I recently tried to compile LIBFFM (Field-aware Factorization Machines) on my local machine running 10.9 and things did not work out as expected:

So it turns out the version of GCC that ships with OSX does not support this header

I ended up getting it compiled, and here is how I did it:

Now, you need to update the Makefile that comes with LIBFFM to look like this
Finally, run make and you are good to go