Online Ranking/Collaborative Filtering Using the Perceptron Algorithm

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Executive Summary

This paper presents a simple to implement truly online large margin version of the Perceptron ranking (PRank) algorithm, called the OAP-BPM (Online Aggregate Prank-Bayes Point Machine) algorithm, which finds a rule that correctly ranks a given training sequence of instance and target rank pairs. PRank maintains a weight vector and a set of thresholds to define a ranking rule that maps each instance to its respective rank. The OAP-BPM algorithm is an extension of this algorithm by approximating the Bayes point, thus giving a good generalization performance. The Bayes point is approximated by averaging the weights and thresholds associated with several PRank algorithms run in parallel.

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