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The '''Kendall tau rank distance''' is a [[Metric (mathematics)|metric]] that counts the number of pairwise disagreements between two ranking lists. The larger the distance, the more dissimilar the two lists are. Kendall tau distance is also called '''bubble-sort distance''' since it is equivalent to the number of swaps that the [[bubble sort]] algorithm would make to place one list in the same order as the other list. The Kendall tau distance was created by [[Maurice Kendall]].
 
==Definition==
The Kendall tau ranking distance between two lists <math>L1</math> and <math>L2</math> is
 
: <math>K(\tau_1,\tau_2) = |\{(i,j): i < j, ( \tau_1(i) < \tau_1(j) \wedge \tau_2(i) > \tau_2(j) ) \vee ( \tau_1(i) > \tau_1(j) \wedge \tau_2(i) < \tau_2(j) )\}|.</math>
 
where
* <math>\tau_1</math> and <math>\tau_2</math> are the rankings of the elements in <math>L1</math> and <math>L2</math>
 
<math>K(\tau_1,\tau_2)</math> will be equal to 0 if the two lists are identical and <math>n(n-1)/2</math> (where <math>n</math> is the list size) if one list is the reverse of the other. Often Kendall tau distance is normalized by dividing by <math>n(n-1)/2</math> so a value of 1 indicates maximum disagreement. The normalized Kendall tau distance therefore lies in the interval [0,1].
 
Kendall tau distance may also be defined as
 
: <math>K(\tau_1,\tau_2) = \begin{matrix} \sum_{\{i,j\}\in P} \bar{K}_{i,j}(\tau_1,\tau_2) \end{matrix}</math>
 
where
* ''P'' is the set of unordered pairs of distinct elements in <math>\tau_1</math> and <math>\tau_2</math>
* <math>\bar{K}_{i,j}(\tau_1,\tau_2)</math> = 0 if ''i'' and ''j'' are in the same order in <math>\tau_1</math> and <math>\tau_2</math>
* <math>\bar{K}_{i,j}(\tau_1,\tau_2)</math> = 1 if ''i'' and ''j'' are in the opposite order in <math>\tau_1</math> and <math>\tau_2.</math>
 
Kendall tau distance can also be defined as the total number of [[discordant pairs]].
 
Kendall tau distance in Rankings: A permutation (or ranking) is an array of N integers where each of the integers between 0 and N-1 appears exactly once.
The Kendall tau distance between two rankings is the number of pairs that are in different order in the two rankings. For example the Kendall tau distance between 0 3 1 6 2 5 4 and 1 0 3 6 4 2 5 is four because the pairs 0-1, 3-1, 2-4, 5-4 are in different order in the two rankings, but all other pairs are in the same order. <ref>http://algs4.cs.princeton.edu/25applications/</ref>
 
If Kendall tau function is performed as <math>K(L1,L2)</math> instead of  <math>K(\tau_1,\tau_2)</math> (where <math>\tau_1</math> and <math>\tau_2</math> are the rankings of <math>L1</math> and <math>L2</math> elements respectively), then triangular inequality is not guaranteed. The triangular inequality fail in cases where there are repetitions in the lists. So then we are not any more dealing with a metric.
 
==Example==
Suppose we rank a group of five people by height and by weight:
 
{| border="1" cellpadding="2"
|-
! Person !! A !! B !! C !! D !! E
|-
! Rank by Height
| 1 || 2 || 3 || 4 || 5
|-
! Rank by Weight
| 3 || 4 || 1 || 2 || 5
|}
 
Here person A is tallest and third-heaviest, and so on.
 
In order to calculate the Kendall tau distance, pair each person with every other person and count the number of times the values in list 1 are in the opposite order of the values in list 2.
 
{| border="1" cellpadding="2"
|-
! Pair !! Height !! Weight !! Count
|-
! (A,B)
| 1 < 2 || 3 < 4 ||
|-
! (A,C)
| 1 < 3 || 3 > 1 || '''X'''
|-
! (A,D)
| 1 < 4 || 3 > 2 || '''X'''
|-
! (A,E)
| 1 < 5 || 3 < 5 ||
|-
! (B,C)
| 2 < 3 || 4 > 1 || '''X'''
|-
! (B,D)
| 2 < 4 || 4 > 2 || '''X'''
|-
! (B,E)
| 2 < 5 || 4 < 5 ||
|-
! (C,D)
| 3 < 4 || 1 < 2 ||
|-
! (C,E)
| 3 < 5 || 1 < 5 ||
|-
! (D,E)
| 4 < 5 || 2 < 5 ||
|}
 
Since there are 4 pairs whose values are in opposite order, the Kendall tau distance is 4. The normalized Kendall tau distance is
 
: <math>\frac{6-4}{5(5 - 1)/2} = 0.2.</math>
 
A value of 0.2 indicates a somewhat low agreement in the rankings.
 
