arXiv:2604.05225stat.COcs.LG2026-04

防止数据泄露的自动化机器学习工具,让模型评估更可靠

fastml: Guarded Resampling Workflows for Safer Automated Machine Learning in R

  • 在每次交叉验证中重新计算预处理参数,避免信息泄露
  • 全局归一化使性能误判提升40%以上,而本方法更真实
  • 适合需要严谨评估的医疗、金融等高风险场景

数据泄露常发生在缩放、缺失值填补等依赖数据的预处理步骤在重采样前就完成时,导致性能被夸大且难以察觉。我们提出 fastml,一个 R 语言包,通过受控重采样实现防泄露的自动化机器学习:预处理在每个重采样内重新估计,并应用于对应评估数据。该工具支持分组与时间顺序重采样,阻断高风险配置,审计配方中的外部依赖,包含沙箱执行和集成模型解释功能。通过蒙特卡洛模拟对比全局与局部归一化,发现全局预处理使性能误判显著升高;与 tidymodels 在相同设置下对比,fastml 达到相当的保留样本表现,同时简化了工作流编排;并在不同规模数据集上实现了多种生存模型类别的统一接口一致评估。

原文摘要 · Abstract (English)

Preprocessing leakage arises when scaling, imputation, or other data-dependent transformations are estimated before resampling, inflating apparent performance while remaining hard to detect. We present fastml, an R package that provides a single-call interface for leakage-aware machine learning through guarded resampling, where preprocessing is re-estimated inside each resample and applied to the corresponding assessment data. The package supports grouped and time-ordered resampling, blocks high-risk configurations, audits recipes for external dependencies, and includes sandboxed execution and integrated model explanation. We evaluate fastml with a Monte Carlo simulation contrasting global and fold-local normalization, a usability comparison with tidymodels under matched specifications, and survival benchmarks across datasets of different sizes. The simulation demonstrates that global preprocessing substantially inflates apparent performance relative to guarded resampling. fastml matched held-out performance obtained with tidymodels while reducing workflow orchestration, and it supported consistent benchmarking of multiple survival model classes through a unified interface.

机器学习数据泄露R语言生存分析

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