基于贝叶斯马洛斯模型的序列排名与偏好学习
Sequential Rank and Preference Learning with the Bayesian Mallows Model
AI总结:
本文提出基于贝叶斯马洛斯模型的序列估计算法,通过嵌套序列蒙特卡罗方法实现高效后验推断,并在F1车手排名中展示应用。
摘要:
贝叶斯马洛斯模型是一种灵活的工具,用于分析以完全或部分排名形式呈现的数据,以及传递或非传递的成对偏好。在许多潜在的应用中,数据是按顺序到达的,因此根据当前可用数据高效地更新后验信念和预测具有实际意义。尽管如此,迄今为止大多数算法都集中在批量推断上。在本文中,我们提出了一种使用嵌套序列蒙特卡罗方法来顺序估计贝叶斯马洛斯模型的后验分布的算法。该算法需要最少的用户输入,形式为调节参数,易于并行化,并且返回边际似然作为估计的直接副产品。我们在模拟实验中评估了其性能,并通过三个赛季的赛车比赛对F1车手进行顺序排名的现实案例进行了说明。
英文摘要:
The Bayesian Mallows model is a flexible tool for analyzing data in the form of complete or partial rankings, and transitive or intransitive pairwise preferences. In many potential applications of preference learning, data arrive sequentially and it is of practical interest to update posterior beliefs and predictions efficiently, based on the currently available data. Despite this, most algorithms proposed so far have focused on batch inference. In this paper we present an algorithm for sequentially estimating the posterior distributions of the Bayesian Mallows model using nested sequential Monte Carlo. The algorithm requires minimal user input in the form of tuning parameters, is straightforward to parallelize, and returns the marginal likelihood as a direct byproduct of estimation. We evaluate its performance in simulation experiments, and illustrate a real use case with sequential ranking of Formula 1 drivers throughout three seasons of races.
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