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@xoba
Created May 14, 2012 21:04
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$(function() {
$('#title').html("sgdmf");
(function() {
var i = [];
i.push("<p>");
i.push("This is a demo of stochastic gradient descent applied to matrix factorization.");
i.push("'lambda' penalizes model complexity (in terms of rank), so");
i.push("smaller lambda's yield more accuracy.");
i.push("You can drag/drop your own images here too,");
i.push("although obviously the technique is more appropriate for sparse matrices or non-imaging purposes.");
i.push("See <a href='http://xoba-public.s3.amazonaws.com/2a027d92d63489e5042bc1bcdcfa42b2.pdf'>Recht et al.</a> and <a href='http://xoba-public.s3.amazonaws.com/752b8adf3379ea424554f7304842edbd.pdf'>Koren et al.</a> for related work.");
i.push("Only <span class='hl'>CHROME</span> browser is fast enough for this.");
i.push("</p>");
$('#main').html(i.join(" "));
})();
function fmt(nStr) {
nStr += '';
x = nStr.split('.');
x1 = x[0];
x2 = x.length > 1 ? '.' + x[1] : '';
var rgx = /(\d+)(\d{3})/;
while (rgx.test(x1)) {
x1 = x1.replace(rgx, '$1' + ',' + '$2');
}
return x1 + x2;
};
function uuid() {
var x = function() {
return (((1+Math.random())*0x10000)|0).toString(16).substring(1);
};
return (x()+x()+"-"+x()+"-"+x()+"-"+x()+"-"+x()+x()+x());
}
var db = function(x) {
return 10 * Math.log(x) / Math.log(10);
}
var idb = function(x) {
return Math.pow(10,x/10);
}
function Status() {
var rows = [];
var self = this;
var add = function(title,id) {
rows.push("<tr><td>"+title+":</td><td class='right' id='"+id+"'></td></tr>");
self[id] = function(t) {
$('#'+id).html(t);
};
};
add("time per frame","time");
add("frobenius norm","norm");
add("learning rate","gamma");
add("maximum rank","rank");
$('#main').append("<table>"+rows.join("")+"</table>");
};
function Slider(name,min,max,initialValue,cb) {
if ($('#sliders').length == 0) {
$('#main').append("<table id='sliders'></table>");
}
var step = (max-min)/300;
var id = uuid();
$('#sliders').append("<tr><td>"+name+":</td><td style='width:608px'><input type='range' value='"+initialValue+"' step='"+step+"' id='S"+id+"' min='"+min+"' max='"+max+"'/></td><td id='T"+id+"'></td></tr>");
var update = function() {
var v = $('#S' + id).val();
$('#T'+id).html(cb(v));
};
$('#S' + id).change(update);
$('#T' + id).html(cb(initialValue));
};
var luminance = function(r,g,b) {
return Math.round(0.3 * r + 0.59 * g + 0.11 * b);
};
function Vector(w) {
var a = new Float32Array(new ArrayBuffer(4*w));
this.dims = [w];
this.get = function(i) {
return a[i];
};
this.set = function(i,v) {
a[i] = v;
};
this.inc = function(i,v) {
a[i] += v;
}
};
function Matrix(w,h) {
var a = new Float32Array(new ArrayBuffer(4*w*h));
this.dims = [w,h];
this.get = function(i,j) {
return a[i+j*w];
};
this.set = function(i,j,v) {
a[i+j*w] = v;
};
this.inc = function(i,j,v) {
a[i+j*w] += v;
};
};
var imageToMatrix = function(img) {
var pix = img.data;
var w = img.width;
var h = img.height;
var mat = new Matrix(w,h);
for (var i=0; i<w; i++) {
for (var j=0; j<h; j++) {
var index = 4*(i+j*w);
mat.set(i,j,luminance(pix[index],pix[index+1],pix[index+2]));
}
}
return mat;
};
var drawMatrix = function(ctx,img,mat) {
var pix = img.data;
var h = img.height;
var w = img.width;
var f = 0;
for (var i=0; i<w; i++) {
for (var j=0; j<h; j++) {
var f0 = mat.get(i,j);
var index = 4*(i + w*j);
