26/08/2020

Fast and Accurate Ranking Regression

Ilkay Yildiz, Jennifer Dy, Deniz Erdogmus, Jayashree Kalpathy-Cramer, Susan Ostmo, J. Peter Campbell, Michael F. Chiang, Stratis Ioannidis

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Abstract: We consider a ranking regression problem in which we use a dataset of ranked choices to learn Plackett-Luce scores as functions of sample features. We solve the maximum likelihood estimation problem by using the Alternating Directions Method of Multipliers (ADMM), effectively separating the learning of scores and model parameters. This separation allows us to express scores as the stationary distribution of a continuous-time Markov Chain. Using this equivalence, we propose two spectral algorithms for ranking regression that learn model parameters up to 579 times faster than the Newton's method.

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