《Factorization Machines》paper的阅读笔记,仅为了整理个人思路。
个人觉得FM的本质就是预测值=偏置+权重1单变量+权重2变量之间的相互作用。
偏置和权重都可以是标量,也可以是向量
下面是本人认为重要的文章内容摘抄与翻译,能力有限,水平不足,不喜请绕道。
一 FM的优点
- 能够估计SVM所不能的稀疏矩阵的参数
(FMs allow parameter estimation under very sparse data where SVMs fail)
- FM 具有线性复杂性(相当于SVM中的多项核),能够在原始数据中进行优化,无需像SVM一样依赖支持向量。
(FMs have linear complexity,can be optimized in the primal and do not rely on support vectors like SVMs)
- FM 具有一般性,能够适用于任何真实值的特征向量,能够模拟偏置MF,SVD++,PITF,FPMC等最先进的模型。
(FMs are a general predictor that can work with any real valued feature vector.In contrast to this ,other state-of-the-art factorization models work only on very restricted input data.We will show that just by defining the feature vectors of the input data,FMs can mimic state-of-the- art models like biased MF ,SVD++,PITF,or FPMC.)
二 FM模型的公式
,
,
,
<.,.>是大小为K的两个向量的点积,
V中的行向量
代表的是有K个因子的第i个变量。
是定义因子的超参。
(A row within V describes the -th variable with k factors. is a hyperparameter that defines the dimensionality of the factorization)
自由度为2的FM能够捕捉单变量和变量之间相互作用。
(A 2-way FM(degree d = 2) captures all single and pairwise interactions between variables)
- 是全局变量
- 模拟第i个变量的strength(个人觉得其实就是权重,models the strength of the i-th variable)
- 模拟第i和第j个变量之间的相互作用。(个人觉得其实就是权重,models the interaction between the i-th and j-th variable)
三 FM模型的表达能力
假设K足够大,对于任何正定矩阵W,存在一个矩阵V满足 。也就是说,如果K的选择足够大,FM便能够表达任意的相互作用向量W。为了使模型具有更好的泛化能力,在稀疏数据集中,通常选在比较小的K,。
(It is well known that for any positive definite matrix W, there exists a matrix V such thta provided that is large enough. Nevertheless, in sparse settings,typically a small shold be chosen because there is not engough data to estimate complex interactions W.Restricting K - and thus the expressiveness of the FM -leads to better generalization and thus improved interaction matrics under sparsity)