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arXiv 2202.09486cs.LG
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概念漂移检测中不同度量选择的适用性

Suitability of Different Metric Choices for Concept Drift Detection

Bielefeld University(比勒费尔德大学)

Fabian Hinder, Valerie Vaquet, Barbara Hammer

摘要:

概念漂移的概念是指观察到的数据的分布随时间变化的现象;因此,机器学习模型可能变得不准确,需要调整。许多漂移检测的无监督方法依赖于测量两个时间窗口的样本分布之间的差异。这可以在一些预处理(特征提取、嵌入到潜在空间中等)之后直接完成,或者关于推断的特征(均值、方差、条件概率等)。大多数漂移检测方法可以区分在他们使用什么度量,如何估计这个度量,以及如何决策thresholds. In本文中,我们分析了在不同的度量的上下文中的漂移引起的信号的结构特性。我们比较不同类型的估计和度量理论和经验,并调查的相关性的单一度量组件。此外,我们提出了新的选择,并在几个实验中证明其适用性。

英文摘要:

The notion of concept drift refers to the phenomenon that the distribution, which is underlying the observed data, changes over time; as a consequence machine learning models may become inaccurate and need adjustment. Many unsupervised approaches for drift detection rely on measuring the discrepancy between the sample distributions of two time windows. This may be done directly, after some preprocessing (feature extraction, embedding into a latent space, etc.), or with respect to inferred features (mean, variance, conditional probabilities etc.). Most drift detection methods can be distinguished in what metric they use, how this metric is estimated, and how the decision threshold is found. In this paper, we analyze structural properties of the drift induced signals in the context of different metrics. We compare different types of estimators and metrics theoretically and empirically and investigate the relevance of the single metric components. In addition, we propose new choices and demonstrate their suitability in several experiments.

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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