Part of Advances in Neural Information Processing Systems 29 (NIPS 2016)
Ashish Khetan, Sewoong Oh
For massive and heterogeneous modern data sets, it is of fundamental interest to provide guarantees on the accuracy of estimation when computational resources are limited. In the application of learning to rank, we provide a hierarchy of rank-breaking mechanisms ordered by the complexity in thus generated sketch of the data. This allows the number of data points collected to be gracefully traded off against computational resources available, while guaranteeing the desired level of accuracy. Theoretical guarantees on the proposed generalized rank-breaking implicitly provide such trade-offs, which can be explicitly characterized under certain canonical scenarios on the structure of the data.