Large-scale Learning With Global Non-Decomposable Objectives
arXiv preprint arXiv:1608.04802 (2016)
Elad Eban, Mariano Schain, Ariel Gordon, Rif A. Saurous, Gal Elidan
Modern retrieval systems are often driven by an underlying machine learning model. The goal of such systems is to identify and possibly rank the few most relevant items for a given query or context. Thus, the objective we would like to optimize in such scenarios is typically a global on-decomposable one such as the area under the precision-recall curve, the Fβ score, precision at fixed recall, etc. In practice, due to the scalability limitations of existing approaches for optimizing such objectives, large-scale systems are trained to maximize classification accuracy, in the hope that performance as measured via the true objective will also be favorable. In this work we present a unified framework that, using straightforward building block bounds, allows for highly scalable optimization of a wide range of ranking-based objectives. We demonstrate the advantage of our approach on several real-life retrieval problems that are significantly larger than those considered in the literature, while achieving substantial improvement in performance over the accuracy-objective baseline.