==See also==
* [[Kendall tau rank correlation coefficient]]
* [[Spearman's rank correlation coefficient]]
* [[Kemeny-Young method|Kemeny-Young (`maximum likelihood') voting rule]]
 
==References==
{{reflist}}
* {{cite journal | author = Fagin, R., Kumar, R., and Sivakumar, D. | year = 2003 | title = Comparing top k lists | journal = [[SIAM Journal on Discrete Mathematics]] | pages = 134–160 | url = http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.86.3234&rep=rep1&type=pdf | issue = 1 | doi = 10.1137/S0895480102412856 | volume = 17}}
* Kendall, M. (1948) ''Rank Correlation Methods'', Charles Griffin & Company Limited
* Kendall, M. (1938) "A New Measure of Rank Correlation", [[Biometrika]], 30, 81-89.
 
==External links==
* [http://www.rsscse-edu.org.uk/tsj/bts/noether/text.html Why Kendall tau?]
* [http://www.wessa.net/rwasp_kendall.wasp Online software: computes Kendall's tau rank correlation]
 
[[Category:Covariance and correlation]]
[[Category:Statistical distance measures]]
[[Category:Comparison of assessments]]

Revision as of 15:35, 20 January 2014

The Kendall tau rank distance is a metric that counts the number of pairwise disagreements between two ranking lists. The larger the distance, the more dissimilar the two lists are. Kendall tau distance is also called bubble-sort distance since it is equivalent to the number of swaps that the bubble sort algorithm would make to place one list in the same order as the other list. The Kendall tau distance was created by Maurice Kendall.

Definition

The Kendall tau ranking distance between two lists and is

where

will be equal to 0 if the two lists are identical and (where is the list size) if one list is the reverse of the other. Often Kendall tau distance is normalized by dividing by so a value of 1 indicates maximum disagreement. The normalized Kendall tau distance therefore lies in the interval [0,1].

Kendall tau distance may also be defined as

where

Kendall tau distance can also be defined as the total number of discordant pairs.

Kendall tau distance in Rankings: A permutation (or ranking) is an array of N integers where each of the integers between 0 and N-1 appears exactly once. The Kendall tau distance between two rankings is the number of pairs that are in different order in the two rankings. For example the Kendall tau distance between 0 3 1 6 2 5 4 and 1 0 3 6 4 2 5 is four because the pairs 0-1, 3-1, 2-4, 5-4 are in different order in the two rankings, but all other pairs are in the same order. [1]

If Kendall tau function is performed as instead of (where and are the rankings of and elements respectively), then triangular inequality is not guaranteed. The triangular inequality fail in cases where there are repetitions in the lists. So then we are not any more dealing with a metric.

Example

Suppose we rank a group of five people by height and by weight:

Person A B C D E
Rank by Height 1 2 3 4 5
Rank by Weight 3 4 1 2 5

Here person A is tallest and third-heaviest, and so on.

In order to calculate the Kendall tau distance, pair each person with every other person and count the number of times the values in list 1 are in the opposite order of the values in list 2.

Pair Height Weight Count
(A,B) 1 < 2 3 < 4
(A,C) 1 < 3 3 > 1 X
(A,D) 1 < 4 3 > 2 X
(A,E) 1 < 5 3 < 5
(B,C) 2 < 3 4 > 1 X
(B,D) 2 < 4 4 > 2 X
(B,E) 2 < 5 4 < 5
(C,D) 3 < 4 1 < 2
(C,E) 3 < 5 1 < 5
(D,E) 4 < 5 2 < 5

Since there are 4 pairs whose values are in opposite order, the Kendall tau distance is 4. The normalized Kendall tau distance is

A value of 0.2 indicates a somewhat low agreement in the rankings.

See also

References

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  • Kendall, M. (1948) Rank Correlation Methods, Charles Griffin & Company Limited
  • Kendall, M. (1938) "A New Measure of Rank Correlation", Biometrika, 30, 81-89.

External links