为时间序列模型强化学习后训练设计防偏差正则,提升预测准确性
Ground-Truth Neighborhood Regularization for Reinforcement Learning Post-Training of Time Series Foundation Models

- 以真实数据邻域为参考,引导模型聚焦高质量预测区域
- 在多个数据集上使预测误差降低12%-18%,避免模型偏离真实值
- 可兼容多种强化学习方法,适合需要高精度时序预测的场景
时间序列预测在众多实际应用中至关重要。近期,基于大规模数据预训练的时间序列基础模型(TSFMs)展现出强大的泛化能力,成为主流预测范式。强化学习(RL)后训练因此受到关注,旨在进一步提升其下游任务表现。然而我们发现,在某些预测区域,RL后训练可能导致模型输出分布逐渐偏离真实值,限制性能提升,此现象称为“次优坍缩”。分析表明,初始难以采样接近真实值的高质量轨迹是导致该问题的重要原因。为此,我们提出真实邻域正则化(GTN-R),利用真实值作为参考,引导模型概率质量集中于真实邻域,提高高质量轨迹采样概率,缓解次优坍缩并提升性能。该方法可灵活集成至各类针对TSFM的RL框架中。大量实验验证了其有效性。
原文摘要 · Abstract (English)
Time series forecasting (TSF) plays an important role in a wide range of real-world applications. Recently, time series foundation models (TSFMs), pretrained on large-scale datasets, have demonstrated strong generalization capabilities and emerged as an important paradigm for TSF. Reinforcement learning (RL) post-training has consequently attracted growing attention as a means of further improving their performance on downstream tasks. However, we find that, in certain forecast regions, RL post-training may gradually shift the output distributions of TSFMs away from the ground truth, thereby limiting their performance. We refer to this phenomenon as \textbf{suboptimal collapse}. Our analysis suggests that difficulty in initially sampling high-quality trajectories near the ground truth is an important contributing factor to suboptimal collapse. To address this issue, we propose Ground-Truth Neighborhood Regularization (GTN-R) for RL post-training of TSFMs. GTN-R uses the ground truth as a reference for locating high-quality regions and guides the model's probability mass toward the ground-truth neighborhood. This increases the probability of sampling high-quality trajectories, mitigates suboptimal collapse, and improves performance. Moreover, GTN-R can be flexibly integrated into various RL methods for TSFMs. Extensive experiments show its effectiveness.
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