Timezone: »
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.
Author Information
Lucas Maystre (EPFL)
Matthias Grossglauser (EPFL)
More from the Same Authors
-
2019 : Lunch + Poster Session »
Frederik Gerzer · Bill Yang Cai · Pieter-Jan Hoedt · Kelly Kochanski · Soo Kyung Kim · Yunsung Lee · Sunghyun Park · Sharon Zhou · Martin Gauch · Jonathan Wilson · Joyjit Chatterjee · Shamindra Shrotriya · Dimitri Papadimitriou · Christian Schön · Valentina Zantedeschi · Gabriella Baasch · Willem Waegeman · Gautier Cosne · Dara Farrell · Brendan Lucier · Letif Mones · Caleb Robinson · Tafara Chitsiga · Victor Kristof · Hari Prasanna Das · Yimeng Min · Alexandra Puchko · Alexandra Luccioni · Kyle Story · Jason Hickey · Yue Hu · Björn Lütjens · Zhecheng Wang · Renzhi Jing · Genevieve Flaspohler · Jingfan Wang · Saumya Sinha · Qinghu Tang · Armi Tiihonen · Ruben Glatt · Muge Komurcu · Jan Drgona · Juan Gomez-Romero · Ashish Kapoor · Dylan J Fitzpatrick · Alireza Rezvanifar · Adrian Albert · Olya (Olga) Irzak · Kara Lamb · Ankur Mahesh · Kiwan Maeng · Frederik Kratzert · Sorelle Friedler · Niccolo Dalmasso · Alex Robson · Lindiwe Malobola · Lucas Maystre · Yu-wen Lin · Surya Karthik Mukkavili · Brian Hutchinson · Alexandre Lacoste · Yanbing Wang · Zhengcheng Wang · Yinda Zhang · Victoria Preston · Jacob Pettit · Draguna Vrabie · Miguel Molina-Solana · Tonio Buonassisi · Andrew Annex · Tunai P Marques · Catalin Voss · Johannes Rausch · Max Evans -
2019 Poster: Learning Hawkes Processes from a handful of events »
Farnood Salehi · William Trouleau · Matthias Grossglauser · Patrick Thiran