More Funk

A few more notes on the Funk algorithm for those people trying to use it.

1) Do keep in mind that the algorithm isn't a solution to the problem per se -- since the parameters are all the synthetic you've got a lot of work to do in selecting their values and there are a lot of interesting techniques to use to go about figuring them out. My personal favorite for this system is k-cross validation. But you can try other approaches as well.

2) Funk mentions that the penalty term in the fitting algorithm is related to Turgenev regularization. It really isn't, because these techniques don't really check for the balance of the parameters, like Funk's term does. That's not a bad thing, it's likely what makes this system work so damn well, but you've probably got a good chance of improving things further by introducing a AIC or BIC based regularizing term to your RMSE fitting calculation.