arXiv:2412.01098stat.MLcs.LG2024-12被引 11

提出空间自适应的置信区间方法,提升复杂地理数据预测可靠性。

Spatial Conformal Inference through Localized Quantile Regression

  • 用局部分位数回归构建空间置信区间
  • 在真实与合成数据上覆盖准确且区间更紧致
  • 适合地理、气象等存在空间异质性的场景

在复杂异构的空间数据中,对未观测位置进行可靠的不确定性量化仍是空间统计的核心挑战。传统方法如克里金法依赖正态性假设,常在大规模多样化数据中失效,导致预测区间不可靠。尽管机器学习在点预测方面表现强劲,但缺乏有效的不确定性量化机制。合取预测(Conformal Prediction)作为一种无需分布假设的框架,可提供有效预测区间,但现有方法要么不适用于空间场景,要么依赖过于严格的独立同分布假设。本文提出局部化空间合取预测(LSCP),专为空间数据设计,利用局部分位数回归构造预测区间。理论分析基于较弱的平稳性和空间混合条件,而非i.i.d.假设,建立了有限样本下条件覆盖偏差的界,并给出渐近覆盖保证。实验在合成与真实数据集上验证,LSCP在全空间域实现更准确的覆盖率,同时预测区间显著更紧致且一致。

原文摘要 · Abstract (English)

Reliable uncertainty quantification at unobserved spatial locations, especially in the presence of complex and heterogeneous datasets, remains a core challenge in spatial statistics. Traditional approaches like Kriging rely heavily on assumptions such as normality, which often break down in large-scale, diverse datasets, leading to unreliable prediction intervals. While machine learning methods have emerged as powerful alternatives, they primarily focus on point predictions and provide limited mechanisms for uncertainty quantification. Conformal prediction, a distribution-free framework, offers valid prediction intervals without relying on parametric assumptions. However, existing conformal prediction methods are either not tailored for spatial settings, or existing ones for spatial data have relied on rather restrictive i.i.d. assumptions. In this paper, we propose Localized Spatial Conformal Prediction (LSCP), a conformal prediction method designed specifically for spatial data. LSCP leverages localized quantile regression to construct prediction intervals. Instead of i.i.d. assumptions, our theoretical analysis builds on weaker conditions of stationarity and spatial mixing, which is natural for spatial data, providing finite-sample bounds on the conditional coverage gap and establishing asymptotic guarantees for conditional coverage. We present experiments on both synthetic and real-world datasets to demonstrate that LSCP achieves accurate coverage with significantly tighter and more consistent prediction intervals across the spatial domain compared to existing methods.

空间统计不确定性量化合取预测

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