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Factorization Machine. I’m Jerry. Factorization Machine. Factorization Methods. Factorization Machine. Support Vector Machine. Factorization Model. User Features. Ratings. Item Feature. Support Vector Machine (SVM). D = {(x i , y i ) | x i ∈R P , y i ∈{-1, 1}} i = 1~n
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FactorizationMachine I’mJerry
FactorizationMachine FactorizationMethods
FactorizationMachine SupportVectorMachine
FactorizationModel UserFeatures Ratings ItemFeature
SupportVectorMachine(SVM) D={(xi,yi)|xi∈RP,yi∈{-1,1}}i=1~n Line: y(x) = w‧x+b=0 Forallyi=1,y(xi) = w‧xi+b≧1 Forallyi=-1,y(xi) = w‧xi+b≦-1 Minimize|w|
RecommenderGroup YUNOUSESVM?
“Y U NO USE SVM?” Real Value V.S. Classification Sparsity
ActuallyWeDoUseSVM OnEnsemble
Ensemblemodels User Item Model2 Model1 Model3
Ensemblemodels User Item Model2 Model1 Model3 x y
Ensemblemodels User Item Model2 Model1 Model3 + + + =
Predictionsontrainset Trainsetanswer
Predictionsontrainset Trainsetanswer ModelWeights SVM
Predictionsontrainset Trainsetanswer ModelWeights SVM ModelWeights Predictionsontestset
Predictionsontrainset Trainsetanswer ModelWeights SVM ModelWeights Predictionsontestset FinalPrediction
FactorizationMachine • OriginalSVM: • y(x)=w‧x+b=b+Σwixi • FactorizationMachine: • y(x)=b+Σwixi+ΣΣ(vi‧vj)xixj
FactorizationMachine i=0 j=i+1 Interactionbetweenvariables • OriginalSVM: • y(x)=w‧x+b=b+Σwixi • FactorizationMachine: • y(x)=b+Σwixi+ΣΣ(vi‧vj)xixj
(vi‧vj)? W
(vi‧vj)? W
(vi‧vj)? W ?
(vi‧vj)? W CFMatrix
(vi‧vj)? W V VT = k
(vi‧vj)? W V VT = i=0 j=i+1 y(x)=b+Σwixi+ΣΣ(vi‧vj)xixj
(vi‧vj)? W V VT = i=0 j=i+1 y(x)=b+Σwixi+ΣΣ(vi‧vj)xixj
(vi‧vj)? W V VT = i=0 j=i+1 y(x)=b+Σwixi+ΣΣ(vi‧vj)xixj
(vi‧vj)? W V VT = =vA‧vTI i=0 j=i+1 y(x)=b+Σwixi+ΣΣ(vi‧vj)xixj
(vi‧vj)? W V VT = =vA‧vTI i=0 j=i+1 y(x)=b+Σwixi+ΣΣ(vi‧vj)xixj
(vi‧vj)? W V VT = =vA‧vTI i=0 j=i+1 y(x)=b+Σwixi+ΣΣ(vi‧vj)xixj
(vi‧vj)? W V VT = Factorization i=0 j=i+1 y(x)=b+Σwixi+ΣΣ(vi‧vj)xixj
(vi‧vj)? W V VT = Machine Factorization i=0 j=i+1 y(x)=b+Σwixi+ΣΣ(vi‧vj)xixj
FMV.S.SVM SVMfailswithsparsity FMlearnwithsgd,SVMlearnwithdual
FMV.S.SVM PolynomialkernelSVM ComparetoFM: Wi,jareallindependenttoeachother.
FMV.S.MF • MF: • y( x ) = b+ wu+ wi+ vu‧vi • SVD++: • y( x ) = b + wu + wi + vu‧vi+(1/√|Nu|)Σvi‧vl • ClaimsthatFMismoregeneral