ranking methods in machine learning: a tutorial introduction

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Ranking Methods in Machine Learning A Tutorial Introduction Shivani Agarwal Computer Science & Artificial Intelligence Laboratory Massachusetts Institute of Technology

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Page 1: Ranking methods in machine learning: A tutorial introduction

Ranking Methods in Machine Learning

A Tutorial Introduction

Shivani Agarwal

Computer Science & Artificial Intelligence LaboratoryMassachusetts Institute of Technology

Page 2: Ranking methods in machine learning: A tutorial introduction

Example 1: Recommendation Systems

Page 3: Ranking methods in machine learning: A tutorial introduction

Example 2: Information Retrieval

Page 4: Ranking methods in machine learning: A tutorial introduction

information

Example 2: Information Retrieval

Page 5: Ranking methods in machine learning: A tutorial introduction

information

Example 2: Information Retrieval

Page 6: Ranking methods in machine learning: A tutorial introduction

Problem: Millions of structures in a chemical library.How do we identify the most promising ones?

Example 3: Drug Discovery

Page 7: Ranking methods in machine learning: A tutorial introduction

Human genetics is now at a critical juncture. The molecular methods used successfully to identify the genes underlying rare mendelian syndromes are failing to find the numerous genes causing more common, familial, non-mendelian diseases . . .

Nature 405:847–856, 2000

Example 4: Bioinformatics

Page 8: Ranking methods in machine learning: A tutorial introduction

Nature 405:847–856, 2000

With the human genome sequence nearing completion, new opportunities are being presented for unravelling the complex genetic basis of nonmendelian disorders based on large-scale genomewide studies . . .

Example 4: Bioinformatics

Page 9: Ranking methods in machine learning: A tutorial introduction

Types of Ranking Problems

Instance Ranking

Label Ranking

Subset Ranking

Rank Aggregation

?

Page 10: Ranking methods in machine learning: A tutorial introduction

Instance Ranking

> , 10

> , 20

doc1 doc2

doc3 doc5

Page 11: Ranking methods in machine learning: A tutorial introduction

Label Ranking

doc1

sports > politicshealth > money…

doc2science > sportsmoney > politics…

Page 12: Ranking methods in machine learning: A tutorial introduction

Subset Ranking

doc1

doc2query 1 > , doc3 doc5> …

doc2query 2 > , …doc4 doc11 doc3>

Page 13: Ranking methods in machine learning: A tutorial introduction

Rank Aggregation

query 1 …

query 2

resultsof search engine 1

resultsof search engine 2

desiredranking

resultsof search engine 1

…resultsof search engine 2

desiredranking

Page 14: Ranking methods in machine learning: A tutorial introduction

Types of Ranking Problems

Instance Ranking

Label Ranking

Subset Ranking

Rank Aggregation

? This tutorial

Page 15: Ranking methods in machine learning: A tutorial introduction

Tutorial Road Map

Part I: Theory & Algorithms

Part II: Applications

Further Reading & Resources

Bipartite Rankingk-partite RankingRanking with Real-Valued LabelsGeneral Instance Ranking

RankSVMRankBoostRankNet

Applications to BioinformaticsApplications to Drug DiscoverySubset Ranking and Applications to Information Retrieval

Page 16: Ranking methods in machine learning: A tutorial introduction

Part ITheory & Algorithms

[for Instance Ranking]

Page 17: Ranking methods in machine learning: A tutorial introduction

Bipartite Ranking

Relevant (+) …doc1+ doc2+ doc3+

Irrelevant (-) …doc1- doc2- doc3- doc4-

Page 18: Ranking methods in machine learning: A tutorial introduction

Bipartite Ranking

Page 19: Ranking methods in machine learning: A tutorial introduction

Bipartite Ranking

Page 20: Ranking methods in machine learning: A tutorial introduction

Is Bipartite Ranking Different from Binary Classification?

Page 21: Ranking methods in machine learning: A tutorial introduction

Is Bipartite Ranking Different from Binary Classification?

Page 22: Ranking methods in machine learning: A tutorial introduction

Is Bipartite Ranking Different from Binary Classification?

Page 23: Ranking methods in machine learning: A tutorial introduction

Is Bipartite Ranking Different from Binary Classification?

Page 24: Ranking methods in machine learning: A tutorial introduction

Is Bipartite Ranking Different from Binary Classification?

Page 25: Ranking methods in machine learning: A tutorial introduction

Is Bipartite Ranking Different from Binary Classification?

