提出自适应漂移检测的在线非线性回归模型,无需人工调参。
DAO-GP Drift Aware Online Non-Linear Regression Gaussian-Process
- 内置漂移检测机制,动态调整模型行为
- 支持数据衰减与稀疏化,内存效率高
- 适合实时数据流中的非线性预测任务
现实世界数据常呈现随时间演变的分布特性,即概念漂移。忽略此现象会显著降低模型预测精度,尤其在在线学习中,固定超参数加剧了这一问题。高斯过程(GP)具备强大的非参数回归能力及不确定性量化优势,适用于建模复杂数据关系。然而传统在线GP方法存在缺乏漂移感知、依赖固定超参数、易受数据窥探影响、无合理衰减机制和内存效率低等缺陷。为此,本文提出DAO-GP(Drift-Aware Online Gaussian Process),一种完全自适应、无超参数、带衰减机制且稀疏化的非线性回归模型。该模型具备内置漂移检测与自适应机制,能根据漂移强度动态调整行为。大量实验验证其在平稳状态、多种漂移类型(突变、渐进、缓慢)及不同数据特征下均表现稳健。分析显示其具有动态适应性、高效的内存管理与可演化诱导点。相较于最先进参数与非参数模型,DAO-GP始终达到更优或相当性能,成为应对在线非线性回归中概念漂移的可靠解决方案。
原文摘要 · Abstract (English)
Real-world datasets often exhibit temporal dynamics characterized by evolving data distributions. Disregarding this phenomenon, commonly referred to as concept drift, can significantly diminish a model's predictive accuracy. Furthermore, the presence of hyperparameters in online models exacerbates this issue. These parameters are typically fixed and cannot be dynamically adjusted by the user in response to the evolving data distribution. Gaussian Process (GP) models offer powerful non-parametric regression capabilities with uncertainty quantification, making them ideal for modeling complex data relationships in an online setting. However, conventional online GP methods face several critical limitations, including a lack of drift-awareness, reliance on fixed hyperparameters, vulnerability to data snooping, absence of a principled decay mechanism, and memory inefficiencies. In response, we propose DAO-GP (Drift-Aware Online Gaussian Process), a novel, fully adaptive, hyperparameter-free, decayed, and sparse non-linear regression model. DAO-GP features a built-in drift detection and adaptation mechanism that dynamically adjusts model behavior based on the severity of drift. Extensive empirical evaluations confirm DAO-GP's robustness across stationary conditions, diverse drift types (abrupt, incremental, gradual), and varied data characteristics. Analyses demonstrate its dynamic adaptation, efficient in-memory and decay-based management, and evolving inducing points. Compared with state-of-the-art parametric and non-parametric models, DAO-GP consistently achieves superior or competitive performance, establishing it as a drift-resilient solution for online non-linear regression.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。