Optimizing Search Engines using Clickthrough Data Thorsten Joachims Cornell Univ - PDF document
Optimizing Search Engines using Clickthrough Data Thorsten Joachims Cornell Univ - Description
cornelledu ABSTRACT This paper presents an approach to automatically optimiz ing the retrieval quality of search engines using clickthrough data Intuitively a good information retrieval system should present relevant documents high in the ranking wit ID: 2816 Download Pdf
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1.KernelMachineshttp:==svm:first:gmd:de=2.SupportVectorMachinehttp:==jbolivar:freeservers:com=3.SVM-LightSupportVectorMachinehttp:==ais:gmd:de=thorsten=svm light=4.AnIntroductiontoSupportVectorMachineshttp:==www:support�vector:net=5.SupportVectorMachineandKernelMethodsReferenceshttp:==svm:research:bell�labs:com=SVMrefs:html6.ArchivesofSUPPORT-VECTOR-MACHINES@JISCMAIL.AC.UKhttp:==www:jiscmail:ac:uk=lists=SUPPORT�VECTOR�MACHINES:html7.LucentTechnologies:SVMdemoapplethttp:==svm:research:bell�labs:com=SVT=SVMsvt:html8.RoyalHollowaySupportVectorMachinehttp:==svm:dcs:rhbnc:ac:uk=9.SupportVectorMachine-TheSoftwarehttp:==www:support�vector:net=software:html10.LagrangianSupportVectorMachineHomePagehttp:==www:cs:wisc:edu=dmi=lsvm Figure1:Rankingpresentedforthequery\supportvectormachine".Markedinboldarethelinkstheuserclickedon.ofthesearchengine.Inparticular,comparedtoexplicituserfeedback,itdoesnotaddanyoverheadfortheuser.Thequeryqandthereturnedrankingrcaneasilyberecordedwhenevertheresultingrankingisdisplayedtotheuser.Forrecordingtheclicks,asimpleproxysystemcankeepalogle.Fortheexperimentsinthispaper,thefollowingsystemwasused.EachqueryisassignedauniqueIDwhichisstoredinthequery-logalongwiththequerywordsandthepresentedranking.Thelinksontheresults-pagepresentedtotheuserdonotleaddirectlytothesuggesteddocument,butpointtoaproxyserver.Theselinksencodethequery-IDandtheURLofthesuggesteddocument.Whentheuserclicksonthelink,theproxy-serverrecordstheURLandthequery-IDintheclick-log.TheproxythenusestheHTTPLoca-tioncommandtoforwardtheusertothetargetURL.Thisprocesscanbemadetransparenttotheuseranddoesnotin uencesystemperformance.Thisshowsthatclickthroughdatacanberecordedeasilyandatlittlecost.Let'snowaddressthekeyquestionofhowitcanbeanalyzedinaprincipledandecientway.2.2WhatKindofInformationdoesClickÂthroughDataConvey?Therearestrongdependenciesbetweenthethreepartsof(q;r;c).Thepresentedrankingrdependsonthequeryqasdeterminedbytheretrievalfunctionimplementedinthesearchengine.Furthermore,thesetcofclicked-onlinksdependsonboththequeryqandthepresentedrankingr.First,auserismorelikelytoclickonalink,ifitisrelevanttoq[16].Whilethisdependencyisdesirableandinterestingforanalysis,thedependencyoftheclicksonthepresentedrankingrmuddiesthewater.Inparticular,auserislesslikelytoclickonalinklowintheranking,independentofhowrelevantitis.Intheextreme,theprobabilitythattheuserclicksonalinkatrank10.000isvirtuallyzeroevenifitisthedocumentmostrelevanttothequery.Nouserwillscrolldowntherankingfarenoughtoobservethislink.Therefore,inordertogetinterpretableandmeaningful retrievalfunction bxx tfc hand-tuned avg.clickrank 6.261.14 6.181.33 6.040.92 Table1:Averageclickrankforthreeretrievalfunc-tions(\bxx",\tfc"[23],anda\hand-tuned"strat-egythatusesdi