[feat]: add sequence feature negative sample process (#267)

* add negative sample process

* add multi_tower_recall docs

docs/source/models/dbmtl.md

@@ -9,7 +9,7 @@ DBMTL构建了多个目标之间的贝叶斯网络，显式建模了多个目标
 
 ![dbmtl_mmoe.png](../../images/models/dbmtl_mmoe.png)
 
-在多模态（图像、视频、文本）推荐场景，DBMTL支持使用[CMBF模型](cmbf.md)作为底层的`shared layer`，以便充分利用多模态特征，取到更好的推荐效果。
+在多模态（图像、视频、文本）推荐场景，DBMTL支持使用[CMBF模型](cmbf.md)或[UNITER模型](uniter.md)作为底层的`shared layer`，以便充分利用多模态特征，取到更好的推荐效果。
 
 ### 配置说明
 

docs/source/models/multi_tower_recall.md

@@ -0,0 +1,86 @@
+# MultiTowerRecall
+
+### 简介
+
+专为负采样和序列特征训练准备的双塔召回模型，分为user塔和item塔。
+注：使用时需指定user id和item id。
+
+### 配置说明
+
+```protobuf
+model_config:{
+  model_class: "MultiTowerRecall"
+  feature_groups: {
+    group_name: 'user'
+    feature_names: 'user_id'
+    feature_names: 'cms_segid'
+    feature_names: 'cms_group_id'
+    feature_names: 'age_level'
+    feature_names: 'pvalue_level'
+    feature_names: 'shopping_level'
+    feature_names: 'occupation'
+    feature_names: 'new_user_class_level'
+    wide_deep:DEEP
+    negative_sampler:true
+    sequence_features: {
+      group_name: "seq_fea"
+      allow_key_search: true
+      need_key_feature:true
+      seq_att_map: {
+        key: "brand"
+        key: "cate_id"
+        hist_seq: "tag_brand_list"
+        hist_seq: "tag_category_list"
+      }
+    }
+  }
+  feature_groups: {
+    group_name: "item"
+    feature_names: 'adgroup_id'
+    feature_names: 'cate_id'
+    feature_names: 'campaign_id'
+    feature_names: 'customer'
+    feature_names: 'brand'
+    wide_deep:DEEP
+  }
+  multi_tower_recall {
+    user_tower {
+      id: "user_id"
+      dnn {
+        hidden_units: [256, 128, 64, 32]
+        # dropout_ratio : [0.1, 0.1, 0.1, 0.1]
+      }
+    }
+    item_tower {
+      id: "adgroup_id"
+      dnn {
+        hidden_units: [256, 128, 64, 32]
+      }
+    }
+    final_dnn {
+      hidden_units: [128, 96, 64, 32, 16]
+    }
+    l2_regularization: 1e-6
+  }
+  loss_type: CLASSIFICATION
+  embedding_regularization: 5e-6
+}
+```
+
+- model_class: 'MultiTowerRecall', 不需要修改
+- feature_groups: 需要两个feature_group: user和item, **group name不能变**
+- multi_tower_recall: multi_tower_recall相关的参数，必须配置user_tower和item_tower
+- user_tower/item_tower:
+  - dnn: deep part的参数配置
+    - hidden_units: dnn每一层的channel数目，即神经元的数目
+- embedding_regularization: 对embedding部分加regularization，防止overfit
+
+支持的metric_set包括:
+
+- auc
+- mean_absolute_error
+- accuracy
+
+### 示例Config
+
+见路径：samples/model_config/multi_tower_recall_neg_sampler_sequence_feature.config

