RAEGL: Risk-Aware Evidence-Gated Learning for Selective Contextual Routing under Temporal Shift

Abstract:Contextual specialization can improve forecasting accuracy, but a correction selected on one historical interval may become unreliable under temporal distribution shift. To address this issue, we propose RAEGL, a Risk-Aware Evidence-Gated Learning framework for selective contextual forecasting. RAEGL retains a validated global predictor by default and activates a contextual residual only when pre-deployment evidence supports its use. The framework separates candidate selection from gate calibration and jointly evaluates randomization significance, practically meaningful gain, and temporal stability. Experiments on real-world audits and controlled panels show how RAEGL can prevent harmful contextual deployment while making conservative opportunity costs explicit. In a reconstructed Our World in Data audit, exact fallback avoids RMSE degradations of 0.0960 and 0.0239 caused by two validation-selected corrections. In a sealed World Development Indicators evaluation, a region-based correction passes the randomization test but is withheld because its gain is only 0.000092, its country-clustered 95% confidence interval crosses zero, and only 0.02% of bootstrap replicates reach the practical threshold. In controlled panels, the stability- and support-aware extension activates in 97.2% of strong, stable-context runs while rejecting all high-drift settings. These results support RAEGL as an auditable, evidence-based mechanism for managing contextual deployment risk and as a conservative alternative to validation-driven contextual selection.

Machine Learning (cs.LG)

arXiv:2609.33340 [cs.LG]

(or arXiv:2609.33340v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2609.33340 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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