apply strong heredity to Factorization Machines by adding convex penalty
Reference:
[1]Haris, Asad, Daniela Witten, and Noah Simon. "Convex modeling of interactions with strong heredity." arXiv preprint arXiv:1410.3517 (2014).
[2]Yamada, Makoto, Amit Goyal, and Yi Chang. "Convex Factorization Machine for Regression." arXiv preprint arXiv:1507.01073 (2015).
[3]Cai, Jian-Feng, Emmanuel J. Candès, and Zuowei Shen. "A singular value thresholding algorithm for matrix completion." SIAM Journal on Optimization 20.4 (2010): 1956-1982.