erentweightsaccordingtoHTMLtags)implementedinLASER.RowscorrespondtotheretrievalmethodusedbyLASERatquerytime;columnsholdvaluesfromsubsequentevaluationwithothermethods.Figuresreportedaremeansandtwostandarderrors.Thedataforthistableistakenfrom[5].resultsfromclickthroughdata,itisnecessarytoconsiderandmodelthedependenciesofconqandrappropriately.Beforedeningsuchamodel,let'srstconsideraninter-pretationofclickthroughdatathatisnotappropriate.Aclickonaparticularlinkcannotbeseenasanabsoluterel-evancejudgment.ConsidertheempiricaldatainTable1.Thedataistakenfrom[5]andwasrecordedforthesearchengineLASERcoveringtheWWWoftheCMUSchoolofComputerScience.Thetableshowstheaveragerankoftheclicksperquery(e.g.3:67intheexampleinFigure1).Eachtablecellcontainstheaverageclickrankforthreere-trievalstrategiesaveragedover1400queries.Theaverageclickrankisalmostequalforallmethods.However,accord-ingtosubjectivejudgments,thethreeretrievalfunctionsaresubstantiallydi erentintheirrankingquality.Thelackofdi erenceintheobservedaverageclickrankcanbeex-plainedasfollows.Sinceuserstypicallyscanonlytherstl(e.g.l10[24])linksoftheranking,clickingonalinkcannotbeinterpretedasarelevancejudgmentonanabso-lutescale.Maybeadocumentrankedmuchlowerinthelistwasmuchmorerelevant,buttheuserneversawit.Itappearsthatusersclickonthe(relatively)mostpromisinglinksinthetopl,independentoftheirabsoluterelevance.Howcantheserelativepreferencejudgmentsbecaptured ismaximal.Notethat(6)is(proportionalto)ariskfunc-tional[25]with� asthelossfunction.Whilethegoaloflearningisnowdened,thequestionremainswhetheritispossibletodesignlearningmethodsthatoptimize(6)?4.ANSVMALGORITHMFORLEARNINGOFRANKINGFUNCTIONSMostworkonmachinelearningininformationretrievaldoesnotconsidertheformulationofabove,butsimpliesthetasktoabinaryclassicationproblemwiththetwoclasses\relevant"and\non-relevant".Suchasimplicationhasseveraldrawbacks.Forexample,duetoastrongma-jorityof\non-relevant"documents,alearnerwilltypicallyachievethemaximumpredictiveclassicationaccuracy,ifitalwaysresponds\non-relevant",independentofwheretherelevantdocumentsareranked.Butevenmoreimportantly,Section2.2showedthatsuchabsoluterelevancejudgmentscannotbeextractedfromclickthroughdata,sothattheyaresimplynotavailable.Therefore,thefollowingalgorithmdirectlyaddresses(6),takinganempiricalriskminimiza-tionapproach[25].GivenanindependentlyandidenticallydistributedtrainingsampleSofsizencontainingqueriesqwiththeirtargetrankingsr(q1;r1);(q2;r2);:::;(qn;rn):(7)thelearnerLwillselectarankingfunctionffromafamilyofrankingfunctionsFthatmaximizestheempirical S(f)=1 nnXi=1 (rf(qi);ri):(8)onthetrainingsample.Notethatthissetupisanalogoustoe.g.classicationbyminimizingtrainingerror,justthatthetargetisnotaclasslabel,butabinaryorderingrelation.4.1TheRankingSVMAlgorithmIsitpossibletodesignanalgorithmandafamilyofrank-ingfunctionsFsothat(a)ndingthefunctionf2Fmaxi-mizing(8)isecient,and(b)thatthisfunctiongeneralizeswellbeyondthetrainingdata.Considertheclassoflinearrankingfunctions(di;dj)2f~w(q)()~w(q;di)�~w(q;dj):(9)~wisaweightvectorthatisadjustedbylearning.(q;d)isamappingontofeaturesthatdescribethematchbetweenqueryqanddocumentdlikeinthedescription-orientedre-trievalapproachofFuhretal.