arXiv:2606.18778cs.LGstat.ML2026-06

无需假设模型,实时预测数据分布变化与干扰。

Online Distributional Prediction via Latent Cluster Geometry Under Drift and Corruption

  • 用可变聚类结构表示分布,通过贝叶斯平均在线更新。
  • 在漂移和干扰下,累积Wasserstein损失呈亚线性增长。
  • 适合动态分布场景,如金融、传感器流数据监测。

非平稳数据流中的在线学习通常仅追踪点估计,但许多应用需预测完整的数据生成分布。本文研究在漂移和对抗性干扰下的在线分布预测。方法通过潜在聚类几何表示候选分布:由可变数量中心构成的配置,组织概率质量并生成预测分布。基于此的吉布斯拟后验通过后验平均实现在线预测,可变维后验利用可逆跳跃MCMC采样。该方法无需指定参数化流模型,同时保持结构化潜在空间以支持不确定性建模、正则化与比较。通过累积Wasserstein-1损失与时间变化的真实分布对比评估性能。分析分离出两种影响:干扰扰动基于损失的后验更新,漂移导致长时记忆失效。针对后者引入重启变体,实现相同拟贝叶斯更新的时间局部化。高概率界分解为:一个泛化误差项、一个抗干扰的后验扰动项,以及由动态最优传输项驱动的$A_T^{ ext{OT}} = igsum_{t=2}^T W_2^2(p_{t-1}^*, p_t^*)$。在有界支撑、稳定潜在几何、预测映射正则性、真值可实现性、局部重启窗口、亚线性传输作用和亚线性干扰预算条件下,重启预测器达到亚线性累积Wasserstein后悔。所有保证不依赖于流、漂移或干扰过程的参数化模型。

原文摘要 · Abstract (English)

Online learning in non-stationary streams is often formulated as tracking a point estimate, but many applications require predicting the full data-generating distribution. We study online distributional prediction under drift and adversarial corruption. Our approach represents each candidate law through a latent cluster geometry: a variable-size configuration of centers that organizes probability mass and induces a predictive distribution. A Gibbs quasi-posterior over these configurations yields an online predictor by posterior averaging, and the resulting variable-dimensional posterior can be sampled with reversible-jump MCMC. The method therefore avoids specifying a parametric streaming law while retaining a structured latent space for uncertainty, regularization, and comparison. We evaluate performance by cumulative Wasserstein-1 regret against the time-varying true law. The analysis separates two effects: corruption perturbs the loss-based posterior update, whereas drift makes long-horizon posterior memory stale. We address the latter with a restarted variant that temporally localizes the same quasi-Bayesian update. The resulting high-probability bounds decompose into a PAC-Bayesian complexity term, a corruption-sensitive posterior perturbation term, and a dynamic optimal-transport term driven by \(A_T^{\mathrm{OT}}=\sum_{t=2}^T W_2^2(p_{t-1}^*,p_t^*)\). Under bounded support, stable latent geometry, predictive-map regularity, oracle realizability, localized restart windows, sublinear transport action, and sublinear corruption budget, the restarted predictor achieves sublinear cumulative Wasserstein regret. These guarantees require no parametric model for the stream, drift mechanism, or corruption process.

在线学习分布预测漂移检测贝叶斯方法

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