Robust Reductions from Ranking to Classification

We reduce ranking, as measured by the Area Under the Receiver Operating Characteristic Curve (AUC), to binary classification. The core theorem shows that a binary classification regret of r on the induced binary problem implies an AUC regret of at most 4r. (The binary problem is to predict, given a random pair of elements in the test set, whether the first element should be ordered before the second.) This is a large improvement over naive approaches such as ordering according to regressed scores, which have a regret transform of r --> nr where n is the number of elements.

By: Nina Balcan; Alina Beygelzimer; John Langford; Gregory B. Sorkin

Published in: RC24129 in 2006


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