arXiv:2605.05493stat.MEcond-mat.stat-mech2026-05

基于重整化群思想构建可解释的分段广义线性模型,兼顾灵活性与透明度。

A renormalization-group inspired lattice-based framework for piecewise generalized linear models

  • 以格点划分输入空间,参数按层级展开,实现局部线性且结构可解释
  • 通过复制分析推导出正则化先验的缩放规律,支持模型复杂度提升而不损失泛化能力
  • 在公开数据集上表现媲美黑箱模型,适合需要可解释性的实际应用

我们正式引入一类受重整化群(RG)理论启发的模型,基于类似于函数ANOVA和混合效应模型的加性层级展开。这类模型在几乎处处为局部线性,类似ReLU卷积神经网络;但与之不同的是,其划分结构显式、可解释且易于修改或约束。模型通过定义输入空间的多维格点划分,用以支撑回归参数的变化。每个维度对应问题统计特性可能变化的属性。参数本身以展开形式表达,每一项捕捉相对于更低(更粗)交互尺度的变化。这些模型具有多重等价解释:作为分段广义线性模型、分层混合效应回归,或带有结构化参数共享的回归树。由于设计受RG启发,我们采用统计物理中的复制分析方法研究其泛化性能,具体分析了Watanabe-Akaike信息准则(WAIC)作为泛化损失的代理指标。该分析得出两个实用结果:(i) 根据数据集大小和预测变量维度指导格点设计;(ii) 当向展开中添加高阶项时,提供一种原则性缩放规律来设定正则化先验,使模型复杂度增加而预期泛化损失不上升。我们在公开数据集上评估该方法,性能与黑箱方法及其他内在可解释方法相当。

原文摘要 · Abstract (English)

We formally introduce a class of models inspired by renormalization group (RG) theory, built on additive hierarchical expansions analogous to those appearing in functional ANOVA and mixed-effects models. Like ReLU convolutional neural networks, they are almost everywhere locally linear; unlike ReLU networks, their partition structure is explicit, interpretable, and easy to modify or constrain. In these models, one defines a multidimensional lattice partition of the input space and uses it to scaffold variations in regression parameters. Each dimension of the lattice corresponds to an attribute by which the statistics of the problem may vary. The parameters are themselves expressed in the form of an expansion, where each term captures variations relative to a lower (coarser) interaction scale. These models admit multiple equivalent interpretations: as piecewise GLMs, as hierarchical mixed-effects regressions, or as regression trees with structured parameter sharing. Since RG motivates the design of these models, we use techniques from statistical physics -- specifically replica analysis -- to study their generalization properties. Specifically, we analyze the behavior of the Watanabe-Akaike Information Criterion (WAIC) as a proxy for generalization loss. This analysis yields two practical results: (i) guidance on the lattice design as a function of dataset size and predictor dimensionality; and (ii) a principled scaling law for the regularization prior when adding higher-order terms to the expansion so that one can increase model complexity without an expected increase in generalization loss. We evaluate the methodology on public datasets and find performance competitive against both blackbox methods and other intrinsically interpretable approaches.

可解释模型广义线性模型重整化群参数共享

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