docs/source/models/rank.rst

@@ -24,3 +24,4 @@
    :maxdepth: 2
 
    cmbf
+   uniter

easy_rec/python/layers/input_layer.py

@@ -84,6 +84,7 @@ def __call__(self, features, group_name, is_combine=True):
     assert group_name in self._feature_groups, 'invalid group_name[%s], list: %s' % (
         group_name, ','.join([x for x in self._feature_groups]))
     feature_name_to_output_tensors = {}
+    negative_sampler = self._feature_groups[group_name]._config.negative_sampler
     if group_name in self._group_name_to_seq_features:
       for seq_feature in self._group_name_to_seq_features[group_name]:
         for seq_att in seq_feature.seq_att_map:
@@ -93,10 +94,12 @@ def __call__(self, features, group_name, is_combine=True):
       concat_features, group_features = self.single_call_input_layer(
           features, group_name, is_combine, feature_name_to_output_tensors)
       if group_name in self._group_name_to_seq_features:
-        seq_fea = self.sequence_feature_layer(
-            features, self._group_name_to_seq_features[group_name],
-            feature_name_to_output_tensors)
-        concat_features = tf.concat([concat_features, seq_fea], axis=1)
+        concat_features = self.sequence_feature_layer(
+            features,
+            concat_features,
+            self._group_name_to_seq_features[group_name],
+            feature_name_to_output_tensors,
+            negative_sampler=negative_sampler)
       return concat_features, group_features
     else:
       if self._variational_dropout_config is not None:

easy_rec/python/layers/sequence_feature_layer.py

@@ -29,6 +29,74 @@ def __init__(self,
     self._embedding_regularizer = embedding_regularizer
     self._is_training = is_training
 
+  def negative_sampler_target_attention(self,
+                                        dnn_config,
+                                        deep_fea,
+                                        concat_features,
+                                        name,
+                                        need_key_feature=True,
+                                        allow_key_transform=False):
+    cur_id, hist_id_col, seq_len, aux_hist_emb_list = deep_fea['key'], deep_fea[
+        'hist_seq_emb'], deep_fea['hist_seq_len'], deep_fea[
+            'aux_hist_seq_emb_list']
+
+    seq_max_len = tf.shape(hist_id_col)[1]
+    seq_emb_dim = hist_id_col.shape[2]
+    cur_id_dim = tf.shape(cur_id)[-1]
+    batch_size = tf.shape(hist_id_col)[0]
+
+    pos_feature = cur_id[:batch_size]
+    neg_feature = cur_id[batch_size:]
+    cur_id = tf.concat([
+        pos_feature[:, tf.newaxis, :],
+        tf.tile(neg_feature[tf.newaxis, :, :], multiples=[batch_size, 1, 1])
+    ],
+                       axis=1)  # noqa: E126
+    neg_num = tf.shape(cur_id)[1]
+    hist_id_col = tf.tile(hist_id_col[:, :, :], multiples=[neg_num, 1, 1])
+    concat_features = tf.tile(
+        concat_features[:, tf.newaxis, :], multiples=[1, neg_num, 1])
+    seq_len = tf.tile(seq_len, multiples=[neg_num])
+
+    if allow_key_transform and (cur_id_dim != seq_emb_dim):
+      cur_id = tf.layers.dense(
+          cur_id, seq_emb_dim, name='sequence_key_transform_layer')
+
+    cur_ids = tf.tile(cur_id, [1, 1, seq_max_len])
+    cur_ids = tf.reshape(
+        cur_ids,
+        tf.shape(hist_id_col))  # (B, neg_num, seq_max_len, seq_emb_dim)
+
+    din_net = tf.concat(
+        [cur_ids, hist_id_col, cur_ids - hist_id_col, cur_ids * hist_id_col],
+        axis=-1)  # (B, seq_max_len, seq_emb_dim*4)
+
+    din_layer = dnn.DNN(dnn_config, None, name, self._is_training)
+    din_net = din_layer(din_net)
+    scores = tf.reshape(din_net, [-1, 1, seq_max_len])  # (B, 1, ?)
+
+    seq_len = tf.expand_dims(seq_len, 1)
+    mask = tf.sequence_mask(seq_len)
+    padding = tf.ones_like(scores) * (-2**32 + 1)
+    scores = tf.where(mask, scores, padding)  # [B*neg_num, 1, seq_max_len]
+
+    # Scale
+    scores = tf.nn.softmax(scores)  # (B, 1, seq_max_len)
+    hist_din_emb = tf.matmul(scores, hist_id_col)  # [B, 1, seq_emb_dim]
+    hist_din_emb = tf.reshape(
+        hist_din_emb, [batch_size, neg_num, seq_emb_dim])  # [B, seq_emb_dim]
+    if len(aux_hist_emb_list) > 0:
+      all_hist_dim_emb = [hist_din_emb]
+      for hist_col in aux_hist_emb_list:
+        cur_aux_hist = tf.matmul(scores, hist_col)
+        outputs = tf.reshape(cur_aux_hist, [-1, seq_emb_dim])
+        all_hist_dim_emb.append(outputs)
+      hist_din_emb = tf.concat(all_hist_dim_emb, axis=1)
+    if not need_key_feature:
+      return hist_din_emb
+    din_output = tf.concat([hist_din_emb, cur_id], axis=2)
+    return din_output, concat_features
+
   def target_attention(self,
                        dnn_config,
                        deep_fea,
@@ -85,8 +153,10 @@ def target_attention(self,
 