[10][11].Suchfeaturesare,forexample,thenumberofwordsthatqueryanddocumentshare,thenumberofwordstheyshareinsidecertainHTMLtags(e.g.TITLE,H1,H2,...),orthepage-rankofd[22](seealsoSection5.2).Figure2illustrateshowtheweightvector~wdeterminestheorderingoffourpointsinatwo-dimensionalexample.Foranyweightvector~w,thepointsareorderedbytheirprojectiononto~w(or,equivalently,bytheirsigneddistancetoahyperplanewithnormalvector~w).Thismeansthatfor~w1thepointsareordered(1;2;3;4),while~w2impliestheordering(2;3;1;4).Insteadofmaximizing(8)directly,itisequivalenttomin-imizethenumberQofdiscordantpairsinEquation(2).Fortheclassoflinearrankingfunctions(9),thisisequivalenttondingtheweightvectorsothatthemaximumnumberof Figure2:Exampleofhowtwoweightvectors~w1and~w2rankfourpoints.thefollowinginequalitiesisfullled.8(di;dj)2r1:~w(q1;di)�~w(q1;dj)(10):::8(di;dj)2rn:~w(qn;di)�~w(qn;dj)(11)Unfortunately,adirectgeneralizationoftheresultin[13]showsthatthisproblemisNP-hard.However,justlikeinclassicationSVMs[7],itispossibletoapproximatethesolutionbyintroducing(non-negative)slackvariablesi;j;kandminimizingtheupperboundPi;j;k.AddingSVMreg-ularizationformarginmaximizationtotheobjectiveleadstothefollowingoptimizationproblem,whichissimilartotheordinalregressionapproachin[12].OptimizationProblem1.(RankingSVM)minimize:V(~w;~)=1 2~w~w+CXi;j;k(12)subjectto:8(di;dj)2r1:~w(q1;di)~w(q1;dj)+1�i;j;1:::(13)8(di;dj)2rn:~w(qn;di)~w(qn;dj)+1�i;j;n8i8j8k:i;j;k0(14)Cisaparameterthatallowstrading-o marginsizeagainsttrainingerror.Geometrically,themarginisthedistancebetweentheclosesttwoprojectionswithinalltargetrank-ings.ThisisillustratedinFigure2.OptimizationProblem1isconvexandhasnolocalop-tima.Byrearrangingtheconstraints(13)as~w((qk;di)�(qk;dj))1�i;j;k;(15)itbecomesapparentthattheoptimizationproblemisequiv-alenttothatofaclassicationSVMonpairwisedi erencevectors(qk;di)�(qk;dj).Duetothissimilarity,itcanbesolvedusingdecompositionalgorithmssimilartothoseusedforSVMclassication.Inthefollowing,anadaptationoftheSVMlightalgorithm[14]isusedfortraining1.Itcanbeshownthatthelearnedretrievalfunctionf~wcanalwaysberepresentedasalinearcombinationofthefeature 1Availableathttp:==svmlight:joachims:org RankingA:1.KernelMachineshttp:==svm:first:gmd:de=2.SVM-LightSupportVectorMachinehttp:==ais:gmd:de=thorsten=svm light=3.SupportVectorMachineandKernel...Referenceshttp:==svm:::::com=SVMrefs:html4.LucentTechnologies:SVMdemoapplethttp:==svm:::::com=SVT=SVMsvt:html5.RoyalHollowaySupportVectorMachinehttp:==svm:dcs:rhbnc:ac:uk=6.SupportVectorMachine-TheSoftwarehttp:==www:support�vector:net=software:html7.SupportVectorMachine-Tutorialhttp:==www:support�vector:net=tutorial:html8.SupportVectorMachinehttp:==jbolivar:freeservers:com= RankingB:1.KernelMachineshttp:==svm:first:gmd:de=2.SupportVectorMachinehttp:==jbolivar:freeservers:com=3.AnIntroductiontoSupportVectorMachineshttp:==www:support�vector:net=4.ArchivesofSUPPORT-VECTOR-MACHINES...http:==www:jiscmail:ac:uk=lists=SUPPORT:::5.SVM-LightSupportVectorMachinehttp:==ais:gmd:de=thorsten=svm light=6.SupportVectorMachine-TheSoftwarehttp:==www:support�vector:net=software:html7.LagrangianSupportVectorMachineHomePagehttp:==www:cs:wisc:edu=dmi=lsvm8.ASupport...-Bennett,Blue(ResearchIndex)http:==citeseer:::=bennett97support:html CombinedResults:1.KernelMachineshttp:==svm:first:gmd:de=2.SupportVectorMachinehttp:==jbolivar:freeservers:com=3.SVM-LightSupportVectorMachinehttp:==ais:gmd:de=thorsten=svm light=4.AnIntroductiontoSupportVectorMachineshttp:==www:support�vector:net=5.SupportVectorMachineandKernelMethodsReferenceshttp:==svm:research:bell�labs:com=SVMrefs:html6.ArchivesofSUPPORT-VECTOR-MACHINES@JISCMAIL.AC.UKhttp:==www:jiscmail:ac:uk=lists=SUPPORT�VECTOR�MACHINES:html7.LucentTechnologies:SVMdemoapplethttp:==svm:research:bell�labs:com=SVT=SVMsvt:html8.RoyalHollowaySupportVectorMachinehttp:==svm:dcs:rhbnc:ac:uk=9.SupportVectorMachine-TheSoftwarehttp:==www:support�vector:net=software:html10.LagrangianSupportVectorMachineHomePagehttp:==www:cs:wisc:edu=dmi=lsvm