Autonomous Concept Drift Threshold Determination
Pengqian Lu, Jie Lu, Anjin Liu, En Yu, Guangquan Zhang
摘要
Existing drift detection methods focus on designing sensitive test statistics. They treat the detection threshold as a fixed hyperparameter, set once to balance false alarms and late detections, and applied uniformly across all datasets and over time. However, maintaining model performance is the key objective from the perspective of machine learning, and we observe that model performance is highly sensitive to this threshold. This observation inspires us to investigate whether a dynamic threshold could be provably better. In this paper, we prove that a threshold that adapts over time can outperform any single fixed threshold. The main idea of the proof is that a dynamic strategy, constructed by combining the best threshold from each individual data segment, is guaranteed to outperform any single threshold that apply to all segments. Based on the theorem, we propose a Dynamic Threshold Determination algorithm. It enhances existing drift detection frameworks with a novel comparison phase to inform how the threshold should be adjusted. Extensive experiments on a wide range of synthetic and real-world datasets, including both image and tabular data, validate that our approach substantially enhances the performance of state-of-the-art drift detectors.
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它引用的顶会 Paper10
- DDG-DA: Data Distribution Generation for Predictable Concept Drift AdaptationWendi Li, Xiao Yang, Weiqing Liu, Yingce Xia 等AAAI 2022 · 被引用 79 次
- Conditional Distributional Treatment Effect with Kernel Conditional Mean Embeddings and U-Statistic RegressionJunhyung Park, Uri Shalit, Bernhard Schölkopf, Krikamol MuandetICML 2021 · 被引用 46 次
- DriftSurf: Stable-State / Reactive-State Learning under Concept DriftAshraf Tahmasbi, Ellango Jothimurugesan, Srikanta Tirthapura, Phillip B. GibbonsICML 2021 · 被引用 44 次
- Online Boosting Adaptive Learning under Concept Drift for Multistream ClassificationEn Yu, Jie Lu, Bin Zhang, Guangquan ZhangAAAI 2024 · 被引用 40 次
- Context-Aware Drift DetectionOliver Cobb, Arnaud Van LooverenICML 2022 · 被引用 22 次
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