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zenogantner / MyMediaLite

recommender system library for the CLR (.NET)
http://mymedialite.net
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BiasedMatrixFactorization, SVD++, AFM: proper MAE optimization #296

Open zenogantner opened 11 years ago

zenogantner commented 11 years ago

Those different methods all support optimizing for MAE (not the default!), but we need to make sure that the learning algorithm (sub-gradient descent) always behaves nicely, in particular in those areas in which MAE is not really differentiable.

zenogantner commented 11 years ago

First step: mark the functionality as unstable.