{"title":"定量学习,然后测试:基于定量的超参数优化风险控制","authors":"Amirmohammad Farzaneh;Sangwoo Park;Osvaldo Simeone","doi":"10.1109/LSP.2024.3486238","DOIUrl":null,"url":null,"abstract":"The increasing adoption of Artificial Intelligence (AI) in engineering problems calls for the development of calibration methods capable of offering robust statistical reliability guarantees. The calibration of black box AI models is carried out via the optimization of hyperparameters dictating architecture, optimization, and/or inference configuration. Prior work has introduced learn-then-test (LTT), a calibration procedure for hyperparameter optimization (HPO) that provides statistical guarantees on average performance measures. Recognizing the importance of controlling risk-aware objectives in engineering contexts, this work introduces a variant of LTT that is designed to provide statistical guarantees on quantiles of a risk measure. We illustrate the practical advantages of this approach by applying the proposed algorithm to a radio access scheduling problem.","PeriodicalId":13154,"journal":{"name":"IEEE Signal Processing Letters","volume":"31 ","pages":"3044-3048"},"PeriodicalIF":3.2000,"publicationDate":"2024-10-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Quantile Learn-Then-Test: Quantile-Based Risk Control for Hyperparameter Optimization\",\"authors\":\"Amirmohammad Farzaneh;Sangwoo Park;Osvaldo Simeone\",\"doi\":\"10.1109/LSP.2024.3486238\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The increasing adoption of Artificial Intelligence (AI) in engineering problems calls for the development of calibration methods capable of offering robust statistical reliability guarantees. The calibration of black box AI models is carried out via the optimization of hyperparameters dictating architecture, optimization, and/or inference configuration. Prior work has introduced learn-then-test (LTT), a calibration procedure for hyperparameter optimization (HPO) that provides statistical guarantees on average performance measures. Recognizing the importance of controlling risk-aware objectives in engineering contexts, this work introduces a variant of LTT that is designed to provide statistical guarantees on quantiles of a risk measure. We illustrate the practical advantages of this approach by applying the proposed algorithm to a radio access scheduling problem.\",\"PeriodicalId\":13154,\"journal\":{\"name\":\"IEEE Signal Processing Letters\",\"volume\":\"31 \",\"pages\":\"3044-3048\"},\"PeriodicalIF\":3.2000,\"publicationDate\":\"2024-10-24\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"IEEE Signal Processing Letters\",\"FirstCategoryId\":\"5\",\"ListUrlMain\":\"https://ieeexplore.ieee.org/document/10734190/\",\"RegionNum\":2,\"RegionCategory\":\"工程技术\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"ENGINEERING, ELECTRICAL & ELECTRONIC\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"IEEE Signal Processing Letters","FirstCategoryId":"5","ListUrlMain":"https://ieeexplore.ieee.org/document/10734190/","RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"ENGINEERING, ELECTRICAL & ELECTRONIC","Score":null,"Total":0}
Quantile Learn-Then-Test: Quantile-Based Risk Control for Hyperparameter Optimization
The increasing adoption of Artificial Intelligence (AI) in engineering problems calls for the development of calibration methods capable of offering robust statistical reliability guarantees. The calibration of black box AI models is carried out via the optimization of hyperparameters dictating architecture, optimization, and/or inference configuration. Prior work has introduced learn-then-test (LTT), a calibration procedure for hyperparameter optimization (HPO) that provides statistical guarantees on average performance measures. Recognizing the importance of controlling risk-aware objectives in engineering contexts, this work introduces a variant of LTT that is designed to provide statistical guarantees on quantiles of a risk measure. We illustrate the practical advantages of this approach by applying the proposed algorithm to a radio access scheduling problem.
期刊介绍:
The IEEE Signal Processing Letters is a monthly, archival publication designed to provide rapid dissemination of original, cutting-edge ideas and timely, significant contributions in signal, image, speech, language and audio processing. Papers published in the Letters can be presented within one year of their appearance in signal processing conferences such as ICASSP, GlobalSIP and ICIP, and also in several workshop organized by the Signal Processing Society.