Figure3:Exampleforquery\supportvectormachine".ThetwoupperboxesshowtherankingsreturnedbyretrievalfunctionsAandB.Thelowerboxcontainsthecombinedrankingpresentedtotheuser.Thelinkstheuserclickedonaremarkedinbold.andBarepresentedinthesameway)itisprovenandempiricallyveriedin[16]thattheconclu-sionsdrawnfromthismethodleadtothesameresultasanevaluationwithexplicitmanualrelevancejudgmentsforlarges.5.2OfineExperimentThisexperimentveriesthattheRankingSVMcanin-deedlearnregularitiesusingpartialfeedbackfromclick-throughdata.Togeneratearsttrainingset,IusedtheStriversearchengineforallofmyownqueriesduringOc-tober,2001.StriverdisplayedtheresultsofGoogleandMSNSearchusingthecombinationmethodfromtheprevi-oussection.Allclickthroughtripletswererecorded.Thisresultedin112querieswithanon-emptysetofclicks.Thisdataprovidesthebasisforthefollowingoineexperiment.TolearnaretrievalfunctionusingtheRankingSVM,itisnecessarytodesignasuitablefeaturemapping(q;d)describingthematchbetweenaqueryqandadocumentd.Thefollowingfeaturesareusedintheexperiment.However,thissetoffeaturesislikelytobefarfromoptimal.Whiletheattributesre ectsomeofmyintuitionaboutwhatcouldbeimportantforlearningagoodranking,Iincludedonlythosefeaturesthatwereeasytoimplement.Furthermore,Ididnotdoanyfeatureselectionorsimilartuning,sothatanappropriatedesignoffeaturespromisesmuchroomforimprovement.Theimplementedfeaturesarethefollowing:1.Rankinothersearchengines(38featurestotal):rank X:100minusrankinX2fGoogle,MSN-Search,Altavista,Hotbot,Excitegdividedby100(mini-mum0)top1 X:ranked#1inX2fGoogle,MSNSearch,Al-tavista,Hotbot,Exciteg(binaryf0;1g)top10 X:rankedintop10inX2fGoogle,MSN-Search,Altavista,Hotbot,Exciteg(binaryf0;1g)top50 X:rankedintop50inX2fGoogle,MSN-Search,Altavista,Hotbot,Exciteg(binaryf0;1g)top1count X:ranked#1inXofthe5searchenginestop10count X:rankedintop10inXofthe5searchenginestop50count X:rankedintop50inXofthe5searchengines2.Query/ContentMatch(3featurestotal):query url cosine:cosinebetweenURL-wordsandquery(range[0;1])query abstract cosine:cosinebetweentitle-wordsandquery(range[0;1])domain name in query:querycontainsdomain-namefromURL(binaryf0;1g)3.Popularity-Attributes(20:000featurestotal):url length:lengthofURLincharactersdividedby30country X:countrycodeXofURL(binaryattributef0;1gforeachcountrycode) weightfeature 0.60query abstract cosine0.48top10 google0.24query url cosine0.24top1count 10.24top10 msnsearch0.22host citeseer0.21domain nec0.19top10count 30.17top1 google0.17country de...0.16abstract contains home0.16top1 hotbot...0.14domain name in query...-0.13domain tu-bs-0.15country -0.16top50count 4-0.17url length-0.32top10count 0-0.38top1count 0 Table3:Featureswithlargestandsmallestweightsaslearnedfromthetrainingdataintheonlineex-periment.5.4AnalysisoftheLearnedFunctionThepreviousresultshowsthatthelearnedfunctionim-provesretrieval.Butwhatdoesthelearnedfunctionlooklike?Isitreasonableandintuitive?SincetheRankingSVMlearnsalinearfunction,onecananalyzethefunctionbystudyingthelearnedweights.Table3displaystheweightsofsomefeatures,inparticular,thosewiththehighestabso-luteweights.Roughlyspeaking,ahighpositive(negative)weightindicatesthatdocumentswiththesefeaturesshouldbehigher(lower)intheranking.TheweightsinTable3arereasonableforthisgroupofusers.Sincemanyquerieswereforscienticmaterial,itap-pearsnaturalthatURLsfromthedomain\citeseer"(andthealias\nec")receivedpositiveweight.Themostin