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Factorization machines (FMs) are a powerful tool for regression and classification in the context of sparse observations, that has been successfully applied to collaborative filtering, especially when side information over users or items is…

Machine Learning · Computer Science 2022-12-21 Jill-Jênn Vie , Tomas Rigaux , Hisashi Kashima

Factorization Machine (FM) is a supervised learning approach with a powerful capability of feature engineering. It yields state-of-the-art performance in various batch learning tasks where all the training data is made available prior to…

Machine Learning · Computer Science 2018-02-06 Wenpeng Zhang , Xiao Lin , Peilin Zhao

Factorization Machines (FM) are only used in a narrow range of applications and are not part of the standard toolbox of machine learning models. This is a pity, because even though FMs are recognized as being very successful for recommender…

Machine Learning · Computer Science 2016-11-24 Immanuel Bayer

Matrix factorization (MF) is a versatile learning method that has found wide applications in various data-driven disciplines. Still, many MF algorithms do not adequately scale with the size of available datasets and/or lack…

Machine Learning · Computer Science 2019-05-30 Abhishek Agarwal , Jianhao Peng , Olgica Milenkovic

With the development of robotics, there are growing needs for real time motion planning. However, due to obstacles in the environment, the planning problem is highly non-convex, which makes it difficult to achieve real time computation…

Optimization and Control · Mathematics 2018-05-22 Changliu Liu , Chung-Yen Lin , Masayoshi Tomizuka

Matrix factorization is a popular approach for large-scale matrix completion. The optimization formulation based on matrix factorization can be solved very efficiently by standard algorithms in practice. However, due to the non-convexity…

Machine Learning · Computer Science 2016-11-18 Ruoyu Sun , Zhi-Quan Luo

Factorization machines (FMs) are machine learning predictive models based on second-order feature interactions and FMs with sparse regularization are called sparse FMs. Such regularizations enable feature selection, which selects the most…

Machine Learning · Statistics 2021-04-02 Kyohei Atarashi , Satoshi Oyama , Masahito Kurihara

Factorization Machines (FM), a general predictor that can efficiently model feature interactions in linear time, was primarily proposed for collaborative recommendation and have been broadly used for regression, classification and ranking…

Machine Learning · Computer Science 2021-08-18 Yu Geng , Liang Lan

A descent algorithm, "Quasi-Quadratic Minimization with Memory" (QQMM), is proposed for unconstrained minimization of the sum, $F$, of a non-negative convex function, $V$, and a quadratic form. Such problems come up in regularized…

Computation · Statistics 2008-11-19 Steven P. Ellis

Non-negative matrix factorization (NMF) is one of the most popular decomposition techniques for multivariate data. NMF is a core method for many machine-learning related computational problems, such as data compression, feature extraction,…

Numerical Analysis · Computer Science 2017-12-07 Gabriele Torre , Michael Graber

We derive approximation algorithms for the nonnegative matrix factorization problem, i.e. the problem of factorizing a matrix as the product of two matrices with nonnegative coefficients. We form convex approximations of this problem which…

Optimization and Control · Mathematics 2012-07-03 Vijay Krishnamurthy , Alexandre d'Aspremont

Factorization machines (FMs) are a supervised learning approach that can use second-order feature combinations even when the data is very high-dimensional. Unfortunately, despite increasing interest in FMs, there exists to date no efficient…

Machine Learning · Statistics 2016-10-17 Mathieu Blondel , Akinori Fujino , Naonori Ueda , Masakazu Ishihata

Factorization machines (FM) are a popular model class to learn pairwise interactions by a low-rank approximation. Different from existing FM-based approaches which use a fixed rank for all features, this paper proposes a Rank-Aware FM…

Machine Learning · Computer Science 2019-05-21 Xiaoshuang Chen , Yin Zheng , Jiaxing Wang , Wenye Ma , Junzhou Huang

Nonnegative matrix factorization is the following problem: given a nonnegative input matrix $V$ and a factorization rank $K$, compute two nonnegative matrices, $W$ with $K$ columns and $H$ with $K$ rows, such that $WH$ approximates $V$ as…

Optimization and Control · Mathematics 2025-01-10 Valentin Leplat , Yurii Nesterov , Nicolas Gillis , François Glineur

Supervised matrix factorization (SMF) is a classical machine learning method that simultaneously seeks feature extraction and classification tasks, which are not necessarily a priori aligned objectives. Our goal is to use SMF to learn…

Machine Learning · Statistics 2023-11-21 Joowon Lee , Hanbaek Lyu , Weixin Yao

Recently, convex formulations of low-rank matrix factorization problems have received considerable attention in machine learning. However, such formulations often require solving for a matrix of the size of the data matrix, making it…

Machine Learning · Computer Science 2017-08-29 Benjamin D. Haeffele , Rene Vidal

Polynomial networks and factorization machines are two recently-proposed models that can efficiently use feature interactions in classification and regression tasks. In this paper, we revisit both models from a unified perspective. Based on…

Machine Learning · Statistics 2016-08-01 Mathieu Blondel , Masakazu Ishihata , Akinori Fujino , Naonori Ueda

Factorization machines and polynomial networks are supervised polynomial models based on an efficient low-rank decomposition. We extend these models to the multi-output setting, i.e., for learning vector-valued functions, with application…

Machine Learning · Statistics 2017-11-07 Mathieu Blondel , Vlad Niculae , Takuma Otsuka , Naonori Ueda

Factor Analysis (FA) is a technique of fundamental importance that is widely used in classical and modern multivariate statistics, psychometrics and econometrics. In this paper, we revisit the classical rank-constrained FA problem, which…

Methodology · Statistics 2017-04-25 Dimitris Bertsimas , Martin S. Copenhaver , Rahul Mazumder

The majorization-minimization (MM) principle is an extremely general framework for deriving optimization algorithms. It includes the expectation-maximization (EM) algorithm, proximal gradient algorithm, concave-convex procedure, quadratic…

Optimization and Control · Mathematics 2021-06-08 Kenneth Lange , Joong-Ho Won , Alfonso Landeros , Hua Zhou
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