mob-ai created SPARK-29224:
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             Summary: Implement Factorization Machines as a ml-pipeline 
component
                 Key: SPARK-29224
                 URL: https://issues.apache.org/jira/browse/SPARK-29224
             Project: Spark
          Issue Type: New Feature
          Components: ML
    Affects Versions: 2.4.3
            Reporter: mob-ai


Factorization Machines is widely used in advertising and recommendation system 
to estimate CTR(click-through rate).
Advertising and recommendation system usually has a lot of data, so we need 
Spark to estimate the CTR, and Factorization Machines are common ml model to 
estimate CTR.

Goal: Implement Factorization Machines as a ml-pipeline component

Requirements:
1. loss function supports: logloss, mse
2. optimizer: mini batch SGD

References:
1. S. Rendle, “Factorization machines,” in Proceedings of IEEE International 
Conference on Data Mining (ICDM), pp. 995–1000, 2010.
https://www.csie.ntu.edu.tw/~b97053/paper/Rendle2010FM.pdf



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