Recovery Guarantees for Time-varying Pairwise Comparison Matrices with Non-transitivity
Abstract
Pairwise comparison matrices have received substantial attention in a variety of applications, especially in rank aggregation, the task of flattening items into a one-dimensional (and thus transitive) ranking. However, non-transitive preference cycles can arise in practice due to the fact that making a decision often requires a complex evaluation of multiple factors. In some applications, it may be important to identify and preserve information about the inherent non-transitivity, either in the pairwise comparison data itself or in the latent feature space. In this work, we develop structured models for non-transitive pairwise comparison matrices that can be exploited to recover such matrices from incomplete noisy data and thus allow the detection of non-transitivity. Considering that individuals' tastes and items' latent features may change over time, we formulate time-varying pairwise comparison matrix recovery as a dynamic skew-symmetric matrix recovery problem by modeling changes in the low-rank factors of the pairwise comparison matrix. We provide theoretical guarantees for the recovery and numerically test the proposed theory with both synthetic and real-world data.
Cite
@article{arxiv.2106.09151,
title = {Recovery Guarantees for Time-varying Pairwise Comparison Matrices with Non-transitivity},
author = {Shuang Li and Michael B. Wakin},
journal= {arXiv preprint arXiv:2106.09151},
year = {2021}
}