arXiv:2505.22997stat.MLcs.LG2025-05被引 4

用神经核密度建模特征依赖关系,提升分类准确率与校准性。

Deep Copula Classifier: Theory, Consistency, and Empirical Evaluation

  • 分离边缘分布与依赖结构,用神经核密度建模特征间相关性。
  • 在强相关数据中准确率达97.1%,校准后糖尿病数据集精度达87.9%。
  • 理论保证贝叶斯一致性,适合需要可解释概率输出的场景。

我们提出深度似然分类器(DCC),一种基于条件类别的生成模型,通过神经核密度分离边缘估计与依赖建模。DCC具备可解释性、贝叶斯一致性,对r-光滑核密度具有$O(n^{-r/(2r+d)})$的超额风险收敛速率。在强依赖条件下(|ρ|=0.995)的两分类实验中,DCC学习到与贝叶斯最优决策区一致的区域;使用真值或合并边缘分布时,性能接近最优(准确率≈0.971;ROC-AUC≈0.998)。而每类独立核密度估计(KDE)表现较差(准确率0.873;ROC-AUC 0.957;PR-AUC 0.966)。在Pima Indians Diabetes数据集上,校准后的DCC(τ=1)达到准确率0.879,ROC-AUC 0.936,PR-AUC 0.870,优于逻辑回归、SVM(RBF)、朴素贝叶斯,且预期校准误差(ECE)最低;随机森林也表现相近(准确率0.892;ROC-AUC 0.933;PR-AUC 0.880)。直接建模特征依赖带来强性能与良好校准性,兼具清晰的概率解释,是独立假设分类器的理论坚实替代方案。

原文摘要 · Abstract (English)

We present the Deep Copula Classifier (DCC), a class-conditional generative model that separates marginal estimation from dependence modeling using neural copula densities. DCC is interpretable, Bayes-consistent, and achieves excess-risk $O(n^{-r/(2r+d)})$ for $r$-smooth copulas. In a controlled two-class study with strong dependence ($|ρ|=0.995$), DCC learns Bayes-aligned decision regions. With oracle or pooled marginals, it nearly reaches the best possible performance (accuracy $\approx 0.971$; ROC-AUC $\approx 0.998$). As expected, per-class KDE marginals perform less well (accuracy $0.873$; ROC-AUC $0.957$; PR-AUC $0.966$). On the Pima Indians Diabetes dataset, calibrated DCC ($τ=1$) achieves accuracy $0.879$, ROC-AUC $0.936$, and PR-AUC $0.870$, outperforming Logistic Regression, SVM (RBF), and Naive Bayes, and matching Logistic Regression on the lowest Expected Calibration Error (ECE). Random Forest is also competitive (accuracy $0.892$; ROC-AUC $0.933$; PR-AUC $0.880$). Directly modeling feature dependence yields strong, well-calibrated performance with a clear probabilistic interpretation, making DCC a practical, theoretically grounded alternative to independence-based classifiers.

分类器生成模型核密度概率校准

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