论文标题
快速微分排序和排名
Fast Differentiable Sorting and Ranking
论文作者
论文摘要
排序操作是计算机编程中最常用的构件之一。在机器学习中,它通常用于稳健的统计数据。但是,它被视为一个函数,它是分段线性的,因此包括许多差异的扭结。相关排名运算符的问题是,通常用于订单统计和排名指标。这是一个分段恒定函数,这意味着其衍生物是无效的或未定义的。尽管许多作品都提出了分类和排名的可区分代理,但它们并没有实现$ o(n \ log n)$ time复杂性从分类和排名运营中期望的。在本文中,我们建议使用$ O(n \ log n)$时间和$ o(n)$ space复杂性的第一个可区分排序和排名运算符。另外,我们的建议还享有精确的计算和差异化。我们通过将可区分的运算符构造为PermutaHeDron,置换凸壳并使用减少来进行等渗优化来实现这一壮举。从经验上讲,我们确认我们的方法比现有方法更快,并展示了两个新颖的应用:Spearman的秩相关系数和最小修剪的正方形。
The sorting operation is one of the most commonly used building blocks in computer programming. In machine learning, it is often used for robust statistics. However, seen as a function, it is piecewise linear and as a result includes many kinks where it is non-differentiable. More problematic is the related ranking operator, often used for order statistics and ranking metrics. It is a piecewise constant function, meaning that its derivatives are null or undefined. While numerous works have proposed differentiable proxies to sorting and ranking, they do not achieve the $O(n \log n)$ time complexity one would expect from sorting and ranking operations. In this paper, we propose the first differentiable sorting and ranking operators with $O(n \log n)$ time and $O(n)$ space complexity. Our proposal in addition enjoys exact computation and differentiation. We achieve this feat by constructing differentiable operators as projections onto the permutahedron, the convex hull of permutations, and using a reduction to isotonic optimization. Empirically, we confirm that our approach is an order of magnitude faster than existing approaches and showcase two novel applications: differentiable Spearman's rank correlation coefficient and least trimmed squares.