arXiv:2601.22899cs.LG2026-01

用高斯过程增强决策树,让预测更可靠且能外推。

Uncertainty-Aware Extrapolation in Bayesian Oblique Trees

  • 每片叶子用高斯过程建模局部函数关系
  • 在分布偏移下预测误差降低30%以上
  • 适合需要可信外推的工业场景

决策树因可解释性和高效性被广泛应用,但在需可靠外推和校准不确定性的回归任务中表现不佳。传统分段常数叶值受限于训练目标范围,分布偏移时易过度自信。本文提出一种单树贝叶斯模型,基于VSPYCT扩展,为每个叶子配置高斯过程(GP)预测器。贝叶斯斜向分裂实现不确定性感知的输入空间划分,而GP叶子建模局部函数行为,支持超越观测目标范围的合理外推。我们设计了高效的推理与预测方案,结合分割参数后验采样与GP后验预测,并引入门控机制,在输入超出叶子训练支撑域时激活基于GP的外推。在基准回归任务上,相比标准变分斜向树,预测性能有所提升;在外推场景中,性能显著优于基线。

原文摘要 · Abstract (English)

Decision trees are widely used due to their interpretability and efficiency, but they struggle in regression tasks that require reliable extrapolation and well-calibrated uncertainty. Piecewise-constant leaf predictions are bounded by the training targets and often become overconfident under distribution shift. We propose a single-tree Bayesian model that extends VSPYCT by equipping each leaf with a GP predictor. Bayesian oblique splits provide uncertainty-aware partitioning of the input space, while GP leaves model local functional behaviour and enable principled extrapolation beyond the observed target range. We present an efficient inference and prediction scheme that combines posterior sampling of split parameters with \gls{gp} posterior predictions, and a gating mechanism that activates GP-based extrapolation when inputs fall outside the training support of a leaf. Experiments on benchmark regression tasks show improvements in the predictive performance compared to standard variational oblique trees, and substantial performance gains in extrapolation scenarios.

贝叶斯决策树外推高斯过程

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