The Ladder: A Reliable Leaderboard for Machine Learning Competitions

Avrim Blum, Moritz Hardt
Proceedings of the 32nd International Conference on Machine Learning, PMLR 37:1006-1014, 2015.

Abstract

The organizer of a machine learning competition faces the problem of maintaining an accurate leaderboard that faithfully represents the quality of the best submission of each competing team. What makes this estimation problem particularly challenging is its sequential and adaptive nature. As participants are allowed to repeatedly evaluate their submissions on the leaderboard, they may begin to overfit to the holdout data that supports the leaderboard. Few theoretical results give actionable advice on how to design a reliable leaderboard. Existing approaches therefore often resort to poorly understood heuristics such as limiting the bit precision of answers and the rate of re-submission. In this work, we introduce a notion of leaderboard accuracy tailored to the format of a competition. We introduce a natural algorithm called the Ladder and demonstrate that it simultaneously supports strong theoretical guarantees in a fully adaptive model of estimation, withstands practical adversarial attacks, and achieves high utility on real submission files from a Kaggle competition. Notably, we are able to sidestep a powerful recent hardness result for adaptive risk estimation that rules out algorithms such as ours under a seemingly very similar notion of accuracy. On a practical note, we provide a completely parameter-free variant of our algorithm that can be deployed in a real competition with no tuning required whatsoever.

Cite this Paper


BibTeX
@InProceedings{pmlr-v37-blum15, title = {The Ladder: A Reliable Leaderboard for Machine Learning Competitions}, author = {Blum, Avrim and Hardt, Moritz}, booktitle = {Proceedings of the 32nd International Conference on Machine Learning}, pages = {1006--1014}, year = {2015}, editor = {Bach, Francis and Blei, David}, volume = {37}, series = {Proceedings of Machine Learning Research}, address = {Lille, France}, month = {07--09 Jul}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v37/blum15.pdf}, url = { http://proceedings.mlr.press/v37/blum15.html }, abstract = {The organizer of a machine learning competition faces the problem of maintaining an accurate leaderboard that faithfully represents the quality of the best submission of each competing team. What makes this estimation problem particularly challenging is its sequential and adaptive nature. As participants are allowed to repeatedly evaluate their submissions on the leaderboard, they may begin to overfit to the holdout data that supports the leaderboard. Few theoretical results give actionable advice on how to design a reliable leaderboard. Existing approaches therefore often resort to poorly understood heuristics such as limiting the bit precision of answers and the rate of re-submission. In this work, we introduce a notion of leaderboard accuracy tailored to the format of a competition. We introduce a natural algorithm called the Ladder and demonstrate that it simultaneously supports strong theoretical guarantees in a fully adaptive model of estimation, withstands practical adversarial attacks, and achieves high utility on real submission files from a Kaggle competition. Notably, we are able to sidestep a powerful recent hardness result for adaptive risk estimation that rules out algorithms such as ours under a seemingly very similar notion of accuracy. On a practical note, we provide a completely parameter-free variant of our algorithm that can be deployed in a real competition with no tuning required whatsoever.} }
Endnote
%0 Conference Paper %T The Ladder: A Reliable Leaderboard for Machine Learning Competitions %A Avrim Blum %A Moritz Hardt %B Proceedings of the 32nd International Conference on Machine Learning %C Proceedings of Machine Learning Research %D 2015 %E Francis Bach %E David Blei %F pmlr-v37-blum15 %I PMLR %P 1006--1014 %U http://proceedings.mlr.press/v37/blum15.html %V 37 %X The organizer of a machine learning competition faces the problem of maintaining an accurate leaderboard that faithfully represents the quality of the best submission of each competing team. What makes this estimation problem particularly challenging is its sequential and adaptive nature. As participants are allowed to repeatedly evaluate their submissions on the leaderboard, they may begin to overfit to the holdout data that supports the leaderboard. Few theoretical results give actionable advice on how to design a reliable leaderboard. Existing approaches therefore often resort to poorly understood heuristics such as limiting the bit precision of answers and the rate of re-submission. In this work, we introduce a notion of leaderboard accuracy tailored to the format of a competition. We introduce a natural algorithm called the Ladder and demonstrate that it simultaneously supports strong theoretical guarantees in a fully adaptive model of estimation, withstands practical adversarial attacks, and achieves high utility on real submission files from a Kaggle competition. Notably, we are able to sidestep a powerful recent hardness result for adaptive risk estimation that rules out algorithms such as ours under a seemingly very similar notion of accuracy. On a practical note, we provide a completely parameter-free variant of our algorithm that can be deployed in a real competition with no tuning required whatsoever.
RIS
TY - CPAPER TI - The Ladder: A Reliable Leaderboard for Machine Learning Competitions AU - Avrim Blum AU - Moritz Hardt BT - Proceedings of the 32nd International Conference on Machine Learning DA - 2015/06/01 ED - Francis Bach ED - David Blei ID - pmlr-v37-blum15 PB - PMLR DP - Proceedings of Machine Learning Research VL - 37 SP - 1006 EP - 1014 L1 - http://proceedings.mlr.press/v37/blum15.pdf UR - http://proceedings.mlr.press/v37/blum15.html AB - The organizer of a machine learning competition faces the problem of maintaining an accurate leaderboard that faithfully represents the quality of the best submission of each competing team. What makes this estimation problem particularly challenging is its sequential and adaptive nature. As participants are allowed to repeatedly evaluate their submissions on the leaderboard, they may begin to overfit to the holdout data that supports the leaderboard. Few theoretical results give actionable advice on how to design a reliable leaderboard. Existing approaches therefore often resort to poorly understood heuristics such as limiting the bit precision of answers and the rate of re-submission. In this work, we introduce a notion of leaderboard accuracy tailored to the format of a competition. We introduce a natural algorithm called the Ladder and demonstrate that it simultaneously supports strong theoretical guarantees in a fully adaptive model of estimation, withstands practical adversarial attacks, and achieves high utility on real submission files from a Kaggle competition. Notably, we are able to sidestep a powerful recent hardness result for adaptive risk estimation that rules out algorithms such as ours under a seemingly very similar notion of accuracy. On a practical note, we provide a completely parameter-free variant of our algorithm that can be deployed in a real competition with no tuning required whatsoever. ER -
APA
Blum, A. & Hardt, M.. (2015). The Ladder: A Reliable Leaderboard for Machine Learning Competitions. Proceedings of the 32nd International Conference on Machine Learning, in Proceedings of Machine Learning Research 37:1006-1014 Available from http://proceedings.mlr.press/v37/blum15.html .

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