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Inference algorithms for models based on Luce's choice axiom.

Project description

# choix

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choix is a Python library that provides inference algorithms for models based on Luce’s choice axiom. These probabilistic models can be used to explain and predict outcomes of comparisons between items.

  • Pairwise comparisons: when the data consists of comparisons between two items, the model variant is usually referred to as the Bradley-Terry model. It is closely related to the Elo rating system used to rank chess players.

  • Partial rankings: when the data consists of rankings over (a subset of) the items, the model variant is usually referred to as the Plackett-Luce model.

  • Top-1 lists: another variation of the model arises when the data consists of discrete choices, i.e., we observe the selection of one item out of a subset of items.

  • Choices in a network: when the data consists of counts of the number of visits to each node in a network, the model is known as the Network Choice Model.

choix makes it easy to infer model parameters from these different types of data, using a variety of algorithms:

  • Luce Spectral Ranking

  • Minorization-Maximization

  • Rank Centrality

  • Approximate Bayesian inference with expectation propagation

## Installation

Simply type

pip install choix

The library is under active development, use at your own risk.

## References

  • Hossein Azari Soufiani, William Z. Chen, David C. Parkes, and Lirong Xia, [Generalized Method-of-Moments for Rank Aggregation][1], NIPS 2013

  • François Caron and Arnaud Doucet. [Efficient Bayesian Inference for Generalized Bradley-Terry models][2]. Journal of Computational and Graphical Statistics, 21(1):174-196, 2012.

  • Wei Chu and Zoubin Ghahramani, [Extensions of Gaussian processes for ranking: semi-supervised and active learning][3], NIPS 2005 Workshop on Learning to Rank.

  • David R. Hunter. [MM algorithms for generalized Bradley-Terry models][4], The Annals of Statistics 32(1):384-406, 2004.

  • Ravi Kumar, Andrew Tomkins, Sergei Vassilvitskii and Erik Vee, [Inverting a Steady-State][5], WSDM 2015.

  • Lucas Maystre and Matthias Grossglauser, [Fast and Accurate Inference of Plackett-Luce Models][6], NIPS, 2015.

  • Lucas Maystre and M. Grossglauser, [ChoiceRank: Identifying Preferences from Node Traffic in Networks][7], ICML 2017.

  • Sahand Negahban, Sewoong Oh, and Devavrat Shah, [Iterative Ranking from Pair-wise Comparison][8], NIPS 2012.

[1]: https://papers.nips.cc/paper/4997-generalized-method-of-moments-for-rank-aggregation.pdf [2]: https://hal.inria.fr/inria-00533638/document [3]: http://www.gatsby.ucl.ac.uk/~chuwei/paper/gprl.pdf [4]: http://sites.stat.psu.edu/~dhunter/papers/bt.pdf [5]: http://theory.stanford.edu/~sergei/papers/wsdm15-cset.pdf [6]: https://infoscience.epfl.ch/record/213486/files/fastinference.pdf [7]: https://infoscience.epfl.ch/record/229164/files/choicerank.pdf [8]: https://papers.nips.cc/paper/4701-iterative-ranking-from-pair-wise-comparisons.pdf

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