Multivariate ordinal data along with covariates are commonly collected in problems ranging from alignment of language models with human preferences, as well as in recommender systems. For example, data sets such as MovieLens contain several movies rated on a scale 1--5 by human users, along with their demographic information such as age or gender. Similarly, data sets such as HelpSteer collect human feedback on several attributes such as "helpfulness" or "verbosity" of LLM response on an ordinal scale, with covariates depending on the LLM prompt--response pairs. Unfortunately, the standard approaches for modeling these data (a) look at the attributes individually rather than jointly, and (b) often convert the data into pairwise or list-wise win--loss comparisons for fitting models such as Bradley--Terry and Plackett--Luce. Both of these lead to a coarsening of what is actually observed, which we address via a joint covariate-dependent consecutive ratio Markov random field model. We also show pairwise or listwise comparison models are obtained under restrictions of our joint model, and that joint modeling improves comparisons. We also develop a maximum likelihood inference procedure even in the presence of an intractable normalizer.
Figures & tables
M=4
M=1
RMSE
Brier
RMSE
Brier
CR–MRF
0.028(0.002)
0.1449(0.0001)
0.028(0.002)
0.1215(0.0001)
MPLE
0.044(0.004)
0.1462(0.0004)
0.034(0.003)
0.1219(0.0004)
PL
0.037(0.002)
0.1455(0.0001)
0.039(0.002)
0.1222(0.0001)
BTD
0.031(0.002)
0.1451(0.0001)
0.030(0.001)
0.1216(0.0001)
Oracle
—
0.1441
—
0.1207
Table 1: Mean (sd) of RMSE and Brier score of the fitted pairwise preference probabilities P^jk(xi) over 10 replicates. Oracle is based on the true parameters.
Figure 1: Observed and model-implied pairwise preference probabilities on the 64 held-out MovieLens reviewers, split by reviewer gender, with ordinal ratings ( M=4 ).
MSE
Brier score
Size of Dc
Full CR–MRF
Ind. CR–MRF
Full CR–MRF
BTD
Weak PL
n=500
∣Dc∣ = 1
0.92
1.28
0.57
0.61
0.59
∣Dc∣ = 2
0.96
1.55
0.62
0.66
0.64
∣Dc∣ = 3
1.04
1.92
0.72
0.78
0.75
n=1000
∣Dc∣ = 1
0.75
1.13
0.52
0.57
0.58
∣Dc∣ = 2
0.82
1.49
0.60
0.63
0.62
Table S1: Mean square error (MSE) in predicting missing values in test data where for each test data the covariate information and a subset of the ordinal variables are observed and the missing values are predicted conditional on these. Brier scores for out-of-sample pairwise preference predictions are also reported.
Homogeneous ( M=4 )
Covariate ( M=2 )
p
Method
Node
Edge
Total
Node
Edge
Total
2
MLE
0.09
0.03
0.04
0.39
0.18
0.28
2
VGAM
0.09
0.03
0.04
0.40
0.21
0.29
3
MLE
0.16
0.04
0.05
0.61
0.81
0.72
3
VGAM
0.16
0.04
0.05
0.69
1.21
0.96
5
MLE
0.18
0.19
0.21
0.73
0.88
0.84
Table S2: Normalized Frobenius losses over 10 replicates with n=500 . Left: homogeneous CR–MRF ( M=4 ). Right: covariate-dependent CR–MRF ( M=2 , q=2 ). Lower errors are boldened.
Loss
Support recovery
p
Method
Node
Edge
Total
Prec.
Rec.
MCC
20
MLE
0.57
0.30
0.33
0.76
0.77
0.74
20
ordinalNet
1.90
0.29
0.50
0.40
0.97
0.58
30
MLE
0.71
0.39
0.43
0.84
0.51
0.63
30
ordinalNet
2.62
0.38
0.61
0.54
0.83
0.63
40
MLE
0.74
0.36
0.40
0.66
0.73
0.67
Table S3: High-dimensional homogeneous CR–MRF: normalized Frobenius losses and edge-support recovery under stability selection. Means over 10 replicates, n=500 , M=4 .
Female
Age
Movie
MLE
MPLE
MLE
MPLE
When Harry Met Sally…
−0.58
−0.61
0.06
−0.36
Airplane!
0.66
0.69
0.04
−0.03
Desperately Seeking Susan
−0.27
−0.55
−0.36
−0.58
Ferris Bueller’s Day Off
−0.03
−1.24
0.22
0.31
The Breakfast Club
−0.29
−0.73
0.22
0.13
Table S4: Estimated node slopes βj for MovieLens 1M under the joint MLE and the node-wise MPLE. Age is standardised.
Figure S1: Fitted edge network θjk(x) under the joint MLE, for men and women at ages 21, 29.5 and 47. Red edges are positive and blue edges negative. Line width is proportional to ∣θjk(x)∣ on a scale shared by all six panels.
Figure S2: Fitted edge network θjk(x) under the joint MPLE, for men and women at ages 21, 29.5 and 47. Red edges are positive and blue edges negative. Line width is proportional to ∣θjk(x)∣ on a scale shared by all six panels.
Figure S3: Observed and model-implied pairwise preference probabilities on the 64 held-out MovieLens reviewers, split by reviewer gender, with ordinal ratings ( M=4 ) and ties resolved randomly for fitting strict PL.
Figure S4: Observed and model-implied pairwise preference probabilities on the 64 held-out MovieLens reviewers, split by reviewer gender, with binary ratings ( M=1 ).