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Factorization Machines - 國立臺灣大學

Factorization MachinesSteffen RendleDepartment of Reasoning for IntelligenceThe Institute of Scientific and Industrial ResearchOsaka University, In this paper, we introduce Factorization Machines (FM) which are a new model class that combines the advantagesof Support Vector Machines (SVM) with Factorization SVMs, FMs are a general predictor working with anyreal valued feature vector. In contrast to SVMs, FMs model allinteractions between variables using factorized parameters. Thusthey are able to estimate interactions even in problems withhugesparsity (like recommender systems) where SVMs fail.

w0 ∈ R, w∈ Rn, V∈ Rn×k (2) And h·,·i is the dot product of two vectors of size k: hv i,v ji := Xk f=1 v i,f · v j,f (3) A row v i within Vdescribes the i-th variable with k factors. k ∈ N+ 0 is a hyperparameter that defines the dimensionality of the factorization. A 2-way FM (degree d =2) captures all single and pairwise ...

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