2015
NeurIPS
NeurIPS 2015
Fast and Accurate Inference of Plackett–Luce Models
Abstract
We show that the maximum-likelihood (ML) estimate of models derived from Luce's choice axiom (e.g., the Plackett-Luce model) can be expressed as the stationary distribution of a Markov chain. This conveys insight into several recently proposed spectral inference algorithms. We take advantage of this perspective and formulate a new spectral algorithm that is significantly more accurate than previous ones for the Plackett--Luce model. With a simple adaptation, this algorithm can be used iteratively, producing a sequence of estimates that converges to the ML estimate. The ML version runs faster than competing approaches on a benchmark of five datasets. Our algorithms are easy to implement, making them relevant for practitioners at large.
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Interdisciplinary Bridge
- Artificial Intelligence and Mathematics & Optimization
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Hot Topic Early Bird
- maximum likelihood estimation
Authors
Topics
Machine Learning > Core Methods > Classification
Machine Learning > Optimization & Theory > Bayesian Inference
Machine Learning > Optimization & Theory > Statistical Learning
Machine Learning > Optimization & Theory > Stochastic Processes
Mathematics & Optimization > Mathematics > Probability
Machine Learning > Bayesian & Probabilistic > Probabilistic Modeling
Machine Learning > Optimization & Theory > Stochastic Methods
Machine Learning > Core Methods > Ranking
Mathematics & Optimization > Probability > Stochastic Processes
Machine Learning > Learning Types > Parameter Estimation