Convex Factorization Machine for Regression

4 Jul 2015Makoto YamadaWenzhao LianAmit GoyalJianhui ChenKishan WimalawarneSuleiman A KhanSamuel KaskiHiroshi MamitsukaYi Chang

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 $\ell_2$-regularizer and the quadratic term with the trace norm regularizer... (read more)

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