Learning to Defer in Non-Stationary Time Series via Switching State-Space Models

arXiv:2601.22538v2 Announce Type: replace Abstract: Learning-to-defer (L2D) routes each decision to a system's own predictor or to an external expert. Streaming time-series settings break the offline-L2D assumptions: the data are non-stationary, expert availability shifts over time, and the internal predictor is trained online. We propose L2D-SLDS, a one-stage online L2D framework based on a factorized switching linear-Gaussian state-space model over all potential residuals: a discrete regime, a shared global factor, and per-expert idiosyncratic states. The always-observed internal residual co

Source: arXiv cs.LG — read the full report at the original publisher.

This is a curated wire item. The Continuum Brief does not republish full third-party articles; this entry links to the original source.