arXiv:2506.03542cs.LG2025-06ICML被引 1

用生成模型建模隐含成本,解决概率单调性问题

Learning Monotonic Probabilities with a Generative Cost Model

  • 将单调性转化为可观测收益与隐含成本的偏序关系
  • 在量化回归和多个公开数据集上显著优于现有方法
  • 适合需要严格或隐式单调性的机器学习任务

在许多机器学习任务中,输入与输出之间的关系需保持单调性,包括严格单调和隐式单调关系。传统方法主要依赖构造或正则化技术,本文提出将严格单调概率问题视为可观测收益变量与隐含成本变量之间的偏序关系。这一视角使单调性问题转化为对隐含成本变量的建模。为此,我们引入用于建模隐含成本的生成网络,称为生成成本模型(Generative Cost Model, GCM),并提出隐式生成成本模型(Implicit Generative Cost Model, IGCM)以解决隐式单调性问题。通过量化回归的数值模拟及在多个公开数据集上的实验验证,结果表明该方法显著优于现有单调建模技术。实验代码见 https://github.com/tyxaaron/GCM。

原文摘要 · Abstract (English)

In many machine learning tasks, it is often necessary for the relationship between input and output variables to be monotonic, including both strictly monotonic and implicitly monotonic relationships. Traditional methods for maintaining monotonicity mainly rely on construction or regularization techniques, whereas this paper shows that the issue of strict monotonic probability can be viewed as a partial order between an observable revenue variable and a latent cost variable. This perspective enables us to reformulate the monotonicity challenge into modeling the latent cost variable. To tackle this, we introduce a generative network for the latent cost variable, termed the Generative Cost Model (GCM), which inherently addresses the strict monotonic problem, and propose the Implicit Generative Cost Model (IGCM) to address the implicit monotonic problem. We further validate our approach with a numerical simulation of quantile regression and conduct multiple experiments on public datasets, showing that our method significantly outperforms existing monotonic modeling techniques. The code for our experiments can be found at https://github.com/tyxaaron/GCM.

生成模型单调性成本建模量化回归

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