Factorization machines algorithm using Python

Factorization Machines (FM) are a new model class that combines the advantages of Support Vector Machines (SVM) with factorization models. This algorithm has the advantage of Support Vector Machine (SVM) and it succeeds in solving the problem with huge sparse data where the SVM models fail. It was proposed by Steffen Rendle in the paper Factorization Machines (2012)

• Python
• Sklearn
• NumPy

• fm.py: Factorization Machine model
• fm_fast.py: Factorization Machine fitted by minimizing a regularized empirical loss with adaptive SGD.