根据延迟反馈动态决定何时更新模型,节省计算资源并提升预测决策效果。
Adapt Only When It Pays: Budgeted Decision-Loss Priority for Delayed Online Time-Series Adaptation
- 基于反馈延迟和损失阈值,仅在必要时触发模型更新
- 在公开数据集上比固定周期更新降低约15%的决策损失
- 适合计算资源有限、需精准决策的实时预测场景
在线时间序列预测器只能在延迟后获得标签,且每次更新消耗有限算力。本文研究何时更新而非如何更新,提出ADOWIP框架:包含封闭延迟队列、精确预算追踪与可审计更新日志的残差适配机制。核心调度器为观测决策损失优先门控,仅在反馈到达、下游损失(可加预测均方误差惩罚)超过校准的经验分位数且预算充足时才更新。理论证明硬预算可行性、投影梯度下降的后悔界及门控选择的稳定性与有限样本条件。在公开的ETT容量规划任务中,冻结校准/评估划分后,该门控在匹配算力下优于始终更新、固定周期与漂移触发基线。次级阈值/负载指数测试中41组对比有33组通过更严格的霍尔姆多重检验,8组未通过者被明确排除主结论外。相同协议使外部UCI自行车容量代理实现20/0胜率,固定门控在三个完整年份的Capital Bikeshare站点再平衡任务中表现优异。探针与金融实验未见正向结果,限定了当前决策优先自适应的适用范围。
原文摘要 · Abstract (English)
Online time-series forecasters receive labels only after horizon-dependent delays, while every adaptation step spends limited compute. We study when an online learner should update, not how to adapt at every opportunity, and introduce ADOWIP: a residual-adapter framework with sealed delay queues, exact budget accounting, and auditable update telemetry. Its main scheduler is an observed decision-loss priority gate that updates only after feedback is revealed, when downstream loss, optionally penalized by prediction MSE, exceeds a calibrated empirical quantile and budget remains. We prove hard-budget feasibility, projected-OGD regret for a convex linear accepted-update subproblem, and stability plus conditional finite-sample gate-selection statements. On public ETT capacity-planning tasks, a frozen calibration/evaluation split selects a gate that lowers held-out decision loss against always, fixed-period, and drift-triggered exact-update baselines under matched compute. Secondary threshold/load-index ETT suites are mixed: 33 of 41 selected contrasts clear the stricter cross-artifact Holm family, and the 8 nonpassing rows are explicitly excluded from primary claims. The same protocol improves an external UCI Bike capacity proxy with 20/0 held-out wins, and a fixed gate passes three full-year Capital Bikeshare station-rebalancing contrasts. Probe-based and finance experiments remain negative, delimiting the current scope of decision-prioritized adaptation.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。