Study detects concept shift in online data using martingales.
problem Detecting concept shift in online datasets.
method Exchangeable martingales and conformal prediction techniques.
result Decomposes concept shift into detectable components.
Proposes SGShift to identify shifted features causing model performance degradation under concept shift.
problem Concept shift leading to miscalibration in ML models across domains.
method SGShift method for identifying sparse set of shifted features using feature selection and statistical tools.
result SGShift identifies shifted features more accurately than baseline methods, requires few samples in the shifted domain, and is robust to complex cases.
Analysis of ridge regression under concept shift reveals nontrivial effects on generalization performance.
problem Understanding and mitigating the impact of distribution shift in machine learning models.
method Derivation of exact prediction risk expression in the thermodynamic limit for ridge regression under concept shift.
result Reveals a phase transition and nonmonotonic data dependence of test performance under concept shift.
Unified learning bound for covariate and concept shifts.
problem Generalization under distribution shift in machine learning.
method Support-agnostic definitions of covariate and concept shifts using entropic optimal transport, leading to a unified error bound applicable to various loss functions and label spaces.
result Development of estimators for shifts with concentration guarantees and the DataShifts algorithm for quantifying and estimating the error bound.
Algorithm improves model performance on shifted concepts without retraining.
problem Improving model performance on shifted concepts with limited source data.
method Model consolidation of intermediate internal distributions after adaptation.
result Effective improvement in model performance on shifted concepts.
Method selects features robust to concept shift using Shapley values.
problem Feature selection in static data does not work well with concept shifts.
method Establishes a direct relationship between Shapley values and prediction errors, detecting individual variable biases.
result Significantly outperforms state-of-the-art feature selection methods in concept shift scenarios.
Adapts to shifts in latent subgroup distributions without labeled target data.
problem Adapting to domain shifts when latent subgroup distributions differ.
method Uses concept and proxy variables from source domain, and unlabeled target data.
result Optimal target predictor can be identified and estimated.
Paper tackles distribution shifts in prediction models with unobserved confounding.
problem Distribution shifts in prediction models with unobserved confounding.
method Linear structural causal model, invariant covariate representations, data-driven representation learning method.
result Optimizes for a lower-dimensional linear subspace and a prediction model confined to that subspace, achieving nearly ideal gap between target and source risk.
New method tackles concept shifts in nonparametric regression using robust and adaptive transfer learning.
problem Concept shifts and sample scarcity in target domains hinder nonparametric regression.
method Robust and adaptive transfer learning procedure leveraging fixed bandwidth Gaussian kernels.
result Spectral algorithms with fixed bandwidth Gaussian kernels attain minimax convergence rates for nonparametric regression.
Proxy methods adapt to distribution shifts without explicitly modeling latent confounders.
problem Adapting to distribution shifts under latent variable confounding.
method Proximal causal learning, two-stage kernel estimation.
result Proxy methods outperform other methods in adapting to complex distribution shifts.
Fairness measures fail in predictive settings that intentionally shift outcomes.
problem Fairness measures fail in performative prediction settings.
method Formalized concept shift and counterfactual outcomes.
result Predictors that are fair during training become unfair during deployment.
Study shows explanation disparities in machine learning models are influenced by data and model properties.
problem Disparities in post-hoc machine learning explanation methods across race and gender.
method Simulations and experiments on a real-world dataset to assess challenges to explanation disparities.
result Increased covariate shift, concept shift, and omission of covariates increase explanation disparities, especially for neural network models.
New models for symplectic structures on classifying stacks.
problem Building models for symplectic structures on classifying stacks.
method Introducing m-shifted symplectic Lie n-groupoids and constructing explicit symplectic Morita equivalences. result Explicit symplectic Morita equivalences between models of the 2-shifted symplectic structure on classifying stacks.
Examines parallels between human subjects and texts for causal inference.
problem Ambiguity and fallacies in causal inference using textual data.
method Two strategies: shifting from traits to perceptions and from concepts to parts.
result Highlights the importance of clarifying fundamental concepts.
