Online training and update of factorization machines using alternating least squares optimization

Abstract

Techniques are disclosed for training of factorization machines (FMs) using a streaming mode alternating least squares (ALS) optimization. A methodology implementing the techniques according to an embodiment includes receiving a datapoint that includes a feature vector and an associated target value. The feature vector includes user identification, subject matter identification, and a context. The target value identifies an opinion of the user relative to the subject matter. The method further includes applying an FM to the feature vector to generate an estimate of the target value, and updating parameters of the FM for training of the FM. The parameter update is based on application of a streaming mode ALS optimization to: the datapoint; the estimate of the target value; and to an updated summation of intermediate calculated terms generated by application of the streaming mode ALS optimization to previously received datapoints associated with prior parameter updates of the FM.