Active Ranking of Experts Based on their Performances in Many Tasks
El Mehdi Saad, Nicolas Verzelen, Alexandra Carpentier
Abstract
We consider the problem of ranking n experts based on their performances on d tasks. We make a monotonicity assumption stating that for each pair of experts, one outperforms the other on all tasks. We consider the sequential setting where in each round, the learner has access to noisy evaluations of actively chosen pair of expert-task, given the information available up to the actual round. Given a confidence parameter (0, 1), we provide strategies allowing to recover the correct ranking of experts and develop a bound on the total number of queries made by our algorithm that hold with probability at least 1 -- . We show that our strategy is adaptive to the complexity of the problem (our bounds are instance dependent), and develop matching lower bounds up to a poly-logarithmic factor. Finally, we adapt our strategy to the relaxed problem of best expert identification and provide numerical simulation consistent with our theoretical results.
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