AI & ML
Robust Residual Correction via Selective Deployment for Time Series Forecasting
arXiv stat.ML0 views
arXiv:2512.22428v3 Announce Type: replace-cross Abstract: Post-hoc residual correction can reduce forecasting error, but always-on updates often fail to generalize: when residual signals are weak or noisy, expressive correctors can overfit and even increase the overall forecasting errors. We introduce CRC, a robust residual correction framework that couples a hybrid corrector with a validation-calibrated selective deployment rule. CRC proposes corrections via a conservative ridge "floor" plus conditional nonlinear refinement, but deploys them only when held-out evidence indicates net error reduction over a frozen baseline forecaster. CRC treats when to revise a forecast as a validation-calibrated deployment decision, not only how to fit residuals. Across standard long-sequence benchmarks and multiple backbones, CRC improves horizon-averaged MSE and MAE in most dataset-backbone pairs, with particularly large gains on complex datasets (e.g., over 20% relative MSE reduction on Traffic). We additionally report the non-degradation rate (NDR) as a stability diagnostic of harmful updates and ablate the validation-calibrated "firewall" that stabilizes MSE gains.
Source:https://arxiv.org/abs/2512.22428PreviousDifferential Privacy as a Perk: Federated Learning over Multiple-Access Fading Channels with a Multi-Antenna Base StationNextA Jointly Efficient and Near-Optimal Algorithm for Heteroskedastic Generalized Linear Bandits with Adversarial Corruptions
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