On Lipschitz Continuity and Smoothness of Loss Functions in Learning to Rank
share
In binary classification and regression problems, it is well understood that Lipschitz continuity and smoothness of the loss function play key roles in governing generalization error bounds for empirical risk minimization algorithms. In this paper, we show how these two properties affect generalization error bounds in the learning to rank problem. The learning to rank problem involves vector valued predictions and therefore the choice of the norm with respect to which Lipschitz continuity and smoothness are defined becomes crucial. Choosing the ℓ_∞ norm in our definition of Lipschitz continuity allows us to improve existing bounds. Furthermore, under smoothness assumptions, our choice enables us to prove rates that interpolate between 1/√(n) and 1/n rates. Application of our results to ListNet, a popular learning to rank method, gives state-of-the-art performance guarantees.
READ FULL TEXT
