We show that the widely used Kendall tau correlation coefficient, and the related Mallows kernel, are positive definite kernels for permutations. They offer computationally attractive alternatives to more complex kernels on the symmetric group to learn from rankings, or to learn to rank. We show how to extend the Kendall kernel to partial rankings or rankings with uncertainty, and demonstrate promising results on high-dimensional classification problems in biomedical applications.
机构:
Romanian Acad, Gheorghe Mihoc Caius Iacob Inst Math Stat & Appl, Calea 13 Septembrie 13, Bucharest 050711 5, RomaniaRomanian Acad, Gheorghe Mihoc Caius Iacob Inst Math Stat & Appl, Calea 13 Septembrie 13, Bucharest 050711 5, Romania
机构:
Tsinghua Univ, Yau Math Sci Ctr, Beijing 100084, Peoples R China
Renmin Univ China, Ctr Appl Stat, Beijing 100872, Peoples R China
Renmin Univ China, Sch Stat, Beijing 100872, Peoples R ChinaTsinghua Univ, Yau Math Sci Ctr, Beijing 100084, Peoples R China
Peng, Jingfu
Li, Yang
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机构:
Renmin Univ China, Ctr Appl Stat, Beijing 100872, Peoples R China
Renmin Univ China, Sch Stat, Beijing 100872, Peoples R ChinaTsinghua Univ, Yau Math Sci Ctr, Beijing 100084, Peoples R China
Li, Yang
Yang, Yuhong
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机构:
Tsinghua Univ, Yau Math Sci Ctr, Beijing 100084, Peoples R China
Beijing Inst Math Sci & Applicat, Beijing, Peoples R ChinaTsinghua Univ, Yau Math Sci Ctr, Beijing 100084, Peoples R China