Algorithm ranks assets in fluctuating markets.
problem Ranking assets in nonstationary time series.
method Naive Bayes asset ranker that adjusts weights based on performance.
result Outperforms traditional methods and S&P 500 index.
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48 results for “ranking algorithms”
New algorithms improve RPCA for large matrices with upper rank bounds.
problem Efficiently decompose large matrices into low-rank and sparse parts.
method Combine regularization and matrix multiplication approaches with upper rank bounds.
result Proposed algorithms are faster and more robust than existing methods.
Label ranking is a prediction task which deals with learning a mapping between an instance and a ranking (i.e., order) of labels from a finite set, representing their relevance to the instance. Boosting is a well-known and reliable ensemble technique that was shown to often outperform other learning algorithms. While b…
Paper tackles underranking in group-fair ranking systems, proving a trade-off and presenting an algorithm.
problem Underranking in group-fair ranking systems can worsen social and economic inequalities.
method Formulated underranking as a new problem, proved a lower bound, and presented a fair ranking algorithm.
result Algorithm achieves best of underranking and group fairness, confirming theoretical trade-off.
New gossip algorithms improve robustness of rank-based statistics in decentralized systems.
problem Ensuring robustness in decentralized AI and edge intelligence systems, especially in the presence of corrupted or adversarial data.
method Developed asynchronous gossip algorithms for computing rank-based statistics.
result First convergence rate bound for asynchronous gossip-based rank estimation.
Ranking recommendation algorithms across datasets using Bradley-Terry model
problem Comparing recommendation algorithms across different datasets
method Introduce a novel data-driven ranking methodology based on Bradley-Terry model
result The obtained ranking depends on key dataset statistics
Learning to rank is a supervised learning problem where the output space is the space of rankings but the supervision space is the space of relevance scores. We make theoretical contributions to the learning to rank problem both in the online and batch settings. First, we propose a perceptron-like algorithm for learnin…
Efficiently reduces tensor ranks using mean-field approximation.
problem Low-rank approximation of non-negative tensors.
method Mean-field approximation of tensor rank reduction.
result Our algorithm achieves faster and competitive tensor rank reduction.
Algorithm recovers multiple low-rank matrices from unlabeled data.
problem Learning mixtures of low-rank models from unlabelled data.
method Three-stage meta-algorithm that copes with non-convexity and noise.
result Near-optimal sample and computational complexities under Gaussian designs.
We develop an efficient algorithm for low-rank approximation with improved approximation guarantees.
problem Optimal low-rank approximation of matrices with norm constraints.
method Polynomial time column subset selection-based algorithm achieving -approximation.
result Improved approximation guarantees for low-rank approximation.
The paper proposes methods to identify and sample from mixtures of Mallows models for top-k rankings.
problem Identifying and sampling from mixtures of Mallows models for top-k rankings in a heterogeneous population.
method Efficient sampling algorithms and identifiability proofs for both components of the mixture.
result The identifiability and learnability of the Mallows components' parameters in the mixture.
New algorithms estimate matrix leverage scores using rank revealing and randomization.
problem Estimating leverage scores for matrices of arbitrary rank.
method Combining rank revealing methods with randomized dimensionality reduction.
result Effective estimators for leverage scores, even in rank deficient cases.
We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous theoretical analysis. We show that the proposed algorithms enjoy linear convergence a…
We describe a seriation algorithm for ranking a set of items given pairwise comparisons between these items. Intuitively, the algorithm assigns similar rankings to items that compare similarly with all others. It does so by constructing a similarity matrix from pairwise comparisons, using seriation methods to reorder t…
We consider the multi-label ranking approach to multi-label learning. Boosting is a natural method for multi-label ranking as it aggregates weak predictions through majority votes, which can be directly used as scores to produce a ranking of the labels. We design online boosting algorithms with provable loss bounds for…
New algorithm improves asset ranking for better cross-sectional portfolios.
problem Sub-optimal ranking of assets in cross-sectional systematic strategies.
method Learning-to-rank algorithms to enhance portfolio construction.
result Modern machine learning ranking algorithms boost Sharpe Ratios by approximately threefold.
New spectral methods improve matrix estimation in RL with low-rank structure.
problem Estimating matrices with low-rank structure in reinforcement learning.
method Spectral-based matrix estimation approaches.
result Spectral methods efficiently recover singular subspaces and minimize entry-wise error.
