Matrix completion run

mc_test.cpp

#include <mlpack/core.hpp>
#include <mlpack/core/optimizers/parallel_sgd/decay_policies/constant_step.hpp>
#include <mlpack/core/optimizers/parallel_sgd/parallel_sgd.hpp>
#include <mlpack/core/optimizers/parallel_sgd/sparse_mc_function.hpp>

using namespace std;
using namespace mlpack;
using namespace mlpack::optimization;
int main(int argc, char* argv[])
{
  mlpack::CLI::ParseCommandLine(argc, argv);

  arma::sp_mat ans_mat("5 3 0 1; 4 0 0 1; 1 1 0 5; 1 0 0 4; 0 1 5 4;");
  SparseMCLossFunction f(ans_mat, 0.02, 4);
  ConstantStep decayPolicy(0.1);
  ParallelSGD<ConstantStep> s(50000, 5, 1e-5, decayPolicy);
  arma::mat iterate(4, 9, arma::fill::randn);

  double initial = 0;
  for(size_t i = 0; i < f.NumFunctions(); ++i)
  {
    initial += f.Evaluate(iterate, i);
  }
  cout << "Initial objective : " << initial << endl;

  s.Optimize(f, iterate);
  //cout << iterate << endl;
  arma::mat gen(arma::trans(iterate.cols(0, 4)) * iterate.cols(5, 8));
  cout << arma::mat(ans_mat) << endl;
  cout << gen << endl;
  double final = 0;
  for(size_t i = 0; i < f.NumFunctions(); ++i)
  {
    final += f.Evaluate(iterate, i);
  }
  cout << "Final objective : " << final << endl;
}

stdout

#############################################################
Without mean
#############################################################
λ mlpack_spike/hogwild ∴ OMP_NUM_THREADS=1 ./a.out
Initial objective : 124.529
   5.0000   3.0000        0   1.0000
   4.0000        0        0   1.0000
   1.0000   1.0000        0   5.0000
   1.0000        0        0   4.0000
        0   1.0000   5.0000   4.0000

   4.9927   2.9825   0.7369   0.9968
   3.9875   1.1196  -1.5995   0.9973
   1.0016   0.9976   1.0712   4.9785
   1.0091  -0.7997  -0.0219   3.9911
   0.2612   0.9937   4.9890   3.9918

Final objective : 0.287676
#############################################################
With mean
#############################################################
λ mlpack_spike/hogwild ∴ OMP_NUM_THREADS=1 ./a.out
Initial objective : 30.5357
   5.0000   3.0000        0   1.0000
   4.0000        0        0   1.0000
   1.0000   1.0000        0   5.0000
   1.0000        0        0   4.0000
        0   1.0000   5.0000   4.0000

   2.2052   0.2323   1.3727  -1.7562
   1.2226   0.8786  -1.3400  -1.7594
  -1.7648  -1.7474   1.5708   2.2262
  -1.7624  -0.9664  -0.8608   1.2239
  -0.6352  -1.7405   2.2264   1.2243

Final objective : 0.226394