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fm

This is the code based on "blebreton/spark-FM-parallelSGD" https://github.com/blebreton/spark-FM-parallelSGD/blob/master/fm/fm_parallel_sgd.py

  • improvements

    • introduce intercept and linear terms
    • mainly introduce pandas DF so that columns can be handled easily
  • next to do

    • why sklearn need to use different solver: loglinear
    • we only need to provide: loss + grad + hess
    • to understand: why polynomial kernal in svm is comparable to FM

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