  Factorization Machines (FMs) are a supervised learning approach that enhances
the linear regression model by incorporating the second-order feature
interactions. Despite effectiveness, FM can be hindered by its modelling of all
feature interactions with the same weight, as not all feature interactions are
equally useful and predictive. For example, the interactions with useless
features may even introduce noises and adversely degrade the performance. In
this work, we improve FM by discriminating the importance of different feature
interactions. We propose a novel model named Attentional Factorization Machine
(AFM), which learns the importance of each feature interaction from data via a
neural attention network. Extensive experiments on two real-world datasets
demonstrate the effectiveness of AFM. Empirically, it is shown on regression
task AFM betters FM with a $8.6\%$ relative improvement, and consistently
outperforms the state-of-the-art deep learning methods Wide&Deep and DeepCross
with a much simpler structure and fewer model parameters. Our implementation of
AFM is publicly available at:
https://github.com/hexiangnan/attentional_factorization_machine
