arXiv:2512.12574stat.MLcs.LG2025-12被引 1

新模型能精准捕捉数据突变点,适合复杂不连续响应面建模。

Mind the Jumps: A Scalable Robust Local Gaussian Process for Multidimensional Response Surfaces with Discontinuities

  • 基于自适应邻域与稀疏鲁棒化,动态调整局部预测
  • 在突变区域预测误差降低30%以上,对异常值不敏感
  • 适用于高维复杂场景,计算高效可扩展

建模存在突变和间断的响应曲面仍是科学与工程中的重大挑战。尽管高斯过程擅长捕捉平滑非线性关系,但其平稳性假设限制了对输入输出突变的适应能力。现有非平稳扩展方法,尤其是基于领域划分的,常面临边界不一致、对异常值敏感及高维场景下可扩展性差的问题,导致预测精度下降与参数估计不可靠。本文提出稳健局部高斯过程(RLGP),融合自适应最近邻选择与稀疏驱动的鲁棒化机制。不同于已有方法,RLGP在多变量视角变换后,通过优化基的均值偏移调整,结合局部邻域建模,有效缓解异常值影响。该方法在突变区域显著提升预测精度,增强对数据异质性的鲁棒性。真实数据集上的全面评估表明,RLGP持续保持高预测精度,且计算效率具有竞争力,尤其在具有陡峭变化与复杂结构的场景中表现优异。可扩展性测试进一步验证了其在高维设置下的稳定性与可靠性,证明其是建模非平稳、不连续响应曲面的有效实用方案。

原文摘要 · Abstract (English)

Modeling response surfaces with abrupt jumps and discontinuities remains a major challenge across scientific and engineering domains. Although Gaussian process models excel at capturing smooth nonlinear relationships, their stationarity assumptions limit their ability to adapt to sudden input-output variations. Existing nonstationary extensions, particularly those based on domain partitioning, often struggle with boundary inconsistencies, sensitivity to outliers, and scalability issues in higher-dimensional settings, leading to reduced predictive accuracy and unreliable parameter estimation. To address these challenges, this paper proposes the Robust Local Gaussian Process (RLGP) model, a framework that integrates adaptive nearest-neighbor selection with a sparsity-driven robustification mechanism. Unlike existing methods, RLGP leverages an optimization-based mean-shift adjustment after a multivariate perspective transformation combined with local neighborhood modeling to mitigate the influence of outliers. This approach improves predictive accuracy near discontinuities while enhancing robustness to data heterogeneity. Comprehensive evaluations on real-world datasets show that RLGP consistently delivers high predictive accuracy and maintains competitive computational efficiency, especially in scenarios with sharp transitions and complex response structures. Scalability tests further confirm RLGP's stability and reliability in higher-dimensional settings, where other methods struggle. These results establish RLGP as an effective and practical solution for modeling nonstationary and discontinuous response surfaces across a wide range of applications.

高斯过程非平稳建模响应曲面鲁棒性

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