用核方法建模函数输出,提升预测精度与不确定性量化。
Bayesian Kernel Regression for Functional Data
- 基于核方法构建函数输出回归模型,利用函数内相关性增强学习效率。
- 在材料科学密度态预测任务中表现优于现有非线性模型。
- 从贝叶斯视角给出解析的函数预测分布,可量化预测不确定性。
在监督学习中,待预测变量常以函数形式出现,如光谱或概率分布。尽管重要,函数输出回归仍相对未被充分探索。本文提出一种基于核方法的新型函数输出回归模型。不同于传统方法对输出函数各点独立训练标量回归器的做法,本方法利用函数值间的协方差结构,类似多任务学习,提升了学习效率和预测准确性。相较于统计功能数据分析中的现有非线性函数-标量模型,该模型能有效处理高维非线性,同时保持简洁结构。其完全基于核的公式化表达使其可置于再生核希尔伯特空间(RKHS)框架下,提供参数估计的解析形式,并为后续理论分析奠定基础。所提模型从贝叶斯视角导出函数输出的预测分布,实现对预测函数不确定性的量化。通过人工数据集及材料科学中的密度态预测任务实验,验证了模型的预测性能优势。
原文摘要 · Abstract (English)
In supervised learning, the output variable to be predicted is often represented as a function, such as a spectrum or probability distribution. Despite its importance, functional output regression remains relatively unexplored. In this study, we propose a novel functional output regression model based on kernel methods. Unlike conventional approaches that independently train regressors with scalar outputs for each measurement point of the output function, our method leverages the covariance structure within the function values, akin to multitask learning, leading to enhanced learning efficiency and improved prediction accuracy. Compared with existing nonlinear function-on-scalar models in statistical functional data analysis, our model effectively handles high-dimensional nonlinearity while maintaining a simple model structure. Furthermore, the fully kernel-based formulation allows the model to be expressed within the framework of reproducing kernel Hilbert space (RKHS), providing an analytic form for parameter estimation and a solid foundation for further theoretical analysis. The proposed model delivers a functional output predictive distribution derived analytically from a Bayesian perspective, enabling the quantification of uncertainty in the predicted function. We demonstrate the model's enhanced prediction performance through experiments on artificial datasets and density of states prediction tasks in materials science.
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