Posts tagged regression

Posts tagged regression

Steffen and his method/software finally get some well-deserved attention.

Factorization Machines (FMs) are basically factorized polynomial prediction (regression/classification/ranking).

They work really really well for applications like recommendation, where the input data is sparse, and many feature combinations at prediction time (e.g. user-item pairs) are never observed during training.

And the cool thing is, you can mimic many advanced factorization models just by feature engineering for FMs. That means you can reuse the existing training algorithms — no need to derive and implement a new algorithm for a new prediction problem…

Ross Quinlan received the SIGKDD Innovation Award at KDD 2011 in San Diego.

Quinlan is well-known for his work on decision tree learning, in particular for developing the C4.5 algorithm and its successor, C5.0.

He has also a company, RuleQuest Research, that sells tools and services related to his inventions.

At the award session I found out that the single-threaded Linux versions of C5.0 (for classification) and Cubist (for regression) are available under the terms of the GNU General Public License, that is, they are free software. Nice! You can download them here.

Except that I had to install `csh`

to be able to build the programs, installation was without problems. It seems they are not yet packaged for Debian, though. Any volunteers?

PS: The photo above was taken by Markus Weimer. Click on it to get to his flickr photostream.