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arXiv 2004.00438cs.LGstat.ML
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Handling Concept Drifts in Regression Problems -- the Error Intersection Approach

Karlsruhe Institute of Technology(卡尔斯鲁厄理工学院);inovex GmbH(inovex有限公司);University of Lübeck(吕贝克大学)

Lucas Baier, Marcel Hofmann, Niklas Kühl, Marisa Mohr, Gerhard Satzger

英文摘要:

Machine learning models are omnipresent for predictions on big data. One challenge of deployed models is the change of the data over time, a phenomenon called concept drift. If not handled correctly, a concept drift can lead to significant mispredictions. We explore a novel approach for concept drift handling, which depicts a strategy to switch between the application of simple and complex machine learning models for regression tasks. We assume that the approach plays out the individual strengths of each model, switching to the simpler model if a drift occurs and switching back to the complex model for typical situations. We instantiate the approach on a real-world data set of taxi demand in New York City, which is prone to multiple drifts, e.g. the weather phenomena of blizzards, resulting in a sudden decrease of taxi demand. We are able to show that our suggested approach outperforms all regarded baselines significantly.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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