A pdf-Free Change Detection Test Based on Density Difference Estimation

One or two things we know about concept drift-a survey on monitoring in evolving environments. Part A: detecting concept drift

The world surrounding us is subject to constant change. These changes, frequently described as concept drift, influence many industrial and technical processes. As they can lead to malfunctions and other anomalous behavior, which may be safety-critical in many scenarios, detecting and analyzing concept drift is crucial. In this study, we provide a literature review focusing on concept drift in unsupervised data streams. While many surveys focus on supervised data streams, so far, there is no work reviewing the unsupervised setting. However, this setting is of particular relevance for monitoring and anomaly detection which are directly applicable to many tasks and challenges in engineering. This survey provides a taxonomy of existing work on unsupervised drift detection. In addition to providing a comprehensive literature review, it offers precise mathematical definitions of the considered problems and contains standardized experiments on parametric artificial datasets allowing for a direct comparison of different detection strategies. Thus, the suitability of different schemes can be analyzed systematically, and guidelines for their usage in real-world scenarios can be provided.

Tiny Machine Learning for Concept Drift

Tiny machine learning (TML) is a new research area whose goal is to design machine and deep learning (DL) techniques able to operate in embedded systems and the Internet-of-Things (IoT) units, hence satisfying the severe technological constraints on memory, computation, and energy characterizing these pervasive devices. Interestingly, the related literature mainly focused on reducing the computational and memory demand of the inference phase of machine and deep learning models. At the same time, the training is typically assumed to be carried out in cloud or edge computing systems (due to the larger memory and computational requirements). This assumption results in TML solutions that might become obsolete when the process generating the data is affected by concept drift (e.g., due to periodicity or seasonality effect, faults or malfunctioning affecting sensors or actuators, or changes in the users' behavior), a common situation in real-world application scenarios. For the first time in the literature, this article introduces a TML for concept drift (TML-CD) solution based on deep learning feature extractors and a k -nearest neighbors ( k -NNs) classifier integrating a hybrid adaptation module able to deal with concept drift affecting the data-generating process. This adaptation module continuously updates (in a passive way) the knowledge base of TML-CD and, at the same time, employs a change detection test (CDT) to inspect for changes (in an active way) to quickly adapt to concept drift by removing obsolete knowledge. Experimental results on both image and audio benchmarks show the effectiveness of the proposed solution, whilst the porting of TML-CD on three off-the-shelf micro-controller units (MCUs) shows the feasibility of what is proposed in real-world pervasive systems.

Multivariate Density Estimation by Neural Networks

We propose nonparametric methods to obtain the Probability Density Function (PDF) to assess the properties of the underlying data generating process (DGP) without imposing any assumptions on the DGP, using neural networks (NNs). The proposed NN has advantages compared to well-known parametric and nonparametric density estimators. Our approach builds on literature on cumulative distribution function (CDF) estimation using NN. We extend this literature by providing analytical derivatives of this obtained CDF. Our approach hence removes the numerical approximation error in differentiating the CDF output, leading to more accurate PDF estimates. The proposed solution applies to any NN model, i.e., for any number of hidden layers or hidden neurons in the multilayer perceptron (MLP) structure. The proposed solution applies the PDF estimation by NN to continuous distributions as well as discrete distributions. We also show that the proposed solution to obtain the PDF leads to good approximations when applied to correlated variables in a multivariate setting. We test the performance of our method in a large Monte Carlo simulation using various complex distributions. Subsequently, we apply our method to estimate the density of the number of vehicle counts per minute measured with road sensors for a time window of 24 h.

Multimodal Batch-Wise Change Detection

We address the problem of detecting distribution changes in a novel batch-wise and multimodal setup. This setup is characterized by a stationary condition where batches are drawn from potentially different modalities among a set of distributions in [Formula: see text] represented in the training set. Existing change detection (CD) algorithms assume that there is a unique-possibly multipeaked-distribution characterizing stationary conditions, and in batch-wise multimodal context exhibit either low detection power or poor control of false positives. We present MultiModal QuantTree (MMQT), a novel CD algorithm that uses a single histogram to model the batch-wise multimodal stationary conditions. During testing, MMQT automatically identifies which modality has generated the incoming batch and detects changes by means of a modality-specific statistic. We leverage the theoretical properties of QuantTree to: 1) automatically estimate the number of modalities in a training set and 2) derive a principled calibration procedure that guarantees false-positive control. Our experiments show that MMQT achieves high detection power and accurate control over false positives in synthetic and real-world multimodal CD problems. Moreover, we show the potential of MMQT in Stream Learning applications, where it proves effective at detecting concept drifts and the emergence of novel classes by solely monitoring the input distribution.

IWDA: Importance Weighting for Drift Adaptation in Streaming Supervised Learning Problems

Distribution drift is an important issue for practical applications of machine learning (ML). In particular, in streaming ML, the data distribution may change over time, yielding the problem of concept drift, which affects the performance of learners trained with outdated data. In this article, we focus on supervised problems in an online nonstationary setting, introducing a novel learner-agnostic algorithm for drift adaptation, namely importance weighting for drift adaptation (IWDA), with the goal of performing efficient retraining of the learner when drift is detected. IWDA incrementally estimates the joint probability density of input and target for the incoming data and, as soon as drift is detected, retrains the learner using importance-weighted empirical risk minimization. The importance weights are computed for all the samples observed so far, employing the estimated densities, thus, using all available information efficiently. After presenting our approach, we provide a theoretical analysis in the abrupt drift setting. Finally, we present numerical simulations that illustrate how IWDA competes and often outperforms state-of-the-art stream learning techniques, including adaptive ensemble methods, on both synthetic and real-world data benchmarks.

