Convex Factorization Machines (CFM) is a convex variant of the widely used FM.
ConvexFactorizationMachines.jl wraps the pyCFM.
pyCFM is using Squared loss, so ConvexFactorizationMachines.jl also use squared loss. We hope to implement logistic loss in the future.
Convex Factorization Machines http://mblondel.org/publications/mblondel-ecmlpkdd2015.pdf
Convex Factorization Machine for Regression https://arxiv.org/abs/1507.01073