Large Scale Ranking Using Stochastic Gradient Descent

Authors

  • Engin Tas Department of Statistics, Faculty of Science and Literature, Afyon Kocatepe University, Turkey

DOI:

https://doi.org/10.7546/CRABS.2022.10.03

Keywords:

ranking, stochastic gradient descent, east-squares, gradient methods, stochastic optimization

Abstract

A system of linear equations can represent any ranking problem that minimizes a pairwise ranking loss. We utilize a fast version of gradient descent algorithm with a near-optimal learning rate and momentum factor to solve this linear equations system iteratively. Tikhonov regularization is also integrated into this framework to avoid overfitting problems where we have very large and high dimensional but sparse data. 

Author Biography

Engin Tas, Department of Statistics, Faculty of Science and Literature, Afyon Kocatepe University, Turkey

Mailing Address:
Department of Statistics,
Faculty of Science and Literature,
Afyon Kocatepe University
Afyonkarahisar, 03200, Turkey

E-mail: engintas@aku.edu.tr

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Published

30-10-2022

How to Cite

[1]
E. Tas, “Large Scale Ranking Using Stochastic Gradient Descent”, C. R. Acad. Bulg. Sci. , vol. 75, no. 10, pp. 1419–1427, Oct. 2022.

Issue

Vol. 75 No. 10 (2022)

Section

Mathematics

License

Copyright (c) 2022 Proceedings of the Bulgarian Academy of Sciences

Copyright (c) 2022 Proceedings of the Bulgarian Academy of Sciences

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