u-entialweightsareforthecosinematchbetweenqueryandabstract,whethertheURLisinthetop10fromGoogle,andforthecosinematchbetweenqueryandthewordsintheURL.Adocumentreceiveslargenegativeweights,ifitisnotrankedtop1byanysearchengine,ifitnotinthetop10ofanysearchengine(notethatthesecondimpliestherst),andiftheURLislong.Alltheseweightsarereasonableandmakesenseintuitively.6.DISCUSSIONANDRELATEDWORKTheexperimentalresultsshowthattheRankingSVMcansuccessfullylearnanimprovedretrievalfunctionfromclick-throughdata.Withoutanyexplicitfeedbackormanualpa-rametertuning,ithasautomaticallyadaptedtothepartic-ularpreferencesofagroupof20users.ThisimprovementisnotonlyavericationthattheRankingSVMcanlearnusingpartialrankingfeedback,butalsoanargumentforper-sonalizingretrievalfunctions.Unlikeconventionalsearchenginesthathaveto\t"theirretrievalfunctiontolargeandthereforeheterogeneousgroupsofusersduetothecostofmanualtuning,machinelearningtechniquescanimproveretrievalsubstantiallybytailoringtheretrievalfunctiontosmallandhomogenousgroups(orevenindividuals)withoutprohibitivecosts.Whilepreviousworkonlearningretrievalfunctionsexists(e.g.[10]),mostmethodsrequireexplicitrelevancejudg-ments.MostcloselyrelatedistheapproachofBartelletal.[2].Theypresentamixture-of-expertsalgorithmsforlinearlycombiningrankingexpertsbymaximizingadi er-entrankcorrelationcriterion.However,intheirsetuptheyrelyonexplicitrelevancejudgments.AsimilaralgorithmforcombiningrankingswasproposedbyCohenatal.[6].Theyshowempiricallyandtheoreticallythattheiralgorithmndsacombinationthatperformsclosetothebestofthebasicexperts.TheboostingalgorithmofFreundetal.[9]isanap-proachtocombiningmanyweakrankingrulesintoastrongrankingfunctions.Whiletheyalso(approximately)mini-mizethenumberofinversions,theydonotexplicitlycon-sideradistributionoverqueriesandtargetrankings.How-ever,theiralgorithmcanprobablybeadaptedtothesettingconsideredinthispaper.Algorithmicallymostcloselyre-latedistheSVMapproachtoordinalregressionbyHerbrichetal.[12].But,again,theyconsideradi erentsamplingmodel.Inordinalregressionallobjectsinteractandtheyarerankedonthesamescale.Fortherankingproblemininfor-mationretrieval,rankingsneedtobeconsistentonlywithinaquery,butnotbetweenqueries.Thismakestherankingproblemlessconstrained.Forexample,intherankingprob-lemtwodocumentsdianddjcanendupatverydi erentranksfortwodi erentqueriesqkandqleveniftheyhaveexactlythesamefeaturevector(i.e.(qk;di)=(ql;dj)).Anelegantperceptron-likealgorithmforordinalregressionwasrecentlyproposedbyCrammerandSinger[8].Anin-terestingquestioniswhethersuchanonlinealgorithmcanalsobeusedtosolvetheoptimizationproblemconnectedtotheRankingSVM.Someattemptshavebeenmadetouseimplicitfeedbackbyobservingclickingbehaviorinretrievalsystems[5]andbrowsingassistants[17][20].However,thesemanticsofthelearningprocessanditsresultsareunclearasdemonstratedinSection2.2.Thecommercialsearchengine\DirectHit"makesuseofclickthroughdata.Theprecisemechanism,however,isunpublished.Whileforadi erentproblem,aninterestinguseofclickthroughdatawasproposedin[3].TheyuseclickthroughdataforidentifyingrelatedqueriesandURLs.WhatarethecomputationaldemandsoftrainingtheRank-ingSVMonclickthroughdata?SinceSVMlight[15]solvesthedualoptimizationproblem,itdependsonlyoninnerproductsbetweenfeaturevectors(q;d).Ifthesefeaturevectorsaresparseasabove,SVMlightcanhandlemillionsoffeatureseciently.Mostin uentialonthetrainingtimeisthenumberofconstraintsinOptimizationProblem2.However,whenusingclickthroughdata,thenumberofcon-straintsscalesonlylinearlywiththenumberofqueries,ifthenumberofclicksperqueryisupperbounded.Inotherapplications,SVMlighthasalreadyshowedthatitcansolveproblemswithseveralmillionsofconstraintsusingaregulardesktopcomputer.However,scalingtotheorderofmag-nitudefoundinmajorsearchenginesisaninterestingopenproblem. [15]T.Joachims.LearningtoClassifyTextUsingSupportVectorMachines{Methods,Theory,andAlgorithms.Kluwer,2002.