自适应在线回归模型,能实时检测并应对数据漂移。
OLR-WAA: Adaptive and Drift-Resilient Online Regression with Dynamic Weighted Averaging
- 基于动态加权平均,自动调整模型以适应数据变化。
- 在非平稳数据流中表现优于现有在线模型,R2值更高。
- 无需调参,适合实时预测和高可靠性场景。
真实世界数据集常呈现随时间演变的分布特征,即概念漂移现象,忽略此问题会显著降低模型预测性能。此外,在线模型中的超参数通常固定不变,难以动态适应数据变化。本文提出一种无超参数的自适应在线回归模型 OLR-WAA,通过指数加权移动平均增量更新基础模型,并引入独特优化机制,实时检测概念漂移、量化其程度,并根据数据实时特性调整模型。实验表明,在静态环境下性能媲美批量回归,在非平稳数据流中持续优于或相当主流在线模型。在概念漂移数据集上,显著缩小性能差距。此外,通过保守更新策略优先处理高置信度数据点,有效应对置信度相关场景。显著特点是快速收敛,始终获得更高 R² 值。
原文摘要 · Abstract (English)
Real-world datasets frequently exhibit evolving data distributions, reflecting temporal variations and underlying shifts. Overlooking this phenomenon, known as concept drift, can substantially degrade the predictive performance of the model. Furthermore, the presence of hyperparameters in online models exacerbates this issue, as these parameters are typically fixed and lack the flexibility to dynamically adjust to evolving data. This paper introduces "OLR-WAA: An Adaptive and Drift-Resilient Online Regression with Dynamic Weighted Average", a hyperparameter-free model designed to tackle the challenges of non-stationary data streams and enable effective, continuous adaptation. The objective is to strike a balance between model stability and adaptability. OLR-WAA incrementally updates its base model by integrating incoming data streams, utilizing an exponentially weighted moving average. It further introduces a unique optimization mechanism that dynamically detects concept drift, quantifies its magnitude, and adjusts the model based on real-time data characteristics. Rigorous evaluations show that it matches batch regression performance in static settings and consistently outperforms or rivals state-of-the-art online models, confirming its effectiveness. Concept drift datasets reveal a performance gap that OLR-WAA effectively bridges, setting it apart from other online models. In addition, the model effectively handles confidence-based scenarios through a conservative update strategy that prioritizes stable, high-confidence data points. Notably, OLR-WAA converges rapidly, consistently yielding higher R2 values compared to other online models.
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