   def __call__(self,
                features,
+               concat_features,
                all_seq_att_map_config,
-               feature_name_to_output_tensors=None):
+               feature_name_to_output_tensors=None,
+               negative_sampler=False):
     logging.info('use sequence feature layer.')
     all_seq_fea = []
     # process all sequence features
@@ -114,13 +184,23 @@ def __call__(self,
         seq_dnn_config = DNN()
         seq_dnn_config.hidden_units.extend([128, 64, 32, 1])
       cur_target_attention_name = 'seq_dnn' + group_name
-      seq_fea = self.target_attention(
-          seq_dnn_config,
-          seq_features,
-          name=cur_target_attention_name,
-          need_key_feature=need_key_feature,
-          allow_key_transform=allow_key_transform)
+      if negative_sampler:
+        seq_fea, concat_features = self.negative_sampler_target_attention(
+            seq_dnn_config,
+            seq_features,
+            concat_features,
+            name=cur_target_attention_name,
+            need_key_feature=need_key_feature,
+            allow_key_transform=allow_key_transform)
+      else:
+        seq_fea = self.target_attention(
+            seq_dnn_config,
+            seq_features,
+            name=cur_target_attention_name,
+            need_key_feature=need_key_feature,
+            allow_key_transform=allow_key_transform)
       all_seq_fea.append(seq_fea)
     # concat all seq_fea
-    all_seq_fea = tf.concat(all_seq_fea, axis=1)
-    return all_seq_fea
+    all_seq_fea = tf.concat(all_seq_fea, axis=-1)
+    concat_features = tf.concat([concat_features, all_seq_fea], axis=-1)
+    return concat_features

easy_rec/python/model/multi_tower_recall.py

@@ -0,0 +1,68 @@
+# -*- encoding:utf-8 -*-
+# Copyright (c) Alibaba, Inc. and its affiliates.
+
+import tensorflow as tf
+
+from easy_rec.python.layers import dnn
+from easy_rec.python.model.rank_model import RankModel
+
+from easy_rec.python.protos.multi_tower_recall_pb2 import MultiTowerRecall as MultiTowerRecallConfig  # NOQA
+
+if tf.__version__ >= '2.0':
+  tf = tf.compat.v1
+
+
+class MultiTowerRecall(RankModel):
+
+  def __init__(self,
+               model_config,
+               feature_configs,
+               features,
+               labels=None,
+               is_training=False):
+    super(MultiTowerRecall, self).__init__(model_config, feature_configs,
+                                           features, labels, is_training)
+    assert self._model_config.WhichOneof('model') == 'multi_tower_recall', (
+        'invalid model config: %s' % self._model_config.WhichOneof('model'))
+    self._model_config = self._model_config.multi_tower_recall
+    assert isinstance(self._model_config, MultiTowerRecallConfig)
+
+    self.user_tower_feature, _ = self._input_layer(self._feature_dict, 'user')
+    self.item_tower_feature, _ = self._input_layer(self._feature_dict, 'item')
+
+  def build_predict_graph(self):
+
+    user_tower_feature = self.user_tower_feature
+    batch_size = tf.shape(user_tower_feature)[0]
+    pos_item_feature = self.item_tower_feature[:batch_size]
+    neg_item_feature = self.item_tower_feature[batch_size:]
+    item_tower_feature = tf.concat([
+        pos_item_feature[:, tf.newaxis, :],
+        tf.tile(
+            neg_item_feature[tf.newaxis, :, :], multiples=[batch_size, 1, 1])
+    ],
+                                   axis=1)  # noqa: E126
+
+    user_dnn = dnn.DNN(self._model_config.user_tower.dnn, self._l2_reg,
+                       'user_dnn', self._is_training)
+    user_tower_emb = user_dnn(user_tower_feature)
+
+    item_dnn = dnn.DNN(self._model_config.item_tower.dnn, self._l2_reg,
+                       'item_dnn', self._is_training)
+    item_tower_emb = item_dnn(item_tower_feature)
+    item_tower_emb = tf.reshape(item_tower_emb, tf.shape(user_tower_emb))
+
+    tower_fea_arr = []
+    tower_fea_arr.append(user_tower_emb)
+    tower_fea_arr.append(item_tower_emb)
+
+    all_fea = tf.concat(tower_fea_arr, axis=-1)
+    final_dnn_layer = dnn.DNN(self._model_config.final_dnn, self._l2_reg,
+                              'final_dnn', self._is_training)
+    all_fea = final_dnn_layer(all_fea)
+    output = tf.layers.dense(all_fea, 1, name='output')
+    output = output[:, 0]
+
+    self._add_to_prediction_dict(output)
+
+    return self._prediction_dict

