reducing the risk of query expansion via robust constrained optimization
We introduce a new theoretical derivation, evaluation methods, and extensive empirical analysis for an automatic query expansion framework in which model estimation is cast as a robust constrained optimization problem. This framework provides a powerful method for modeling and solving complex expansion problems, by allowing multiple sources of domain knowledge or evidence to be encoded as simultaneous optimization constraints. Our robust optimization approach provides a clean theoretical way to model not only expansion benefit, but also expansion risk, by optimizing over uncertainty sets for the data. In addition, we introduce risk-reward curves to visualize expansion algorithm performance and analyze parameter sensitivity. We show that a robust approach significantly reduces the number and magnitude of expansion failures for a strong baseline algorithm, with no loss in average gain. Our approach is implemented as a highly efficient post-processing step that assumes little about the baseline expansion method used as input, making it easy to apply to existing expansion methods. We provide analysis showing that this approach is a natural and effective way to do selective expansion, automatically reducing or avoiding expansion in risky scenarios, and successfully attenuating noise in poor baseline methods.
query expansion convex optimization