Non-negative Matrix Factorization for Ruby
Several months back I needed to compute NMF of some relatively larges matrices.
Since the native Ruby code was painfully slow, and for some reason even failed to work for some matrices, I decided to write a C implementation which will leverage the GNU Scientific Library (GSL) and then wrap it for using in Ruby application.
It was a neat add-on to the rb-gsl ruby library. What it does is adding NMF module under the GSL::Matrix, and there you have a method nmf which receives a GSL::Matrix and number of columns as a parameter and then returns two matrices.
Since this is an iterative algorithm, the number of runs is limited to 1000, and the desired difference cost metric is set to 10-6.
I tried to contact the author and even posted my code in the issue tracker, but haven’t received any response at the time of writing.
So I decided to create a git-svn mirror on Github and add my changes there.
http://github.com/romanbsd/rb-gsl
You can install the gem using this command:
$ gem sources -a http://gems.github.com/ # (you only have to do this once) $ gem install romanbsd-gsl
December 14th, 2009 at 22:56
Hi,
I was looking for some other work on wrapping GSL with Ruby on GitHub and I found yours.
I just wanted to let you know that I’m trying to create a good wrapper for GSL using RubyFFI, in case you’re interested in it.
I’m currently wrapping Matrix so maybe you should wait a little, but you could eventually submit your work on NMF (which I know nothing about =b) as an extension to my wrapper (it should be really easy using FFI, specially if you already have the C code).
Matt
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Roman Reply:
December 14th, 2009 at 23:26
What is motivation behind this effort? Is it that you’d like to use GSL with JRuby?
Because with MRI the performance of C version is better than of FFI…
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December 14th, 2009 at 23:30
Since GSL is really big and creating a wrapper gets quite complex (eventually, you have a ton of C code and it is impossible to maintain/extend), I thought that FFI could help in this aspect.
Regarding the performance, I’m not really sure if there’s really an important difference, although I’ll create some benchmarks when I have more code wrapped.
There are some other objectives I pursue with this wrapper, you can read them here:
http://ruby-gsl-ng.googlecode.com
Matt
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March 1st, 2010 at 23:05
Hi
Do you have some examples of the ruby interface to the NMF code?
How to do you choose the seed values?
Which algorithm did you implement?
How large of a system can you solve?
Thanks
Charles
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Roman Reply:
March 2nd, 2010 at 09:59
Examples:
http://github.com/romanbsd/rb-gsl/blob/master/tests/matrix/matrix_nmf_test.rb
The seed values are picked randomly in the min..max interval.
The algorithm is the one that circulated in some pdf, I don’t remember the name of the authors. You can see the implementation here:
http://github.com/romanbsd/rb-gsl/blob/master/ext/nmf.c
I know that it solves a system of thousands of rows.
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November 30th, 2010 at 09:37
Just curious as to the status of this (and the FFI wrapper)
I am trying to get this to install on Mac OS X using ruby 1.9.2
I find the following error (which I assume is because I am in ruby 1.9.2 and not 1.8.6/7):
It would be great to get this working under ruby 1.9.2
Any idea how hard that would be?
[I can’t get the FFi wrapper version of ruby gsl to install either]
gcc -I. -I/Users/charlesmartin/.rvm/rubies/ruby-1.9.2-p0/include/ruby-1.9.1/x86_64-darwin10.4.0 -I/Users/charlesmartin/.rvm/rubies/ruby-1.9.2-p0/include/ruby-1.9.1/ruby/backward -I/Users/charlesmartin/.rvm/rubies/ruby-1.9.2-p0/include/ruby-1.9.1 -I. -DHAVE_NARRAY_H -I/Users/charlesmartin/.rvm/gems/ruby-1.9.2-p0/gems/narray-0.5.9.7/. -I/Users/charlesmartin/.rvm/rubies/ruby-1.9.2-p0/lib/ruby/site_ruby/1.9.1/x86_64-darwin10.4.0 -D_XOPEN_SOURCE -D_DARWIN_C_SOURCE -fno-common -Wall -I../include -I/usr/local/include -o array.o -c array.c
In file included from ../include/rb_gsl_array.h:16,
from array.c:15:
/Users/charlesmartin/.rvm/rubies/ruby-1.9.2-p0/include/ruby-1.9.1/ruby/backward/rubyio.h:2:2: warning: #warning use “ruby/io.h” instead of “rubyio.h”
array.c: In function ‘carray_set_from_rarray’:
array.c:214: error: ‘struct RArray’ has no member named ‘len’
array.c: In function ‘Init_gsl_array’:
array.c:656: warning: implicit declaration of function ‘Init_gsl_matrix_nmf’
make: *** [array.o] Error 1
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