不依赖传递性假设,用低秩反对称矩阵建模配对比较,提升真实场景预测效果。
Pairwise Comparisons without Stochastic Transitivity: Model, Theory and Applications
- 用近似低秩反对称矩阵定义配对概率,摆脱强传递性限制。
- 理论证明估计器达到最优率,可适应稀疏数据(仅少量配对被观测)。
- 适用于多技能、多策略等违反传递性的复杂场景,适合实际应用者参考。
大多数配对比较的统计模型(如Bradley-Terry和Thurstone模型)依赖于随机传递性假设,即存在一个未观测到的全局排名,并由此导出比较概率的单调约束。然而,在涉及多种技能或策略的现实场景中,该假设往往不成立,导致模型预测性能下降。本文提出一类无需随机传递性假设的通用统计模型,扩展了经典模型。在该模型中,配对概率由(近似)低维反对称矩阵决定。研究开发了基于似然的估计方法与计算算法,可在仅有小部分配对被观测的稀疏数据下有效工作。理论分析表明,所提估计器达到极小极大最优率,能自适应数据稀疏程度。反对称矩阵的谱理论在实现与理论分析中起关键作用。模拟与真实数据分析进一步验证了该方法相比经典BT模型的优越性,且具有广泛适用性。
原文摘要 · Abstract (English)
Most statistical models for pairwise comparisons, including the Bradley-Terry (BT) and Thurstone models and many extensions, make a relatively strong assumption of stochastic transitivity. This assumption imposes the existence of an unobserved global ranking among all the players/teams/items and monotone constraints on the comparison probabilities implied by the global ranking. However, the stochastic transitivity assumption does not hold in many real-world scenarios of pairwise comparisons, especially games involving multiple skills or strategies. As a result, models relying on this assumption can have suboptimal predictive performance. In this paper, we propose a general family of statistical models for pairwise comparison data without a stochastic transitivity assumption, substantially extending the BT and Thurstone models. In this model, the pairwise probabilities are determined by a (approximately) low-dimensional skew-symmetric matrix. Likelihood-based estimation methods and computational algorithms are developed, which allow for sparse data with only a small proportion of observed pairs. Theoretical analysis shows that the proposed estimator achieves minimax-rate optimality, which adapts effectively to the sparsity level of the data. The spectral theory for skew-symmetric matrices plays a crucial role in the implementation and theoretical analysis. The proposed method's superiority against the BT model, along with its broad applicability across diverse scenarios, is further supported by simulations and real data analysis.
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