arXiv:2605.11490cs.LGstat.ML2026-05被引 1

自适应校准算法能在非平稳环境中自动调整精度,兼顾稳定与对抗场景。

Adaptive Calibration in Non-Stationary Environments

  • 基于分段调度与非均匀预测空间划分,动态调整校准策略。
  • 校准误差随环境非平稳程度平滑变化,最优率达√T至TC^{1/3}量级。
  • 适合需实时校准的在线系统,如金融预测、智能决策等场景。

在现代AI系统中,实现在线校准预测是一个核心挑战。现有研究多关注完全对抗性环境,导致算法在更温和的近似平稳环境下表现不佳。本文提出可自适应环境非平稳性的在线预测算法,其校准误差能平滑介于独立同分布(i.i.d.)与全对抗情形之间。给定轮数T、未知的i.i.d.段数K,以及未知的非平稳度量C(定义为均值结果的最小ℓ₁偏差),所提算法在ℓ₁校准误差上达到˜O(min{√T + (TC)^{1/3}, √KT}),在ℓ₂与伪KL校准误差上达到˜O(min{(1+C)^{1/3}, K})。这些界在平稳情况(C=0, K=1)下达到最优,并在全对抗情形(C,K=Ω(T))下恢复已有结果。方法基于并扩展先前工作,引入基于轮次的调度机制与新颖的非均匀预测空间划分,对真实值附近分配更高分辨率。

原文摘要 · Abstract (English)

Making calibrated online predictions is a central challenge in modern AI systems. Much of the existing literature focuses on fully adversarial environments where outcomes may be arbitrary, leading to conservative algorithms that can perform suboptimally in more benign settings, such as when outcomes are nearly stationary. This gap raises a natural question: can we design online prediction algorithms whose calibration error automatically adapts to the degree of non-stationarity in the environment, smoothly interpolating between i.i.d. and adversarial regimes? We answer this question in the affirmative and develop a suite of algorithms that achieve adaptive calibration guarantees under multiple calibration measures. Specifically, with $T$ being the number of rounds, $K$ being the unknown number of i.i.d. segments of the environment, and $C\in[0,T]$ being another unknown non-stationary measure defined as the minimal $\ell_1$ deviation of the mean outcomes, our algorithms attain $\widetilde{O}(\min\{\sqrt{T}+(TC)^{\frac{1}{3}}, \sqrt{KT}\})$ for $\ell_1$ calibration error and $\widetilde{O}(\min\{(1+C)^{\frac{1}{3}}, K\})$ for both $\ell_2$ and pseudo KL calibration error. These bounds match the optimal rates in the stationary case ($C=0$ and $K=1$) and recover known guarantees in the fully adversarial regime ($C, K=Ω(T)$). Our approach builds on and extends prior work [Hu et al., 2026, Luo et al., 2025], introducing an epoch-based scheduling together with a novel non-uniform partition of the prediction space that allocates finer resolution near the underlying ground truth.

在线学习校准非平稳自适应

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