New methods rank players using covariates and comparisons, outperforming existing algorithms.
problem Ranking players based on incomplete and noisy pairwise comparisons.
method Three spectral ranking methods incorporating player covariates.
result Proposed methods outperform existing algorithms in simulations.
This paper tackles ranking-based performance normalization for optimization algorithms.
problem Ranking optimization algorithms across diverse numerical scales disrupts performance comparisons.
method Introduces absolute ranking and a sampling-based computational method to address numerical scale variation.
result Provides a more robust framework for assessing performance across multiple algorithms and problems.
This paper ranks pre-trained DNNs using a novel SI measure.
problem Optimizing pre-trained DNN selection for transfer learning.
method Automated ranking via Separation Index (SI) on target datasets.
result Ranked pre-trained DNNs improve classification performance.
Individually Fair Rankingstat.ML
Algorithm ensures fair ranking by minority groups alongside majority groups.
problem Ensuring fair ranking of items from minority groups alongside majority groups.
method Optimal transport-based regularizer for individual fairness and efficient optimization algorithm.
result Certifiably individually fair LTR models are achieved.
The Frank-Wolfe (FW) algorithm has been widely used in solving nuclear norm constrained problems, since it does not require projections. However, FW often yields high rank intermediate iterates, which can be very expensive in time and space costs for large problems. To address this issue, we propose a rank-drop method …
We propose a new learning to rank algorithm, named Weighted Margin-Rank Batch loss (WMRB), to extend the popular Weighted Approximate-Rank Pairwise loss (WARP). WMRB uses a new rank estimator and an efficient batch training algorithm. The approach allows more accurate item rank approximation and explicit utilization of…
Tensor rank and low-rank tensor decompositions have many applications in learning and complexity theory. Most known algorithms use unfoldings of tensors and can only handle rank up to for a -th order tensor in . Previously no efficient algorithm can decompose 3rd order ten…
Algorithm samples fair rankings to ensure individual fairness while maintaining group fairness.
problem Fair ranking tasks with group fairness constraints and uncertainty in item utilities.
method Efficient algorithm that samples rankings from an individually-fair distribution ensuring group fairness.
result Expected utility of output ranking is at least α times optimal fair solution, where α depends on utilities and constraints.
A faster algorithm for ranking from pairwise comparisons.
problem Efficiently ranking individuals or objects from pairwise comparisons.
method An alternative and simpler iterative algorithm for ranking that converges faster.
result The new algorithm is over 100 times faster in some cases.
The problem of recovering a low -rank tensor is an extension of sparse recovery problem from the low dimensional space (matrix space) to the high dimensional space (tensor space) and has many applications in computer vision and graphics such as image inpainting and video inpainting. In this paper, we consider a new …
A new learning-to-rank approach ensures fairness for item providers in dynamic ranking systems.
problem Myopically optimizing user utility can be unfair to item providers in two-sided markets.
method A controller that integrates unbiased estimators for fairness and utility, dynamically adapting as more data becomes available.
result Empirically, the algorithm is highly practical and robust, ensuring amortized group fairness.
Randomized algorithm solves vector-valued regression problems with low-rank operators.
problem Vector-valued regression problems involving infinite-dimensional spaces.
method Randomized Reduced Rank Regression (R4) using Gaussian sketching for optimization.
result R4 estimators are efficient and accurate, with empirical risk close to optimal.
On the Partial Convexification for Low-Rank Spectral Optimization: Rank Bounds and Algorithmsmath.OC
Partial convexification improves tractability of low-rank spectral optimization problems.
problem Minimizing linear objectives subject to matrix inequalities and low-rank constraints.
method Partial convexification of the domain set, deriving rank bounds, and developing a column generation algorithm.
result The partial convexification LSOP-R is equivalent to the original LSOP under certain conditions and yields high-quality solutions.
Listwise learning-to-rank methods form a powerful class of ranking algorithms that are widely adopted in applications such as information retrieval. These algorithms learn to rank a set of items by optimizing a loss that is a function of the entire set -- as a surrogate to a typically non-differentiable ranking metric.…
Paper characterizes minimax regret rates for online ranking with top-k feedback.
problem Analyzing online ranking with partial feedback.
method Developed techniques from partial monitoring to characterize minimax regret rates.
result Full characterization of minimax regret rates for Precision@n.
