Source code for gensim.models.hdpmodel

#!/usr/bin/env python
# -*- coding: utf-8 -*-
#
# Copyright (C) 2012 Jonathan Esterhazy <jonathan.esterhazy at gmail.com>
# Licensed under the GNU LGPL v2.1 - http://www.gnu.org/licenses/lgpl.html
#
# HDP inference code is adapted from the onlinehdp.py script by
# Chong Wang (chongw at cs.princeton.edu).
# http://www.cs.princeton.edu/~chongw/software/onlinehdp.tar.gz
#
# Some show/print topics code is adapted from Dr. Hoffman's online lda sample code,
# (C) 2010  Matthew D. Hoffman, GNU GPL 3.0
# http://www.cs.princeton.edu/~mdhoffma/code/onlineldavb.tar


"""
This module encapsulates functionality for the online Hierarchical Dirichlet Process algorithm.

It allows both model estimation from a training corpus and inference of topic
distribution on new, unseen documents.

The core estimation code is directly adapted from the `onlinelhdp.py` script
by C. Wang see
**Wang, Paisley, Blei: Online Variational Inference for the Hierarchical Dirichlet
Process, JMLR (2011).**

http://jmlr.csail.mit.edu/proceedings/papers/v15/wang11a/wang11a.pdf

The algorithm:

  * is **streamed**: training documents come in sequentially, no random access,
  * runs in **constant memory** w.r.t. the number of documents: size of the
    training corpus does not affect memory footprint

"""

from __future__ import with_statement

import logging, time
import numpy as np
import scipy.special as sp

from gensim import interfaces, utils, matutils
from six.moves import xrange

logger = logging.getLogger(__name__)

meanchangethresh = 0.00001
rhot_bound = 0.0


def log_normalize(v):
    log_max = 100.0
    if len(v.shape) == 1:
        max_val = np.max(v)
        log_shift = log_max - np.log(len(v) + 1.0) - max_val
        tot = np.sum(np.exp(v + log_shift))
        log_norm = np.log(tot) - log_shift
        v = v - log_norm
    else:
        max_val = np.max(v, 1)
        log_shift = log_max - np.log(v.shape[1] + 1.0) - max_val
        tot = np.sum(np.exp(v + log_shift[:, np.newaxis]), 1)

        log_norm = np.log(tot) - log_shift
        v = v - log_norm[:, np.newaxis]

    return (v, log_norm)


def dirichlet_expectation(alpha):
    """
    For a vector theta ~ Dir(alpha), compute E[log(theta)] given alpha.
    """
    if (len(alpha.shape) == 1):
        return(sp.psi(alpha) - sp.psi(np.sum(alpha)))
    return(sp.psi(alpha) - sp.psi(np.sum(alpha, 1))[:, np.newaxis])


def expect_log_sticks(sticks):
    """
    For stick-breaking hdp, return the E[log(sticks)]
    """
    dig_sum = sp.psi(np.sum(sticks, 0))
    ElogW = sp.psi(sticks[0]) - dig_sum
    Elog1_W = sp.psi(sticks[1]) - dig_sum

    n = len(sticks[0]) + 1
    Elogsticks = np.zeros(n)
    Elogsticks[0: n - 1] = ElogW
    Elogsticks[1:] = Elogsticks[1:] + np.cumsum(Elog1_W)
    return Elogsticks


def lda_e_step(doc_word_ids, doc_word_counts, alpha, beta, max_iter=100):
    gamma = np.ones(len(alpha))
    expElogtheta = np.exp(dirichlet_expectation(gamma))
    betad = beta[:, doc_word_ids]
    phinorm = np.dot(expElogtheta, betad) + 1e-100
    counts = np.array(doc_word_counts)
    for _ in xrange(max_iter):
        lastgamma = gamma

        gamma = alpha + expElogtheta * np.dot(counts / phinorm, betad.T)
        Elogtheta = dirichlet_expectation(gamma)
        expElogtheta = np.exp(Elogtheta)
        phinorm = np.dot(expElogtheta, betad) + 1e-100
        meanchange = np.mean(abs(gamma - lastgamma))
        if (meanchange < meanchangethresh):
            break

    likelihood = np.sum(counts * np.log(phinorm))
    likelihood += np.sum((alpha - gamma) * Elogtheta)
    likelihood += np.sum(sp.gammaln(gamma) - sp.gammaln(alpha))
    likelihood += sp.gammaln(np.sum(alpha)) - sp.gammaln(np.sum(gamma))

    return (likelihood, gamma)


class SuffStats(object):
    def __init__(self, T, Wt, Dt):
        self.m_chunksize = Dt
        self.m_var_sticks_ss = np.zeros(T)
        self.m_var_beta_ss = np.zeros((T, Wt))

    def set_zero(self):
        self.m_var_sticks_ss.fill(0.0)
        self.m_var_beta_ss.fill(0.0)


