Making MF to be a part of ML.NET (dotnet#1263)

Based on LIBMF, a new matrix factorization module is added into ML.NET. LIBMF is used as a submodule in ML.NET repo and it would be compiled into a Nuget for releasing. Please see LIBMF's official pages (https://www.csie.ntu.edu.tw/~cjlin/libmf/) for mathmatical details.

.gitmodules

@@ -0,0 +1,3 @@
+[submodule "src/Native/LIBMFNative/libmf"]
+	path = src/Native/MatrixFactorizationNative/libmf
+	url = https://github.com/cjlin1/libmf.git

Microsoft.ML.sln

@@ -133,6 +133,8 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.Samples", "doc
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.SamplesUtils", "src\Microsoft.ML.SamplesUtils\Microsoft.ML.SamplesUtils.csproj", "{11A5210E-2EA7-42F1-80DB-827762E9C781}"
 EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.Recommender", "src\Microsoft.ML.Recommender\Microsoft.ML.Recommender.csproj", "{C8E1772B-DFD9-4A4D-830D-6AAB1C668BB3}"
+EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|Any CPU = Debug|Any CPU
@@ -501,6 +503,14 @@ Global
 		{11A5210E-2EA7-42F1-80DB-827762E9C781}.Release|Any CPU.Build.0 = Release|Any CPU
 		{11A5210E-2EA7-42F1-80DB-827762E9C781}.Release-Intrinsics|Any CPU.ActiveCfg = Release-Intrinsics|Any CPU
 		{11A5210E-2EA7-42F1-80DB-827762E9C781}.Release-Intrinsics|Any CPU.Build.0 = Release-Intrinsics|Any CPU
+		{C8E1772B-DFD9-4A4D-830D-6AAB1C668BB3}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{C8E1772B-DFD9-4A4D-830D-6AAB1C668BB3}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{C8E1772B-DFD9-4A4D-830D-6AAB1C668BB3}.Debug-Intrinsics|Any CPU.ActiveCfg = Debug-Intrinsics|Any CPU
+		{C8E1772B-DFD9-4A4D-830D-6AAB1C668BB3}.Debug-Intrinsics|Any CPU.Build.0 = Debug-Intrinsics|Any CPU
+		{C8E1772B-DFD9-4A4D-830D-6AAB1C668BB3}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{C8E1772B-DFD9-4A4D-830D-6AAB1C668BB3}.Release|Any CPU.Build.0 = Release|Any CPU
+		{C8E1772B-DFD9-4A4D-830D-6AAB1C668BB3}.Release-Intrinsics|Any CPU.ActiveCfg = Release-Intrinsics|Any CPU
+		{C8E1772B-DFD9-4A4D-830D-6AAB1C668BB3}.Release-Intrinsics|Any CPU.Build.0 = Release-Intrinsics|Any CPU
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE
@@ -556,6 +566,7 @@ Global
 		{4B101D58-E7E4-4877-A536-A9B41E2E82A3} = {AED9C836-31E3-4F3F-8ABC-929555D3F3C4}
 		{ECB71297-9DF1-48CE-B93A-CD969221F9B6} = {DA452A53-2E94-4433-B08C-041EDEC729E6}
 		{11A5210E-2EA7-42F1-80DB-827762E9C781} = {09EADF06-BE25-4228-AB53-95AE3E15B530}
+		{C8E1772B-DFD9-4A4D-830D-6AAB1C668BB3} = {09EADF06-BE25-4228-AB53-95AE3E15B530}
 	EndGlobalSection
 	GlobalSection(ExtensibilityGlobals) = postSolution
 		SolutionGuid = {41165AF1-35BB-4832-A189-73060F82B01D}

THIRD-PARTY-NOTICES.TXT

@@ -0,0 +1,45 @@
+ML.NET uses third-party libraries or other resources that may be
+distributed under licenses different than the ML.NET software.
+
+In the event that we accidentally failed to list a required notice, please
+bring it to our attention. Post an issue or email us:
+
+           [email protected]
+
+The attached notices are provided for information only.
+
+License notice for LIBMF
+------------------------
+
+https://github.com/cjlin1/libmf
+
+Copyright (c) 2014-2015 The LIBMF Project.
+All rights reserved.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions
+are met:
+
+1. Redistributions of source code must retain the above copyright
+notice, this list of conditions and the following disclaimer.
+
+2. Redistributions in binary form must reproduce the above copyright
+notice, this list of conditions and the following disclaimer in the
+documentation and/or other materials provided with the distribution.
+
+3. Neither name of copyright holders nor the names of its contributors
+may be used to endorse or promote products derived from this software
+without specific prior written permission.
+
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+A PARTICULAR PURPOSE ARE DISCLAIMED.  IN NO EVENT SHALL THE REGENTS OR
+CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
+EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
+PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
+PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
+LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
+NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

pkg/Microsoft.ML.MatrixFactorization/Microsoft.ML.MatrixFactorization.nupkgproj

@@ -0,0 +1,13 @@
+<Project Sdk="Microsoft.NET.Sdk" DefaultTargets="Pack">
+
+  <PropertyGroup>
+    <TargetFramework>netstandard2.0</TargetFramework>
+    <PackageDescription>LIBMF, the core computation library for matrix factorization in ML.NET</PackageDescription>
+  </PropertyGroup>
+
+  <ItemGroup> 
+    <Content Include="..\common\CommonPackage.props" Pack="true" PackagePath="build\netstandard2.0\$(MSBuildProjectName).props" />
+    <Content Include="$(SourceDir)Native\MatrixFactorizationNative\libmf\COPYRIGHT" Pack="true" PackagePath=".\" />
+  </ItemGroup> 
+
+</Project>

pkg/Microsoft.ML.MatrixFactorization/Microsoft.ML.MatrixFactorization.symbols.nupkgproj

@@ -0,0 +1,5 @@
+<Project DefaultTargets="Pack">
+
+  <Import Project="Microsoft.ML.MatrixFactorization.nupkgproj" />
+
+</Project>

src/Microsoft.ML.Console/Microsoft.ML.Console.csproj

@@ -22,6 +22,7 @@
     <ProjectReference Include="..\Microsoft.ML.Onnx\Microsoft.ML.Onnx.csproj" />
     <ProjectReference Include="..\Microsoft.ML.PCA\Microsoft.ML.PCA.csproj" />
     <ProjectReference Include="..\Microsoft.ML.PipelineInference\Microsoft.ML.PipelineInference.csproj" />
+    <ProjectReference Include="..\Microsoft.ML.Recommender\Microsoft.ML.Recommender.csproj" />
     <ProjectReference Include="..\Microsoft.ML.ResultProcessor\Microsoft.ML.ResultProcessor.csproj" />
     <ProjectReference Include="..\Microsoft.ML.StandardLearners\Microsoft.ML.StandardLearners.csproj" />
     <ProjectReference Include="..\Microsoft.ML.Sweeper\Microsoft.ML.Sweeper.csproj" />
@@ -35,4 +36,4 @@
     <NativeAssemblyReference Include="SymSgdNative" />
   </ItemGroup>
 
-</Project>
+</Project>