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Author:

Feng, Ziheng (Feng, Ziheng.) | He, Baihua (He, Baihua.) | Xie, Tianfa (Xie, Tianfa.) (Scholars:谢田法) | Zhang, Xinyu (Zhang, Xinyu.) | Zong, Xianpeng (Zong, Xianpeng.)

Indexed by:

SCIE

Abstract:

Ranking problems are commonly encountered in practical applications, including order priority ranking, wine quality ranking, and piston slap noise performance ranking. The responses of these ranking applications are often considered as continuous responses, and there is uncertainty on which scoring function is used to model the responses. In this paper, we address the scoring function uncertainty of continuous response ranking problems by proposing a ranking model averaging (RMA) method. With a set of candidate models varied by scoring functions, RMA assigns weights for each model determined by a K-fold crossvalidation criterion based on pairwise loss. We provide two main theoretical properties for RMA. First, we prove that the averaging ranking predictions of RMA are asymptotically optimal in achieving the lowest possible ranking risk. Second, we provide a bound on the difference between the empirical RMA weights and theoretical optimal ones, and we show that RMA weights are consistent. Simulation results validate RMA superiority over competing methods in reducing ranking risk. Moreover, when applied to empirical examples-order priority, wine quality, and piston slap noise-RMA shows its effectiveness in building accurate ranking systems.

Keyword:

model averaging crossvalidation pairwise loss ranking problem asymptotic optimality

Author Community:

  • [ 1 ] [Feng, Ziheng]Beijing Univ Technol, Sch Math Stat & Mech, Beijing 100124, Peoples R China
  • [ 2 ] [Xie, Tianfa]Beijing Univ Technol, Sch Math Stat & Mech, Beijing 100124, Peoples R China
  • [ 3 ] [Zong, Xianpeng]Beijing Univ Technol, Sch Math Stat & Mech, Beijing 100124, Peoples R China
  • [ 4 ] [He, Baihua]Univ Sci & Technol China, Int Inst Finance, Sch Management, Hefei 230026, Peoples R China
  • [ 5 ] [Zhang, Xinyu]Univ Sci & Technol China, Int Inst Finance, Sch Management, Hefei 230026, Peoples R China
  • [ 6 ] [Zhang, Xinyu]Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China

Reprint Author's Address:

  • [Zong, Xianpeng]Beijing Univ Technol, Sch Math Stat & Mech, Beijing 100124, Peoples R China;;

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Source :

INFORMS JOURNAL ON COMPUTING

ISSN: 1091-9856

Year: 2024

2 . 1 0 0

JCR@2022

Cited Count:

WoS CC Cited Count: 36

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 11

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