为时序数据设计时间感知的样本价值评估方法,提升噪声检测与关键数据识别精度。
Temporal-Decay Shapley: A Time-Aware Data Valuation Framework for Time-Series Data

- 引入指数衰减权重,将时间信息融入样本价值计算。
- 多尺度融合机制平衡短期热点与长期基础样本的价值。
- 在强时序场景下显著优于传统方法,适合时序数据清洗与优化。
随着机器学习在时序数据上的广泛应用,准确评估训练样本价值对数据筛选、噪声检测和模型优化至关重要。然而,传统数据估值方法通常假设样本独立同分布,忽略了时序数据中样本价值随时间变化的特性。本文提出一种改进的时序Shapley估值方法,通过时间衰减机制和多尺度融合策略实现对时序数据的精准样本估值。具体提出三种逐步增强的方法:Temporal-Decay Shapley (TDS) 通过指数衰减权重将时间信息引入Shapley值计算;改进的TDS采用幂指数衰减以更好适应非线性时间漂移;Multi-Scale Temporal-Decay Shapley (MS-TDS) 构建多尺度融合机制,通过并行多尺度估值与样本级自适应融合,平衡短期热点样本与长期基础样本的价值。实验结果表明,所提方法在噪声检测和高价值数据识别任务中普遍优于传统方法,尤其在强时序设置下优势更明显,有效提升了数据估值的准确性和鲁棒性。
原文摘要 · Abstract (English)
With the rapid development of machine learning applications on time-series data, accurately assessing the value of training samples has become essential for data selection, noise detection, and model optimization. However, traditional data valuation methods usually assume that samples are independent and identically distributed, and thus ignore the time-varying nature of sample value in time-series data. This paper proposes an improved temporal Shapley data valuation method that enables accurate sample valuation for time-series data through a temporal decay mechanism and a multi-scale fusion strategy. Specifically, we propose three progressively enhanced temporal Shapley methods. Temporal-Decay Shapley (TDS) incorporates temporal information into Shapley value computation through exponential decay weights; the improved TDS adopts power exponential decay to better adapt to nonlinear temporal drift; and Multi-Scale Temporal-Decay Shapley (MS-TDS) constructs a multi-scale fusion mechanism that balances the value of short-term hotspot samples and long-term foundational samples through parallel multi-scale valuation and sample-level adaptive fusion. Experimental results show that the proposed methods generally outperform traditional methods in noise detection and high-value data identification tasks, with more evident advantages under most strongly temporal settings, thereby effectively improving the accuracy and robustness of data valuation.
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