Ranking Differential Privacystat.ML
This paper protects rankings from differential privacy breaches.
problem Leakage of personal information in rankings.
method Develops ε-ranking differential privacy and a multistage ranking algorithm.
result Establishes the connection between Mallows model and ε-ranking differential privacy.
In this paper, we propose a low-rank approximation method based on discrete least-squares for the approximation of a multivariate function from random, noisy-free observations. Sparsity inducing regularization techniques are used within classical algorithms for low-rank approximation in order to exploit the possible sp…
FedLoRU improves FL efficiency by using low-rank updates.
problem Communication inefficiency and performance reduction in Federated Learning.
method Proposes FedLoRU, a low-rank update framework for FL, which reduces communication costs while maintaining performance.
result FedLoRU achieves convergence rates similar to FedAvg and is robust to heterogeneous and large numbers of clients.
New algorithm tackles low-rank constraints in optimal transport problems.
problem Optimal transport problems with low-rank constraints.
method Explicit factorization of low-rank couplings as a product of sub-coupling factors linked by a common marginal.
result Stationary convergence of the algorithm proved.
Novel algorithm for Markov decision processes using rank-one approximation.
problem Solving planning and learning problems of Markov decision processes.
method Policy iteration with rank-one approximation of transition probability matrix.
result The proposed algorithm consistently outperforms first-order algorithms and their accelerated versions.
Low-rank modeling generally refers to a class of methods that solve problems by representing variables of interest as low-rank matrices. It has achieved great success in various fields including computer vision, data mining, signal processing and bioinformatics. Recently, much progress has been made in theories, algori…
Method quantifies uncertainty in full ranking with new CP approach.
problem Uncertainty quantification in full ranking with unknown ground truth.
method Transductive Conformal Prediction (CP) method to construct distribution-free bounds.
result Valid prediction sets and false coverage proportion control for full ranking.
An algorithm tackles low-rank linear bandit problems with improved regret bounds.
problem Low-rank linear bandit problems where rewards are inner products with an unknown low-rank matrix.
method Combines online-to-confidence-set conversion and exponentially weighted average forecaster with a covering of low-rank matrices.
result Achieves regret, improving over standard bounds when .
In this paper, we propose a listwise approach for constructing user-specific rankings in recommendation systems in a collaborative fashion. We contrast the listwise approach to previous pointwise and pairwise approaches, which are based on treating either each rating or each pairwise comparison as an independent instan…
New tensor completion method reduces impact of outliers.
problem Recover tensors from incomplete data with outliers.
method Proposes a new correntropy-based objective function and half-quadratic minimization.
result Demonstrates robust performance with real and synthetic data.
We present an algorithm, AROFAC2, which detects the (CP-)rank of a degree 3 tensor and calculates its factorization into rank-one components. We provide generative conditions for the algorithm to work and demonstrate on both synthetic and real world data that AROFAC2 is a potentially outperforming alternative to the go…
We propose a low-rank approach to learning a Mahalanobis metric from data. Inspired by the recent geometric mean metric learning (GMML) algorithm, we propose a low-rank variant of the algorithm. This allows to jointly learn a low-dimensional subspace where the data reside and the Mahalanobis metric that appropriately f…
New algorithm for weighted low rank approximation with provable guarantees.
problem Weighted low rank approximation (WLRA) is computationally hard.
method Reweights the low rank solution using the weight matrix itself.
result Provably optimal approximation guarantees for WLRA.
New ranking algorithms improve online content delivery by learning from click data.
problem Bias in ranking systems due to production system biases.
method Proposed novel extensions of LinUCB and Linear Thompson Sampling algorithms to handle position-based click model.
result Validated the proposed algorithms through offline and online experiments.
New algorithm ranks players from partial comparisons with optimal rate.
problem Ranking players from partial pairwise comparisons.
method Divide-and-conquer approach, local MLE within groups.
result Optimal ranking algorithm with minimax rate.
This paper explores the adaptive (active) PAC (probably approximately correct) top- ranking (i.e., top- item selection) and total ranking problems from -wise () comparisons under the multinomial logit (MNL) model. By adaptively choosing sets to query and observing the noisy output of the most favored …