Dynamic Ranking with the BTL Model: A Nearest Neighbor based Rank
Centrality Method
- URL: http://arxiv.org/abs/2109.13743v2
- Date: Wed, 12 Jul 2023 10:02:59 GMT
- Title: Dynamic Ranking with the BTL Model: A Nearest Neighbor based Rank
Centrality Method
- Authors: Eglantine Karl\'e and Hemant Tyagi
- Abstract summary: We study an extension of the classic BTL (Bradley-Terry-Luce) model for the static setting to our dynamic setup.
We aim at recovering the latent strengths of the items $w_t* in mathbbRn$ at any time.
We also complement our theoretical analysis with experiments on real and synthetic data.
- Score: 5.025654873456756
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Many applications such as recommendation systems or sports tournaments
involve pairwise comparisons within a collection of $n$ items, the goal being
to aggregate the binary outcomes of the comparisons in order to recover the
latent strength and/or global ranking of the items. In recent years, this
problem has received significant interest from a theoretical perspective with a
number of methods being proposed, along with associated statistical guarantees
under the assumption of a suitable generative model.
While these results typically collect the pairwise comparisons as one
comparison graph $G$, however in many applications - such as the outcomes of
soccer matches during a tournament - the nature of pairwise outcomes can evolve
with time. Theoretical results for such a dynamic setting are relatively
limited compared to the aforementioned static setting. We study in this paper
an extension of the classic BTL (Bradley-Terry-Luce) model for the static
setting to our dynamic setup under the assumption that the probabilities of the
pairwise outcomes evolve smoothly over the time domain $[0,1]$. Given a
sequence of comparison graphs $(G_{t'})_{t' \in \mathcal{T}}$ on a regular grid
$\mathcal{T} \subset [0,1]$, we aim at recovering the latent strengths of the
items $w_t^* \in \mathbb{R}^n$ at any time $t \in [0,1]$. To this end, we adapt
the Rank Centrality method - a popular spectral approach for ranking in the
static case - by locally averaging the available data on a suitable
neighborhood of $t$. When $(G_{t'})_{t' \in \mathcal{T}}$ is a sequence of
Erd\"os-Renyi graphs, we provide non-asymptotic $\ell_2$ and $\ell_{\infty}$
error bounds for estimating $w_t^*$ which in particular establishes the
consistency of this method in terms of $n$, and the grid size
$\lvert\mathcal{T}\rvert$. We also complement our theoretical analysis with
experiments on real and synthetic data.
Related papers
- Optimal level set estimation for non-parametric tournament and crowdsourcing problems [49.75262185577198]
Motivated by crowdsourcing, we consider a problem where we partially observe the correctness of the answers of $n$ experts on $d$ questions.
In this paper, we assume that the matrix $M$ containing the probability that expert $i$ answers correctly to question $j$ is bi-isotonic up to a permutation of it rows and columns.
We construct an efficient-time algorithm that turns out to be minimax optimal for this classification problem.
arXiv Detail & Related papers (2024-08-27T18:28:31Z) - Stochastic Approximation Approaches to Group Distributionally Robust
Optimization [96.26317627118912]
Group distributionally robust optimization (GDRO)
Online learning techniques to reduce the number of samples required in each round from $m$ to $1$, keeping the same sample.
A novel formulation of weighted GDRO, which allows us to derive distribution-dependent convergence rates.
arXiv Detail & Related papers (2023-02-18T09:24:15Z) - Uncertainty Quantification of MLE for Entity Ranking with Covariates [3.2839905453386162]
This paper concerns with statistical estimation and inference for the ranking problems based on pairwise comparisons.
We propose a novel model, Co-Assisted Ranking Estimation (CARE) model, that extends the well-known Bradley-Terry-Luce (BTL) model.
We derive the maximum likelihood estimator of $alpha_i*_i=1n$ and $beta*$ under a sparse comparison graph.
We validate our theoretical results through large-scale numerical studies and an application to the mutual fund stock holding dataset.
arXiv Detail & Related papers (2022-12-20T02:28:27Z) - Dynamic Ranking and Translation Synchronization [3.946250592943285]
We study an extension of the emphtranslation synchronization problem, to the dynamic setting.
We propose two estimators -- one based on a smoothness-penalized least squares approach and the other based on projection onto the low frequency eigenspace of a suitable smoothness operator.
arXiv Detail & Related papers (2022-07-04T14:45:12Z) - Supervised Training of Conditional Monge Maps [107.78770597815242]
Optimal transport (OT) theory describes general principles to define and select, among many possible choices, the most efficient way to map a probability measure onto another.
We introduce CondOT, a multi-task approach to estimate a family of OT maps conditioned on a context variable.
We demonstrate the ability of CondOT to infer the effect of an arbitrary combination of genetic or therapeutic perturbations on single cells.
arXiv Detail & Related papers (2022-06-28T19:34:44Z) - Seeded graph matching for the correlated Gaussian Wigner model via the projected power method [5.639451539396459]
We analyse the performance of the emphprojected power method (PPM) as a emphseeded graph matching algorithm.
PPM works even in iterations of constant $sigma$, thus extending the analysis in (Mao et al. 2023) for the sparse Correlated Erdos-Renyi(CER) model to the (dense) CGW model.
arXiv Detail & Related papers (2022-04-08T14:31:26Z) - Random Graph Matching in Geometric Models: the Case of Complete Graphs [21.689343447798677]
This paper studies the problem of matching two complete graphs with edge weights correlated through latent geometries.
We derive an approximate maximum likelihood estimator, which provably achieves, with high probability, perfect recovery of $pi*$.
As a side discovery, we show that the celebrated spectral algorithm of [Ume88] emerges as a further approximation to the maximum likelihood in the geometric model.
arXiv Detail & Related papers (2022-02-22T04:14:45Z) - Accelerating Optimization and Reinforcement Learning with
Quasi-Stochastic Approximation [2.294014185517203]
This paper sets out to extend convergence theory to quasi-stochastic approximations.
It is illustrated with applications to gradient-free optimization and policy gradient algorithms for reinforcement learning.
arXiv Detail & Related papers (2020-09-30T04:44:45Z) - Optimal Robust Linear Regression in Nearly Linear Time [97.11565882347772]
We study the problem of high-dimensional robust linear regression where a learner is given access to $n$ samples from the generative model $Y = langle X,w* rangle + epsilon$
We propose estimators for this problem under two settings: (i) $X$ is L4-L2 hypercontractive, $mathbbE [XXtop]$ has bounded condition number and $epsilon$ has bounded variance and (ii) $X$ is sub-Gaussian with identity second moment and $epsilon$ is
arXiv Detail & Related papers (2020-07-16T06:44:44Z) - Taking a hint: How to leverage loss predictors in contextual bandits? [63.546913998407405]
We study learning in contextual bandits with the help of loss predictors.
We show that the optimal regret is $mathcalO(minsqrtT, sqrtmathcalETfrac13)$ when $mathcalE$ is known.
arXiv Detail & Related papers (2020-03-04T07:36:38Z) - Curse of Dimensionality on Randomized Smoothing for Certifiable
Robustness [151.67113334248464]
We show that extending the smoothing technique to defend against other attack models can be challenging.
We present experimental results on CIFAR to validate our theory.
arXiv Detail & Related papers (2020-02-08T22:02:14Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.