Value at Risk for Risk Evaluation in Information Retrieval

摘要：

　　In Information Retrieval(IR),evaluation metrics continuously play an important role.Recently,some risk measures have been proposed to evaluate the downside performance or the performance variance of an assumingly advanced IR method in comparison with a baseline method.In this paper,we propose a novel risk metric,by applying the Value at Risk theory(VaR,which has been widely used in financial investment)to IR risk evaluation.The proposed metric(VaR IR)is implemented in the light of typical IR effectiveness metrics(e.g.AP)and used to evaluate the participating systems submitted to Session Tracks and compared with other risk metrics.The empirical evaluation has shown that VaR IR is complementary to and can be integrated with the effectiveness metrics to provide a more comprehensive evaluation method.

关键词： Risk Evaluation Value at Risk

作者: Meijia Wang Peng Zhang Dawei Song Jun Wang

作者单位: Tianjin Key Laboratory of Congitive Computing and Application,School of Computer Science and Technol Tianjin Key Laboratory of Congitive Computing and Application,School of Computer Science and Technol Department of Computer Science,University College London,United Kingdom

会议类型: 国际会议

会议名称: 第五届自然语言处理与中文计算会议(NLPCC-ICCPOL2016)

会议地点: 昆明

会议语种:英文

页码: 1-8

在线出版日期: 2016-12-02（万方平台首次上网日期，不代表论文的发表时间）