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with additional support from the Analytics Group of the Northwestern Mutual Life Insurance Company

Northwestern Mutual

The Asymptotics of Ranking Algorithms

John Duchi, Student, UC Berkeley

Date and Time: Oct 10, 2012 (12:30 PM)
Location: Orchard room (3280) at the Wisconsin Institute for Discovery Building


We consider the predictive problem of supervised ranking, where the task is to rank sets of candidate items returned in response to queries. Although there exist statistical procedures that come with guarantees of consistency in this setting, these procedures require that individuals provide a complete ranking of all items, which is rarely feasible in practice. Instead, individuals routinely provide partial preference information, such as pairwise comparisons of items, and more practical approaches to ranking have aimed at modeling this partial preference data directly. As we show, however, such an approach has serious theoretical shortcomings. Indeed, we demonstrate that many commonly used surrogate losses for pairwise comparison data do not yield consistency; surprisingly, we show inconsistency even in low-noise settings. With these negative results as motivation, we present a new approach to supervised ranking based on aggregation of partial preferences and develop U-statistic-based empirical risk minimization procedures. We present an asymptotic analysis of these new procedures, showing that they yield consistency results that parallel those available for classification. We complement our theoretical results with an experiment studying the new procedures in a large-scale web-ranking task.

Joint work with Lester Mackey and Michael Jordan.