Rank-Based Decomposable Losses in Machine Learning: A Survey.

Recent works have revealed an essential paradigm in designing loss functions that differentiate individual losses versus aggregate losses. The individual loss measures the quality of the model on a sample, while the aggregate loss combines individual losses/scores over each training sample. Both have a common procedure that aggregates a set of individual values to a single numerical value. The ranking order reflects the most fundamental relation among individual values in designing losses. In addition, decomposability, in which a loss can be decomposed into an ensemble of individual terms, becomes a significant property of organizing losses/scores. This survey provides a systematic and comprehensive review of rank-based decomposable losses in machine learning. Specifically, we provide a new taxonomy of loss functions that follows the perspectives of aggregate loss and individual loss. We identify the aggregator to form such losses, which are examples of set functions. We organize the rank-based decomposable losses into eight categories. Following these categories, we review the literature on rank-based aggregate losses and rank-based individual losses. We describe general formulas for these losses and connect them with existing research topics. We also suggest future research directions spanning unexplored, remaining, and emerging issues in rank-based decomposable losses.