FM和FFM学习

FM后半部分公式化简，时间复杂度从

$$O(kn^2)降到O(kn)$$

$$\begin{aligned} \sum_{i=1}^{n-1}\sum_{j=i+1}^n(V_i^TV_j)x_ix_j \end{aligned}$$
$$\begin{aligned} & = \frac{1}{2}\left(\sum_{i=1}^n\sum_{j=1}^n(V_i^TV_j)x_ix_j-\sum_{i=1}^n(V_i^TV_i)x_ix_i\right)\\\end{aligned}$$
$$\begin{aligned} & =\frac{1}{2}\left(\sum_{i=1}^n\sum_{j=1}^n\sum_{l=1}^kv_{il}v_{jl}x_ix_j-\sum_{i=1}^n\sum_{l=1}^k v_{il}^2x_i^2\right)\\\\\end{aligned}$$

$$\begin{aligned} & =\frac{1}{2}\sum_{l=1}^k\left(\sum_{i=1}^n(v_{il}x_i)\sum_{j=1}^n(v_{jl}x_j)-\sum_{i=1}^nv_{il}^2x_i^2\right)\\\end{aligned}$$

$$\begin{aligned} &=\frac{1}{2}\sum_{l=1}^k\left(\left(\sum_{i=1}^n(v_{il}x_i)\right)^2-\sum_{i=1}^nv_{il}^2x_i^2\right)\\ \end{aligned}$$
第一行：对称矩阵，减去对角线元素，除以2。得到最终值。
第二行：把大V展开变成小v

点击率预估算法：FM与FFM
深入FFM原理与实践
论文：Factorization Machines