arXiv:2507.06637stat.MLcs.LG2025-07被引 2

用自适应阶数签名回归,提升不规则采样函数数据分类性能

Semi-parametric Functional Classification via Path Signatures Logistic Regression with Adaptive Order Selection

  • 基于路径签名构建无基底表示,捕捉通道间依赖关系
  • 自适应选择签名截断阶数,实测准确率优于传统方法
  • 理论保证强,适合需要可解释性与鲁棒性的实际场景

我们提出路径签名逻辑回归(PSLR),一种用于带标量协变量的向量值函数数据分类的半参数框架。传统函数逻辑回归依赖线性假设和固定基展开,难以应对不规则采样。PSLR利用路径签名的特性——无基底表示、跨通道依赖捕获、对采样不规则性鲁棒——作为核心工具。关键创新在于:(i) 半参数加性结构,保留标量协变量的可解释线性效应;(ii) 基于惩罚经验风险准则的全数据驱动签名截断阶数自适应选择机制。该机制具备严格的非渐近理论保障,包括最优截断阶数的存在性、有限样本下的一致估计、分类器风险的收敛速率、有限可计算搜索边界,以及正式量化不规则采样下鲁棒性的误差传播框架。在合成与真实数据集上的实验表明,采用自适应阶数选择的PSLR在准确率、鲁棒性和可解释性上持续优于传统函数分类器和固定阶数签名基线。

原文摘要 · Abstract (English)

We propose Path Signatures Logistic Regression (PSLR), a semi-parametric framework for classifying vector-valued functional data with scalar covariates. Classical functional logistic regression models rely on linear assumptions and fixed basis expansions, which limit flexibility and degrade performance under irregular sampling. PSLR leverages the well-established properties of path signatures - basis-free representation, cross-channel dependency capture, and robustness to sampling irregularity - as an enabling tool. The key novelty, however, lies in two distinctive contributions: (i) a semi-parametric additive structure that preserves interpretable linear effects for scalar covariates, and (ii) a fully data-driven procedure for adaptively selecting the signature truncation order via a penalized empirical risk criterion. This selection mechanism is supported by rigorous non-asymptotic guarantees, including the existence of an optimal truncation order, its consistent estimation from finite samples, convergence rates for the classifier risk, a finite computable search bound, and an error propagation framework that formally quantifies PSLR's robustness under irregular sampling. Experiments on synthetic and real-world datasets demonstrate that PSLR with adaptive order selection consistently outperforms traditional functional classifiers and fixed-order signature baselines in accuracy, robustness, and interpretability. Our results highlight the practical and theoretical value of integrating rough path theory with adaptive model complexity control.

函数分类路径签名自适应模型半参数

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