arXiv:2508.10257cs.LG2025-08

通过离线分解与在线混合,提升数据流中源成分漂移的适应能力

Source Component Shift Adaptation via Offline Decomposition and Online Mixing Approach

  • 离线用EM算法分解源成分,构建独立预测模型
  • 在线通过凸优化更新模型混合权重,实现精准预测
  • 适合处理具有周期性漂移的数据流场景

本文针对源成分漂移适应问题,旨在基于历史训练数据更新预测以适应流入数据流中的源成分变化。现有在线学习方法难以有效利用重复出现的漂移,而基于模型池的方法又难以捕捉个体源成分,导致适应性能差。本文提出一种基于离线分解与在线混合的方法。理论上将问题拆分为离线源成分分解和在线混合权重适应两部分。首先,离线使用EM算法,基于历史数据为每个源成分训练独立预测模型;随后,在线通过凸优化动态调整各模型的混合权重,实现精确预测。得益于理论推导,本方法充分挖掘了漂移特征,相比现有方法显著提升适应性能。在多个真实世界回归数据集上的实验表明,该方法可使累积测试损失降低最高达67.4%。

原文摘要 · Abstract (English)

This paper addresses source component shift adaptation, aiming to update predictions adapting to source component shifts for incoming data streams based on past training data. Existing online learning methods often fail to utilize recurring shifts effectively, while model-pool-based methods struggle to capture individual source components, leading to poor adaptation. In this paper, we propose a source component shift adaptation method via an offline decomposition and online mixing approach. We theoretically identify that the problem can be divided into two subproblems: offline source component decomposition and online mixing weight adaptation. Based on this, our method first determines prediction models, each of which learns a source component solely based on past training data offline through the EM algorithm. Then, it updates the mixing weight of the prediction models for precise prediction through online convex optimization. Thanks to our theoretical derivation, our method fully leverages the characteristics of the shifts, achieving superior adaptation performance over existing methods. Experiments conducted on various real-world regression datasets demonstrate that our method outperforms baselines, reducing the cumulative test loss by up to 67.4%.

在线学习成分分解漂移适应

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