Factorization Machines

@article{Rendle2010FactorizationM,
  title={Factorization Machines},
  author={Steffen Rendle},
  journal={2010 IEEE International Conference on Data Mining},
  year={2010},
  pages={995-1000}
}
In this paper, we introduce Factorization Machines (FM) which are a new model class that combines the advantages of Support Vector Machines (SVM) with factorization models. Like SVMs, FMs are a general predictor working with any real valued feature vector. In contrast to SVMs, FMs model all interactions between variables using factorized parameters. Thus they are able to estimate interactions even in problems with huge sparsity (like recommender systems) where SVMs fail. We show that the model… CONTINUE READING
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