TY - GEN
T1 - Spectral MLE
T2 - 32nd International Conference on Machine Learning, ICML 2015
AU - Chen, Yuxin
AU - Suh, Changho
PY - 2015
Y1 - 2015
N2 - This paper explores the preference-based top-A' rank aggregation problem. Suppose that a collection of items is repeatedly compared in pairs, and one wishes to recover a consistent ordering that emphasizes the top-.ft' ranked items, based on partially revealed preferences. We focus on the Bradley-Terry-Luce model that postulates a set of latent preference scores underlying all items, where the odds of paired comparisons depend only on the relative scores of the items involved. We characterize the minimax limits on identifi-ability of top-AT ranked items, in the presence of random and non-adaptive sampling. Our results highlight a separation measure that quantifies the gap of preference scores between the Kth and (AT + 1)th ranked items. The minimum sample complexity required for reliable top-A' ranking scales inversely with the separation measure. To approach this minimax limit, we propose a nearly linear-time ranking scheme, called Spectral MLE, that returns the indices of the top-K items in accordance to a careful score estimate. In a nutshell, Spectral MLE starts with an initial score estimate with minimal squared loss (obtained via a spectral method), and then successively refines each component with the assistance of coordinate-wise MLEs. Encouragingly, Spectral MLE allows perfect top-A' item identification under minimal sample complexity. The practical applicability of Spectral MLE is further corroborated by numerical experiments.
AB - This paper explores the preference-based top-A' rank aggregation problem. Suppose that a collection of items is repeatedly compared in pairs, and one wishes to recover a consistent ordering that emphasizes the top-.ft' ranked items, based on partially revealed preferences. We focus on the Bradley-Terry-Luce model that postulates a set of latent preference scores underlying all items, where the odds of paired comparisons depend only on the relative scores of the items involved. We characterize the minimax limits on identifi-ability of top-AT ranked items, in the presence of random and non-adaptive sampling. Our results highlight a separation measure that quantifies the gap of preference scores between the Kth and (AT + 1)th ranked items. The minimum sample complexity required for reliable top-A' ranking scales inversely with the separation measure. To approach this minimax limit, we propose a nearly linear-time ranking scheme, called Spectral MLE, that returns the indices of the top-K items in accordance to a careful score estimate. In a nutshell, Spectral MLE starts with an initial score estimate with minimal squared loss (obtained via a spectral method), and then successively refines each component with the assistance of coordinate-wise MLEs. Encouragingly, Spectral MLE allows perfect top-A' item identification under minimal sample complexity. The practical applicability of Spectral MLE is further corroborated by numerical experiments.
UR - http://www.scopus.com/inward/record.url?scp=84969522597&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84969522597&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:84969522597
T3 - 32nd International Conference on Machine Learning, ICML 2015
SP - 371
EP - 380
BT - 32nd International Conference on Machine Learning, ICML 2015
A2 - Bach, Francis
A2 - Blei, David
PB - International Machine Learning Society (IMLS)
Y2 - 6 July 2015 through 11 July 2015
ER -