通过保留残差归属,提升异构表示学习的收益与稳定性。
Residual Algebra for Representation-Preserving Learning

- 引入残差代数,让每个表示独立保留残差坐标系。
- 在真实股票数据上提升收益率至19.10%,夏普比达2.09。
- 适合需要精准残差分析与多源信息融合的研究者。
从异构表示中学习通常简化为特征拼接,导致无法区分各表示产生的误差来源。本文提出残差代数,使每个表示保持自身坐标系并拥有未解决的残差,直至显式聚合边界。Fold将表示实例化为10×10秩网格上的时点条件均值场,FPRC-PQ通过松弛-聚合-闭合流程:各场先拟合自身残差修正,修正后的场在固定均值处交汇,共享学习器仅关闭聚合后的新残差。我们形式化聚合为零和重分配核的商空间,刻画合法聚合算子为在其陪集上恒定的算子。结果实现表示、局部残差估计与残差的残差估计分离,带来总体方差降低与一阶耦合路径均值正交性。Rumination-B与Rumination-H扩展代数,引入有限修正与反馈机制。在367万条中国A股日度观测(2023–2026,冻结时点协议)下,FPRC-PQ将净成本后收益率从13.52%提升至19.10%,夏普比率从1.42升至2.09,优于同容量统一残差、无身份两阶段、仅成对对比等控制组。增益源于显式残差所有权与组合,而非额外特征或树结构。
原文摘要 · Abstract (English)
Learning from heterogeneous representations is often reduced to feature concatenation, erasing which representation produced each error. We propose residual algebra, in which each representation retains its coordinate system and owns its unresolved residual until an explicit aggregation boundary. Fold instantiates representations as point-in-time conditional-mean fields on 10x10 rank grids, and FPRC-PQ composes them through relax-aggregate-close: each field first fits a correction to its own residual, corrected fields then meet at a fixed mean, and a shared learner closes only the aggregate's fresh residual. We formalize aggregation as a quotient by the zero-sum redistribution kernel, characterizing legal post-aggregation operators as those constant on its cosets. The resulting composition separates representation, local residual estimation, and residual-of-residual estimation, with population variance reduction and first-order coupled-path mean orthogonality. Rumination-B and Rumination-H extend the algebra with quotient-legal finite correction and feedback. On 3.67M Chinese A-share stock-day observations (2023-2026) under a frozen point-in-time protocol, FPRC-PQ raises net-of-cost return from 13.52% to 19.10% and Sharpe from 1.42 to 2.09, outperforming matched-capacity, unified-residual, identity-free two-stage, and pairwise-only controls. The gain is thus attributable to explicit residual ownership and composition rather than additional features or trees.
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