提出无需调参的分组条件在线校准方法,提升模型在数据漂移下的公平性与可靠性。
Parameter-Free and Group Conditional Online Conformal Prediction
- 设计免调参的分组条件在线校准算法,实现不同数据组别的精准误差控制。
- 在合成与真实数据上验证,预测区间大小媲美调优后的传统方法。
- 适合对公平性与鲁棒性要求高的实际部署场景,如医疗或金融系统。
不确定性量化(UQ)对于机器学习模型在数据分布随时间变化的真实场景中部署至关重要。在线校准预测(OCP)方法虽能应对这一挑战,但通常需在分组误差控制或学习率无关性之间权衡。分组条件覆盖对不同数据子集的公平性及更精细的不确定性保证至关重要。免调参优化则对对抗性与未知数据漂移具有更强鲁棒性。本文提出一种免调参的分组条件在线校准算法,证明其可达到最优的分组条件覆盖保证。我们在合成数据和真实数据上进行了评估,结果表明该方法不仅提升了现有免调参OCP方法的可靠性,且预测区间大小与经过良好调参的分组条件方法相当。通过统一分组条件覆盖与免调参在线算法,本工作为动态环境中的公平且鲁棒的不确定性量化奠定了基础。
原文摘要 · Abstract (English)
Uncertainty quantification (UQ) is critical for the deployment of machine learning predictors in real-world scenarios where the data distribution may shift over time (i.e., data may not be exchangeable). Online conformal prediction (OCP) methods address this issue at the expense of either (i) group-wise error control or (ii) learning-rate independent implementation. Group-conditional coverage is essential for fairness across different collections of data points and for providing finer UQ guarantees. Parameter-free optimization is crucial for robustness to adversarial and unknown data shifts. We propose a parameter-free algorithm for group-conditional OCP and demonstrate that it achieves the best group-conditional coverage guarantees. We evaluate our algorithm on synthetic and real-world data, demonstrating that our method not only improves the reliability of existing parameter-free OCP methods but also provides prediction intervals that are comparable in size to well-tuned group-conditional approaches. By unifying group-conditional coverage with parameter-free online algorithms, our work lays a foundation for fair and robust uncertainty quantification in shifting environments.
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