A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
DiwE uses regional distribution changes to create diverse ensemble classifiers for concept drift.
Classifies polynomial growth solutions to drift-harmonic equations on asymptotically paraboloidal manifolds.
The paper develops a neural network-based classifier for diffusion process drifts.
Classifiers deployed in the real world operate in a dynamic environment, where the data distribution can change over time. These changes, referred to as concept drift, can cause the predictive performance of the classifier to drop over time, thereby making it obsolete. To be of any real use, these classifiers need to d…
New framework tackles DG under posterior drift, where optimal classifier varies by domain.
Classifying streaming data requires the development of methods which are computationally efficient and able to cope with changes in the underlying distribution of the stream, a phenomenon known in the literature as concept drift. We propose a new method for detecting concept drift which uses an Exponentially Weighted M…
Study builds a classifier for diffusions with unknown diffusion but known drifts.
Novel algorithm SAODE improves high-dimensional stream classification in seasonal data.
The last decade has seen a surge of interest in adaptive learning algorithms for data stream classification, with applications ranging from predicting ozone level peaks, learning stock market indicators, to detecting computer security violations. In addition, a number of methods have been developed to detect concept dr…
AMUSE uses reinforcement learning to predict optimal model updates.
Detects data drift in deep learning models using neural embeddings.
With today's abundant streams of data, the only constant we can rely on is change. For stream classification algorithms, it is necessary to adapt to concept drift. This can be achieved by monitoring the model error, and triggering counter measures as changes occur. In this paper, we propose a drift detection mechanism …
When concept drift is detected during classification in a data stream, a common remedy is to retrain a framework's classifier. However, this loses useful information if the classifier has learnt the current concept well, and this concept will recur again in the future. Some frameworks retain and reuse classifiers, but …
Paper presents adaptive minimax risk classifiers for multidimensional concept drift.
stream-learn is a Python package compatible with scikit-learn and developed for the drifting and imbalanced data stream analysis. Its main component is a stream generator, which allows to produce a synthetic data stream that may incorporate each of the three main concept drift types (i.e. sudden, gradual and incrementa…
In data stream mining, predictive models typically suffer drops in predictive performance due to concept drift. As enough data representing the new concept must be collected for the new concept to be well learnt, the predictive performance of existing models usually takes some time to recover from concept drift. To spe…
Differentially private ensemble classifiers adapt to data streams while protecting privacy.
Classifiers operating in a dynamic, real world environment, are vulnerable to adversarial activity, which causes the data distribution to change over time. These changes are traditionally referred to as concept drift, and several approaches have been developed in literature to deal with the problem of drift handling an…
One important assumption underlying common classification models is the stationarity of the data. However, in real-world streaming applications, the data concept indicated by the joint distribution of feature and label is not stationary but drifting over time. Concept drift detection aims to detect such drifts and adap…
In this report we investigate fundamental requirements for the application of classifier patching on neural networks. Neural network patching is an approach for adapting neural network models to handle concept drift in nonstationary environments. Instead of creating or updating the existing network to accommodate conce…
Online monitor detects classifier drift and adapts predictions.
We present a modelling framework for the investigation of prototype-based classifiers in non-stationary environments. Specifically, we study Learning Vector Quantization (LVQ) systems trained from a stream of high-dimensional, clustered data.We consider standard winner-takes-all updates known as LVQ1. Statistical prope…
Proposes a new method for conformal prediction under covariate shift with posterior drift.
This research generates synthetic data streams for handling concept drifts and novel classes.
Detects data drift and outliers affecting ML model performance over time.
Unsupervised models can provide supplementary soft constraints to help classify new target data under the assumption that similar objects in the target set are more likely to share the same class label. Such models can also help detect possible differences between training and target distributions, which is useful in a…
The paper benchmarks data stream classifiers for human activity recognition on connected devices.
We propose an online method for concept driftdetection based on dynamic classifier ensemble selection. Theproposed method generates a pool of ensembles by promotingdiversity among classifier members and chooses expert ensemblesaccording to global prequential accuracy values. Unlike currentdynamic ensemble selection app…
When constructing a classifier ensemble, diversity among the base classifiers is one of the important characteristics. Several studies have been made in the context of standard static data, in particular, when analyzing the relationship between a high ensemble predictive performance and the diversity of its components.…
Event detection has long been the domain of physical sensors operating in a static dataset assumption. The prevalence of social media and web access has led to the emergence of social, or human sensors who report on events globally. This warrants development of event detectors that can take advantage of the truly dense…
This review covers learning under concept drift, including detection, understanding, and adaptation.
Paper presents IMRCs for evolving tasks with forward and backward learning.
Identifies features most relevant to concept drift in data.
The paper classifies special hypersurfaces in space forms.
We prove new fast learning rates for the one-vs-all multiclass plug-in classifiers trained either from exponentially strongly mixing data or from data generated by a converging drifting distribution. These are two typical scenarios where training data are not iid. The learning rates are obtained under a multiclass vers…
New method detects when models influence their own drift in real-time data streams.
This research identifies flaws in drift detection methods and creates adversarial data streams to exploit them.
The notion of drift refers to the phenomenon that the distribution, which is underlying the observed data, changes over time. Albeit many attempts were made to deal with drift, formal notions of drift are application-dependent and formulated in various degrees of abstraction and mathematical coherence. In this contribu…
A new drift detection method based on autoregressive models.
Adaptive sampling detects local concept drift with limited labels.
Algorithm detects concept drift and adapts models in streaming data.
This paper investigates a financial market where stock returns depend on a hidden Gaussian mean reverting drift process. Information on the drift is obtained from returns and expert opinions in the form of noisy signals about the current state of the drift arriving at the jump times of a homogeneous Poisson process. Dr…
New method detects drift in high-dimensional data.
Detects drifts in data for classification tasks using constrained embeddings.
Concept drift is formally defined as the change in joint distribution of a set of input variables X and a target variable y. The two types of drift that are extensively studied are real drift and virtual drift where the former is the change in posterior probabilities p(y|X) while the latter is the change in distributio…
Flow taxes and stock taxes preserve portfolio neutrality under specific conditions.
PDD detects concept drift using explainable AI, improving model performance in dynamic environments.
The paper analyzes recalibration methods for binary classifiers under distribution shift.