Timezone: »

Ranking Measures and Loss Functions in Learning to Rank
Wei Chen · Tie-Yan Liu · Yanyan Lan · Zhi-Ming Ma · Hang Li

Mon Dec 07 07:00 PM -- 11:59 PM (PST) @

Learning to rank has become an important research topic in machine learning. While most learning-to-rank methods learn the ranking function by minimizing the loss functions, it is the ranking measures (such as NDCG and MAP) that are used to evaluate the performance of the learned ranking function. In this work, we reveal the relationship between ranking measures and loss functions in learning-to-rank methods, such as Ranking SVM, RankBoost, RankNet, and ListMLE. We show that these loss functions are upper bounds of the measure-based ranking errors. As a result, the minimization of these loss functions will lead to the maximization of the ranking measures. The key to obtaining this result is to model ranking as a sequence of classification tasks, and define a so-called essential loss as the weighted sum of the classification errors of individual tasks in the sequence. We have proved that the essential loss is both an upper bound of the measure-based ranking errors, and a lower bound of the loss functions in the aforementioned methods. Our proof technique also suggests a way to modify existing loss functions to make them tighter bounds of the measure-based ranking errors. Experimental results on benchmark datasets show that the modifications can lead to better ranking performance, demonstrating the correctness of our analysis.

Author Information

Wei Chen (Chinese Academy of Sciences)
Tie-Yan Liu (Microsoft Research)

Tie-Yan Liu is an assistant managing director of Microsoft Research Asia, leading the machine learning research area. He is very well known for his pioneer work on learning to rank and computational advertising, and his recent research interests include deep learning, reinforcement learning, and distributed machine learning. Many of his technologies have been transferred to Microsoft’s products and online services (such as Bing, Microsoft Advertising, Windows, Xbox, and Azure), and open-sourced through Microsoft Cognitive Toolkit (CNTK), Microsoft Distributed Machine Learning Toolkit (DMTK), and Microsoft Graph Engine. He has also been actively contributing to academic communities. He is an adjunct/honorary professor at Carnegie Mellon University (CMU), University of Nottingham, and several other universities in China. He has published 200+ papers in refereed conferences and journals, with over 17000 citations. He has won quite a few awards, including the best student paper award at SIGIR (2008), the most cited paper award at Journal of Visual Communications and Image Representation (2004-2006), the research break-through award (2012) and research-team-of-the-year award (2017) at Microsoft Research, and Top-10 Springer Computer Science books by Chinese authors (2015), and the most cited Chinese researcher by Elsevier (2017). He has been invited to serve as general chair, program committee chair, local chair, or area chair for a dozen of top conferences including SIGIR, WWW, KDD, ICML, NIPS, IJCAI, AAAI, ACL, ICTIR, as well as associate editor of ACM Transactions on Information Systems, ACM Transactions on the Web, and Neurocomputing. Tie-Yan Liu is a fellow of the IEEE, and a distinguished member of the ACM.

Yanyan Lan (Tsinghua University)
Zhi-Ming Ma
Hang Li (Huawei Technologies Co., Ltd.)

More from the Same Authors