On the Consistency of Ranking Algorithms

@inproceedings{Duchi2010OnTC,
  title={On the Consistency of Ranking Algorithms},
  author={John C. Duchi and Lester W. Mackey and Michael I. Jordan},
  booktitle={ICML},
  year={2010}
}
We present a theoretical analysis of supervised ranking, providing necessary and sufficient conditions for the asymptotic consistency of algorithms based on minimizing a surrogate loss function. We show that many commonly used surrogate losses are inconsistent; surprisingly, we show inconsistency even in low-noise settings. We present a new value-regularized linear loss, establish its consistency under reasonable assumptions on noise, and show that it outperforms conventional ranking losses in… CONTINUE READING
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