[16]T.Joachims.Unbiasedevaluationofretrievalqualityusingclickthroughdata.Technicalreport,CornellUniversity,DepartmentofComputerScience,2002.http://www.joachims.org.[17]T.Joachims,D.Freitag,andT.Mitchell.WebWatcher:atourguidefortheworldwideweb.InProceedingsofInternationalJointConferenceonArticialIntelligence(IJCAI),volume1,pages770{777.MorganKaufmann,1997.[18]J.KemenyandL.Snell.MathematicalModelsintheSocialSciences.Ginn&Co,1962.[19]M.Kendall.RankCorrelationMethods.Hafner,1955.[20]H.Lieberman.Letizia:AnagentthatassistsWebbrowsing.InProceedingsoftheFifteenthInternationalJointConferenceonArticialIntelligence(IJCAI'95),Montreal,Canada,1995.MorganKaufmann.[21]A.Mood,F.Graybill,andD.Boes.IntroductiontotheTheoryofStatistics.McGraw-Hill,3edition,1974.[22]L.PageandS.Brin.Pagerank,aneigenvectorbasedrankingapproachforhypertext.In21stAnnualACM/SIGIRInternationalConferenceonResearchandDevelopmentinInformationRetrieval,1998.[23]G.SaltonandC.Buckley.Termweightingapproachesinautomatictextretrieval.InformationProcessingandManagement,24(5):513{523,1988.[24]C.Silverstein,M.Henzinger,H.Marais,andM.Moricz.Analysisofaverylargealtavistaquerylog.TechnicalReportSRC1998-014,DigitalSystemsResearchCenter,1998.[25]V.Vapnik.StatisticalLearningTheory.Wiley,Chichester,GB,1998.[26]Y.Yao.Measuringretrievale ectivenessbasedonuserpreferenceofdocuments.JournaloftheAmericanSocietyforInformationScience,46(2):133{145,1995.APPENDIXTheorem1.Letrrelbetherankingplacingallrelevantdocumentsaheadofallnon-relevantdocumentsandletrsysbethelearnedranking.IfQisthenumberofdiscordantpairsbetweenrrelandrsys,thentheaverageprecisonisatleastAvgPrec(rsys;rrel)1 RQ+R+12�1 RXi=1p i!2ifthereareRrelevantdocuments.Proof.Ifp1;:::;pRaretheranksoftherelevantdocu-mentsinrsyssortedinincreasingorder,thenAveragePre-cisioncanbecomputedasAvgPrec(rsys;rrel)=1 RRXi=1i pi(24)WhatistheminimumvalueofAvgPrec(rsys;rrel),giventhatthenumberofdiscordantpairsisxed.Itiseasytoseethatthesumoftheranksp1+:::+pRisrelatedtothenumberofdiscordantQasfollows.p1+:::+pR=Q+R+12(25)Itisnowpossibletowritethelowerboundasthefollow-ingintegeroptimizationproblem.ItcomputestheworstpossibleAveragePrecisionforaxedvalueofQ.minimize:P(p1;:::;pR)=1 RRXi=1i pi(26)subject.to:p1+:::+pR=Q+R+12(27)1p1:::pR(28)p1;:::;pRinteger(29)Relaxingtheproblembyremovingthelasttwosetsofcon-straintscanonlydecreasetheminimum,sothatthesolutionwithouttheconstraintsisstillalowerbound.Theremain-ingproblemisconvexandcanbesolvedusingLagrangemultipliers.TheLagrangianisL(p1;:::;pR;)=1 RRXi=1i pi+"RXi=1pi�Q�R+12#:(30)Attheminimumoftheoptimizationproblem,theLagrangianisknowntohavepartialderivativesequaltozero.StartingwiththepartialderivativesforthepiL(p1;:::;pR;) pi=�iR�1p�2i+:=0;(31)solvingforpi,andsubstitutingbackintotheLagrangianleadstoL(p1;:::;pR;)=2R�1 21 2RXi=1i1 2�Q�R+12:(32)NowtakingthederivativewithrespecttoL(p1;:::;pR;) =R�1 2�1 2RXi=1i1 2�Q�R+12:=0;(33)solvingfor,andagainsubstitutingintotheLagrangianleadstothedesiredsolution.
