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Instance-Conditional Timescales of Decay for Non-Stationary Learning

AAAI 2024 · Probabilistic and scientific modeling › Molecules and proteins · approach: Prediction-powered and conformal inference · 5 citations (OpenAlex)

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Proposes MuScaTeL, which learns an instance-conditional scorer over a mixture of exponential time-decay bases, trained via a nested bilevel objective to maximize forward transfer under slow concept drift.

Problem

Slow concept drift in batch and continual learning: naive recency weighting or exponential downweighting of past data loses useful information, while equal weighting overemphasizes stale data.

Approach

Model instance importance as a learned, instance-conditional linear mixture of exponential time-decay bases (g(x)^T exp(-a(T-t))), with the scorer network trained by a bilevel objective that minimizes loss on a small post-training validation window so that the classifier maximizes forward transfer.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use instance-conditional multiscale temporal weighting instead of RhoLossGeo · Geo Year 5accuracy: 43.3 -> 47.2Helped
Use instance-conditional multiscale temporal weighting instead of ERMFMoW · FMoW OODaccuracy: 54.07 -> 56.95Helped
Use instance-conditional multiscale temporal weighting instead of the strongest listed baselineWild-Time · Yearbook OODaccuracy: 83.65 -> 82.78Hurt
Use instance-conditional multiscale temporal weighting instead of the strongest listed baselineWild-Time · MIMIC OODaccuracy: 61.33 -> 64.12Helped
Use instance-conditional multiscale temporal weighting instead of SDRIFTRegression datasets · WindRMSE: 0.95 -> 0.95No clear effect
Use instance-conditional multiscale temporal weighting instead of SDRIFTRegression datasets · AirlineRMSE: 0.94 -> 0.92Helped
Add instance-specific weights to exponential age weighting (ablation)MuScaTeL temporal weighting · GeoaccuracyHelped
Use multiple exponential timescales instead of a single exponential timescale (ablation)MuScaTeL temporal weighting · GeoaccuracyHelped
Add temporal information to instance-only weights (ablation)Inst weighting · GeoaccuracyHelped
Separate temporal decay from the scorer instead of feeding timestamp directly to the scorer (ablation)Inst-time weighting · GeoaccuracyHelped
Use linear downweighting instead of exponential multiscale decay (ablation)MuScaTeL temporal weighting · GeoaccuracyHurt
Use a scorer that takes instance and time jointly rather than separated instance and temporal components (ablation)MuScaTeL scorer · GeoaccuracyHurt

Surprising findings

Limitations

Experimental setup

Datasets: YFCC100M geolocalization (GEO) Wild-Time (Yearbook, FMoW-time, MIMIC, Huffpost, arxiv) CLEAR-100 SDRIFT regression datasets (Wind, Airline, Gas, News, Traffic)

Benchmarks: GEO geolocalization Wild-Time CLEAR-100 SDRIFT regression datasets

Metrics: classification accuracy error rate RMSE

Baselines: ERM MetaWeightNet Fast sample reweighting RHO-loss GroupDRO CORAL IRM LISA mixup Reservoir Sampling MiR GDUMB

Builds on: MetaWeightNet RHO-loss Wild-Time benchmark PoLRS GradCAM

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