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arXiv 2203.04769stat.MLcs.LG
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基于自回归的漂移检测方法

Autoregressive based Drift Detection Method

CNRS(法国国家科学研究中心);Inria(法国国家信息与自动化研究所);I3S(I3S研究所)

Mansour Zoubeirou A Mayaki, Michel Riveill

AI总结:

针对现实场景中概念漂移导致模型性能下降的问题,提出可集成到各类机器学习算法的自回归基漂移检测方法ADDM,其性能优于现有方法且有理论保障,还配套了基于漂移严重程度的适配方法。

摘要:

在经典机器学习框架中,模型基于历史数据训练并用于预测未来值,其前提是假设数据分布不随时间变化(平稳性)。但在现实场景中,数据生成过程会随时间改变,模型必须适配新流入的数据,这种现象被称为概念漂移,会导致预测模型性能下降。本研究提出一种基于自回归模型的新型概念漂移检测方法,名为ADDM(基于自回归的漂移检测方法),该方法可集成到从深度神经网络到简单线性回归模型的任意机器学习算法中。实验结果表明,这种新型概念漂移检测方法在合成数据集与真实数据集上的表现均优于现有最先进的漂移检测方法。我们的方法具备理论保障,同时在各类概念漂移的检测上兼具实证有效性与实用性。除漂移检测器外,我们还提出了一种基于漂移严重程度的概念漂移适配新方法。

英文摘要:

In the classic machine learning framework, models are trained on historical data and used to predict future values. It is assumed that the data distribution does not change over time (stationarity). However, in real-world scenarios, the data generation process changes over time and the model has to adapt to the new incoming data. This phenomenon is known as concept drift and leads to a decrease in the predictive model's performance. In this study, we propose a new concept drift detection method based on autoregressive models called ADDM. This method can be integrated into any machine learning algorithm from deep neural networks to simple linear regression model. Our results show that this new concept drift detection method outperforms the state-of-the-art drift detection methods, both on synthetic data sets and real-world data sets. Our approach is theoretically guaranteed as well as empirical and effective for the detection of various concept drifts. In addition to the drift detector, we proposed a new method of concept drift adaptation based on the severity of the drift.

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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