Hashed Factorization Machine with Follow The Regularized Leader online learning for Kaggle Avazu Click-Through Rate Competition

Based on Tinrtgu's code at: http://www.kaggle.com/c/avazu-ctr-prediction/forums/t/10927/beat-the-benchmark-with-less-than-1mb-of-memory

Features:

• online learning
• feature hashing to limit memory footprint
• Follow the Regularized Leader (FTRL) optimization: http://research.google.com/pubs/pub41159.html
• Factorization Machine (low rank matrix factorization)
• L1 and L2 regularization
• dropout regularization option

Run fast with pypy:

pypy runmodel_example.py

or run slow with regular python:

python runmodel_example.py