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Spectral ranking using seriation

Author

Listed:
  • Fogel, Fajwel
  • d'Aspremont, Alexandre
  • Vojnovic, Milan

Abstract

We describe a seriation algorithm for ranking a set of items given pairwise comparisons between these items. Intuitively, the algorithm assigns similar rankings to items that compare similarly with all others. It does so by constructing a similarity matrix from pairwise comparisons, using seriation methods to reorder this matrix and construct a ranking. We first show that this spectral seriation algorithm recovers the true ranking when all pairwise comparisons are observed and consistent with a total order. We then show that ranking reconstruction is still exact when some pairwise comparisons are corrupted or missing, and that seriation based spectral ranking is more robust to noise than classical scoring methods. Finally, we bound the ranking error when only a random subset of the comparions are observed. An additional benefit of the seriation formulation is that it allows us to solve semi-supervised ranking problems. Experiments on both synthetic and real datasets demonstrate that seriation based spectral ranking achieves competitive and in some cases superior performance compared to classical ranking methods.

Suggested Citation

  • Fogel, Fajwel & d'Aspremont, Alexandre & Vojnovic, Milan, 2016. "Spectral ranking using seriation," LSE Research Online Documents on Economics 68987, London School of Economics and Political Science, LSE Library.
  • Handle: RePEc:ehl:lserod:68987
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    File URL: http://eprints.lse.ac.uk/68987/
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    References listed on IDEAS

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    1. Saaty, Thomas L., 2003. "Decision-making with the AHP: Why is the principal eigenvector necessary," European Journal of Operational Research, Elsevier, vol. 145(1), pages 85-91, February.
    2. Y. Yu & T. Wang & R. J. Samworth, 2015. "A useful variant of the Davis–Kahan theorem for statisticians," Biometrika, Biometrika Trust, vol. 102(2), pages 315-323.
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    Cited by:

    1. Stefanos Bennett & Mihai Cucuringu & Gesine Reinert, 2022. "Lead-lag detection and network clustering for multivariate time series with an application to the US equity market," Papers 2201.08283, arXiv.org.

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    More about this item

    Keywords

    ranking; seriation; spectral methods;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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