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Introduction
field-aware factorization machie[1] solve by ftrl algorighm[2], based on mpich
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Dependency
openblas
mpich-2
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Use
This folder shoulder in same path on all of your cluseter nodes.
all of follow action in the folder of Field-aware-Factorization-Machine-ftrl-mpi step 1:
split your data into n parts. (n equal the number of nodes of your cluster), for example, cd ./data and run the command: sh run_split_data.sh
step 2:
cd .. modeify Ip in the file run_ffm_mpi.sh and then rum commend: sh run_ffm_mpi.sh
Note:
if you want to stop the programme, run commend: sh stop.sh
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Feature list
4.1. About model selection:
4.1.1. if you want to use LR(Logistic Regression) model only, set the parameter in config.h: isffm=0 isfm=0 islr=1 4.1.2. if you want to use FM(Factorization Machine) model only, set the parameter in config.h: isffm=0 isfm=1 islr=0 4.1.3. if you want to use FFM(Field-aware Factorization Machine) model only, set the parameter in config.h: isffm=1 isfm=0 islr=0
4.2. Evaluation
print AUC after some epochs
4.3 Save Model
dump model to the model folder
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Todo list
1, multithread
2, same model paralle on Parameter Server
3, load data batch
4, optimazation the learning algorithm
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Contact:
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References:
[1] Field-aware Factorization Machines for CTR Prediction. http://www.csie.ntu.edu.tw/~cjlin/papers/ffm.pdf
[2] Ad Click Prediction: a View from the Trenches. http://dl.acm.org/citation.cfm?id=2488200
[3] Factorization Machine. http://www.csie.ntu.edu.tw/~b97053/paper/Rendle2010FM.pdf
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LR、FM model solved by ftrl and sgd parallel on MPI
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