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newtonfm

Python implementation of the algorithm from this paper Wei-Sheng Chin, Bo-Wen Yuan, Meng-Yuan Yang, and Chih-Jen Lin. An Efficient Alternating Newton Method for Learning Factorization Machines. Technique Report, 2016.

The authors provided a matlab implementation here, and this repo is a straight translation to numpy.

Requirements

  • python 3
  • numpy
  • scipy
  • scikit-learn (for the example)

Example

python example.py

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Factorization Machines with Newton's Method

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