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Copy file name to clipboardExpand all lines: dotnet/xml/Microsoft.ML.Runtime.FactorizationMachine/FieldAwareFactorizationMachineTrainer.xml
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The algorithm is particularly useful for high dimensional datasets which can be very sparse (e.g. click-prediction for advertising systems).
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<para>An advantage of FFM over SVMs is that the training data does not need to be stored in memory, and the coefficients can be optimized directly.
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For a general idea of what Field-aware Factorization Machines are see: <ahref="https://www.csie.ntu.edu.tw/~r01922136/slides/ffm.pdf">Field Aware Factorization Machines</a></para><para>See references below for more details.
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This trainer is essentially faster the one introduced in [2] because of some implemtation tricks[3].
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</para><listtype="bullet"><item><description><ahref="https://www.csie.ntu.edu.tw/~cjlin/papers/ffm.pdf">Field-aware Factorization Machines for CTR Prediction</a></description></item><item><description><ahref="http://jmlr.org/papers/volume12/duchi11a/duchi11a.pdf">Adaptive Subgradient Methods for Online Learning and Stochastic Optimization</a></description></item><item><description><ahref="https://github.com/wschin/fast-ffm/blob/master/fast-ffm.pdf">An Improved Stochastic Gradient Method for Training Large-scale Field-aware Factorization Machine.</a></description></item></list></remarks>
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This trainer is essentially faster than the one introduced in [2] because of some implementation optimizations[3].
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</para><listtype="bullet"><item><description><ahref="http://www.csie.ntu.edu.tw/~cjlin/papers/ffm.pdf">Field-aware Factorization Machines for CTR Prediction</a></description></item><item><description><ahref="http://jmlr.org/papers/volume12/duchi11a/duchi11a.pdf">Adaptive Subgradient Methods for Online Learning and Stochastic Optimization</a></description></item><item><description><ahref="https://github.com/wschin/fast-ffm/blob/master/fast-ffm.pdf">An Improved Stochastic Gradient Method for Training Large-scale Field-aware Factorization Machine.</a></description></item></list></remarks>
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