An easy question perhaps?

Taking a (fictional) concrete example, let's say I have two ranking methods for HTML documents: PageRank and HITS. I derive an ordered list over the same set of documents according to their rank values (there can be ties) for both ranking methods.

Now, I want to quantify how much the two orderings correlate. I'm not interested in the absolute values of the ranking measures, but I'm looking for measures of correlation between the orderings.

I can think of some intuitive correlation measures one could apply like "average distance" or such:

${\displaystyle\frac{\sum_{doc_i\in Docs}\mathrm{abs}(pos_{rank1}(doc_i) - pos_{rank2}(doc_i))}{|Docs|^2}}$

but I'm wondering if anyone knows of any standard techniques I could check out?

In particular, I would prefer a symmetric measure which is easy to intuit and whose results are tangible/"portable". I've a number of different orderings which I'll be comparing pair-wise, but the set of $Docs$ remains the same.

Many thanks in advance!

(having difficulty tagging... please feel free to edit tags)


The standard approach to computing the correlation between two total orders is Kendall's $\tau$, defined as the difference between the number of agreeing pairs and disagreeing pairs (in rank) divided by $\binom{n}{2}$.

If you only have partial orders, then things get a little trickier.

  • $\begingroup$ Many thanks for the answer and pointers! "Rank correlation" and Google was what I needed... :) $\endgroup$
    – badroit
    Feb 23 '11 at 3:39

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