Electrical Engineering
      and Computer Sciences

Electrical Engineering and Computer Sciences

COLLEGE OF ENGINEERING

UC Berkeley

On the Consistency of Ranking Algorithms

John Duchi, Lester Mackey and Michael Jordan

EECS Department
University of California, Berkeley
Technical Report No. UCB/EECS-2010-56
May 9, 2010

http://www.eecs.berkeley.edu/Pubs/TechRpts/2010/EECS-2010-56.pdf

We present a theoretical analysis of supervised ranking, providing necessary and sufficient conditions for the asymptotic consistency of algorithms based on minimizing a surrogate loss function. We show that many commonly used surrogate losses are inconsistent; surprisingly, we show inconsistency even in low-noise settings. We present a new value-regularized linear loss, establish its consistency under reasonable assumptions on noise, and show that it outperforms conventional ranking losses in a collaborative filtering experiment.


BibTeX citation:

@techreport{Duchi:EECS-2010-56,
    Author = {Duchi, John and Mackey, Lester and Jordan, Michael},
    Title = {On the Consistency of Ranking Algorithms},
    Institution = {EECS Department, University of California, Berkeley},
    Year = {2010},
    Month = {May},
    URL = {http://www.eecs.berkeley.edu/Pubs/TechRpts/2010/EECS-2010-56.html},
    Number = {UCB/EECS-2010-56},
    Abstract = {We present a theoretical analysis of supervised ranking, providing necessary and sufficient conditions for the asymptotic consistency of algorithms based on minimizing a surrogate loss function.  We show that many commonly used surrogate losses are inconsistent; surprisingly, we show inconsistency even in low-noise settings.  We present a new value-regularized linear loss, establish its consistency under reasonable assumptions on noise, and show that it outperforms conventional ranking losses in a collaborative filtering experiment.}
}

EndNote citation:

%0 Report
%A Duchi, John
%A Mackey, Lester
%A Jordan, Michael
%T On the Consistency of Ranking Algorithms
%I EECS Department, University of California, Berkeley
%D 2010
%8 May 9
%@ UCB/EECS-2010-56
%U http://www.eecs.berkeley.edu/Pubs/TechRpts/2010/EECS-2010-56.html
%F Duchi:EECS-2010-56