[docs]class HdpModel(interfaces.TransformationABC): """ The constructor estimates Hierachical Dirichlet Process model parameters based on a training corpus: >>> hdp = HdpModel(corpus, id2word) >>> hdp.print_topics(show_topics=20, num_words=10) Inference on new documents is based on the approximately LDA-equivalent topics. Model persistency is achieved through its `load`/`save` methods. """
[docs] def __init__(self, corpus, id2word, max_chunks=None, max_time=None, chunksize=256, kappa=1.0, tau=64.0, K=15, T=150, alpha=1, gamma=1, eta=0.01, scale=1.0, var_converge=0.0001, outputdir=None): """ `gamma`: first level concentration `alpha`: second level concentration `eta`: the topic Dirichlet `T`: top level truncation level `K`: second level truncation level `kappa`: learning rate `tau`: slow down parameter `max_time`: stop training after this many seconds `max_chunks`: stop after having processed this many chunks (wrap around corpus beginning in another corpus pass, if there are not enough chunks in the corpus) """ self.corpus = corpus self.id2word = id2word self.chunksize = chunksize self.max_chunks = max_chunks self.max_time = max_time self.outputdir = outputdir self.lda_alpha = None self.lda_beta = None self.m_W = len(id2word) self.m_D = 0 if corpus: self.m_D = len(corpus) self.m_T = T self.m_K = K self.m_alpha = alpha self.m_gamma = gamma self.m_var_sticks = np.zeros((2, T - 1)) self.m_var_sticks[0] = 1.0 self.m_var_sticks[1] = range(T - 1, 0, -1) self.m_varphi_ss = np.zeros(T) self.m_lambda = np.random.gamma(1.0, 1.0, (T, self.m_W)) * self.m_D * 100 / (T * self.m_W) - eta self.m_eta = eta self.m_Elogbeta = dirichlet_expectation(self.m_eta + self.m_lambda) self.m_tau = tau + 1 self.m_kappa = kappa self.m_scale = scale self.m_updatect = 0 self.m_status_up_to_date = True self.m_num_docs_processed = 0 self.m_timestamp = np.zeros(self.m_W, dtype=int) self.m_r = [0] self.m_lambda_sum = np.sum(self.m_lambda, axis=1) self.m_var_converge = var_converge if self.outputdir: self.save_options() # if a training corpus was provided, start estimating the model right away if corpus is not None: self.update(corpus)
[docs] def inference(self, chunk): if self.lda_alpha is None or self.lda_beta is None: raise RuntimeError("model must be trained to perform inference") chunk = list(chunk) if len(chunk) > 1: logger.debug("performing inference on a chunk of %i documents" % len(chunk)) gamma = np.zeros((len(chunk), self.lda_beta.shape[0])) for d, doc in enumerate(chunk): if not doc: # leave gamma at zero for empty documents continue ids, counts = zip(*doc) _, gammad = lda_e_step(ids, counts, self.lda_alpha, self.lda_beta) gamma[d, :] = gammad return gamma
def __getitem__(self, bow, eps=0.01): is_corpus, corpus = utils.is_corpus(bow) if is_corpus: return self._apply(corpus) gamma = self.inference([bow])[0] topic_dist = gamma / sum(gamma) if sum(gamma) != 0 else [] return [(topicid, topicvalue) for topicid, topicvalue in enumerate(topic_dist) if topicvalue >= eps]
[docs] def update(self, corpus): save_freq = max(1, int(10000 / self.chunksize)) # save every 10k docs, roughly chunks_processed = 0 start_time = time.clock() while True: for chunk in utils.grouper(corpus, self.chunksize): self.update_chunk(chunk) self.m_num_docs_processed += len(chunk) chunks_processed += 1 if self.update_finished(start_time, chunks_processed, self.m_num_docs_processed): self.update_expectations() alpha, beta = self.hdp_to_lda() self.lda_alpha = alpha self.lda_beta = beta self.print_topics(20) if self.outputdir: self.save_topics() return elif chunks_processed % save_freq == 0: self.update_expectations() # self.save_topics(self.m_num_docs_processed) self.print_topics(20) logger.info('PROGRESS: finished document %i of %i', self.m_num_docs_processed, self.m_D)
