Incorporating Risk-Sensitiveness into Feature Selection for Learning to Rank

Daniel Xavier de Sousa, Sérgio Daniel Canuto, Thierson Couto Rosa, Wellington Santos Martins, Marcos André Gonçalves

Abstract: Learning to Rank (L2R) is currently an essential task in basically all types of information systems given the huge and ever increasing amount of data made available. While many solutions have been proposed to improve L2R functions, relatively little attention has been paid to the task of improving the quality of the feature space. L2R strategies usually rely on dense feature representations, which contain noisy or redundant features, increasing the cost of the learning process, without any benefits. Although feature selection (FS) strategies can be applied to reduce dimensionality and noise, side effects of such procedures have been neglected, such as the risk of getting very poor predictions in a few (but important) queries. In this paper we propose multi-objective FS strategies that optimize both aspects at the same time: ranking performance and risk-sensitive evaluation. For this, we approximate the Pareto-optimal set for multi-objective optimization in a new and original application to L2R. Our contributions include novel FS methods for L2R which optimize multiple, potentially conflicting, criteria. In particular, one of the objectives (risk-sensitive evaluation) has never been optimized in the context of FS for L2R before. Our experimental evaluation shows that our proposed methods select features that are more effective (ranking performance) and low-risk than those selected by other state-of-the-art FS methods.