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Bipartite Ranking: a Risk-Theoretic Perspective

Menon, Aditya; Williamson, Robert

Description

We present a systematic study of the bipartite ranking problem, with the aim of explicating its connections to the class-probability estimation problem. Our study focuses on the properties of the statistical risk for bipartite ranking with general losses, which is closely related to a generalised notion of the area under the ROC curve: we establish alternate representations of this risk, relate the Bayes-optimal risk to a class of probability divergences, and characterise the set of...[Show more]

CollectionsANU Research Publications
Date published: 2016
Type: Journal article
URI: http://hdl.handle.net/1885/153139
Source: Journal of Machine Learning Research
Access Rights: Open Access

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