arXiv:2601.00554cs.LG2026-01

用熵流理论指导模型重训练,显著降低频次同时保持性能。

Entropy Production in Machine Learning Under Fokker-Planck Probability Flow

  • 将数据漂移建模为福克-普朗克方程下的概率流,用相对熵量化模型与数据偏差。
  • 熵产生项为非负,可作为重训练触发信号;实验显示重训练频率降1~2个数量级。
  • 适合动态环境中的低频重训练场景,但复杂医学信号中效果有限。

部署于非平稳环境中的机器学习模型不可避免地因数据漂移导致性能下降。尽管已有诸多漂移检测启发式方法,但多数缺乏动力学解释,且难以平衡重训练决策与运行成本。本文提出一种基于熵的重训练框架,其理论基础为非平衡统计物理。将漂移视为受福克-普朗克方程支配的概率流,利用相对熵量化模型-数据不匹配,并证明其时间导数可分解为熵平衡形式,包含由概率流驱动的非负熵产生项。基于该理论,我们设计了一种熵触发重训练策略:对核密度估计的Kullback-Leibler散度采用指数加权移动平均(EWMA)控制统计量进行实时监控。在合成数据、金融和网络流量等多个非平稳数据流上评估表明,该方法在预测性能上媲美频繁重训练,同时将重训练频率降低一至两个数量级。但在具有挑战性的生物医学心电图(ECG)场景中,熵触发策略表现逊于最高频率基准,凸显特征空间熵监测在复杂标签条件漂移下的局限性。

原文摘要 · Abstract (English)

Machine learning models deployed in nonstationary environments inevitably experience performance degradation due to data drift. While numerous drift detection heuristics exist, most lack a dynamical interpretation and provide limited guidance on how retraining decisions should be balanced against operational cost. In this work, we propose an entropy-based retraining framework grounded in nonequilibrium statistical physics. Interpreting drift as probability flow governed by a Fokker-Planck equation, we quantify model-data mismatch using relative entropy and show that its time derivative admits an entropy-balance decomposition featuring a nonnegative entropy production term driven by probability currents. Guided by this theory, we implement an entropy-triggered retraining policy using an exponentially weighted moving-average (EWMA) control statistic applied to a streaming kernel density estimator of the Kullback-Leibler divergence. We evaluate this approach across multiple nonstationary data streams. In synthetic, financial, and web-traffic domains, entropy-based retraining achieves predictive performance comparable to frequent retraining while reducing retraining frequency by one to two orders of magnitude. However, in a challenging biomedical ECG setting, the entropy-based trigger underperforms the maximum-frequency baseline, highlighting limitations of feature-space entropy monitoring under complex label-conditional drift.

数据漂移熵分析重训练策略非平稳环境

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。