Page 26: Ranking methods in machine learning: A tutorial introduction

Bipartite Ranking:Basic Algorithmic Framework

Page 27: Ranking methods in machine learning: A tutorial introduction

Bipartite RankSVM Algorithm

[Herbrich et al, 2000; Joachims, 2002; Rakotomamonjy, 2004]

Page 28: Ranking methods in machine learning: A tutorial introduction

Bipartite RankSVM Algorithm

Page 29: Ranking methods in machine learning: A tutorial introduction

Bipartite RankBoost Algorithm

[Freund et al, 2003]

Page 30: Ranking methods in machine learning: A tutorial introduction

Bipartite RankBoost Algorithm

Page 31: Ranking methods in machine learning: A tutorial introduction

Bipartite RankNet Algorithm

[Burges et al, 2005]

Page 32: Ranking methods in machine learning: A tutorial introduction

k-partite Ranking

Rating k …doc1k doc2k doc3k

Rating 1 …doc11 doc21 doc31 doc41

Rating 2 …doc12 doc22 doc32 doc42

Page 33: Ranking methods in machine learning: A tutorial introduction

k-partite Ranking

Page 34: Ranking methods in machine learning: A tutorial introduction

k-partite Ranking:Basic Algorithmic Framework

Page 35: Ranking methods in machine learning: A tutorial introduction

Ranking with Real-Valued Labels

doc1

doc2

doc3

y1

y2

y3

Page 36: Ranking methods in machine learning: A tutorial introduction

Ranking with Real-Valued Labels

Page 37: Ranking methods in machine learning: A tutorial introduction

Ranking with Real-Valued Labels:Basic Algorithmic Framework

Page 38: Ranking methods in machine learning: A tutorial introduction

General Instance Ranking

> , r1

> , r2

doc1 doc1’

doc2 doc2’

Page 39: Ranking methods in machine learning: A tutorial introduction

General Instance Ranking

ri

Page 40: Ranking methods in machine learning: A tutorial introduction

General Instance Ranking

Page 41: Ranking methods in machine learning: A tutorial introduction

General Instance Ranking:Basic Algorithmic Framework

Page 42: Ranking methods in machine learning: A tutorial introduction

General RankSVM Algorithm

[Herbrich et al, 2000; Joachims, 2002]

Page 43: Ranking methods in machine learning: A tutorial introduction

General RankBoost Algorithm

[Freund et al, 2003]

Page 44: Ranking methods in machine learning: A tutorial introduction

General RankNet Algorithm

[Burges et al, 2005]

Page 45: Ranking methods in machine learning: A tutorial introduction

Tutorial Road Map

Part I: Theory & Algorithms

Part II: Applications

Further Reading & Resources

Bipartite Rankingk-partite RankingRanking with Real-Valued LabelsGeneral Instance Ranking

RankSVMRankBoostRankNet

Applications to BioinformaticsApplications to Drug DiscoverySubset Ranking and Applications to Information Retrieval

Page 46: Ranking methods in machine learning: A tutorial introduction

Part IIApplications

[and Subset Ranking]

Page 47: Ranking methods in machine learning: A tutorial introduction

Human genetics is now at a critical juncture. The molecular methods used successfully to identify the genes underlying rare mendelian syndromes are failing to find the numerous genes causing more common, familial, non-mendelian diseases . . .

Nature 405:847–856, 2000

Application to Bioinformatics

Page 48: Ranking methods in machine learning: A tutorial introduction

Nature 405:847–856, 2000

With the human genome sequence nearing completion, new opportunities are being presented for unravelling the complex genetic basis of nonmendelian disorders based on large-scale genomewide studies . . .

Application to Bioinformatics

Page 49: Ranking methods in machine learning: A tutorial introduction

Identifying Genes Relevant to a DiseaseUsing Microarrray Gene Expression Data

Page 50: Ranking methods in machine learning: A tutorial introduction

Identifying Genes Relevant to a DiseaseUsing Microarrray Gene Expression Data

Page 51: Ranking methods in machine learning: A tutorial introduction

Identifying Genes Relevant to a DiseaseUsing Microarrray Gene Expression Data

Page 52: Ranking methods in machine learning: A tutorial introduction

Identifying Genes Relevant to a DiseaseUsing Microarrray Gene Expression Data

Page 53: Ranking methods in machine learning: A tutorial introduction

Identifying Genes Relevant to a DiseaseUsing Microarrray Gene Expression Data

Page 54: Ranking methods in machine learning: A tutorial introduction

Identifying Genes Relevant to a DiseaseUsing Microarrray Gene Expression Data

Page 55: Ranking methods in machine learning: A tutorial introduction

Formulation as a BipartiteRanking Problem

Not relevant

Relevant …

Page 56: Ranking methods in machine learning: A tutorial introduction

Microarray Gene Expression Data Sets[Golub et al, 1999; Alon et al, 1999]

