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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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3517021,0521,403 · Jun 202019922001200920172026
48 results for Plackett-Luce model

The aggregation of k-ary preferences is a historical and important problem, since it has many real-world applications, such as peer grading, presidential elections and restaurant ranking. Meanwhile, variants of Plackett-Luce model has been applied to aggregate k-ary preferences. However, there are two urgent issues sti…

2018-12-14abs ↗pdf ↗

We propose a novel and flexible rank-breaking-then-composite-marginal-likelihood (RBCML) framework for learning random utility models (RUMs), which include the Plackett-Luce model. We characterize conditions for the objective function of RBCML to be strictly log-concave by proving that strict log-concavity is preserved…

2018-06-04abs ↗pdf ↗

Random utility theory models an agent's preferences on alternatives by drawing a real-valued score on each alternative (typically independently) from a parameterized distribution, and then ranking the alternatives according to scores. A special case that has received significant attention is the Plackett-Luce model, fo…

2012-11-11abs ↗pdf ↗

Efficiently calculates PL model likelihood for partitioned preference data.

problem Computational infeasibility of calculating PL model likelihood for partitioned preference data.
method Random utility model formulation and efficient numerical integration approach.
result Proposed method outperforms existing LTR baselines and scales to real-world tasks.

New algorithm learns human preferences from few comparisons efficiently.

problem Learning human preferences from limited comparison feedback.
method Formulated as D-optimal design for Plackett-Luce model, solved using randomized Frank-Wolfe algorithm.
result Proposed algorithm efficiently solves D-optimal design problem for Plackett-Luce objective.

Paper proposes efficient and accurate initialization and EM algorithm for PL mixture models.

problem Initialization issues and combinatorial complexity in PL likelihood maximization.
method Initialization algorithm and EM algorithm for true log-likelihood maximization.
result Proposed algorithm provides accurate initial estimates and efficiently maximizes true log-likelihood.

Researchers show mixtures of ranking models are generally identifiable.

problem Understanding when and how parameters of mixtures of ranking models can be uniquely determined.
method Algebraic geometry framework applied to verify the number of solutions in polynomial systems.
result Popular mixtures of ranking models with two components are generically identifiable.

A new ranking model with dynamic covariates improves statistical analysis.

problem Statistical ranking with varying covariates across comparisons.
method Introduced a Plackett--Luce framework for covariate-assisted ranking, providing conditions for model identifiability and MLE existence, and developing an alternating maximization algorithm.
result Uniform consistency of the Maximum Likelihood Estimation (MLE) under suitable assumptions on graph design and covariates.

Ranking data arises in a wide variety of application areas but remains difficult to model, learn from, and predict. Datasets often exhibit multimodality, intransitivity, or incomplete rankings---particularly when generated by humans---yet popular probabilistic models are often too rigid to capture such complexities. In…

2018-09-13abs ↗pdf ↗

The paper analyzes RLHF with human feedback and provides convergence results for MLE and pessimistic MLE.

problem Improving RLHF with human feedback from pairwise or KK-wise comparisons.
method Theoretical framework for RLHF with convergence analysis of MLE and pessimistic MLE.
result MLE fails but pessimistic MLE provides improved policies under certain coverage assumptions.

New method uses rank-conditioned Horvitz-Thompson estimation for unbiased sample reuse in Plackett-Luce best-of-K objective.

problem Estimating the expected maximum reward in Plackett-Luce draws without replacement.
method Rank-conditioned Horvitz-Thompson estimation with joint-score REINFORCE for unbiased sample reuse.
result Unbiased estimation of the Plackett-Luce best-of-K objective with finite second moment guarantees.

We develop a Bayesian nonparametric extension of the popular Plackett-Luce choice model that can handle an infinite number of choice items. Our framework is based on the theory of random atomic measures, with the prior specified by a gamma process. We derive a posterior characterization and a simple and effective Gibbs…

2012-11-19abs ↗pdf ↗

New RLHF approach mitigates bias in aligning LLMs with human preferences.

problem Algorithmic bias in RLHF leading to preference collapse.
method Preference Matching (PM) RLHF, using PM regularizer and conditional variant.
result 29% to 41% improvement in alignment with human preferences.

The paper improves spectral ranking methods for diverse comparison graphs.

problem Estimating preference scores from multiway comparisons with heterogeneous sizes.
method Develops a two-step spectral method for estimating preference scores and their uncertainties.
result The two-step spectral method achieves the same asymptotic efficiency as the Maximum Likelihood Estimator (MLE).

A new method reduces variance in training early-stage rankers for large-scale search systems.

problem Training early-stage rankers for large-scale search systems is challenging due to exploding variance in policy gradient methods.
method Proposes credit-assigned policy gradient (CA-PG) to mitigate variance in training early-stage rankers.
result CA-PG significantly reduces variance in training early-stage rankers compared to vanilla policy gradient.

