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Antithetic and Monte Carlo kernel estimators for partial rankings

Accepted version
Peer-reviewed

Type

Article

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Authors

Rowland, M 
Gretton, A 
Ghahramani, Z 

Abstract

In the modern age, rankings data is ubiquitous and it is useful for a variety of applications such as recommender systems, multi-object tracking and preference learning. However, most rankings data encountered in the real world is incomplete, which prevents the direct application of existing modelling tools for complete rankings. Our contribution is a novel way to extend kernel methods for complete rankings to partial rankings, via consistent Monte Carlo estimators for Gram matrices: matrices of kernel values between pairs of observations. We also present a novel variance reduction scheme based on an antithetic variate construction between permutations to obtain an improved estimator for the Mallows kernel. The corresponding antithetic kernel estimator has lower variance and we demonstrate empirically that it has a better performance in a variety of Machine Learning tasks. Both kernel estimators are based on extending kernel mean embeddings to the embedding of a set of full rankings consistent with an observed partial ranking. They form a computationally tractable alternative to previous approaches for partial rankings data. An overview of the existing kernels and metrics for permutations is also provided.

Description

Keywords

Reproducing kernel Hilbert space, Partial rankings, Monte Carlo, Antithetic variates, Gram matrix

Journal Title

Statistics and Computing

Conference Name

Journal ISSN

0960-3174
1573-1375

Volume Title

29

Publisher

Springer Science and Business Media LLC
Sponsorship
EPSRC (1513531)
Engineering and Physical Sciences Research Council (EP/L016516/1)