用专家混合与门槛模型,精准预测零星需求
Switch-Hurdle: A MoE Encoder with AR Hurdle Decoder for Intermittent Demand Forecasting
- MoE编码器+门槛解码器,分两步预测销售是否发生及数量
- 在M5和真实零售数据上超越现有方法,精度提升显著
- 适合处理海量稀疏销售序列,兼顾性能与效率
间歇性需求表现为长时间零销量伴随突发非零值,是零售与供应链预测中的长期难题。传统方法如ARIMA、指数平滑或Croston变体,以及现代神经网络如DeepAR和Transformer模型,在此类数据上表现不佳,因其将需求视为连续过程,或在处理大量稀疏序列时计算开销过大。为此,我们提出Switch-Hurdle:一种融合混合专家(MoE)编码器与基于门槛的概率解码器的新框架。编码器在前向传播中采用稀疏Top-1专家路由,反向传播中通过直通估计器近似稠密更新。解码器采用跨注意力自回归设计,共享一个门槛头,将预测任务分解为两个部分:二分类任务预测销售发生概率,条件回归任务预测有销售时的数量。这种结构化分离使模型能分别建模需求的发生与数量过程。在M5基准和大规模私有零售数据集上的实验证明,Switch-Hurdle达到当前最佳性能,同时保持良好可扩展性。
原文摘要 · Abstract (English)
Intermittent demand, a pattern characterized by long sequences of zero sales punctuated by sporadic, non-zero values, poses a persistent challenge in retail and supply chain forecasting. Both traditional methods, such as ARIMA, exponential smoothing, or Croston variants, as well as modern neural architectures such as DeepAR and Transformer-based models often underperform on such data, as they treat demand as a single continuous process or become computationally expensive when scaled across many sparse series. To address these limitations, we introduce Switch-Hurdle: a new framework that integrates a Mixture-of-Experts (MoE) encoder with a Hurdle-based probabilistic decoder. The encoder uses a sparse Top-1 expert routing during the forward pass yet approximately dense in the backward pass via a straight-through estimator (STE). The decoder follows a cross-attention autoregressive design with a shared hurdle head that explicitly separates the forecasting task into two components: a binary classification component estimating the probability of a sale, and a conditional regression component, predicting the quantity given a sale. This structured separation enables the model to capture both occurrence and magnitude processes inherent to intermittent demand. Empirical results on the M5 benchmark and a large proprietary retail dataset show that Switch-Hurdle achieves state-of-the-art prediction performance while maintaining scalability.
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