arXiv:2506.04677cs.LGstat.AP2025-06被引 2

小规模集成+低频重训,能省成本还保精度

The cost of ensembling: is it always worth combining?

  • 用2-3个模型小集成,比大集合更高效
  • 降低重训频率可大幅减耗,点预测影响小
  • 适合追求实用与可持续的工业级预测系统

随着数据集规模和模型复杂度持续增长,时间序列预测中准确率与计算成本的权衡日益关键。我们在M5和VN1两个大规模零售数据集上评估了十种基础模型和八种集成配置,考察不同重训频率下的点预测与概率预测性能。结果表明,集成方法在概率预测中表现稳定提升,但代价显著,尤其在高精度导向的大规模集成中。减少重训频率可大幅降低计算开销,对点预测影响极小。效率优先的集成方案在保持竞争力准确率的同时,显著低于以精度为目标的组合。最重要的是,仅需两到三个模型的小型集成即可达到近最优效果。研究为可扩展、低成本的预测系统部署提供实践指导,支持预测领域可持续AI的发展。整体而言,合理设计集成结构与重训策略,可实现准确、鲁棒且经济的预测,适用于真实应用场景。

原文摘要 · Abstract (English)

Given the continuous increase in dataset sizes and the complexity of forecasting models, the trade-off between forecast accuracy and computational cost is emerging as an extremely relevant topic, especially in the context of ensemble learning for time series forecasting. To asses it, we evaluated ten base models and eight ensemble configurations across two large-scale retail datasets (M5 and VN1), considering both point and probabilistic accuracy under varying retraining frequencies. We showed that ensembles consistently improve forecasting performance, particularly in probabilistic settings. However, these gains come at a substantial computational cost, especially for larger, accuracy-driven ensembles. We found that reducing retraining frequency significantly lowers costs, with minimal impact on accuracy, particularly for point forecasts. Moreover, efficiency-driven ensembles offer a strong balance, achieving competitive accuracy with considerably lower costs compared to accuracy-optimized combinations. Most importantly, small ensembles of two or three models are often sufficient to achieve near-optimal results. These findings provide practical guidelines for deploying scalable and cost-efficient forecasting systems, supporting the broader goals of sustainable AI in forecasting. Overall, this work shows that careful ensemble design and retraining strategy selection can yield accurate, robust, and cost-effective forecasts suitable for real-world applications.

时间序列集成学习成本优化可持续AI

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。