Large-scale Stochastic Optimization of NDCG Surrogates for Deep Learning with Provable Convergence

Zi-Hao Qiu, Quanqi Hu, Yongjian Zhong, Lijun Zhang, Tianbao Yang

Abstract: NDCG, namely Normalized Discounted Cumulative Gain, is a widely used ranking metric in information retrieval and machine learning. However, efficient and provable stochastic methods for maximizing ...