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rank2plan
Implementation of constraint generation and column generation (soon) for solving
large L1-RankSVMs with hinge loss (with pair-specific gaps) and sample weights.
This is based on the work by Dedieu et al (2022) on solving large L1-SVMs with
hinge loss. See documents/theory.pdf
for how we extend their work. The "2plan"
part of the package name comes from the tool being used to learn heuristics for planning.
References
- A. Dedieu, R. Mazumder, and H. Wang. Solving l1-regularized svms and related linear programs: Revisiting the effectiveness of column and constraint generation. J. Mach. Learn. Res., 23:164:1–164:41, 2022. [URL].
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