Related papers: Direct Optimization of Ranking Measures
We consider multicriteria problems of evaluating absolute ratings (scores, priorities, weights) of given alternatives for making decisions, which are compared in pairs under several criteria. Given matrices of pairwise comparisons of…
Solving different types of optimization models (including parameters fitting) for support vector machines on large-scale training data is often an expensive computational task. This paper proposes a multilevel algorithmic framework that…
Factor analysis, a classical multivariate statistical technique is popularly used as a fundamental tool for dimensionality reduction in statistics, econometrics and data science. Estimation is often carried out via the Maximum Likelihood…
This paper describes an efficient reduction of the learning problem of ranking to binary classification. The reduction guarantees an average pairwise misranking regret of at most that of the binary classifier regret, improving a recent…
We consider a decision-making problem to find absolute ratings of alternatives that are compared in pairs under multiple criteria, subject to constraints in the form of two-sided bounds on ratios between the ratings. Given matrices of…
In this paper, we present a new adaptive rank approximation technique for computing solutions to the high-dimensional linear kinetic transport equation. The approach we propose is based on a macro-micro decomposition of the kinetic model in…
Targeted marketing policies target different customers with different marketing actions. While most research has focused on training targeting policies without managerial constraints, in practice, many firms face managerial constraints when…
The first part of this thesis focuses on maximizing the overall recommendation accuracy. This accuracy is usually evaluated with some user-oriented metric tailored to the recommendation scenario, but because recommendation is usually…
Recent developments in fitness landscape analysis include the study of Local Optima Networks (LON) and applications of the Elementary Landscapes theory. This paper represents a first step at combining these two tools to explore their…
The high-dimensional rank lasso (hdr lasso) model is an efficient approach to deal with high-dimensional data analysis. It was proposed as a tuning-free robust approach for the high-dimensional regression and was demonstrated to enjoy…
For general multi-objective optimization problems, we propose a novel performance metric called domination measure to measure the quality of a solution, which can be intuitively interpreted as the size of the portion of the solution space…
In this study, we propose an improvement to the direct mating method, a constraint handling approach for multi-objective evolutionary algorithms, by hybridizing it with local mating. Local mating selects another parent from the feasible…
Many automated machine learning methods, such as those for hyperparameter and neural architecture optimization, are computationally expensive because they involve training many different model configurations. In this work, we present a new…
The performance of individual evolutionary optimization algorithms is mostly measured in terms of statistics such as mean, median and standard deviation etc., computed over the best solutions obtained with few trails of the algorithm. To…
The problem of relevance ranking consists of sorting a set of objects with respect to a given criterion. Since users may prefer different relevance criteria, the ranking algorithms should be adaptable to the user needs. Two main approaches…
In this paper, we provide a novel algorithm for solving planning and learning problems of Markov decision processes. The proposed algorithm follows a policy iteration-type update by using a rank-one approximation of the transition…
PageRank is a widespread model for analysing the relative relevance of nodes within large graphs arising in several applications. In the current paper, we present a cost-effective Hessenberg-type method built upon the Hessenberg process for…
Estimation of the precision matrix (or inverse covariance matrix) is of great importance in statistical data analysis and machine learning. However, as the number of parameters scales quadratically with the dimension $p$, computation…
While in a classification or a regression setting a label or a value is assigned to each individual document, in a ranking setting we determine the relevance ordering of the entire input document list. This difference leads to the notion of…
Scalable real-time assortment optimization has become essential in e-commerce operations due to the need for personalization and the availability of a large variety of items. While this can be done when there are simplistic assortment…