KDD Papers

Convex Factorization Machine for Toxicogenomics Prediction

Makoto Yamada (Kyoto University);Wenzhao Lian (Vicarius);Amit Goyal (Yahoo Research);Jianhui Chen (Yahoo Research);Kishan Wimalawarne (Kyoto University);Suleiman Kahn (University of Helsinki);Samuel Kaski (Aalto University);Hiroshi Mamitsuka (Kyoto University);Yi Chang (Huawei Research)


Abstract

We propose the convex factorization machine (CFM), which is a convex variant of the widely used Factorization Machines (FMs). Specifically, we employ a linear+quadratic model and regularize the linear term with the L2-regularizer and the quadratic term with the trace norm regularizer. Then, we formulate the CFM optimization as a semidefinite programming problem and propose an efficient optimization procedure with Hazan’s algorithm. A key advantage of CFM over existing FMs is that it can find a globally optimal solution, while FMs may get a poor locally optimal solution since the objective function of FMs is non-convex. In addition, the proposed algorithm is simple yet effective and can be implemented easily. Finally, CFM is a general factorization method and can also be used for other factorization problems including multi-view matrix factorization and tensor completion problems. Through synthetic and movielens datasets, we first show that the proposed CFM achieves results competitive to FMs. Furthermore, in a toxicogenomics prediction task, we show that CFM outperforms a state-of-the-art tensor factorization method.


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