Modeling interactions between features improves the performance of machine learning solutions in many domains (e.g. recommender systems or sentiment analysis). In this paper, we introduce Exponential machines (ExM), a predictor that models all interactions of every order. The key idea is to represent an exponentially large tensor of parameters in a factorized format called tensor train (TT). The tensor train format regularizes the model and lets you control the number of underlying parameters. To train the model, we develop a stochastic Riemannian optimization procedure, which allows us to fit tensors with ¼ 2 56 entries. We show that the model achieves state-of-the-art performance on synthetic data with high-order interactions and that it works on par with high-order factorization machines on a recommender system dataset MovieLens 100 K.
|Number of pages||9|
|Journal||Bulletin of the Polish Academy of Sciences: Technical Sciences|
|Publication status||Published - 2018|
- Factorization machines
- Riemannian optimization
- Tensor decomposition
- Tensor train