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Rayleigh-Based Multi-Objective Optimization for Business-Aware Re-Ranking (In Progress)

Authors:
Kiana Liaghat (Lead Machine Learning Engineer, Jabama, Tehran, Iran)
Mohammad Forouhesh (Data Science Manager, Jabama, Tehran, Iran)

Contact:


📝 Summary

This repository contains the preprint draft of our ongoing research on multi-metric optimization in ranking systems. Optimizing for a single metric often fails to capture the complexity of real-world business goals and user needs. By optimizing across multiple—sometimes competing—business metrics, our approach offers a more accurate modeling of the environment, leading to better recommendation and ranking outcomes for both users and businesses.

Our work introduces a mathematically rigorous and computationally efficient algorithm for multi-objective optimization. It supports:

  • Arbitrary numbers of business and user-centric KPIs.
  • Ability to incorporate explicit stakeholder-defined importance weights.
  • Theoretical optimality using generalized eigenvalue problems and Rayleigh quotient formulation.

⚠️ Project Status

🚧 This is a preprint draft.
We are actively:

  • Finalizing the writing and structure of the paper.
  • Completing experimental validation and A/B testing.
  • Refining implementation details and performance evaluation.

Please note that this version may undergo significant revisions as the work progresses.


📄 Contents

  • Multi_Metric_Optimization_PrePrint.pdf: The draft preprint of our paper.
  • Future updates will include:
    • Experimental results
    • Final camera-ready version

📣 Citation

If you find this work useful or would like to reference it, please use the following citation (placeholder until official publication):

@article{liaghat2025multimetric, title={Multi-Metric Optimization: Fast and Flexible Re-ranking Over Multiple Business Metrics}, author={Liaghat, Kiana and Forouhesh, Mohammad}, journal={arXiv preprint}, year={2025} }


🔍 Keywords

Ranking · Multi-objective Optimization · Recommendation Systems · Rayleigh Quotient · Generalized Eigenvalue Problem · Business KPIs


📬 Stay in Touch

We welcome questions, feedback, and collaboration. Feel free to contact us at the emails listed above.

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a novel aproach on multi-metric optimization

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