在数据被污染时,仍能精准定位变化点并缩小置信区间。
Conformal Changepoint Localization and Root Cause Analysis with Corrupted Observations

- 基于不确定性信号加权,动态降低异常观测影响
- 在保持目标覆盖率前提下,显著缩小置信集大小
- 适合对可靠性要求高的工业监控与安全系统
检测工程系统统计行为的变化并识别责任组件,是通信网络、机器人平台、安全基础设施和多智能体系统监控的核心问题。在安全与任务关键型部署中,决策必须附带统计可靠性保证,而非仅依赖点估计。非参数化方法如符合性变化点定位(CONCH)和符合性根因分析(CROC)可提供包含真实变化点或根因流的置信集,且覆盖概率由用户指定。然而实践中观测常受污染,如异常值、传感器故障或对抗扰动。尽管这些方法在有限样本下对污染仍具鲁棒性,但置信集可能变得过大而无用。本文采用Huber型污染模型,提出加权CONCH(W-CONCH)与加权CROC(W-CROC),通过降低可能被污染观测的权重来减小置信集大小。权重机制基于对未知污染数据密度的严格边界推导,利用已有二阶分类器不确定性信号(如证据深度学习或贝叶斯学习输出)。进一步引入元学习机制,优化可微代理目标以最小化置信集大小。在图像基及真实世界变化点与根因分析基准上的实验表明,基于不确定性的加权能显著缩小置信集,同时维持目标覆盖概率。
原文摘要 · Abstract (English)
Detecting when the statistical behavior of an engineered system changes, and identifying which component is responsible, are core problems in the monitoring of telecommunication networks, robotic platforms, security infrastructure, and multi-agent systems. In safety- and mission-critical deployments, such decisions must be accompanied by statistical reliability guarantees rather than by point estimates alone. Conformal changepoint localization (CONCH) and conformal root cause analysis (CROC) meet this need by returning confidence sets that contain the true changepoint, or the true root-cause stream, with a user-specified probability, without parametric assumptions on the data-generating process. In practice, however, observations are frequently corrupted, e.g., by outliers, sensor faults, or adversarial perturbations. While the finite-sample coverage of these procedures is preserved under contamination, the resulting confidence sets can become uninformatively large. Adopting a Huber-type contamination model, this paper proposes weighted CONCH (W-CONCH) and weighted CROC (W-CROC), which downweight observations that are likely to be corrupted with the goal of reducing confidence set size when data may be corrupted. The weighting mechanism, derived from a formal bound on the unknown corrupted data densities, leverages pre-existing second-order classifier-based uncertainty signals, such as those produced by evidential deep learning or Bayesian learning. W-CONCH and W-CROC are further generalized by introducing a meta-learning procedure for the weights that optimizes a differentiable surrogate of the confidence set size. Experiments on image-based and real-world changepoint and root-cause benchmarks show that uncertainty-based weighting substantially reduces confidence set size while maintaining the target coverage.
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