Page 57: Ranking methods in machine learning: A tutorial introduction

Selection of Training Genes

Page 58: Ranking methods in machine learning: A tutorial introduction

Top-Ranking Genes for Leukemia Returned by RankBoost

[Agarwal & Sengupta, 2009]

Page 59: Ranking methods in machine learning: A tutorial introduction

Biological Validation

[Agarwal et al, 2010]

Page 60: Ranking methods in machine learning: A tutorial introduction

Problem: Millions of structures in a chemical library.How do we identify the most promising ones?

Application to Drug Discovery

Page 61: Ranking methods in machine learning: A tutorial introduction

Formulation as a Ranking Problemwith Real-Valued Labels

Page 62: Ranking methods in machine learning: A tutorial introduction

Cheminformatics Data Sets[Sutherland et al, 2004]

Page 63: Ranking methods in machine learning: A tutorial introduction

DHFR Results Using RankSVM

[Agarwal et al, 2010]

Page 64: Ranking methods in machine learning: A tutorial introduction

Application to Information Retrieval (IR)

Page 65: Ranking methods in machine learning: A tutorial introduction

Learning to Rank in IR

Page 66: Ranking methods in machine learning: A tutorial introduction

Learning to Rank in IR

Page 67: Ranking methods in machine learning: A tutorial introduction

Learning to Rank in IR

Page 68: Ranking methods in machine learning: A tutorial introduction

Learning to Rank in IR

Page 69: Ranking methods in machine learning: A tutorial introduction

Learning to Rank in IR

Page 70: Ranking methods in machine learning: A tutorial introduction

Learning to Rank in IR

Page 71: Ranking methods in machine learning: A tutorial introduction

Learning to Rank in IR

Page 72: Ranking methods in machine learning: A tutorial introduction

Learning to Rank in IR

Page 73: Ranking methods in machine learning: A tutorial introduction

Learning to Rank in IR

Page 74: Ranking methods in machine learning: A tutorial introduction

Learning to Rank in IR

Page 75: Ranking methods in machine learning: A tutorial introduction

General Subset Ranking

doc1

doc2query 1 > , doc3 doc5> …

doc2query 2 > , …doc4 doc11 doc3>

Page 76: Ranking methods in machine learning: A tutorial introduction

General Subset Ranking

Page 77: Ranking methods in machine learning: A tutorial introduction

Subset Ranking with Real-ValuedRelevance Labels

doc1

doc2query 1 y1 , doc3 …

doc1query 2 …doc2 doc3

y2 , y3

y1 , y2 , y3

Page 78: Ranking methods in machine learning: A tutorial introduction

Subset Ranking with Real-ValuedRelevance Labels

Page 79: Ranking methods in machine learning: A tutorial introduction

RankSVM Applied to IR/Subset Ranking

[Joachims, 2002]

Standard RankSVM

Page 80: Ranking methods in machine learning: A tutorial introduction

RankSVM Applied to IR/Subset Ranking

RankSVM with Query Normalization & Relevance Weighting

[Agarwal & Collins, 2010; also Cao et al, 2006]

Page 81: Ranking methods in machine learning: A tutorial introduction

Ranking Performance Measures in IR

Mean Average Precision (MAP)

Page 82: Ranking methods in machine learning: A tutorial introduction

Ranking Performance Measures in IR

Normalized Discounted Cumulative Gain (NDCG)

Page 83: Ranking methods in machine learning: A tutorial introduction

Ranking Algorithms for OptimizingMAP/NDCG

Page 84: Ranking methods in machine learning: A tutorial introduction

LETOR 3.0/OHSUMED Data Set[Liu et al, 2007]

Page 85: Ranking methods in machine learning: A tutorial introduction

OHSUMED Results – NDCG

Page 86: Ranking methods in machine learning: A tutorial introduction

OHSUMED Results – MAP

Page 87: Ranking methods in machine learning: A tutorial introduction

Further Reading & Resources[Incomplete!]

Page 88: Ranking methods in machine learning: A tutorial introduction

Early Papers on Ranking

W. W. Cohen, R. E. Schapire, and Y. Singer, Learning to order things, Journal of Artificial Intelligence Research, 10:243–270, 1999.

R. Herbrich, T. Graepel, and K. Obermayer, Large margin rank boundaries for ordinal regression. Advances in Large Margin Classifiers, 2000.

