提出量化生存模型预测不确定性的方法,揭示多模型对设备故障风险预测差异大。
Predictive Multiplicity in Survival Models: A Method for Quantifying Model Uncertainty in Predictive Maintenance Applications
- 引入模糊度、差异度、晦涩度三指标衡量生存模型预测分歧
- 40%-45%的设备存在高模糊度,说明模型预测风险严重不一致
- 适用于工业设备维护等高风险场景,帮助决策者理解模型可信度
在许多预测应用中,模型虽整体表现优异,但在个体层面却可能产生显著分歧,这种现象称为预测多重性。尽管已在分类任务中定义,其在生存分析中的影响仍未知——生存分析需处理删失数据并估计事件发生时间。本文将预测多重性引入基于生存的模型,并提出模糊度、差异度和晦涩度三个量化指标。在预测维护基准数据集上的实验表明,模糊度随时间递增,高达40%-45%的观测点出现显著分歧;差异度较低但趋势相似;晦涩度较轻且集中于少数模型。结果表明,多个性能良好的生存模型对同一设备的故障风险与退化进程可能给出截然不同预测,凸显了明确度量与报告预测多重性的必要性,以保障过程健康管理中的可靠决策。
原文摘要 · Abstract (English)
In many applications, especially those involving prediction, models may yield near-optimal performance yet significantly disagree on individual-level outcomes. This phenomenon, known as predictive multiplicity, has been formally defined in binary, probabilistic, and multi-target classification, and undermines the reliability of predictive systems. However, its implications remain unexplored in the context of survival analysis, which involves estimating the time until a failure or similar event while properly handling censored data. We frame predictive multiplicity as a critical concern in survival-based models and introduce formal measures -- ambiguity, discrepancy, and obscurity -- to quantify it. This is particularly relevant for downstream tasks such as maintenance scheduling, where precise individual risk estimates are essential. Understanding and reporting predictive multiplicity helps build trust in models deployed in high-stakes environments. We apply our methodology to benchmark datasets from predictive maintenance, extending the notion of multiplicity to survival models. Our findings show that ambiguity steadily increases, reaching up to 40-45% of observations; discrepancy is lower but exhibits a similar trend; and obscurity remains mild and concentrated in a few models. These results demonstrate that multiple accurate survival models may yield conflicting estimations of failure risk and degradation progression for the same equipment. This highlights the need to explicitly measure and communicate predictive multiplicity to ensure reliable decision-making in process health management.
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