batch_size = train_batch_size
-        self.test_batch_size = test_batch_size
         self.early_stopping = early_stopping
         self.lambda_reg = lambda_reg
         self.seed = seed
@@ -135,19 +129,15 @@ class LightGCN(Recommender):
             if torch.cuda.is_available():
                 torch.cuda.manual_seed_all(self.seed)
 
+        graph = construct_graph(train_set).to(self.device)
         model = Model(
-            train_set.total_users,
-            train_set.total_items,
-            self.hidden_dim,
+            graph,
+            self.emb_size,
             self.num_layers,
+            self.lambda_reg,
         ).to(self.device)
 
-        graph = construct_graph(train_set).to(self.device)
-
-        optimizer = torch.optim.Adam(
-            model.parameters(), lr=self.learning_rate, weight_decay=self.lambda_reg
-        )
-        loss_fn = torch.nn.BCELoss(reduction="sum")
+        optimizer = torch.optim.Adam(model.parameters(), lr=self.learning_rate)
 
         # model training
         pbar = trange(
@@ -163,35 +153,26 @@ class LightGCN(Recommender):
             accum_loss = 0.0
             for batch_u, batch_i, batch_j in tqdm(
                 train_set.uij_iter(
-                    batch_size=self.train_batch_size,
+                    batch_size=self.batch_size,
                     shuffle=True,
                 ),
                 desc="Epoch",
-                total=train_set.num_batches(self.train_batch_size),
+                total=train_set.num_batches(self.batch_size),
                 leave=False,
                 position=1,
                 disable=not self.verbose,
             ):
-                user_embeddings, item_embeddings = model(graph)
-
-                batch_u = torch.from_numpy(batch_u).long().to(self.device)
-                batch_i = torch.from_numpy(batch_i).long().to(self.device)
-                batch_j = torch.from_numpy(batch_j).long().to(self.device)
-
-                user_embed = user_embeddings[batch_u]
-                positive_item_embed = item_embeddings[batch_i]
-                negative_item_embed = item_embeddings[batch_j]
-
-                ui_scores = (user_embed * positive_item_embed).sum(dim=1)
-                uj_scores = (user_embed * negative_item_embed).sum(dim=1)
+                u_g_embeddings, pos_i_g_embeddings, neg_i_g_embeddings = model(
+                    graph, batch_u, batch_i, batch_j
+                )
 
-                loss = loss_fn(
-                    torch.sigmoid(ui_scores - uj_scores), torch.ones_like(ui_scores)
+                batch_loss, batch_bpr_loss, batch_reg_loss = model.loss_fn(
+                    u_g_embeddings, pos_i_g_embeddings, neg_i_g_embeddings
                 )
-                accum_loss += loss.cpu().item()
+                accum_loss += batch_loss.cpu().item() * len(batch_u)
 
                 optimizer.zero_grad()
-                loss.backward()
+                batch_loss.backward()
                 optimizer.step()
 
             accum_loss /= len(train_set.uir_tuple[0])  # normalize over all observations
@@ -199,17 +180,16 @@ class LightGCN(Recommender):
 
             # store user and item embedding matrices for prediction
             model.eval()
-            self.U, self.V = model(graph)
+            u_embs, i_embs, _ = model(graph)
+            # we will use numpy for faster prediction in the score function, no need torch
+            self.U = u_embs.cpu().detach().numpy()
+            self.V = i_embs.cpu().detach().numpy()
 
             if self.early_stopping is not None and self.early_stop(
                 **self.early_stopping
             ):
                 break
 
-        # we will use numpy for faster prediction in the score function, no need torch
-        self.U = self.U.cpu().detach().numpy()
-        self.V = self.V.cpu().detach().numpy()
-
     def monitor_value(self):
         """Calculating monitored value used for early stopping on validation set (`val_set`).
         This function will be called by `early_stop()` function.
@@ -223,38 +203,17 @@ class LightGCN(Recommender):
         if self.val_set is None:
             return None
 
-        import torch
+        from ...metrics import Recall
+        from ...eval_methods import ranking_eval
 
-        loss_fn = torch.nn.BCELoss(reduction="sum")
-        accum_loss = 0.0
-        pbar = tqdm(
-            self.val_set.uij_iter(batch_size=self.test_batch_size),
-            desc="Validation",
-            total=self.val_set.num_batches(self.test_batch_size),
-            leave=False,
-            position=1,
-            disable=not self.verbose,
-        )
-        for batch_u, batch_i, batch_j in pbar:
-            batch_u = torch.from_numpy(batch_u).long().to(self.device)
-            batch_i = torch.from_numpy(batch_i).long().to(self.device)
-            batch_j = torch.from_numpy(batch_j).long().to(self.device)
-
-            user_embed = self.U[batch_u]
-            positive_item_embed = self.V[batch_i]
-            negative_item_embed = self.V[batch_j]
-
-            ui_scores = (user_embed * positive_item_embed).sum(dim=1)
-            uj_scores = (user_embed * negative_item_embed).sum(dim=1)
-
-            loss = loss_fn(
-                torch.sigmoid(ui_scores - uj_scores), torch.ones_like(ui_scores)
-            )
-            accum_loss += loss.cpu().item()
-            pbar.set_postfix(val_loss=accum_loss)
-
-        accum_loss /= len(self.val_set.uir_tuple[0])
-        return -accum_loss  # higher is better -> smaller loss is better
+        recall_20 = ranking_eval(
+            model=self,
+            metrics=[Recall(k=20)],
+            train_set=self.train_set,
+            test_set=self.val_set
+        )[0][0]
+
+        return recall_20  # Section 4.1.2 in the paper, same strategy as NGCF.
 
     def score(self, user_idx, item_idx=None):
         """Predict the scores/ratings of a user for an item.

examples/lightgcn_example.py

@@ -36,10 +36,10 @@ ratio_split = RatioSplit(
 # Instantiate the LightGCN model
 lightgcn = cornac.models.LightGCN(
     seed=123,
-    num_epochs=2000,
+    num_epochs=1000,
     num_layers=3,
-    early_stopping={"min_delta": 1e-4, "patience": 3},
-    train_batch_size=256,
+    early_stopping={"min_delta": 1e-4, "patience": 50},
+    batch_size=1024,
     learning_rate=0.001,
     lambda_reg=1e-4,
     verbose=True