Efficient and Accurate Learning of Mixtures of Plackett-Luce Models

02/10/2023
by   Duc Nguyen, et al.
0

Mixture models of Plackett-Luce (PL) – one of the most fundamental ranking models – are an active research area of both theoretical and practical significance. Most previously proposed parameter estimation algorithms instantiate the EM algorithm, often with random initialization. However, such an initialization scheme may not yield a good initial estimate and the algorithms require multiple restarts, incurring a large time complexity. As for the EM procedure, while the E-step can be performed efficiently, maximizing the log-likelihood in the M-step is difficult due to the combinatorial nature of the PL likelihood function (Gormley and Murphy 2008). Therefore, previous authors favor algorithms that maximize surrogate likelihood functions (Zhao et al. 2018, 2020). However, the final estimate may deviate from the true maximum likelihood estimate as a consequence. In this paper, we address these known limitations. We propose an initialization algorithm that can provide a provably accurate initial estimate and an EM algorithm that maximizes the true log-likelihood function efficiently. Experiments on both synthetic and real datasets show that our algorithm is competitive in terms of accuracy and speed to baseline algorithms, especially on datasets with a large number of items.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
04/21/2021

Understanding and Accelerating EM Algorithm's Convergence by Fair Competition Principle and Rate-Verisimilitude Function

Why can the Expectation-Maximization (EM) algorithm for mixture models c...
research
06/23/2022

Efficient and Accurate Top-K Recovery from Choice Data

The intersection of learning to rank and choice modeling is an active ar...
research
02/14/2017

Practical Learning of Predictive State Representations

Over the past decade there has been considerable interest in spectral al...
research
07/25/2020

Fair Marriage Principle and Initialization Map for the EM Algorithm

The popular convergence theory of the EM algorithm explains that the obs...
research
09/04/2016

Local Maxima in the Likelihood of Gaussian Mixture Models: Structural Results and Algorithmic Consequences

We provide two fundamental results on the population (infinite-sample) l...
research
02/21/2023

Computational issues in parameter estimation for hidden Markov models with Template Model Builder

A popular way to estimate the parameters of a hidden Markov model (HMM) ...
research
12/25/2013

Classification automatique de données temporelles en classes ordonnées

This paper proposes a method of segmenting temporal data into ordered cl...

Please sign up or login with your details

Forgot password? Click here to reset