[docs] def update_finished(self, start_time, chunks_processed, docs_processed): return ( # chunk limit reached (self.max_chunks and chunks_processed == self.max_chunks) or # time limit reached (self.max_time and time.clock() - start_time > self.max_time) or # no limits and whole corpus has been processed once (not self.max_chunks and not self.max_time and docs_processed >= self.m_D))
[docs] def update_chunk(self, chunk, update=True, opt_o=True): # Find the unique words in this chunk... unique_words = dict() word_list = [] for doc in chunk: for word_id, _ in doc: if word_id not in unique_words: unique_words[word_id] = len(unique_words) word_list.append(word_id) Wt = len(word_list) # length of words in these documents # ...and do the lazy updates on the necessary columns of lambda rw = np.array([self.m_r[t] for t in self.m_timestamp[word_list]]) self.m_lambda[:, word_list] *= np.exp(self.m_r[-1] - rw) self.m_Elogbeta[:, word_list] = \ sp.psi(self.m_eta + self.m_lambda[:, word_list]) - \ sp.psi(self.m_W * self.m_eta + self.m_lambda_sum[:, np.newaxis]) ss = SuffStats(self.m_T, Wt, len(chunk)) Elogsticks_1st = expect_log_sticks(self.m_var_sticks) # global sticks # run variational inference on some new docs score = 0.0 count = 0 for doc in chunk: if len(doc) > 0: doc_word_ids, doc_word_counts = zip(*doc) doc_score = self.doc_e_step( doc, ss, Elogsticks_1st, word_list, unique_words, doc_word_ids, doc_word_counts, self.m_var_converge) count += sum(doc_word_counts) score += doc_score if update: self.update_lambda(ss, word_list, opt_o) return (score, count)
[docs] def doc_e_step(self, doc, ss, Elogsticks_1st, word_list, unique_words, doc_word_ids, doc_word_counts, var_converge): """ e step for a single doc """ chunkids = [unique_words[id] for id in doc_word_ids] Elogbeta_doc = self.m_Elogbeta[:, doc_word_ids] ## very similar to the hdp equations v = np.zeros((2, self.m_K - 1)) v[0] = 1.0 v[1] = self.m_alpha # back to the uniform phi = np.ones((len(doc_word_ids), self.m_K)) * 1.0 / self.m_K likelihood = 0.0 old_likelihood = -1e200 converge = 1.0 eps = 1e-100 iter = 0 max_iter = 100 # not yet support second level optimization yet, to be done in the future while iter < max_iter and (converge < 0.0 or converge > var_converge): ### update variational parameters # var_phi if iter < 3: var_phi = np.dot(phi.T, (Elogbeta_doc * doc_word_counts).T) (log_var_phi, log_norm) = log_normalize(var_phi) var_phi = np.exp(log_var_phi) else: var_phi = np.dot(phi.T, (Elogbeta_doc * doc_word_counts).T) + Elogsticks_1st (log_var_phi, log_norm) = log_normalize(var_phi) var_phi = np.exp(log_var_phi) # phi if iter < 3: phi = np.dot(var_phi, Elogbeta_doc).T (log_phi, log_norm) = log_normalize(phi) phi = np.exp(log_phi) else: phi = np.dot(var_phi, Elogbeta_doc).T + Elogsticks_2nd (log_phi, log_norm) = log_normalize(phi) phi = np.exp(log_phi) # v phi_all = phi * np.array(doc_word_counts)[:, np.newaxis] v[0] = 1.0 + np.sum(phi_all[:, :self.m_K - 1], 0) phi_cum = np.flipud(np.sum(phi_all[:, 1:], 0)) v[1] = self.m_alpha + np.flipud(np.cumsum(phi_cum)) Elogsticks_2nd = expect_log_sticks(v) likelihood = 0.0 # compute likelihood # var_phi part/ C in john's notation likelihood += np.sum((Elogsticks_1st - log_var_phi) * var_phi) # v part/ v in john's notation, john's beta is alpha here log_alpha = np.log(self.m_alpha) likelihood += (self.m_K - 1) * log_alpha dig_sum = sp.psi(np.sum(v, 0)) likelihood += np.sum((np.array([1.0, self.m_alpha])[:, np.newaxis] - v) * (sp.psi(v) - dig_sum)) likelihood -= np.sum(sp.gammaln(np.sum(v, 0))) - np.sum(sp.gammaln(v)) # Z part likelihood += np.sum((Elogsticks_2nd - log_phi) * phi) # X part, the data part likelihood += np.sum(phi.T * np.dot(var_phi, Elogbeta_doc * doc_word_counts)) converge = (likelihood - old_likelihood) / abs(old_likelihood) old_likelihood = likelihood if converge < -0.000001: logger.warning('likelihood is decreasing!') iter += 1 # update the suff_stat ss # this time it only contains information from one doc ss.m_var_sticks_ss += np.sum(var_phi, 0) ss.m_var_beta_ss[:, chunkids] += np.dot(var_phi.T, phi.T * doc_word_counts) return likelihood
