A Library of Factorization Machines in R Based on libfm

Introduction

• supports both ℓ1 and ℓ2 regularized Factorization Machines(FM)
• provides some optimization routines such as SGD, FTRL-Proximal, TDAP, ALS as well as MCMC for Bayesian inference

Installation

devtools::install_github("evanwang1990/FMwR")

Resources

• Steffen Rendle (2012): Factorization Machines with libFM, in ACM Trans. Intell. Syst. Technol., 3(3), May
• Steffen Rendle (2010): Factorization Machines, in Proceedings of the 10th IEEE International Conference on Data Mining (ICDM 2010), Sydney, Australia.
• Steffen Rendle, Zeno Gantner, Christoph Freudenthaler, Lars Schmidt-Thieme (2011): Fast Context-aware Recommendations with Factorization Machines, in Proceeding of the 34th international ACM SIGIR conference on Research and development in information retrieval (SIGIR 2011), Beijing, China.
• Christoph Freudenthaler, Lars Schmidt-Thieme, Steffen Rendle (2011): Bayesian Factorization Machines, in Workshop on Sparse Representation and Low-rank Approximation, Neural Information Processing Systems (NIPS-WS), Granada, Spain.
• Steffen Rendle (2012): Learning Recommender Systems with Adaptive Regularization, in Proceedings of the 5th ACM International Conference on Web Search and Data Mining (WSDM 2012), Seattle.
• Steffen Rendle (2013): Scaling Factorization Machines to Relational Data, in Proceedings of the 39th international conference on Very Large Data Bases (VLDB 2013), Trento, Italy.
• Tan, Y., Fan, Z., Li, G., Wang, F., Li, Z., & Liu, S., et al. (2016). Scalable Time-Decaying Adaptive Prediction Algorithm. The, ACM SIGKDD International Conference.
• Mcmahan, H. B., Holt, G., Sculley, D., Young, M., Ebner, D., & Grady, J., et al. (2013). Ad click prediction: a view from the trenches. ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (Vol.7, pp.76-77). ACM.
• Tsuruoka, Y., Tsujii, J., & Ananiadou, S. (2009). Stochastic gradient descent training for L1-regularized log-linear models with cumulative penalty. ACL 2009, Proceedings of the, Meeting of the Association for Computational Linguistics and the, International Joint Conference on Natural Language Processing of the Afnlp, 2-7 August 2009, Singapore (pp.477-485).