arXiv:2607.25441cs.LG2026-07

用费舍尔信息纠正数据分块带来的分布偏移,提升模型泛化能力。

PIcsC: Partitioning-Induced Covariate Shift Correction

论文配图:PIcsC: Partitioning-Induced Covariate Shift Correction
图 1 · 摘自论文原文
  • 基于费舍尔信息矩阵估算分区间分布差异,作为优化过程中的正则项。
  • 在40多个数据集上,碎片化场景下性能下降减少超20%和25%。
  • 适用于联邦学习等分布式场景,无需个性化调整且效果优于主流方法。

训练数据分块导致的协变量偏移会干扰交叉验证、持续学习和联邦学习中的模型选择与参数估计。本文提出基于费舍尔信息的正则化框架PIcsC,用于缓解数据分块与参考分布间的分布不匹配。PIcsC利用费舍尔信息矩阵(FIM)近似分区间的分布差异,并将该统计量作为正则项引入优化过程。该方法既适用于集中式分块数据(如批次或交叉验证折),也适用于天然分布的数据(如联邦客户端或去中心化节点),仅需本地梯度统计量而非原始数据。我们进一步引入条件自适应机制,结合FIM偏移与KL散度检测显著分布偏移,并仅在必要时激活正则化。在40多个数据集上的实验表明,无论是自然还是合成的协变量偏移,均取得一致改进。在碎片化批处理和折划分设置下,性能退化分别降低超过20%和25%;在7个联邦学习基准测试中,始终优于FedAvg、FedProx和SCAFFOLD,提升3-5个百分点,且无需客户端个性化。结果表明,费舍尔信息提供了一种有效且统一的机制,可跨集中式与分布式学习缓解分区诱导的协变量偏移。

原文摘要 · Abstract (English)

Covariate shift across training-data partitions biases model selection and parameter estimation in cross-validation, lifelong learning, and federated learning. We propose \textit{Partition-Induced Covariate-shift Correction} (\texttt{PIcsC}), a Fisher information-based regularization framework that mitigates distribution mismatch between data partitions and a reference distribution. \texttt{PIcsC} approximates partition divergence using the Fisher Information Matrix (FIM) and incorporates the resulting statistic as a regularizer during optimization. The same formulation applies to both centrally partitioned datasets (batches or cross-validation folds) and inherently distributed data (federated clients or decentralized nodes), requiring only partition-local gradient statistics rather than raw data. We further introduce a conditional adaptation mechanism that combines FIM shift with KL divergence to detect significant distribution shifts and activates regularization only when necessary. Experiments on more than 40 datasets demonstrate consistent improvements under both natural and synthetic covariate shift. On fragmented batch and fold settings, \texttt{PIcsC} reduces fragmentation-induced performance degradation by more than 20\% and 25\%, respectively. On seven federated learning benchmarks, it consistently outperforms FedAvg, FedProx, and SCAFFOLD by 3 -5 percentage points without requiring client-specific personalization. These results demonstrate that Fisher information provides an effective and unified mechanism for mitigating partition-induced covariate shift across both centralized and distributed learning.

联邦学习分布偏移正则化费舍尔信息

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