针对事件预测的时间敏感性,设计了带权重的损失函数以提升报警准确性。
Weighted Score-Oriented Losses for Temporally Localized Event Prediction

- 基于期望混淆矩阵设计可微分的加权评分损失,考虑时间位置影响。
- 在三个时序事件数据集上,相比交叉熵和未加权损失,性能显著提升。
- 适合异常检测、预警系统等对报警时机敏感的应用场景。
实际事件检测系统很少仅通过点对点准确率评估。在异常检测、变化点检测和预警系统中,警报的效用取决于其相对于事件发生时间的位置,导致评分与损失不匹配。神经网络通常使用交叉熵等经典损失函数训练,而部署决策则通过阈值化预测、后处理规则合并警报,并采用基于检测窗口和误报成本的事件级指标评估。本文研究了一种面向事件预测的时间局部化加权评分损失(wSOL)方法。基于期望混淆矩阵的评分损失及Marchetti等人提出的加权SOL框架,引入时间权重:降低临近事件的误报惩罚,若事件前已有合理警报,则减轻漏报惩罚。该目标函数对网络输出可微,可通过反向传播优化,且可适配平衡准确率、真实技能统计、F1、关键成功指数等混淆矩阵指标。在三个时序事件预测与检测基准数据集上,对比交叉熵、未加权评分损失和wSOL,结果表明当评估效用具有时间局部性且未被点标签编码时,wSOL能有效提升性能。
原文摘要 · Abstract (English)
Operational event-detection systems are rarely assessed by pointwise accuracy alone. In anomaly detection, changepoint detection, and warning systems, the utility of an alarm depends on its temporal position relative to an event. This produces a score-loss mismatch. Neural networks are commonly trained with classical loss functions, such as cross-entropy, whereas deployment decisions are obtained by thresholding network predictions, merging alarms through post-processing rules, and evaluating them with event-based metrics defined by detection windows and false-alarm costs. This paper studies a temporally localized specialization of weighted score-oriented loss (wSOL) for event prediction. Starting from score-oriented losses based on expected confusion matrices and from the weighted SOL framework of Marchetti et al., we consider temporal weights that discount near-event false positives and reduce false-negative penalties when an event is preceded by an admissible alarm. The resulting objective is differentiable with respect to the network predictions, and therefore can be optimized by back-propagation. It can be instantiated with balanced accuracy, true skill statistic, F1, critical success index, and related confusion-matrix scores. We evaluate the proposed approach by comparing cross-entropy, unweighted score-oriented loss, and wSOL on three benchmark datasets for time-series event prediction and detection. The results show that wSOL can improve performance when the evaluation utility is localized in time and is not already encoded by the pointwise labels.
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