Skip to main content

Ranking and Scoring Using Empirical Risk Minimization

  • Conference paper
Learning Theory (COLT 2005)

Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 3559))

Included in the following conference series:

Abstract

A general model is proposed for studying ranking problems. We investigate learning methods based on empirical minimization of the natural estimates of the ranking risk. The empirical estimates are of the form of a U-statistic. Inequalities from the theory of U-statistics and U-processes are used to obtain performance bounds for the empirical risk minimizers. Convex risk minimization methods are also studied to give a theoretical framework for ranking algorithms based on boosting and support vector machines. Just like in binary classification, fast rates of convergence are achieved under certain noise assumption. General sufficient conditions are proposed in several special cases that guarantee fast rates of convergence.

This research was supported in part by Spanish Ministry of Science and Technology and FEDER, grant BMF2003-03324, and by the PASCAL Network of Excellence under EC grant no. 506778.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Agarwal, S., Graepel, T., Herbrich, R., Roth, D.: A large deviation bound for the area under the ROC curve. In: Proceedings of the 18th Annual Conference on Neural Information Processing Systems, Vancouver, Canada (2004)

    Google Scholar 

  2. Agarwal, S., Har-Peled, S., Roth, D.: A uniform convergence bound for the area under the ROC curve. In: Proceedings of the 10th International Workshop on Artificial Intelligence and Statistics, Barbados (2005)

    Google Scholar 

  3. Arcones, M.A., Giné, E.: U-processes indexed by Vapnik-Chervonenkis classes of functions with applications to asymptotics and bootstrap of U-statistics with estimated parameters. Stochastic Processes and their Applications 52, 17–38 (1994)

    Article  MATH  MathSciNet  Google Scholar 

  4. Bartlett, P.L., Jordan, M.I., McAuliffe, J.D.: Convexity, classification, and risk bounds. Technical Report 638, Department of Statistics, U.C. Berkeley (2003)

    Google Scholar 

  5. Bartlett, P.L., Mendelson, S.: Empirical minimization. Technical Report, Department of Statistics, U.C. Berkeley (2003)

    Google Scholar 

  6. Blanchard, G., Lugosi, G., Vayatis, N.: On the rate of convergence of regularized boosting classifiers. Journal of Machine Learning Research 4, 861–894 (2003)

    Article  MathSciNet  Google Scholar 

  7. Bousquet, O., Boucheron, S., Lugosi, G.: Theory of classification: a survey of recent advances. ESAIM: Probability and Statistics, (2004) (to appear)

    Google Scholar 

  8. Breiman, L.: Population theory for boosting ensembles. Annals of Statistics 32, 1–11 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  9. de la Peña, V., Giné, E.: Decoupling: from dependence to independence. Springer, Heidelberg (1999)

    Google Scholar 

  10. Devroye, L., Györfi, L., Lugosi, G.: A Probabilistic Theory of Pattern Recognition. Springer, New York (1996)

    MATH  Google Scholar 

  11. Freund, Y., Iyer, R., Schapire, R.E., Singer, Y.: An Efficient Boosting Algorithm for Combining Preferences. Journal of Machine Learning Research 4, 933–969 (2003)

    Article  MathSciNet  Google Scholar 

  12. Haussler, D.: Sphere packing numbers for subsets of the boolean n-cube with bounded Vapnik-Chervonenkis dimension. Journal of Combinatorial Theory, Series A 69, 217–232 (1995)

    Article  MATH  MathSciNet  Google Scholar 

  13. Herbrich, R., Graepel, T., Obermayer, K.: Large margin rank boundaries for ordinal regression. In: Smola, A., et al. (eds.) Advances in Large Margin Classifiers, pp. 115–132. MIT Press, Cambridge (2000)

    Google Scholar 

  14. Hoeffding, W.: Probability inequalities for sums of bounded random variables. Journal of the American Statistical Association 58, 13–30 (1963)

    Article  MATH  MathSciNet  Google Scholar 

  15. Jiang, W.: Process consistency for Adaboost (with discussion). Annals of Statistics 32, 13–29 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  16. Koltchinskii, V., Panchenko, D.: Empirical margin distribution and bounding the generalization error of combined classifiers. Annals of Statistics 30, 1–50 (2002)

    MATH  MathSciNet  Google Scholar 

  17. Lugosi, G.: Pattern classification and learning theory. In: Györfi, L. (ed.) Principles of Nonparametric Learning, pp. 1–56. Springer, Heidelberg (2002)

    Google Scholar 

  18. Lugosi, G., Vayatis, N.: On the Bayes-risk consistency of boosting methods (with discussion). Annals of Statistics 32, 30–55 (2004)

    MATH  MathSciNet  Google Scholar 

  19. Massart, P., Nédélec, E.: Risk bounds for statistical learning, Preprint, Université Paris XI (2003)

    Google Scholar 

  20. McDiarmid, C.: On the method of bounded differences. In: Surveys in Combinatorics 1989, pp. 148–188. Cambridge University Press, Cambridge (1989)

    Google Scholar 

  21. Serfling, R.J.: Approximation theorems of mathematical statistics. John Wiley & Sons, Chichester (1980)

    Book  MATH  Google Scholar 

  22. Tsybakov, A.: Optimal aggregation of classifiers in statistical learning. Annals of Statistics 32, 135–166 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  23. Zhang, T.: Statistical behavior and consistency of classification methods based on convex risk minimization (with discussion). Annals of Statistics 32, 56–85 (2004)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2005 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Clémençon, S., Lugosi, G., Vayatis, N. (2005). Ranking and Scoring Using Empirical Risk Minimization. In: Auer, P., Meir, R. (eds) Learning Theory. COLT 2005. Lecture Notes in Computer Science(), vol 3559. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11503415_1

Download citation

  • DOI: https://doi.org/10.1007/11503415_1

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-26556-6

  • Online ISBN: 978-3-540-31892-7

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics