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Online compact convexified factorization machine

Publication ,  Conference
Lin, X; Zhang, W; Zhang, M; Zhu, W; Pei, J; Zhao, P; Huang, J
Published in: The Web Conference 2018 - Proceedings of the World Wide Web Conference, WWW 2018
April 10, 2018

Factorization Machine (FM) is a supervised learning approach with a powerful capability of feature engineering. It yields state-of-the-art performances in various batch learning tasks where all the training data is made available prior to the training. However, in real-world applications where the data arrives sequentially in a streaming manner, the high cost of re-training with batch learning algorithms has posed formidable challenges in the online learning scenario. The initial challenge is that no prior formulations of FM could directly fulfill the requirements in Online Convex Optimization (OCO) - the paramount framework for online learning algorithm design. To address this aforementioned challenge, we invent a new convexification scheme leading to a Compact Convexified FM (CCFM) that seamlessly meets the requirements in OCO. However for learning Compact Convexified FM (CCFM) in the online learning settings, most existing algorithms suffer from expensive projection operations. To address this subsequent challenge, we follow the general projection-free algorithmic framework of Online Conditional Gradient and propose an Online Compact Convex Factorization Machine (OCCFM) algorithm that eschews the projection operation with efficient linear optimization steps. In support of the proposed OCCFM in terms of its theoretical foundation, we prove that the developed algorithm achieves a sub-linear regret bound. To evaluate the empirical performance of OCCFM, we conduct extensive experiments on 6 real-world datasets for online regression and online classification tasks. The experimental results show that OCCFM outperforms the state-of-art online learning methods for FM.

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Published In

The Web Conference 2018 - Proceedings of the World Wide Web Conference, WWW 2018

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Publication Date

April 10, 2018

Start / End Page

1633 / 1642
 

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Lin, X., Zhang, W., Zhang, M., Zhu, W., Pei, J., Zhao, P., & Huang, J. (2018). Online compact convexified factorization machine. In The Web Conference 2018 - Proceedings of the World Wide Web Conference, WWW 2018 (pp. 1633–1642). https://doi.org/10.1145/3178876.3186075
Lin, X., W. Zhang, M. Zhang, W. Zhu, J. Pei, P. Zhao, and J. Huang. “Online compact convexified factorization machine.” In The Web Conference 2018 - Proceedings of the World Wide Web Conference, WWW 2018, 1633–42, 2018. https://doi.org/10.1145/3178876.3186075.
Lin X, Zhang W, Zhang M, Zhu W, Pei J, Zhao P, et al. Online compact convexified factorization machine. In: The Web Conference 2018 - Proceedings of the World Wide Web Conference, WWW 2018. 2018. p. 1633–42.
Lin, X., et al. “Online compact convexified factorization machine.” The Web Conference 2018 - Proceedings of the World Wide Web Conference, WWW 2018, 2018, pp. 1633–42. Scopus, doi:10.1145/3178876.3186075.
Lin X, Zhang W, Zhang M, Zhu W, Pei J, Zhao P, Huang J. Online compact convexified factorization machine. The Web Conference 2018 - Proceedings of the World Wide Web Conference, WWW 2018. 2018. p. 1633–1642.

Published In

The Web Conference 2018 - Proceedings of the World Wide Web Conference, WWW 2018

DOI

Publication Date

April 10, 2018

Start / End Page

1633 / 1642