We study the problem of collaborative filtering where ranking information is available. Focusing on the core of the collaborative ranking process, the user and their community, we propose new models for representation of the underlying permutations and prediction of ranks. The first approach is based on the assumption …

2014-07-23abs ↗pdf ↗

We consider the problem of probably approximately correct (PAC) ranking nn items by adaptively eliciting subset-wise preference feedback. At each round, the learner chooses a subset of kk items and observes stochastic feedback indicating preference information of the winner (most preferred) item of the chosen subset …

2018-10-23abs ↗pdf ↗

Improved sample efficiency in preference-based RL with multiple comparisons.

problem Sample inefficiency in preference-based reinforcement learning with pairwise comparisons.
method Proposes M-AUPO, an algorithm that selects multiple actions by maximizing average uncertainty within subsets.
result Achieves a suboptimality gap of $O\left( \frac{d}{T} \sqrt{ \sum_{t=1}^T \frac{1}{|S_t|}} ight)$, improving performance with larger subsets.

We introduce the probably approximately correct (PAC) \emph{Battling-Bandit} problem with the Plackett-Luce (PL) subset choice model--an online learning framework where at each trial the learner chooses a subset of kk arms from a fixed set of nn arms, and subsequently observes a stochastic feedback indicating prefere…

2018-08-12abs ↗pdf ↗

In this paper, we introduce the Preselection Bandit problem, in which the learner preselects a subset of arms (choice alternatives) for a user, which then chooses the final arm from this subset. The learner is not aware of the user's preferences, but can learn them from observed choices. In our concrete setting, we all…

2019-07-13abs ↗pdf ↗

We propose a cost-effective framework for preference elicitation and aggregation under the Plackett-Luce model with features. Given a budget, our framework iteratively computes the most cost-effective elicitation questions in order to help the agents make a better group decision. We illustrate the viability of the fram…

2018-05-14abs ↗pdf ↗

This paper studies a stylized, yet natural, learning-to-rank problem and points out the critical incorrectness of a widely used nearest neighbor algorithm. We consider a model with nn agents (users) {xi}i[n]\{x_i\}_{i \in [n]} and mm alternatives (items) {yj}j[m]\{y_j\}_{j \in [m]}, each of which is associated with a latent feat…

2018-07-09abs ↗pdf ↗

This paper studies the problem of inferring a global preference based on the partial rankings provided by many users over different subsets of items according to the Plackett-Luce model. A question of particular interest is how to optimally assign items to users for ranking and how many item assignments are needed to a…

2014-06-21abs ↗pdf ↗

Paper extends RUMs with features to handle incomplete preferences and proves identifiability.

problem Learning preferences from incomplete and possibly noisy data.
method Generalized Mixture of Random Utility Models with features, proving identifiability and consistency of MLE.
result Proves consistency of Maximum Likelihood Estimation (MLE) for PL with features under certain conditions.

Sorting input objects is an important step in many machine learning pipelines. However, the sorting operator is non-differentiable with respect to its inputs, which prohibits end-to-end gradient-based optimization. In this work, we propose NeuralSort, a general-purpose continuous relaxation of the output of the sorting…

2019-03-21abs ↗pdf ↗

New algorithm predicts ranked stock lists for long-short portfolios.

problem Constructing effective long-short stock portfolios using machine learning.
method Proposes a new listwise learn-to-rank loss function to emphasize top and bottom of a rank list.
result Demonstrates superior performance in constructing long-short portfolios with a 38% annual return.

In rank aggregation (RA), a collection of preferences from different users are summarized into a total order under the assumption of homogeneity of users. Model misspecification in RA arises since the homogeneity assumption fails to be satisfied in the complex real-world situation. Existing robust RAs usually resort to…

2019-05-29abs ↗pdf ↗

The paper ranks items based on top choices in multiway comparisons.

problem Ranking items based on top choices in multiway comparisons.
method Uniform sampling scheme, statistical rates of convergence, asymptotic normality, maximum likelihood estimator, Gaussian multiplier bootstrap.
result Proposed inference framework for ranking items through maximum pairwise difference statistic.

In this paper, we propose new listwise learning-to-rank models that mitigate the shortcomings of existing ones. Existing listwise learning-to-rank models are generally derived from the classical Plackett-Luce model, which has three major limitations. (1) Its permutation probabilities overlook ties, i.e., a situation wh…

2020-01-07abs ↗pdf ↗

The paper introduces BCART models for aggregate claim amount, improving frequency-severity and joint modeling.

problem Modeling aggregate claim amount with frequency-severity and joint dependencies.
method Developed three types of BCART models: frequency-severity, sequential, and joint models. Used various distributions for claim severity data.
result Weibull distribution outperforms gamma and lognormal for right-skewed, heavy-tailed claim severity data.

The paper uses model-based trees to create interpretable surrogate models for complex machine learning models.

problem Interpreting complex machine learning models.
method Using model-based trees to partition feature space and create interpretable models.
result Model-based trees generate optimal surrogate models that balance interpretability and performance.

The study examines how model predictions hold up under model extensions.

problem Model predictions may not be robust under model extensions, limiting their applicability.
method The study uses causal ordering to assess robustness of qualitative model predictions and characterizes model extensions that preserve predictions.
result Conditions and techniques are provided to assess robustness of model predictions under model extensions.