Ranking and Empirical Minimization of U-Statistics

The problem of ranking/ordering instances, instead of simply classifying them, has recently gained much attention in machine learning. In this paper we formulate the ranking problem in a rigorous statistical framework. The goal is to learn a ranking rule for deciding, among two instances, which one...

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Veröffentlicht in:The Annals of Statistics. - Institute of Mathematical Statistics. - 36(2008), 2, Seite 844-874
1. Verfasser: Clémençon, Stéphan (VerfasserIn)
Weitere Verfasser: Lugosi, Gábor, Vayatis, Nicolas
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2008
Zugriff auf das übergeordnete Werk:The Annals of Statistics
Schlagworte:Statistical learning Theory of classification VC classes Fast rates Convex risk minimization Moment inequalities U-processes Mathematics Physical sciences Applied sciences mehr... Behavioral sciences Economics
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520 |a The problem of ranking/ordering instances, instead of simply classifying them, has recently gained much attention in machine learning. In this paper we formulate the ranking problem in a rigorous statistical framework. The goal is to learn a ranking rule for deciding, among two instances, which one is "better," with minimum ranking risk. Since the natural estimates of the risk are of the form of a U-statistic, results of the theory of U-processes are required for investigating the consistency of empirical risk minimizers. We establish, in particular, a tail inequality for degenerate U-processes, and apply it for showing that fast rates of convergence may be achieved under specific noise assumptions, just like in classification. Convex risk minimization methods are also studied. 
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650 4 |a Mathematics  |x Applied mathematics  |x Statistics 
650 4 |a Mathematics  |x Mathematical procedures  |x Approximation 
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