pix[index] = f0;
pix[index+1] = f0;
pix[index+2] = f0;
f += (f0*f0);
}
}
ctx.putImageData(img,0,0);
return f;
}
var rand = function(n) {
return Math.floor(Math.random() * n);
}
var compute = function(state) {
var f = function() {
var iterate = function() {
setTimeout(f,state.period);
};
var startTime = new Date().getTime();
var r = state.r;
var original = state.original;
var left = state.left;
var right = state.right;
var g = state.gamma;
var lambda = state.lambda;
var lg = new Vector(r);
var rg = new Vector(r);
var h = state.h;
var w = state.w;
var la = left.data;
var ra = right.data;
for (var iter=0; iter<state.niter; iter++) {
var i = rand(w);
var j = rand(h);
var pred = 0;
for (var k=0; k<r; k++) {
pred += left.get(i,k) * right.get(k,j);
}
var error = pred - original.get(i,j);
for (var k=0; k<r; k++) {
lg.set(k, error * right.get(k,j) + lambda * left.get(i,k)/h);
rg.set(k, error * left.get(i,k) + lambda * right.get(k,j)/w);
}
for (var k=0; k<r; k++) {
left.inc(i,k, - g * lg.get(k));
right.inc(k,j, - g * rg.get(k));
}
}
var f2 = state.draw();
state.stats.norm(fmt((f2/1000000).toFixed(0)));
var endTime = new Date().getTime();
var time = endTime-startTime;
state.stats.time(time + " ms");
iterate();
};
return f;
}
var randmat = function(n,m) {
var mat = new Matrix(n,m);
var count=0;
for (var i=0; i<n; i++) {
for (var j=0; j<m; j++) {
mat.set(i,j,10*Math.random());
}
}
return mat;
};
var run = function(img) {
return function() {
var h = img.height;
var w = img.width;
var stats = new Status();
var drawCanvas = function(id,w,h) {
$('#main').append("<canvas id='"+id+"' height='"+h+"px' width='"+w+"px'></canvas>");
}
drawCanvas('c1',w,h);
drawCanvas('c2',w,h);
var c1 = $('#c1')[0].getContext("2d");
var c2 = $('#c2')[0].getContext("2d");
c1.drawImage(img, 0,0);
var imageData = c1.getImageData(0,0,w,h);
var rank = 10;
var f = new Matrix(w,h);
state = {
h: h,
w: w,
r: rank,
stats:stats,
gamma:0.001,
lambda:1000,
period:100,
niter:5000,
original: imageToMatrix(imageData),
left: randmat(w,rank),
right: randmat(rank,h),
draw: function() {
var left = this.left;
var right = this.right;
for (var i=0; i<w; i++) {
for (var j=0; j<h; j++) {
var p = 0;
for (var k=0; k<rank; k++) {
p += left.get(i,k) * right.get(k,j);
}
f.set(i,j,p);
}
}
return drawMatrix(c2,imageData,f);
}
};
stats.gamma(state.gamma);
stats.rank(state.r);
new Slider('lambda',db(100),db(50000),db(state.lambda),function(v) {
var iv = idb(v)
state.lambda = idb(v);
return fmt(iv.toFixed(0));
});
new Slider('iterations',db(100),db(100000),db(state.niter),function(v) {
var iv = idb(v)
state.niter = idb(v);
return fmt(iv.toFixed(0)) + " per frame";
});
new Slider('frame period',db(50),db(3000),db(state.period),function(v) {
var iv = idb(v)
state.period = idb(v);
return fmt(iv.toFixed(0)) + " ms";
});
setTimeout(compute(state),state.period);
$('#main').bind('drop',function(e) {
e.preventDefault();
var file = e.originalEvent.dataTransfer.files[0];
var reader = new FileReader();
reader.onload = function (event) {
var uri = event.currentTarget.result;
var n = new Image();
n.onload = function() {
var c1 = $('#c1')[0].getContext("2d");
c1.drawImage(n, 0,0);
var imageData = c1.getImageData(0,0,w,h);
state.original = imageToMatrix(imageData);
};
n.src = uri;
};
reader.readAsDataURL(file);
});
}
};
var img = new Image();
img.onload = run(img);
img.src = 'mit_logo.png';
});
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