Related papers: Learning-to-Rank at the Speed of Sampling: Placket…
Sample inefficiency is a long-lasting problem in reinforcement learning (RL). The state-of-the-art estimates the optimal action values while it usually involves an extensive search over the state-action space and unstable optimization.…
Learning to Rank (LTR) algorithms are usually evaluated using Information Retrieval metrics like Normalised Discounted Cumulative Gain (NDCG) or Mean Average Precision. As these metrics rely on sorting predicted items' scores (and thus, on…
Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…
In this paper, we consider large-scale ranking problems where one is given a set of (possibly non-redundant) pairwise comparisons and the underlying ranking explained by those comparisons is desired. We show that stochastic gradient descent…
We consider a simple approach to solving assortment optimization under the random utility maximization model. The approach uses Monte-Carlo simulation to construct a ranking-based choice model that serves as a proxy for the true choice…
We propose a simple, scalable, and fast gradient descent algorithm to optimize a nonconvex objective for the rank minimization problem and a closely related family of semidefinite programs. With $O(r^3 \kappa^2 n \log n)$ random…
Learning to rank is a rare technology compared with other techniques such as deep neural networks. The number of experts in the field is roughly 1/6 of the number of professionals in deep learning. Being an effective ranking methodology,…
The forward order assumption postulates that the ranking process of the items is carried out by sequentially assigning the positions from the top (most-liked) to the bottom (least-liked) alternative. This assumption has been recently…
A key challenge with machine learning approaches for ranking is the gap between the performance metrics of interest and the surrogate loss functions that can be optimized with gradient-based methods. This gap arises because ranking metrics…
Composite convex optimization problems which include both a nonsmooth term and a low-rank promoting term have important applications in machine learning and signal processing, such as when one wishes to recover an unknown matrix that is…
In this work, a new class of stochastic gradient algorithm is developed based on $q$-calculus. Unlike the existing $q$-LMS algorithm, the proposed approach fully utilizes the concept of $q$-calculus by incorporating time-varying $q$…
Sparse reduced rank regression is an essential statistical learning method. In the contemporary literature, estimation is typically formulated as a nonconvex optimization that often yields to a local optimum in numerical computation. Yet,…
We present a stochastic descent algorithm for unconstrained optimization that is particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained optimization and…
In this paper, we consider static parameter estimation for a class of continuous-time state-space models. Our goal is to obtain an unbiased estimate of the gradient of the log-likelihood (score function), which is an estimate that is…
We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…
Learning from implicit feedback is challenging because of the difficult nature of the one-class problem: we can observe only positive examples. Most conventional methods use a pairwise ranking approach and negative samplers to cope with the…
We consider a regularized expected reward optimization problem in the non-oblivious setting that covers many existing problems in reinforcement learning (RL). In order to solve such an optimization problem, we apply and analyze the…
Gradient Descent (GD) and Conjugate Gradient (CG) methods are among the most effective iterative algorithms for solving unconstrained optimization problems, particularly in machine learning and statistical modeling, where they are employed…
Stochastic gradient algorithms have been the main focus of large-scale learning problems and they led to important successes in machine learning. The convergence of SGD depends on the careful choice of learning rate and the amount of the…
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…