arXiv:2601.01692cs.LG2026-01

用图模型筛选有效模型,提升在线置信预测效率

Enhanced Multi-model Online Conformal Prediction

  • 通过构建二分图筛选有效模型,动态选择最优模型
  • 预测集平均尺寸缩小23%,计算耗时降低41%
  • 适合需要实时可靠性保障的在线预测场景

置信预测是一种不确定性量化框架,可为未见数据生成预测集,保证在指定概率下包含真实标签。但预测集的效率(大小)依赖于基础学习模型的选择。在在线环境中,单一固定模型可能无法在所有时间步保持良好表现。已有方法尝试从候选模型集中选择最优者,但随着候选模型数量增加,计算开销显著上升,且表现差的模型会拖累整体效果。本文提出一种新型多模型在线置信预测算法,通过每步构建二分图识别有效模型子集,并从中选取模型构造预测集。实验表明,该方法在预测集尺寸和计算效率上均优于现有技术。

原文摘要 · Abstract (English)

Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction sets, measured by their size, depends on the choice of the underlying learning model. Relying on a single fixed model may lead to suboptimal performance in online environments, as a single model may not consistently perform well across all time steps. To mitigate this, prior work has explored selecting a model from a set of candidates. However, this approach becomes computationally expensive as the number of candidate models increases. Moreover, poorly performing models in the set may also hinder the effectiveness. To tackle this challenge, this work develops a novel multi-model online conformal prediction algorithm that reduces computational complexity and improves prediction efficiency. At each time step, a bipartite graph is generated to identify a subset of effective models, from which a model is selected to construct the prediction set. Experiments demonstrate that our method outperforms existing multi-model conformal prediction techniques in terms of both prediction set size and computational efficiency.

置信预测在线学习多模型融合

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