用途:FM算法可以用来做召回,排序
背景:旨在解决稀疏数据下的特征组合问题
优势:高度稀疏的数据场景具有线性计算复杂度。
原理
- 公式
F M : y = w 0 + ∑ i = 1 n w i x i + ∑ i = 1 n ∑ j = i + 1 n < v i , v j > x i x j F M: y=w_{0}+\sum_{i=1}^{n} w_{i} x_{i}+\sum_{i=1}^{n} \sum_{j=i+1}^{n}<v_{i}, v_{j}>x_{i} x_{j} FM:y=w0+i=1∑nwixi+i=1∑nj=i+1∑n<vi,vj>xixj
n为特征数,v为特征的隐向量,时间复杂度: O ( n 2 ) O( n^2 ) O(n2)
- 公式推导
∑ i = 1 n ∑ j = i + 1 n ⟨ v i , v j ⟩ x i x j = 1 2 ∑ i = 1 n ∑ j = 1 n ⟨ v i , v j ⟩ x i x j − 1 2 ∑ i = 1 n ⟨ v i , v i ⟩ x i x i ] = 1 2 ( ∑ i = 1 n ∑ j = 1 n ∑ f = 1 k v i , f v j , f x i x j − ∑ i = 1 n ∑ f = 1 k v i , f v i , f x i x i ) = 1 2 ∑ f = 1 k ( ( ∑ i = 1 n v i , f x i ) ( ∑ j = 1 n v j , f x j ) − ∑ i = 1 n v i , f 2 x i 2 ) = 1 2 ∑ f = 1 k ( ( ∑ i = 1 n v i , f x i ) 2 − ∑ i = 1 n v i , f 2 x i 2 ) \begin{aligned} & \sum_{i=1}^{n} \sum_{j=i+1}^{n}\left\langle\mathbf{v}_{i}, \mathbf{v}_{j}\right\rangle x_{i} x_{j} \\ =&\left.\frac{1}{2} \sum_{i=1}^{n} \sum_{j=1}^{n}\left\langle\mathbf{v}_{i}, \mathbf{v}_{j}\right\rangle x_{i} x_{j}-\frac{1}{2} \sum_{i=1}^{n}\left\langle\mathbf{v}_{i}, \mathbf{v}_{i}\right\rangle x_{i} x_{i}\right] \\ =& \frac{1}{2}\left(\sum_{i=1}^{n} \sum_{j=1}^{n} \sum_{f=1}^{k} v_{i, f} v_{j, f} x_{i} x_{j}-\sum_{i=1}^{n} \sum_{f=1}^{k} v_{i, f} v_{i, f} x_{i} x_{i}\right) \\ =& \frac{1}{2} \sum_{f=1}^{k}\left(\left(\sum_{i=1}^{n} v_{i, f} x_{i}\right)\left(\sum_{j=1}^{n} v_{j, f} x_{j}\right)-\sum_{i=1}^{n} v_{i, f}^{2} x_{i}^{2}\right) \\ =& \frac{1}{2} \sum_{f=1}^{k}\left(\left(\sum_{i=1}^{n} v_{i, f} x_{i}\right)^{2}-\sum_{i=1}^{n} v_{i, f}^{2} x_{i}^{2}\right) \end{aligned} ====i=1∑n