Approximation Analysis of Gradient Descent Algorithm for Bipartite Ranking

We introduce a gradient descent algorithm for bipartite ranking with general convex losses. The implementation of this algorithm is simple, and its generalization performance is investigated. Explicit learning rates are presented in terms of the suitable choices of the regularization parameter and t...

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Bibliographic Details
Main Authors: Hong Chen, Fangchao He, Zhibin Pan
Format: Article
Language:English
Published: Hindawi Limited 2012-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2012/189753
Description
Summary:We introduce a gradient descent algorithm for bipartite ranking with general convex losses. The implementation of this algorithm is simple, and its generalization performance is investigated. Explicit learning rates are presented in terms of the suitable choices of the regularization parameter and the step size. The result fills the theoretical gap in learning rates for ranking problem with general convex losses.
ISSN:1110-757X
1687-0042