[docs] def update_lambda(self, sstats, word_list, opt_o): self.m_status_up_to_date = False # rhot will be between 0 and 1, and says how much to weight # the information we got from this mini-chunk. rhot = self.m_scale * pow(self.m_tau + self.m_updatect, -self.m_kappa) if rhot < rhot_bound: rhot = rhot_bound self.m_rhot = rhot # Update appropriate columns of lambda based on documents. self.m_lambda[:, word_list] = self.m_lambda[:, word_list] * (1 - rhot) + \ rhot * self.m_D * sstats.m_var_beta_ss / sstats.m_chunksize self.m_lambda_sum = (1 - rhot) * self.m_lambda_sum + \ rhot * self.m_D * np.sum(sstats.m_var_beta_ss, axis=1) / sstats.m_chunksize self.m_updatect += 1 self.m_timestamp[word_list] = self.m_updatect self.m_r.append(self.m_r[-1] + np.log(1 - rhot)) self.m_varphi_ss = (1.0 - rhot) * self.m_varphi_ss + rhot * \ sstats.m_var_sticks_ss * self.m_D / sstats.m_chunksize if opt_o: self.optimal_ordering() ## update top level sticks self.m_var_sticks[0] = self.m_varphi_ss[:self.m_T - 1] + 1.0 var_phi_sum = np.flipud(self.m_varphi_ss[1:]) self.m_var_sticks[1] = np.flipud(np.cumsum(var_phi_sum)) + self.m_gamma
[docs] def optimal_ordering(self): """ ordering the topics """ idx = matutils.argsort(self.m_lambda_sum, reverse=True) self.m_varphi_ss = self.m_varphi_ss[idx] self.m_lambda = self.m_lambda[idx, :] self.m_lambda_sum = self.m_lambda_sum[idx] self.m_Elogbeta = self.m_Elogbeta[idx, :]
[docs] def update_expectations(self): """ Since we're doing lazy updates on lambda, at any given moment the current state of lambda may not be accurate. This function updates all of the elements of lambda and Elogbeta so that if (for example) we want to print out the topics we've learned we'll get the correct behavior. """ for w in xrange(self.m_W): self.m_lambda[:, w] *= np.exp(self.m_r[-1] - self.m_r[self.m_timestamp[w]]) self.m_Elogbeta = sp.psi(self.m_eta + self.m_lambda) - \ sp.psi(self.m_W * self.m_eta + self.m_lambda_sum[:, np.newaxis]) self.m_timestamp[:] = self.m_updatect self.m_status_up_to_date = True
[docs] def print_topics(self, num_topics=20, num_words=20): """Alias for `show_topics()` that prints the `num_words` most probable words for `topics` number of topics to log. Set `topics=-1` to print all topics.""" return self.show_topics(num_topics=num_topics, num_words=num_words, log=True)
[docs] def show_topics(self, num_topics=20, num_words=20, log=False, formatted=True): """ Print the `num_words` most probable words for `topics` number of topics. Set `topics=-1` to print all topics. Set `formatted=True` to return the topics as a list of strings, or `False` as lists of (weight, word) pairs. """ if not self.m_status_up_to_date: self.update_expectations() betas = self.m_lambda + self.m_eta hdp_formatter = HdpTopicFormatter(self.id2word, betas) return hdp_formatter.show_topics(num_topics, num_words, log, formatted)
[docs] def save_topics(self, doc_count=None): """legacy method; use `self.save()` instead""" if not self.outputdir: logger.error("cannot store topics without having specified an output directory") if doc_count is None: fname = 'final' else: fname = 'doc-%i' % doc_count fname = '%s/%s.topics' % (self.outputdir, fname) logger.info("saving topics to %s" % fname) betas = self.m_lambda + self.m_eta np.savetxt(fname, betas)
