Learning Supervised PageRank with Gradient-Based and Gradient-Free Optimization Methods
Lev Bogolubsky, Pavel Dvurechensky, Alexander Gasnikov, Gleb Gusev,, Yurii Nesterov, Andrey Raigorodskii, Aleksey Tikhonov, Maxim Zhukovskii

TL;DR
This paper introduces gradient-based and gradient-free optimization methods for learning Supervised PageRank models, providing theoretical convergence guarantees and applying them to web page ranking with empirical comparisons.
Contribution
It develops and analyzes new optimization algorithms with convergence guarantees for non-convex loss minimization in Supervised PageRank learning.
Findings
The algorithms have proven convergence rates under certain conditions.
The gradient-free method guarantees loss decrease in expectation under local convexity.
Empirical results show competitive performance with state-of-the-art methods.
Abstract
In this paper, we consider a non-convex loss-minimization problem of learning Supervised PageRank models, which can account for some properties not considered by classical approaches such as the classical PageRank model. We propose gradient-based and random gradient-free methods to solve this problem. Our algorithms are based on the concept of an inexact oracle and unlike the state state-of-the-art gradient-based method we manage to provide theoretically the convergence rate guarantees for both of them. In particular, under the assumption of local convexity of the loss function, our random gradient-free algorithm guarantees decrease of the loss function value expectation. At the same time, we theoretically justify that without convexity assumption for the loss function our gradient-based algorithm allows to find a point where the stationary condition is fulfilled with a given accuracy.…
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Taxonomy
TopicsOptimization and Search Problems · Stochastic Gradient Optimization Techniques · Machine Learning and ELM
