arXiv:2410.23601cs.LGstat.ML2024-10NeurIPS被引 4

用加权采样稳定在线学习模型,避免异常值导致的准确率骤降。

Stabilizing Linear Passive-Aggressive Online Learning with Weighted Reservoir Sampling

  • 通过保留历史解中存活时间长的权重向量,构建稳定集成模型。
  • 在PAC和FSOL上实验,显著提升最终分类准确率。
  • 无需额外数据或内存,适合实时流数据处理场景。

在线学习方法如经典的被动攻击(PA)分类器,在高维流数据、外存处理等对吞吐量敏感的应用中依然高效。许多算法依赖快速响应单个错误以实现收敛,但实际部署中易受异常值影响而过度修正。若异常值出现在数据流末尾,可能导致最终模型准确率意外下降。本文提出加权水库采样(WRS)方法,从一系列中间解中构建稳定集成模型,无需额外数据遍历、预留集或增加内存开销。核心思想是:优质解通常在更多轮次中保持无误,因此其被动迭代次数可作为相对质量的估计。水库保存了K个存活时间较长的中间权重向量。我们在被动攻击分类器(PAC)和一阶稀疏在线学习(FSOL)上验证该方法,结果表明其始终显著优于原始方法。同时证明了集成分类器的风险与底层在线学习方法的遗憾呈有界关系。

原文摘要 · Abstract (English)

Online learning methods, like the seminal Passive-Aggressive (PA) classifier, are still highly effective for high-dimensional streaming data, out-of-core processing, and other throughput-sensitive applications. Many such algorithms rely on fast adaptation to individual errors as a key to their convergence. While such algorithms enjoy low theoretical regret, in real-world deployment they can be sensitive to individual outliers that cause the algorithm to over-correct. When such outliers occur at the end of the data stream, this can cause the final solution to have unexpectedly low accuracy. We design a weighted reservoir sampling (WRS) approach to obtain a stable ensemble model from the sequence of solutions without requiring additional passes over the data, hold-out sets, or a growing amount of memory. Our key insight is that good solutions tend to be error-free for more iterations than bad solutions, and thus, the number of passive rounds provides an estimate of a solution's relative quality. Our reservoir thus contains $K$ previous intermediate weight vectors with high survival times. We demonstrate our WRS approach on the Passive-Aggressive Classifier (PAC) and First-Order Sparse Online Learning (FSOL), where our method consistently and significantly outperforms the unmodified approach. We show that the risk of the ensemble classifier is bounded with respect to the regret of the underlying online learning method.

在线学习稳定性流数据集成模型

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