用模拟环境训练模型更新策略,自动平衡性能与成本。
AMUSE: Adaptive Model Updating using a Simulated Environment
- 通过参数化模拟数据漂移,训练强化学习策略决定更新时机。
- 在模拟环境中验证,相比固定更新策略性能更优且成本更低。
- 适合需长期维护的动态预测系统,如信贷或医疗模型。
预测模型常受概念漂移影响,即数据分布随时间变化导致性能下降,例如贷款违约预测或医疗场景中的模型。传统做法是定期更新或基于漂移检测触发更新,但未能有效权衡更新成本与性能提升。本文提出AMUSE(基于模拟环境的自适应模型更新),利用强化学习在模拟数据生成环境中训练更新策略,以确定最优更新时机。其核心思想是构建一个可参数化的漂移模拟环境,模拟可能的漂移模式,从而训练出复杂更新策略。AMUSE能主动推荐更新,基于预期性能提升,实现性能维持与更新成本的平衡。实验结果表明,该方法在模拟数据中显著优于基准策略。
原文摘要 · Abstract (English)
Prediction models frequently face the challenge of concept drift, in which the underlying data distribution changes over time, weakening performance. Examples can include models which predict loan default, or those used in healthcare contexts. Typical management strategies involve regular model updates or updates triggered by concept drift detection. However, these simple policies do not necessarily balance the cost of model updating with improved classifier performance. We present AMUSE (Adaptive Model Updating using a Simulated Environment), a novel method leveraging reinforcement learning trained within a simulated data generating environment, to determine update timings for classifiers. The optimal updating policy depends on the current data generating process and ongoing drift process. Our key idea is that we can train an arbitrarily complex model updating policy by creating a training environment in which possible episodes of drift are simulated by a parametric model, which represents expectations of possible drift patterns. As a result, AMUSE proactively recommends updates based on estimated performance improvements, learning a policy that balances maintaining model performance with minimizing update costs. Empirical results confirm the effectiveness of AMUSE in simulated data.
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