Bayesian method adapts to unknown distribution shifts in online learning.
problem Online learning with unknown and irregular distribution shifts.
method Bayesian inference with change-point detection and beam search.
result Improves adaptation to new data distributions over state-of-the-art methods.
Framework detects shape shifts in functional profiles using Fréchet mean and shape invariant model.
problem Detecting shape shifts in functional profiles.
method Combining Fréchet mean and shape invariant model for interpretable parameterization of profile deviations.
result Potential shifts in shape deformation process distinguished by significant shifts in amplitude and/or phase.
Theory of Newtonian dynamical systems admitting normal shift of hypersurfaces was first developed for the case of Riemannian manifolds. Recently it was generalized for manifolds geometric equipment of which is given by some regular Lagrangian or, equivalently, by some regular Hamiltonian dynamical system. In present pa…
New concept of coisotropic structures for differentiable stacks defined.
problem Defining coisotropic structures for differentiable stacks.
method Using twisted Dirac structures and Morita equivalences.
result 1-shifted coisotropic structures transfer through Morita equivalences.
Adaptive sampling detects local concept drift with limited labels.
problem Detecting local concept drift in dynamic environments with scarce labels.
method Combines residual-based exploration and exploitation with EWMA monitoring.
result Superior performance in label efficiency and drift detection accuracy.
Proposes a method to use external machine-learning predictions in multinomial logistic regression.
problem Improving statistical inference using summary-level external machine-learning predictions.
method Empirical-likelihood framework incorporating moment constraints from external nonparametric machine-learning predictions.
result Fused estimator achieves strict efficiency gain over primary-only estimator under mild conditions.
Proof that m-shifted symplectic forms are preserved under Morita equivalence of Lie n-groupoids.
problem Consistent definition of symplectic structures on higher Lie groupoids under Morita equivalence.
method Rigorous proof of m-shifted symplectic forms preservation.
result m-shifted symplectic forms are preserved under Morita equivalence of Lie n-groupoids.
Paper tackles efficient risk estimation under dataset shift conditions.
problem Limited data from target population; auxiliary data available.
method Semiparametric efficiency theory; efficient and multiply robust estimators.
result Developed estimators for various dataset shift conditions.
RIA method improves OoD generalization for covariate shift.
problem Improving out-of-distribution generalization under covariate shift.
method Adversarial label invariant graph data augmentations for OoD generalization.
result RIA method achieves high accuracy compared to OoD baselines.
NTKs explain GNNs' alignment for graph prediction.
problem Understanding GNNs' alignment for graph prediction.
method Analyzing NTKs and alignment in GNNs, focusing on cross-covariance.
result Optimizing alignment in GNNs optimizes graph representation.
Machine learning and data mining techniques have been used extensively in order to detect credit card frauds. However purchase behaviour and fraudster strategies may change over time. This phenomenon is named dataset shift or concept drift in the domain of fraud detection. In this paper, we present a method to quantify…
We consider the problem of function estimation in the case where the data distribution may shift between training and test time, and additional information about it may be available at test time. This relates to popular scenarios such as covariate shift, concept drift, transfer learning and semi-supervised learning. Th…
Paper shows pre-training and transfer learning reduce sample complexity for neural networks.
problem Training high-dimensional supervised learning with limited labeled data.
method Study of single-layer neural networks via online stochastic gradient descent, considering concept shift.
result Pre-training and transfer learning reduce sample complexity by polynomial factors under general assumptions.
Adaptive monitoring for AI systems detects and diagnoses shifts in data distribution.
problem Continuous monitoring of AI systems to detect and address unsafe behavior.
method Weighted-conformal martingales (WCTMs) for online monitoring of AI systems.
result Improved performance over state-of-the-art baselines on real-world datasets.
