Factorization Machines Series Part 1

This is the first post of a series dedicated to factorization machines. This post is going to focus on explaining what factorization machines are and why they are important. The future posts will provide practical modeling examples and a numpy clone implementation of factorization machines. TL;DR: FMs are a combination of linear regression and matrix factorization that models sparse feature interactions but in linear time. Normally when we think of linear regression, we think of this formula.