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arXiv 2107.01873cs.LGcs.AI
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基于神经网络模型不确定性的概念漂移检测

Detecting Concept Drift With Neural Network Model Uncertainty

IBM(国际商业机器公司);KIT(卡尔斯鲁厄理工学院)

Lucas Baier, Tim Schlör, Jakob Schöffer, Niklas Kühl

摘要:

部署的机器学习模型面临着随着时间的推移而改变数据的问题,这种现象也称为概念漂移。虽然现有的概念漂移检测方法已经显示出令人信服的结果,但它们需要真实的标签作为成功漂移检测的先决条件。特别是在许多实际的应用程序中,就像本文所涉及的那样,真正的标签很少,而且获取它们的成本很高。因此,我们引入了一种新的漂移检测算法,不确定性漂移检测(UDD),它能够在不访问真实标签的情况下检测漂移。我们的方法是基于深度神经网络结合蒙特卡洛丢弃提供的不确定性估计。通过对不确定性估计应用ADWIN技术来检测随时间的结构变化,并且检测到的漂移触发预测模型的再训练。与基于输入数据的漂移检测相比,我们的方法考虑了当前输入数据对预测模型属性的影响,而不是仅检测输入数据的变化(这可能导致不必要的重新训练)。我们表明,UDD优于其他国家的最先进的战略,两个合成以及10个现实世界的数据集的回归和分类任务。

英文摘要:

Deployed machine learning models are confronted with the problem of changing data over time, a phenomenon also called concept drift. While existing approaches of concept drift detection already show convincing results, they require true labels as a prerequisite for successful drift detection. Especially in many real-world application scenarios-like the ones covered in this work-true labels are scarce, and their acquisition is expensive. Therefore, we introduce a new algorithm for drift detection, Uncertainty Drift Detection (UDD), which is able to detect drifts without access to true labels. Our approach is based on the uncertainty estimates provided by a deep neural network in combination with Monte Carlo Dropout. Structural changes over time are detected by applying the ADWIN technique on the uncertainty estimates, and detected drifts trigger a retraining of the prediction model. In contrast to input data-based drift detection, our approach considers the effects of the current input data on the properties of the prediction model rather than detecting change on the input data only (which can lead to unnecessary retrainings). We show that UDD outperforms other state-of-the-art strategies on two synthetic as well as ten real-world data sets for both regression and classification tasks.

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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