[docs] def save_options(self): """legacy method; use `self.save()` instead""" if not self.outputdir: logger.error("cannot store options without having specified an output directory") return fname = '%s/options.dat' % self.outputdir with utils.smart_open(fname, 'wb') as fout: fout.write('tau: %s\n' % str(self.m_tau - 1)) fout.write('chunksize: %s\n' % str(self.chunksize)) fout.write('var_converge: %s\n' % str(self.m_var_converge)) fout.write('D: %s\n' % str(self.m_D)) fout.write('K: %s\n' % str(self.m_K)) fout.write('T: %s\n' % str(self.m_T)) fout.write('W: %s\n' % str(self.m_W)) fout.write('alpha: %s\n' % str(self.m_alpha)) fout.write('kappa: %s\n' % str(self.m_kappa)) fout.write('eta: %s\n' % str(self.m_eta)) fout.write('gamma: %s\n' % str(self.m_gamma))
[docs] def hdp_to_lda(self): """ Compute the LDA almost equivalent HDP. """ # alpha sticks = self.m_var_sticks[0] / (self.m_var_sticks[0] + self.m_var_sticks[1]) alpha = np.zeros(self.m_T) left = 1.0 for i in xrange(0, self.m_T - 1): alpha[i] = sticks[i] * left left = left - alpha[i] alpha[self.m_T - 1] = left alpha = alpha * self.m_alpha # beta beta = (self.m_lambda + self.m_eta) / (self.m_W * self.m_eta + \ self.m_lambda_sum[:, np.newaxis]) return (alpha, beta)
[docs] def evaluate_test_corpus(self, corpus): logger.info('TEST: evaluating test corpus') if self.lda_alpha is None or self.lda_beta is None: self.lda_alpha, self.lda_beta = self.hdp_to_lda() score = 0.0 total_words = 0 for i, doc in enumerate(corpus): if len(doc) > 0: doc_word_ids, doc_word_counts = zip(*doc) likelihood, gamma = lda_e_step(doc_word_ids, doc_word_counts, self.lda_alpha, self.lda_beta) theta = gamma / np.sum(gamma) lda_betad = self.lda_beta[:, doc_word_ids] log_predicts = np.log(np.dot(theta, lda_betad)) doc_score = sum(log_predicts) / len(doc) logger.info('TEST: %6d %.5f' % (i, doc_score)) score += likelihood total_words += sum(doc_word_counts) logger.info('TEST: average score: %.5f, total score: %.5f, test docs: %d' % (score / total_words, score, len(corpus))) return score
#endclass HdpModel class HdpTopicFormatter(object): (STYLE_GENSIM, STYLE_PRETTY) = (1, 2) def __init__(self, dictionary=None, topic_data=None, topic_file=None, style=None): if dictionary is None: raise ValueError('no dictionary!') if topic_data is not None: topics = topic_data elif topic_file is not None: topics = np.loadtxt('%s' % topic_file) else: raise ValueError('no topic data!') # sort topics topics_sums = np.sum(topics, axis=1) idx = matutils.argsort(topics_sums, reverse=True) self.data = topics[idx] self.dictionary = dictionary if style is None: style = self.STYLE_GENSIM self.style = style def print_topics(self, num_topics=10, num_words=10): return self.show_topics(num_topics, num_words, True) def show_topics(self, num_topics=10, num_words=10, log=False, formatted=True): shown = [] if num_topics < 0: num_topics = len(self.data) num_topics = min(num_topics, len(self.data)) for k in xrange(num_topics): lambdak = list(self.data[k, :]) lambdak = lambdak / sum(lambdak) temp = zip(lambdak, xrange(len(lambdak))) temp = sorted(temp, key=lambda x: x[0], reverse=True) topic_terms = self.show_topic_terms(temp, num_words) if formatted: topic = self.format_topic(k, topic_terms) # assuming we only output formatted topics if log: logger.info(topic) else: topic = (k, topic_terms) shown.append(topic) return shown def show_topic_terms(self, topic_data, num_words): return [(self.dictionary[wid], weight) for (weight, wid) in topic_data[:num_words]] def format_topic(self, topic_id, topic_terms): if self.STYLE_GENSIM == self.style: fmt = ' + '.join(['%.3f*%s' % (weight, word) for (word, weight) in topic_terms]) fmt = 'topic %i: %s' % (topic_id, fmt) else: fmt = '\n'.join([' %20s %.8f' % (word, weight) for (word, weight) in topic_terms]) fmt = 'topic %i:\n%s' % (topic_id, fmt) return fmt #endclass HdpTopicFormatter