arXiv:2602.00918cs.LG2026-02

让时间序列早期分类更适应变化的成本环境。

Early Classification of Time Series in Non-Stationary Cost Regimes

  • 在部署时在线更新触发模型,保持分类器不变
  • 强化学习策略在不同成本环境下表现稳定可靠
  • 适用于成本随时间变化的实际场景

早期时间序列分类(ECTS)旨在尽早做出高精度预测。现有方法通常假设决策成本固定且已知,但现实中成本常随时间变化,导致训练与部署目标不一致。本文研究两种典型成本非平稳性:误分类与延迟决策成本的平衡漂移,以及决策成本的随机波动。我们重新审视代表性方法,将其适配至在线学习框架,仅在部署时更新触发模型,保留分类器不变。提出多种在线适应方案,包括基于多臂赌博机和强化学习的方法,并在合成数据上系统评估其鲁棒性。结果表明,在线学习可有效提升方法对成本漂移的适应能力,其中强化学习策略在多种成本环境下均表现出强而稳定的性能。

原文摘要 · Abstract (English)

Early Classification of Time Series (ECTS) addresses decision-making problems in which predictions must be made as early as possible while maintaining high accuracy. Most existing ECTS methods assume that the time-dependent decision costs governing the learning objective are known, fixed, and correctly specified. In practice, however, these costs are often uncertain and may change over time, leading to mismatches between training-time and deployment-time objectives. In this paper, we study ECTS under two practically relevant forms of cost non-stationarity: drift in the balance between misclassification and decision delay costs, and stochastic realizations of decision costs that deviate from the nominal training-time model. To address these challenges, we revisit representative ECTS approaches and adapt them to an online learning setting. Focusing on separable methods, we update only the triggering model during deployment, while keeping the classifier fixed. We propose several online adaptations and baselines, including bandit-based and RL-based approaches, and conduct controlled experiments on synthetic data to systematically evaluate robustness under cost non-stationarity. Our results demonstrate that online learning can effectively improve the robustness of ECTS methods to cost drift, with RL-based strategies exhibiting strong and stable performance across varying cost regimes.

时间序列在线学习强化学习成本敏感

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