LambdaRank

  • Key observations of LambdaRank:
    • To train a model, we do not need the costs themselves, only the gradients (of the costs. wrt model scores).
    • The gradient should be bigger for pairs of documents that produces a bigger impact in NDCG by swapping positions.

LambdaRank [Burges et al., 2006] Multiply actual gradients with the change in NDCG by swapping the rank positions of the two documents:

$$ \lambda_{\text {LambdaRank }}=\lambda_{\text {RankNet }} \cdot|\Delta \mathrm{NDCG}| $$
  • This approach also works with other metrics, e.g. $\mid \Delta$ Precision|
    Empirically LambdaRank was shown to directly optimize IR metrics.

  • Recently, it was theoretically proven that LambdaRank optimizes a lower bound on certain IR metrics [Wang et al., 2018 ]