arXiv:2411.10153stat.MLcs.LG2024-11被引 8

统一在线学习框架,应对环境变化中的不确定性。

A unifying framework for generalised Bayesian online learning in non-stationary environments

  • 分三步建模:观测、非平稳性、参数先验,结构清晰
  • 支持持续学习、预测、上下文博弈等任务,适用性强
  • 开源工具包助力快速实验,适合研究者和工程师

我们提出一种统一框架BONE,用于在非平稳环境中进行概率在线学习。该框架通过三个建模选择定义:(i) 观测模型(如神经网络),(ii) 辅助过程建模非平稳性(如上次突变后的时间),(iii) 参数的条件先验(如多元高斯)。同时包含两个算法选择:(i) 基于辅助变量估计参数后验,(ii) 估计辅助变量的信念。框架具备模块化设计,可重新解释多种现有方法,并支持新方法设计。我们在多个数据集上对比了现有方法与新方法,揭示各方法适用场景。提供Jax开源库以促进应用。

原文摘要 · Abstract (English)

We propose a unifying framework for methods that perform probabilistic online learning in non-stationary environments. We call the framework BONE, which stands for generalised (B)ayesian (O)nline learning in (N)on-stationary (E)nvironments. BONE provides a common structure to tackle a variety of problems, including online continual learning, prequential forecasting, and contextual bandits. The framework requires specifying three modelling choices: (i) a model for measurements (e.g., a neural network), (ii) an auxiliary process to model non-stationarity (e.g., the time since the last changepoint), and (iii) a conditional prior over model parameters (e.g., a multivariate Gaussian). The framework also requires two algorithmic choices, which we use to carry out approximate inference under this framework: (i) an algorithm to estimate beliefs (posterior distribution) about the model parameters given the auxiliary variable, and (ii) an algorithm to estimate beliefs about the auxiliary variable. We show how the modularity of our framework allows for many existing methods to be reinterpreted as instances of BONE, and it allows us to propose new methods. We compare experimentally existing methods with our proposed new method on several datasets, providing insights into the situations that make each method more suitable for a specific task. We provide a Jax open source library to facilitate the adoption of this framework.

在线学习贝叶斯推断非平稳性框架设计

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