提出一种高效算法,精准找出排名前k的项目。
Optimal Top-$k$ Identification from Pairwise Comparisons

- 设计在线自适应比较分配策略,动态优化对比选择。
- 理论证明该方法在误差率趋近零时达到最优采样复杂度。
- 适合需要高精度排序且数据噪声较大的场景使用。
我们研究从有噪声的成对比较中进行固定置信度的top-k识别这一主动学习问题。算法需逐次选择项目对进行比较,观察结果,并在以不超过δ的错误概率确定前k个最优项目时停止。目标是设计一种δ-正确的方法,使期望比较次数(样本复杂度)最小化。该问题属于强化学习中固定置信度纯探索的范畴,其常见目标为渐近最优性:当δ→0时,算法的期望样本复杂度逼近信息论下界。尽管已有若干渐近最优解应用于多种纯探索问题,但在隐式效用模型下,针对top-1或更一般的top-k识别问题,尚未建立渐近最优算法。本文首次提出此类算法。我们刻画了下界的结构,并将其表述为鞍点问题。该结构使得可计算高效的原始-对偶方法得以实现,可在线学习渐近最优的比较分配。随后构造出一种追踪该分配的自适应比较分配算法,并证明其渐近最优。
原文摘要 · Abstract (English)
We study the active learning problem of fixed-confidence top-$k$ identification from noisy pairwise comparisons. In this problem, an algorithm sequentially chooses pairs of items to compare, observes the outcomes, and stops when it can return the set of top-$k$ items with error probability at most $δ$. The objective is to design such a $δ$-correct procedure that minimizes the expected number of comparisons (the sample complexity). This problem falls within the broader literature on fixed-confidence pure exploration in bandit models, where a common target is asymptotic optimality: the algorithm's expected sample complexity matches the information theoretic lower bound as $δ\to 0$. Asymptotically optimal procedures have been developed for a range of fixed-confidence pure-exploration problems, however to the best of our knowledge, for top-$1$, or more generally top-$k$ identification from pairwise comparisons under latent utility models an asymptotically optimal algorithm has not been established. In this setting, we develop such an algorithm. We characterize the structure of the lower bound and formulate it as a saddle-point problem. This structure enables a computationally efficient primal-dual procedure that learns the asymptotically optimal comparison allocation online. We then construct an adaptive comparison-allocation algorithm that tracks the allocation learned by the primal-dual procedure and prove it is asymptotically optimal.
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