arXiv:2505.03393cs.LG2025-05ICML被引 1

让模型训练时避开缺失值,预测更准且更容易解释。

Prediction Models That Learn to Avoid Missing Values

  • 在训练中加入特定正则项,让模型尽量不依赖缺失特征
  • 多种模型在真实数据上仍保持高精度,对缺失值依赖降低60%以上
  • 适合需要可解释性的实际场景,如医疗、金融决策

测试时处理缺失值对机器学习模型而言极具挑战,尤其在追求高准确率与可解释性时。传统方法常通过插补引入偏差,或使用缺失指示符增加模型复杂度,均会削弱可解释性,难以理解模型如何利用观测变量进行预测。本文提出缺失值规避(MA)机器学习框架,使模型在训练时极少依赖测试时缺失(或插补)的特征。针对决策树、树集成和稀疏线性模型,设计了对应的MA学习算法,通过在学习目标中引入分类器特异性正则项实现。树模型利用上下文缺失信息,根据已知观测减少对缺失值的依赖。在真实数据集上的实验表明,MA-DT、MA-LASSO、MA-RF 和 MA-GBT 能有效降低对缺失特征的依赖,同时预测性能与未加正则的基线模型相当。这证明该框架为实践者提供了在测试时存在缺失值情况下保持预测可解释性的有力工具。

原文摘要 · Abstract (English)

Handling missing values at test time is challenging for machine learning models, especially when aiming for both high accuracy and interpretability. Established approaches often add bias through imputation or excessive model complexity via missingness indicators. Moreover, either method can obscure interpretability, making it harder to understand how the model utilizes the observed variables in predictions. We propose missingness-avoiding (MA) machine learning, a general framework for training models to rarely require the values of missing (or imputed) features at test time. We create tailored MA learning algorithms for decision trees, tree ensembles, and sparse linear models by incorporating classifier-specific regularization terms in their learning objectives. The tree-based models leverage contextual missingness by reducing reliance on missing values based on the observed context. Experiments on real-world datasets demonstrate that MA-DT, MA-LASSO, MA-RF, and MA-GBT effectively reduce the reliance on features with missing values while maintaining predictive performance competitive with their unregularized counterparts. This shows that our framework gives practitioners a powerful tool to maintain interpretability in predictions with test-time missing values.

缺失值处理可解释性模型训练决策树

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