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Computational and Statistical Tradeoffs in Learning to Rank (1608.06203v1)
Published 22 Aug 2016 in cs.LG, cs.IT, math.IT, and stat.ML
Abstract: For massive and heterogeneous modern datasets, it is of fundamental interest to provide guarantees on the accuracy of estimation when computational resources are limited. In the application of learning to rank, we provide a hierarchy of rank-breaking mechanisms ordered by the complexity in thus generated sketch of the data. This allows the number of data points collected to be gracefully traded off against computational resources available, while guaranteeing the desired level of accuracy. Theoretical guarantees on the proposed generalized rank-breaking implicitly provide such trade-offs, which can be explicitly characterized under certain canonical scenarios on the structure of the data.