Daya Jin's Blog Python and Machine Leaning

FM Families

2021-01-30


Factorization Machine

在线性回归模型的博客中,提到了FM模型的表达式为:

\[\hat{y}=\theta_{0}+\sum_{i=1}^{m}\theta_{i}x_{i}+\sum_{i=1}^{m}\sum_{j=1}^{m}<v_{i},v_{j}>x_{i}x_{j}\]

其中$v_{i}$为矩阵$V_{m\times{k}}$的第$i$行。上式可以变换成:

\[\hat{y}=\theta_{0}+\sum_{i=1}^{m}\theta_{i}x_{i}+\frac{1}{2}\sum_{j=1}^{k}((\sum\limits_{i=1}^{m}v_{ij}x_{i})^{2}-\sum\limits_{i=1}^{m}v_{ij}^{2}x_{i}^{2})\]

上一篇 Sparse Table

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