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arXiv 2402.13655cs.LG
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回归树的稳定更新

Stable Update of Regression Trees

University of Bergen(卑尔根大学);Equinor(Equinor公司)

Morten Blørstad, Berent Å. S. Lunde, Nello Blaser

AI总结:

本文针对回归树更新中的稳定性问题,提出基于初始模型不确定性加权的正则化方法,通过超参数平衡可预测性与经验稳定性,实验证明该方法能在保持或提升预测性能的同时显著提高更新稳定性。

摘要:

使用新信息更新机器学习模型通常会提高其预测性能,但在许多应用中,也希望避免模型预测变化过大。这一性质被称为稳定性。在大多数稳定性重要的场景中,可解释性同样重要。因此,我们聚焦于一种天然可解释的机器学习方法,即回归树的稳定性。我们旨在利用经验稳定性的概念,并设计用于更新回归树的算法,从而在可预测性与经验稳定性之间提供一种平衡方式。为实现这一目标,我们提出了一种正则化方法,其中数据点根据初始模型中的不确定性进行加权。可预测性与经验稳定性之间的平衡可以通过超参数进行调整。该正则化方法在损失和稳定性方面进行了评估,并在广泛的数据特征上进行了评测。结果表明,所提出的更新方法在实现相似或更好预测性能的同时提高了稳定性。这表明在更新回归树时,同时获得预测性结果和稳定性结果是可能的。

英文摘要:

Updating machine learning models with new information usually improves their predictive performance, yet, in many applications, it is also desirable to avoid changing the model predictions too much. This property is called stability. In most cases when stability matters, so does explainability. We therefore focus on the stability of an inherently explainable machine learning method, namely regression trees. We aim to use the notion of empirical stability and design algorithms for updating regression trees that provide a way to balance between predictability and empirical stability. To achieve this, we propose a regularization method, where data points are weighted based on the uncertainty in the initial model. The balance between predictability and empirical stability can be adjusted through hyperparameters. This regularization method is evaluated in terms of loss and stability and assessed on a broad range of data characteristics. The results show that the proposed update method improves stability while achieving similar or better predictive performance. This shows that it is possible to achieve both predictive and stable results when updating regression trees.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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