Bayesian Factorization Machines in R and Stan

Slides and Code for NY R Users Meetup on January 9, 2020, presented by Adam Lauretig.

Files are as follows:

1. simulate_fm.R: code to generate data from a factorization machine.
2. simulate_data_for_talk.R: code to generate the simulated datasets used in the presentation
3. fit_fm_model_1.R, stan_fm_1.stan: The basic $N(0, 1)$ factorization machines.
4. fit_fm_model_2.R, stan_fm_2.stan: The hierarchical factorization machines.
5. fit_fm_model_3.R, stan_fm_3.stan: The Fearon & Laitin replication, using repdata.dta, and code to visualize latent factors.
6. lauretig_talk_slides.pdf: Talk slides