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Convex Factorization Machine for Regression
[article]
2016
arXiv
pre-print
We propose the convex factorization machine (CFM), which is a convex variant of the widely used Factorization Machines (FMs). Specifically, we employ a linear+quadratic model and regularize the linear term with the ℓ_2-regularizer and the quadratic term with the trace norm regularizer. Then, we formulate the CFM optimization as a semidefinite programming problem and propose an efficient optimization procedure with Hazan's algorithm. A key advantage of CFM over existing FMs is that it can find a
arXiv:1507.01073v5
fatcat:awqbv6lvejbytmvcs2p25lb4iy