T. Joachims, Optimizing search engines using clickthrough data, KDD 2002.

Y. Freund, R. Iyer, R. E. Schapire, and Y. Singer, An efficient boosting algorithm for combining preferences. Journal of Machine Learning Research, 4:933–969, 2003.

C.J.C. Burges, T. Shaked, E. Renshaw, A. Lazier, M. Deeds, N. Hamilton, G. Hullender, Learning to rank using gradient descent, ICML 2005.

Page 89: Ranking methods in machine learning: A tutorial introduction

Generalization Bounds for Ranking

S. Agarwal, T. Graepel, R. Herbrich, S. Har-Peled, D. Roth, Generalization bounds for the area under the ROC curve, Journal of Machine Learning Research, 6:393—425, 2005.

S. Agarwal, P. Niyogi, Generalization bounds for ranking algorithms via algorithmic stability, Journal of Machine Learning Research, 10:441—474,2009.

C. Rudin, R. Schapire, Margin-based ranking and an equivalence between AdaBoost and RankBoost, Journal of Machine Learning Research, 10: 2193—2232, 2009

Page 90: Ranking methods in machine learning: A tutorial introduction

Bioinformatics/Drug DiscoveryApplications

S. Agarwal and S. Sengupta, Ranking genes by relevance to a disease, CSB 2009.

S. Agarwal, D. Dugar, and S. Sengupta, Ranking chemical structures for drug discovery: A new machine learning approach. Journal of Chemical Information and Modeling, DOI 10.1021/ci9003865, 2010.

Page 91: Ranking methods in machine learning: A tutorial introduction

Other Applications

Natural Language Processing

M. Collins and T. Koo, Discriminative reranking for natural language parsing, Computational Linguistics, 31:25—69, 2005.

Collaborative Filtering

M. Weimer, A. Karatzoglou, Q. V. Le, and A. Smola, CofiRank - Maximum margin matrix factorization for collaborative ranking, NIPS 2007.

Manhole Event Prediction

C. Rudin, R. Passonneau, A. Radeva, H. Dutta, S. Ierome, and D. Isaac , A process for predicting manhole events in Manhattan, Machine Learning, DOI 10.1007/s10994-009-5166, 2010.

Page 92: Ranking methods in machine learning: A tutorial introduction

IR Ranking Algorithms

Y. Cao, J. Xu, T.-Y. Liu, H. Li, Y. Hunag, and H.W. Hon, Adapting ranking SVM to document retrieval, SIGIR 2006.

C.J.C. Burges, R. Ragno, and Q.V. Le, Learning to rank with non-smooth cost functions. NIPS 2006.

J. Xu and H. Li, AdaRank: A boosting algorithm for information retrieval. SIGIR 2007.

Y. Yue, T. Finley, F. Radlinski, and T. Joachims, A support vector method for optimizing average precision. SIGIR 2007.

M. Taylor, J. Guiver, S. Robertson, T. Minka, Softrank: optimizing non-smooth rank metrics. WSDM 2008.

Page 93: Ranking methods in machine learning: A tutorial introduction

IR Ranking Algorithms

S. Chakrabarti, R. Khanna, U. Sawant, and C. Bhattacharyya, Structured learning for nonsmooth ranking losses. KDD 2008.

D. Cossock and T. Zhang, Statistical analysis of Bayes optimal subset ranking, IEEE Transactions on Information Theory, 54:5140–5154, 2008.

T. Qin, X.D. Zhang, M.F. Tsai, D.S. Wang, T.Y. Liu, and H. Li. Query-level loss functions for information retrieval. Information Processing and Management, 44:838–855, 2008.

O. Chapelle and M. Wu, Gradient descent optimization of smoothed information retrieval metrics. Information Retrieval (To appear), 2010.

S. Agarwal and M. Collins, Maximum margin ranking algorithms for information retrieval, ECIR 2010.

Page 94: Ranking methods in machine learning: A tutorial introduction

NIPS Workshop 2005Learning to Rank

NIPS Workshop 2009Advances in Ranking

SIGIR Workshops 2007-2009Learning to Rank for Information Retrieval

American Institute of MathematicsWorkshop in Summer 2010 The Mathematics of Ranking

Page 95: Ranking methods in machine learning: A tutorial introduction

Tie-Yan Liu, Learning to Rank for Information Retrieval, Foundations & Trends in Information Retrieval, 2009.

Shivani Agarwal, A Tutorial Introduction to Ranking Methods in Machine Learning, In preparation.

Shivani Agarwal (Ed.), Advances in Ranking Methods in Machine Learning, Springer-Verlag, In preparation.

Tutorial Articles & Books