arXiv:2510.06181cs.LGeess.SP2025-10

基于图结构的在线不确定性量化,提升预测可靠性与计算效率。

Conformalized Gaussian processes for online uncertainty quantification over graphs

  • 用随机特征近似构建可递推更新的图感知高斯过程模型。
  • 通过自适应加权集成多个模型,实现更优覆盖率和更快响应速度。
  • 结合在线置信预测框架,对模型偏差具有强鲁棒性,适合实时场景。

图上的不确定性量化在网络安全等关键应用中至关重要。经典贝叶斯框架高斯过程(GP)虽已发展出拓扑感知核函数处理图数据,但受限于计算复杂度和严格建模假设,难以应对动态标签输入时的覆盖不足问题。为此,我们提出一种基于随机特征(RF)核近似的图感知参数化GP模型,支持高效递推贝叶斯更新;进一步构建多模型集成系统,各模型权重随数据增量动态调整;最后将该方法与在线置信预测(CP)框架结合,通过自适应阈值后处理预测集,确保有效覆盖并抵御模型误设。实验表明,相比现有基线,本方法在保持高效预测的同时显著提升了覆盖率。

原文摘要 · Abstract (English)

Uncertainty quantification (UQ) over graphs arises in a number of safety-critical applications in network science. The Gaussian process (GP), as a classical Bayesian framework for UQ, has been developed to handle graph-structured data by devising topology-aware kernel functions. However, such GP-based approaches are limited not only by the prohibitive computational complexity, but also the strict modeling assumptions that might yield poor coverage, especially with labels arriving on the fly. To effect scalability, we devise a novel graph-aware parametric GP model by leveraging the random feature (RF)-based kernel approximation, which is amenable to efficient recursive Bayesian model updates. To further allow for adaptivity, an ensemble of graph-aware RF-based scalable GPs have been leveraged, with per-GP weight adapted to data arriving incrementally. To ensure valid coverage with robustness to model mis-specification, we wed the GP-based set predictors with the online conformal prediction framework, which post-processes the prediction sets using adaptive thresholds. Experimental results the proposed method yields improved coverage and efficient prediction sets over existing baselines by adaptively ensembling the GP models and setting the key threshold parameters in CP.

不确定性量化图神经网络在线学习置信预测

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