Comparing Two Samples Through Stochastic Dominance: A Graphical ApproachEtor Arza, Josu Ceberio, Ekhiñe Irurozki et al.
Non-deterministic measurements are common in real-world scenarios: the performance of a stochastic optimization algorithm or the total reward of a reinforcement learning agent in a chaotic environment are just two examples in which unpredictable outcomes are common. These measures can be modeled as random variables and compared among each other via their expected values or more sophisticated tools such as null hypothesis statistical tests. In this paper, we propose an alternative framework to visually compare two samples according to their estimated cumulative distribution functions. First, we introduce a dominance measure for two random variables that quantifies the proportion in which the cumulative distribution function of one of the random variables stochastically dominates the other one. Then, we present a graphical method that decomposes in quantiles i) the proposed dominance measure and ii) the probability that one of the random variables takes lower values than the other. With illustrative purposes, we re-evaluate the experimentation of an already published work with the proposed methodology and we show that additional conclusions (missed by the rest of the methods) can be inferred. Additionally, the software package RVCompare was created as a convenient way of applying and experimenting with the proposed framework.
1.7MLFeb 11
Beyond Kemeny Medians: Consensus Ranking Distributions Definition, Properties and Statistical LearningStephan Clémençon, Ekhine Irurozki
In this article we develop a new method for summarizing a ranking distribution, \textit{i.e.} a probability distribution on the symmetric group $\mathfrak{S}_n$, beyond the classical theory of consensus and Kemeny medians. Based on the notion of \textit{local ranking median}, we introduce the concept of \textit{consensus ranking distribution} ($\crd$), a sparse mixture model of Dirac masses on $\mathfrak{S}_n$, in order to approximate a ranking distribution with small distortion from a mass transportation perspective. We prove that by choosing the popular Kendall $τ$ distance as the cost function, the optimal distortion can be expressed as a function of pairwise probabilities, paving the way for the development of efficient learning methods that do not suffer from the lack of vector space structure on $\mathfrak{S}_n$. In particular, we propose a top-down tree-structured statistical algorithm that allows for the progressive refinement of a CRD based on ranking data, from the Dirac mass at a Kemeny median at the root of the tree to the empirical ranking data distribution itself at the end of the tree's exhaustive growth. In addition to the theoretical arguments developed, the relevance of the algorithm is empirically supported by various numerical experiments.
The First AI4TSP Competition: Learning to Solve Stochastic Routing ProblemsLaurens Bliek, Paulo da Costa, Reza Refaei Afshar et al.
This paper reports on the first international competition on AI for the traveling salesman problem (TSP) at the International Joint Conference on Artificial Intelligence 2021 (IJCAI-21). The TSP is one of the classical combinatorial optimization problems, with many variants inspired by real-world applications. This first competition asked the participants to develop algorithms to solve a time-dependent orienteering problem with stochastic weights and time windows (TD-OPSWTW). It focused on two types of learning approaches: surrogate-based optimization and deep reinforcement learning. In this paper, we describe the problem, the setup of the competition, the winning methods, and give an overview of the results. The winning methods described in this work have advanced the state-of-the-art in using AI for stochastic routing problems. Overall, by organizing this competition we have introduced routing problems as an interesting problem setting for AI researchers. The simulator of the problem has been made open-source and can be used by other researchers as a benchmark for new AI methods.
What are the best systems? New perspectives on NLP BenchmarkingPierre Colombo, Nathan Noiry, Ekhine Irurozki et al.
In Machine Learning, a benchmark refers to an ensemble of datasets associated with one or multiple metrics together with a way to aggregate different systems performances. They are instrumental in (i) assessing the progress of new methods along different axes and (ii) selecting the best systems for practical use. This is particularly the case for NLP with the development of large pre-trained models (e.g. GPT, BERT) that are expected to generalize well on a variety of tasks. While the community mainly focused on developing new datasets and metrics, there has been little interest in the aggregation procedure, which is often reduced to a simple average over various performance measures. However, this procedure can be problematic when the metrics are on a different scale, which may lead to spurious conclusions. This paper proposes a new procedure to rank systems based on their performance across different tasks. Motivated by the social choice theory, the final system ordering is obtained through aggregating the rankings induced by each task and is theoretically grounded. We conduct extensive numerical experiments (on over 270k scores) to assess the soundness of our approach both on synthetic and real scores (e.g. GLUE, EXTREM, SEVAL, TAC, FLICKR). In particular, we show that our method yields different conclusions on state-of-the-art systems than the mean-aggregation procedure while being both more reliable and robust.
6.9LGJan 20, 2022
Statistical Depth Functions for Ranking Distributions: Definitions, Statistical Learning and ApplicationsMorgane Goibert, Stéphan Clémençon, Ekhine Irurozki et al.
The concept of median/consensus has been widely investigated in order to provide a statistical summary of ranking data, i.e. realizations of a random permutation $Σ$ of a finite set, $\{1,\; \ldots,\; n\}$ with $n\geq 1$ say. As it sheds light onto only one aspect of $Σ$'s distribution $P$, it may neglect other informative features. It is the purpose of this paper to define analogs of quantiles, ranks and statistical procedures based on such quantities for the analysis of ranking data by means of a metric-based notion of depth function on the symmetric group. Overcoming the absence of vector space structure on $\mathfrak{S}_n$, the latter defines a center-outward ordering of the permutations in the support of $P$ and extends the classic metric-based formulation of consensus ranking (medians corresponding then to the deepest permutations). The axiomatic properties that ranking depths should ideally possess are listed, while computational and generalization issues are studied at length. Beyond the theoretical analysis carried out, the relevance of the novel concepts and methods introduced for a wide variety of statistical tasks are also supported by numerous numerical experiments.
8.3MLOct 27, 2020
Concentric mixtures of Mallows models for top-$k$ rankings: sampling and identifiabilityCollas Fabien, Irurozki Ekhine
In this paper, we consider mixtures of two Mallows models for top-$k$ rankings, both with the same location parameter but with different scale parameters, i.e., a mixture of concentric Mallows models. This situation arises when we have a heterogeneous population of voters formed by two homogeneous populations, one of which is a subpopulation of expert voters while the other includes the non-expert voters. We propose efficient sampling algorithms for Mallows top-$k$ rankings. We show the identifiability of both components, and the learnability of their respective parameters in this setting by, first, bounding the sample complexity for the Borda algorithm with top-$k$ rankings and second, proposing polynomial time algorithm for the separation of the rankings in each component. Finally, since the rank aggregation will suffer from a large amount of noise introduced by the non-expert voters, we adapt the Borda algorithm to be able to recover the ground truth consensus ranking which is especially consistent with the expert rankings.
2.2MLOct 19, 2019
Rank aggregation for non-stationary data streamsEkhine Irurozki, Jesus Lobo, Aritz Perez et al.
We consider the problem of learning over non-stationary ranking streams. The rankings can be interpreted as the preferences of a population and the non-stationarity means that the distribution of preferences changes over time. Our goal is to learn, in an online manner, the current distribution of rankings. The bottleneck of this process is a rank aggregation problem. We propose a generalization of the Borda algorithm for non-stationary ranking streams. Moreover, we give bounds on the minimum number of samples required to output the ground truth with high probability. Besides, we show how the optimal parameters are set. Then, we generalize the whole family of weighted voting rules (the family to which Borda belongs) to situations in which some rankings are more \textit{reliable} than others and show that this generalization can solve the problem of rank aggregation over non-stationary data streams.