arXiv:2502.02861stat.MLcs.DS2025-02ICML被引 9

用校准的预测提升在线算法性能,让机器学习建议更可信。

Algorithms with Calibrated Machine Learning Predictions

  • 引入校准机制,让预测结果自带可信度评估
  • 在滑雪租赁和作业调度中显著优于传统方法
  • 适合需要可靠预测反馈的在线决策场景

算法与预测结合的研究将机器学习建议融入在线算法设计以提升实际表现。核心挑战在于预测可信度的判断——现有方法常需用户设定整体信任度,而现代机器学习模型可提供预测级别的不确定性估计。本文提出校准作为连接这一差距的系统性工具,在滑雪租赁和在线作业调度两个案例中验证其有效性。对于滑雪租赁问题,设计的算法实现了近最优的预测依赖性能;在高方差场景下,校准建议比其他不确定性量化方法更具指导意义。对于作业调度,使用校准预测器相比现有方法有显著性能提升。真实数据评估验证了理论结论,凸显了校准在算法与预测中的实际价值。

原文摘要 · Abstract (English)

The field of algorithms with predictions incorporates machine learning advice in the design of online algorithms to improve real-world performance. A central consideration is the extent to which predictions can be trusted -- while existing approaches often require users to specify an aggregate trust level, modern machine learning models can provide estimates of prediction-level uncertainty. In this paper, we propose calibration as a principled and practical tool to bridge this gap, demonstrating the benefits of calibrated advice through two case studies: the ski rental and online job scheduling problems. For ski rental, we design an algorithm that achieves near-optimal prediction-dependent performance and prove that, in high-variance settings, calibrated advice offers more effective guidance than alternative methods for uncertainty quantification. For job scheduling, we demonstrate that using a calibrated predictor leads to significant performance improvements over existing methods. Evaluations on real-world data validate our theoretical findings, highlighting the practical impact of calibration for algorithms with predictions.

在线算法预测校准机器学习不确定性

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