arXiv:2608.23480stat.MLcs.LG2026-08

提出可保证性能的实时风险分类方法,兼顾准确率与监控成本。

Primal--Dual Alternating Neural Learning for Timely Classification with Performance Guarantees

论文配图:Primal--Dual Alternating Neural Learning for Timely Classification with Performance Guarantees
图 1 · 摘自论文原文
  • 用递归值函数建模每时刻的分类与继续监测权衡
  • 在预设敏感度与成本下最大化特异度,实测效果良好
  • 适合临床场景中需平衡及时性与可靠性的决策任务

实时风险分类在临床监测中至关重要,需在早期干预收益与持续观察价值间权衡。现有统计与机器学习方法多基于完整观测轨迹,难以控制敏感度、特异度和监控成本等关键指标。本文将序列分类问题置于多目标优化框架下,通过值递归刻画各时点的即时分类与持续监测的权衡关系。为从数据中估计最优决策规则,构建约束优化问题:在满足预设敏感度和监控成本的前提下最大化特异度。提出基于循环神经网络逼近动态价值过程,并采用原始-对偶更新机制确保性能约束。模拟研究及连续血糖监测预测低血糖风险的应用表明,该方法能生成符合预期操作特征的精确且及时的序列决策规则。

原文摘要 · Abstract (English)

Timely risk classification is essential in many clinical monitoring settings, where decisions must balance the benefit of classifying patients early for subsequent intervention against the value of observing additional data. Yet most existing statistical and machine-learning methods are designed for fully observed trajectories and offer limited control over key operating characteristics such as sensitivity, specificity, and monitoring cost. We cast the sequential classification problem within a multi-objective optimization framework targeting these three criteria. We characterize the optimal decision rule through a value recursion that quantifies, at each time point, the trade-off between immediate classification and continued monitoring. To estimate the rule from data, we formulate a constrained optimization problem that maximizes specificity while enforcing prespecified sensitivity and monitoring-cost constraints. We then develop an estimation procedure that employs a recurrent neural network to approximate the evolving value processes and a primal--dual updating scheme to satisfy the performance constraints. Through simulation studies and an application to continuous glucose monitoring for hypoglycemia risk prediction, we demonstrate that the proposed method yields accurate and timely sequential decision rules that adhere to the desired operating characteristics.

序列分类临床决策优化算法风险预测

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