Convergence Rates of Gradient Descent and MM Algorithms for Generalized Bradley-Terry Models

01/01/2019

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by   Milan Vojnovic, et al.

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We show tight convergence rate bounds for gradient descent and MM algorithms for maximum likelihood estimation and maximum aposteriori probability estimation of a popular Bayesian inference method for generalized Bradley-Terry models. This class of models includes the Bradley-Terry model of paired comparisons, the Rao-Kupper model of paired comparisons with ties, the Luce choice model, and the Plackett-Luce ranking model. Our results show that MM algorithms have same convergence rates as gradient descent algorithms up to constant factors. For the maximum likelihood estimation, the convergence is linear with the rate crucially determined by the algebraic connectivity of the matrix of item pair co-occurrences in observed comparison data. For the Bayesian inference, the convergence rate is also linear, with the rate determined by a parameter of the prior distribution in a way that can make convergence arbitrarily slow for small values of this parameter. We propose a simple, first-order acceleration method that resolves the slow convergence issue.