从含异常值的外部数据中采样,提升小样本目标数据的迁移学习效果。
Robust Data Fusion via Subsampling
- 针对含异常值的大规模外部数据,设计减偏与降方差两类采样策略。
- 理论证明误差受样本量、信号强度、异常程度等多重因素影响。
- 适用于航空事故风险建模等小样本稀有事件分析场景。
数据融合与迁移学习通过利用相关数据源或任务提升目标群体模型性能,但面临目标数据与外部数据间的异质性及实际约束。本文研究目标数据量小而外部数据量大且含异常值的现实场景,强调需对大规模外部数据进行合理采样以应对污染问题。现有方法在数据污染下的迁移学习与采样机制尚未充分探索。为此,本文系统评估多种迁移学习方法在外部数据子样本上的表现,考虑因任意均值偏移导致的异常偏离真实模型的情况。提出两种采样策略:一为降低偏差,二为减少方差,并探讨其组合方式以优化估计器性能。给出迁移学习估计器的非渐近误差界,揭示样本量、信号强度、采样率、异常大小及模型误差分布尾部行为等因素的作用。大量模拟实验验证了所提方法的优越性。进一步将方法应用于分析空客A380飞机硬着陆风险,利用其他机型数据提升对稀有机型的估计效率,表明稳健迁移学习可有效增强小样本场景下的建模能力。
原文摘要 · Abstract (English)
Data fusion and transfer learning are rapidly growing fields that enhance model performance for a target population by leveraging other related data sources or tasks. The challenges lie in the various potential heterogeneities between the target and external data, as well as various practical concerns that prevent a naïve data integration. We consider a realistic scenario where the target data is limited in size while the external data is large but contaminated with outliers; such data contamination, along with other computational and operational constraints, necessitates proper selection or subsampling of the external data for transfer learning. To our knowledge,transfer learning and subsampling under data contamination have not been thoroughly investigated. We address this gap by studying various transfer learning methods with subsamples of the external data, accounting for outliers deviating from the underlying true model due to arbitrary mean shifts. Two subsampling strategies are investigated: one aimed at reducing biases and the other at minimizing variances. Approaches to combine these strategies are also introduced to enhance the performance of the estimators. We provide non-asymptotic error bounds for the transfer learning estimators, clarifying the roles of sample sizes, signal strength, sampling rates, magnitude of outliers, and tail behaviors of model error distributions, among other factors. Extensive simulations show the superior performance of the proposed methods. Additionally, we apply our methods to analyze the risk of hard landings in A380 airplanes by utilizing data from other airplane types,demonstrating that robust transfer learning can improve estimation efficiency for relatively rare airplane types with the help of data from other types of airplanes.
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