easy_rec/python/protos/easy_rec_model.proto

@@ -23,6 +23,7 @@ import "easy_rec/python/protos/mind.proto";
 import "easy_rec/python/protos/loss.proto";
 import "easy_rec/python/protos/rocket_launching.proto";
 import "easy_rec/python/protos/variational_dropout.proto";
+import "easy_rec/python/protos/multi_tower_recall.proto";
 // for input performance test
 message DummyModel {
 
@@ -65,6 +66,7 @@ message EasyRecModel {
         CMBF cmbf = 109;
         Uniter uniter = 110;
 
+        MultiTowerRecall multi_tower_recall = 200;
         DSSM dssm = 201;
         MIND mind = 202;
         DropoutNet dropoutnet = 203;

easy_rec/python/protos/feature_config.proto

@@ -135,6 +135,7 @@ message FeatureGroupConfig {
 
     optional WideOrDeep wide_deep = 3 [default = DEEP];
     repeated SeqAttGroupConfig sequence_features = 4;
+    optional bool negative_sampler = 5 [default = false];
 }
 
 message SeqAttMap {

easy_rec/python/protos/multi_tower_recall.proto

@@ -0,0 +1,19 @@
+syntax = "proto2";
+package protos;
+
+import "easy_rec/python/protos/dnn.proto";
+import "easy_rec/python/protos/simi.proto";
+
+
+message RecallTower {
+  required DNN dnn = 1;
+};
+
+
+message MultiTowerRecall {
+    required RecallTower user_tower = 1;
+    required RecallTower item_tower = 2;
+    required float l2_regularization = 3 [default = 1e-4];
+    required DNN final_dnn = 4;
+    required bool ignore_in_batch_neg_sam = 10 [default = false];
+}

easy_rec/python/test/train_eval_test.py

@@ -5,11 +5,11 @@
 import logging
 import os
 import unittest
-from distutils.version import LooseVersion
 
 import numpy as np
 import six
 import tensorflow as tf
+from distutils.version import LooseVersion
 from tensorflow.python.platform import gfile
 
 from easy_rec.python.main import predict
@@ -905,6 +905,13 @@ def test_deepfm_on_sequence_feature_aux_hist_seq(self):
         self._test_dir)
     self.assertTrue(self._success)
 
+  @unittest.skipIf(gl is None, 'graphlearn is not installed')
+  def test_multi_tower_recall_neg_sampler_sequence_feature(self):
+    self._success = test_utils.test_single_train_eval(
+        'samples/model_config/multi_tower_recall_neg_sampler_sequence_feature.config',
+        self._test_dir)
+    self.assertTrue(self._success)
+
 
 if __name__ == '__main__':
   tf.test.main()

easy_rec/python/utils/estimator_utils.py

@@ -9,11 +9,11 @@
 import os
 import re
 import time
-from distutils.version import LooseVersion
 
 import numpy as np
 import six
 import tensorflow as tf
+from distutils.version import LooseVersion
 from tensorflow.core.framework.summary_pb2 import Summary
 from tensorflow.python.framework import meta_graph
 from tensorflow.python.training.summary_io import SummaryWriterCache