论文标题
部分可观测时空混沌系统的无模型预测
Robust PAC$^m$: Training Ensemble Models Under Misspecification and Outliers
论文作者
论文摘要
已知标准的贝叶斯学习在错误指定下具有次优的概括能力,并且在存在异常值的情况下。 PAC-Bayes理论表明,在假设未由异常值的采样分布的假设下,贝叶斯学习最小化的自由能标准是绑定了Gibbs预测因子的概括误差(即,从后部随机绘制的单个模型)的束缚。当模型被弄清楚,需要结合以及数据受异常值的影响时,该观点为贝叶斯学习的局限性提供了理由。在最近的工作中,Pac-Bayes界限(称为PAC $^m $)被得出来引入自由能量指标,以说明集合预测变量的性能,从而在错误指定下获得增强的性能。这项工作提出了一种新颖的强大自由能标准,将广义对数得分功能与PAC $^m $合奏界结合在一起。拟议的自由能训练标准产生的预测分布能够同时抵消错误指定的有害影响 - 相对于可能性和先前的分布以及异常值。
Standard Bayesian learning is known to have suboptimal generalization capabilities under misspecification and in the presence of outliers. PAC-Bayes theory demonstrates that the free energy criterion minimized by Bayesian learning is a bound on the generalization error for Gibbs predictors (i.e., for single models drawn at random from the posterior) under the assumption of sampling distributions uncontaminated by outliers. This viewpoint provides a justification for the limitations of Bayesian learning when the model is misspecified, requiring ensembling, and when data is affected by outliers. In recent work, PAC-Bayes bounds -- referred to as PAC$^m$ -- were derived to introduce free energy metrics that account for the performance of ensemble predictors, obtaining enhanced performance under misspecification. This work presents a novel robust free energy criterion that combines the generalized logarithm score function with PAC$^m$ ensemble bounds. The proposed free energy training criterion produces predictive distributions that are able to concurrently counteract the detrimental effects of misspecification -- with respect to both likelihood and prior distribution -- and outliers.