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arXiv 2608.22221cs.LG

时间观测协议的反事实评估

Counterfactual Evaluation of Temporal Observation Protocols

Xizhe Zhang

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中文总结 AI 辅助

该研究探讨时间观测协议的反事实评估,提出特定价值的识别理论,结合模拟和真实数据集分析,为未部署协议的观测设计提供支撑。

中文摘要 AI 辅助

我们研究反事实协议评估:在已实现的观测协议下收集的数据是否能确定从未部署过的替代方案的预测价值。协议价值是,从替代方案将收集的测量值中预测固定轨迹级目标的贝叶斯最优预测器的总体R²。我们表明,即使是无限的基准数据也不一定能确定该价值:不同的潜在协方差结构可以诱导相同的基准测量-目标规律,同时对同一替代方案赋予不同的价值。我们开发了一种特定于价值的识别理论,其中只有改变替代方案价值的潜在歧义才重要。对于线性目标,不可见的协方差方向可证明非识别,而有针对性的测量可以在不恢复完整潜在协方差的情况下恢复识别;精确的排列构造将结果扩展到非线性聚合目标。对于有限的密集校准数据,均匀误差界控制协议选择的遗憾和可区分的价值差距。精确的边际收益随后支持成本受限、目标感知的观测设计。对Sleep-EDF和Long-Term AF的模拟和回顾性分析表明,与从有限数据中选择的精细布置相比,广泛的时间布局差异可以更可靠地区分。总之,这些结果为未部署协议建立了识别、校准分辨率和观测设计之间的联系。

英文摘要

We study counterfactual protocol evaluation: whether data collected under a realised observation protocol determine the predictive value of alternatives that were never deployed. Protocol value is the population $R^2$ of the Bayes-optimal predictor of a fixed trajectory-level target from the measurements an alternative would collect. We show that even infinite benchmark data need not determine this value: distinct latent covariance structures can induce the same benchmark measurement--target law while assigning different values to the same alternative. We develop a value-specific identification theory in which only latent ambiguity that changes the alternative's value matters. For linear targets, invisible covariance directions certify non-identification, while targeted measurements can restore identification without recovering the full latent covariance; an exact permutation construction extends the result to nonlinear aggregate targets. With finite dense calibration data, uniform error bounds control protocol-selection regret and distinguishable value gaps. Exact marginal gains then support cost-constrained, target-aware observation design. Simulations and retrospective analyses of Sleep-EDF and Long-Term AF show that broad temporal-layout differences can be more reliably distinguished than fine placements selected from finite data. Together, these results connect identification, calibration resolution and observation design for undeployed protocols.

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