Abstract
Statistical optimality in multipartite ranking is investigated as an extension of bipartite ranking. We consider the optimality of ranking algorithms through minimization of the theoretical risk which combines pairwise ranking errors of ordinal categories with differential ranking costs. The extension shows that for a certain class of convex loss functions including exponential loss, the optimal ranking function can be represented as a ratio of weighted conditional probability of upper categories to lower categories, where the weights are given by the misranking costs. This result also bridges traditional ranking methods such as proportional odds model in statistics with various ranking algorithms in machine learning. Further, the analysis of multipartite ranking with different costs provides a new perspective on non-smooth list-wise ranking measures such as the discounted cumulative gain and preference learning. We illustrate our findings with simulation study and real data analysis.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: IEEE transactions on pattern analysis and machine intelligence
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