A Segment-Based Drift Adaptation Method for Data Streams

In concept drift adaptation, we aim to design a blind or an informed strategy to update our best predictor for future data at each time point. However, existing informed drift adaptation methods need to wait for an entire batch of data to detect drift and then update the predictor (if drift is detected), which causes adaptation delay. To overcome the adaptation delay, we propose a sequentially updated statistic, called drift-gradient to quantify the increase of distributional discrepancy when every new instance arrives. Based on drift-gradient, a segment-based drift adaptation (SEGA) method is developed to online update our best predictor. Drift-gradient is defined on a segment in the training set. It can precisely quantify the increase of distributional discrepancy between the old segment and the newest segment when only one new instance is available at each time point. A lower value of drift-gradient on the old segment represents that the distribution of the new instance is closer to the distribution of the old segment. Based on the drift-gradient, SEGA retrains our best predictors with the segments that have the minimum drift-gradient when every new instance arrives. SEGA has been validated by extensive experiments on both synthetic and real-world, classification and regression data streams. The experimental results show that SEGA outperforms competitive blind and informed drift adaptation methods.

R. N, B. R. S, Lahza H, Lahza HFM. A survey on detecting healthcare concept drift in AI/ML models from a finance perspective

Data is incredibly significant in today's digital age because data represents facts and numbers from our regular life transactions. Data is no longer arriving in a static form; it is now arriving in a streaming fashion. Data streams are the arrival of limitless, continuous, and rapid data. The healthcare industry is a major generator of data streams. Processing data streams is extremely complex due to factors such as volume, pace, and variety. Data stream classification is difficult owing to idea drift. Concept drift occurs in supervised learning when the statistical properties of the target variable that the model predicts change unexpectedly. We focused on solving various forms of concept drift problems in healthcare data streams in this research, and we outlined the existing statistical and machine learning methodologies for dealing with concept drift. It also emphasizes the use of deep learning algorithms for concept drift detection and describes the various healthcare datasets utilized for concept drift detection in data stream categorization.

Multiscale Drift Detection Test to Enable Fast Learning in Nonstationary Environments

A model can be easily influenced by unseen factors in nonstationary environments and fail to fit dynamic data distribution. In a classification scenario, this is known as a concept drift. For instance, the shopping preference of customers may change after they move from one city to another. Therefore, a shopping website or application should alter recommendations based on its poorer predictions of such user patterns. In this article, we propose a novel approach called the multiscale drift detection test (MDDT) that efficiently localizes abrupt drift points when feature values fluctuate, meaning that the current model needs immediate adaption. MDDT is based on a resampling scheme and a paired student t -test. It applies a detection procedure on two different scales. Initially, the detection is performed on a broad scale to check if recently gathered drift indicators remain stationary. If a drift is claimed, a narrow scale detection is performed to trace the refined change time. This multiscale structure reduces the massive time of constantly checking and filters noises in drift indicators. Experiments are performed to compare the proposed method with several algorithms via synthetic and real-world datasets. The results indicate that it outperforms others when abrupt shift datasets are handled, and achieves the highest recall score in localizing drift points.

Concept Drift Detection via Equal Intensity k-Means Space Partitioning

The data stream poses additional challenges to statistical classification tasks because distributions of the training and target samples may differ as time passes. Such a distribution change in streaming data is called concept drift. Numerous histogram-based distribution change detection methods have been proposed to detect drift. Most histograms are developed on the grid-based or tree-based space partitioning algorithms which makes the space partitions arbitrary, unexplainable, and may cause drift blind spots. There is a need to improve the drift detection accuracy for the histogram-based methods with the unsupervised setting. To address this problem, we propose a cluster-based histogram, called equal intensity k -means space partitioning (EI-kMeans). In addition, a heuristic method to improve the sensitivity of drift detection is introduced. The fundamental idea of improving the sensitivity is to minimize the risk of creating partitions in distribution offset regions. Pearson's chi-square test is used as the statistical hypothesis test so that the test statistics remain independent of the sample distribution. The number of bins and their shapes, which strongly influence the ability to detect drift, are determined dynamically from the sample based on an asymptotic constraint in the chi-square test. Accordingly, three algorithms are developed to implement concept drift detection, including a greedy centroids initialization algorithm, a cluster amplify-shrink algorithm, and a drift detection algorithm. For drift adaptation, we recommend retraining the learner if a drift is detected. The results of experiments on the synthetic and real-world datasets demonstrate the advantages of EI-kMeans and show its efficacy in detecting concept drift.

Diverse Instance-Weighting Ensemble Based on Region Drift Disagreement for Concept Drift Adaptation

Concept drift refers to changes in the distribution of underlying data and is an inherent property of evolving data streams. Ensemble learning, with dynamic classifiers, has proved to be an efficient method of handling concept drift. However, the best way to create and maintain ensemble diversity with evolving streams is still a challenging problem. In contrast to estimating diversity via inputs, outputs, or classifier parameters, we propose a diversity measurement based on whether the ensemble members agree on the probability of a regional distribution change. In our method, estimations over regional distribution changes are used as instance weights. Constructing different region sets through different schemes will lead to different drift estimation results, thereby creating diversity. The classifiers that disagree the most are selected to maximize diversity. Accordingly, an instance-based ensemble learning algorithm, called the diverse instance-weighting ensemble (DiwE), is developed to address concept drift for data stream classification problems. Evaluations of various synthetic and real-world data stream benchmarks show the effectiveness and advantages of the proposed algorithm.