提出可自适应识别低预测性样本的训练框架,提升时序预测与分类稳定性。
Amortized Predictability-aware Training Framework for Time Series Forecasting and Classification
- 动态识别低预测性样本并逐步加大其损失惩罚
- 引入摊销模型降低预测性估计偏差,提升训练效果
- 适用于噪声干扰多的时序任务,适合追求鲁棒性的研究者
时间序列数据在多个领域普遍存在噪声,训练样本中可能包含偏离正常分布的低预测性模式,导致训练不稳定或陷入次优局部极小值。因此,缓解低预测性样本的负面影响对时间序列预测(TSF)和分类(TSC)至关重要。尽管深度学习模型已取得显著成效,但极少从训练角度考虑如何识别并惩罚此类样本。为此,本文提出一种通用的渐进式可预测性感知训练框架(APTF),包含两项关键设计:(i) 层次化可预测性感知损失(HPL),能动态识别低预测性样本,并随训练进程逐步扩大其损失惩罚;(ii) 摊销模型,用于缓解由模型偏差引起的可预测性估计误差,进一步增强HPL的有效性。代码已开源(https://github.com/Meteor-Stars/APTF)。
原文摘要 · Abstract (English)
Time series data are prone to noise in various domains, and training samples may contain low-predictability patterns that deviate from the normal data distribution, leading to training instability or convergence to poor local minima. Therefore, mitigating the adverse effects of low-predictability samples is crucial for time series analysis tasks such as time series forecasting (TSF) and time series classification (TSC). While many deep learning models have achieved promising performance, few consider how to identify and penalize low-predictability samples to improve model performance from the training perspective. To fill this gap, we propose a general Amortized Predictability-aware Training Framework (APTF) for both TSF and TSC. APTF introduces two key designs that enable the model to focus on high-predictability samples while still learning appropriately from low-predictability ones: (i) a Hierarchical Predictability-aware Loss (HPL) that dynamically identifies low-predictability samples and progressively expands their loss penalty as training evolves, and (ii) an amortization model that mitigates predictability estimation errors caused by model bias, further enhancing HPL's effectiveness. The code is available at https://github.com/Meteor-Stars/APTF.
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