arXiv:2510.01840stat.MLcs.LG2025-10

提出新型聚类嵌入嵌套核,在无先验分组时仍优于现有方法。

A reproducible comparative study of categorical kernels for Gaussian process regression, with new clustering-based nested kernels

  • 用聚类嵌入法构建新嵌套核,自动发现类别分组结构
  • 在多数据集测试中,新方法性能超越所有已有核函数
  • 代码开源,支持可复现比较,适合需要鲁棒分类核的研究者

针对混合连续与类别输入的高斯过程回归,设计类别核仍具挑战。以往研究因评估指标、优化方式或数据集不同而难以比较,且复现代码罕见。本文提供对现有类别核的可复现对比,覆盖多个经典测试案例。提出受优化领域启发的新评估指标,实现跨任务量化排名。在具有类别分组结构的数据上,嵌套核显著优于其他方法;当分组结构未知时,提出基于目标编码与聚类的新型策略,该方法在广泛数据集上仍保持领先,同时计算成本低。

原文摘要 · Abstract (English)

Designing categorical kernels is a major challenge for Gaussian process regression with continuous and categorical inputs. Despite previous studies, it is difficult to identify a preferred method, either because the evaluation metrics, the optimization procedure, or the datasets change depending on the study. In particular, reproducible code is rarely available. The aim of this paper is to provide a reproducible comparative study of all existing categorical kernels on many of the test cases investigated so far. We also propose new evaluation metrics inspired by the optimization community, which provide quantitative rankings of the methods across several tasks. From our results on datasets which exhibit a group structure on the levels of categorical inputs, it appears that nested kernels methods clearly outperform all competitors. When the group structure is unknown or when there is no prior knowledge of such a structure, we propose a new clustering-based strategy using target encodings of categorical variables. We show that on a large panel of datasets, which do not necessarily have a known group structure, this estimation strategy still outperforms other approaches while maintaining low computational cost.

高斯过程类别核聚类嵌入可复现

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