btwardow / FactorizationMachines.jl

Factorization Machines for Julia
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Implement ALS and MCMC #14

Open Hydrotoast opened 8 years ago

Hydrotoast commented 8 years ago

Implement ALS/MCMC similar to libfm and fastFM. This training method does not require a learning rate alpha. Both libfm and fastFM reuses a single class for both training methods due to common code.

For reference:

I have implemented the ALS algorithm in the past; however, I have not implemented an MCMC implementation before. I would proceed by first implementing the ALS algorithm and then attempt to implement the MCMC algorithm.