arXiv:2508.13838stat.MLcs.LG2025-08AAAI被引 3

提出在线不可逆选候选方法,兼顾统计可靠性与实际可行性。

Online Conformal Selection with Accept-to-Reject Changes

  • 引入接受-拒绝更新机制,允许重新考虑未选项但锁定已选项
  • 理论证明可在任意时刻控制错误发现率不高于设定水平
  • 适合药物发现等需不可逆决策的实时筛选场景

从大量候选中筛选有前景的项目在科学与现实应用中至关重要。基于分布自由和模型无关的置信选择框架可提供不确定性量化,但在数据连续到达的在线场景中面临挑战。传统方法允许撤销已选项目,这与许多需要不可逆决策的应用(如药物研发)冲突。为此,本文提出在线接受-拒绝变更(OCS-ARC)方法:未入选项可后续重新评估,一旦入选则不可撤回。该方法将在线Benjamini-Hochberg过程融入选择流程,理论上证明在独立同分布及可交换数据假设下,OCS-ARC可在任意时间步保持错误发现率(FDR)不超过名义水平。同时,该方法自然拓展至多维响应情形。在合成与真实数据集上的大量实验表明,相较于基线方法,OCS-ARC显著提升选择能力,且在所有时间步均维持有效的FDR控制。

原文摘要 · Abstract (English)

Selecting a subset of promising candidates from a large pool is crucial across various scientific and real-world applications. Conformal selection offers a distribution-free and model-agnostic framework for candidate selection with uncertainty quantification. While effective in offline settings, its application to online scenarios, where data arrives sequentially, poses challenges. Notably, conformal selection permits the deselection of previously selected candidates, which is incompatible with applications requiring irreversible selection decisions. This limitation is particularly evident in resource-intensive sequential processes, such as drug discovery, where advancing a compound to subsequent stages renders reversal impractical. To address this issue, we extend conformal selection to an online Accept-to-Reject Changes (ARC) procedure: non-selected data points can be reconsidered for selection later, and once a candidate is selected, the decision is irreversible. Specifically, we propose a novel conformal selection method, Online Conformal Selection with Accept-to-Reject Changes (dubbed OCS-ARC), which incorporates online Benjamini-Hochberg procedure into the candidate selection process. We provide theoretical guarantees that OCS-ARC controls the false discovery rate (FDR) at or below the nominal level at any timestep under both i.i.d. and exchangeable data assumptions. Additionally, we theoretically show that our approach naturally extends to multivariate response settings. Extensive experiments on synthetic and real-world datasets demonstrate that OCS-ARC significantly improves selection power over the baseline while maintaining valid FDR control across all examined timesteps.

在线学习置信选择错误发现率药物发现

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