A new framework for interpretable models using sparse linear layers.
problem Performance degradation and lower interpretability in concept bottleneck models.
method Contrastive Language Image models and a single sparse linear layer with Bayesian inference.
result Our framework outperforms recent CBM approaches in accuracy and concept sparsity.
WR-CP reduces prediction set size and coverage gap under distribution shift.
problem Guaranteed coverage under distribution shift not achievable with i.i.d. assumption.
method Wasserstein distance, probability measure pushforwards, importance weighting, regularized representation learning.
result Reduces coverage gap to 3.2% across different confidence levels.
A new approach for test-time adaptation detects and reacts to distribution shifts.
problem Improving test-time accuracy under distribution shifts.
method Online self-training with a detection tool based on entropy values and betting martingales.
result The classifier's entropy values match those of the source domain, building invariance to distribution shifts.
ProteuS generates synthetic financial data with regime changes for testing drift detection.
problem Simulating concept drift in financial markets for model evaluation.
method ARMA-GARCH models fitted to ETF data, generating synthetic time series with predefined regime changes.
result Generated datasets reveal the complexity of detecting and adapting to market regime changes.
New framework optimizes label shift adaptation using aligned distribution mixture.
problem Label shift where source and target label distributions differ.
method Aligned Distribution Mixture (ADM) framework, incorporating insights from generalization theory.
result The ADM framework improves four typical label shift methods and introduces a one-step approach.
This thesis extends contact structures to differentiable stacks using line bundle-valued 1-forms.
problem Extending classical contact structures to differentiable stacks.
method Introducing 0 and +1-shifted contact structures on Lie groupoids, using line bundle-valued 1-forms and homotopy kernels. result Definition and examples of 0 and +1-shifted contact structures on Lie groupoids. New approach predicts under latent shifts using high-dimensional images.
problem Prediction under latent subgroup shifts with high-dimensional observations.
method Recognition-parametrised model (RPM) for identifying causal latent structure.
result Successfully adapts predictions for high-dimensional image data.
DRSS method identifies unnecessary samples and features in DR covariate shift.
problem Identifying unnecessary samples and features in DR covariate shift.
method Combines DR learning and safe screening techniques.
result DRSS method provides reliable identification of unnecessary samples and features under specified distribution uncertainty.
This paper tackles robust policy learning under concept drifts, improving upon existing methods.
problem Tackles robust policy learning under concept drifts, improving upon existing methods.
method Develops a doubly-robust estimator and a learning algorithm to maximize policy value within a given policy class.
result The proposed algorithm achieves sub-optimality gap of the order κ(Π)n−1/2, demonstrating substantial improvement over existing benchmarks. We introduce Fisher consistency in the sense of unbiasedness as a desirable property for estimators of class prior probabilities. Lack of Fisher consistency could be used as a criterion to dismiss estimators that are unlikely to deliver precise estimates in test datasets under prior probability and more general dataset…
Paper analyzes impact of PRM on binary random variables and distribution shifts.
problem Impact of performative risk minimization on binary random variables and distribution shifts.
method Formulated two measures of impact, derived explicit formulas for full information, and provided estimators for partial information.
result PRM can have amplified side effects compared to methods that do not model data shift.
We consider the Domain Adaptation problem, also known as the covariate shift problem, where the distributions that generate the training and test data differ while retaining the same labeling function. This problem occurs across a large range of practical applications, and is related to the more general challenge of tr…
Unsupervised Domain Adaptation aims to learn a model on a source domain with labeled data in order to perform well on unlabeled data of a target domain. Current approaches focus on learning \textit{Domain Invariant Representations}. It relies on the assumption that such representations are well-suited for learning the …
Online learning rbfnet improves multi-horizon returns forecasts for financial time series.
problem Nonstationarity and concept drift in financial time series.
method Combines feature representation transfer with sequential optimisation.
result Online learning rbfnet outperforms random-walk and batch learners.
Proposes PRMs for interpreting financial risk concept drift.
problem Concept drift in high-stakes predictions like credit risk.
method Probabilistic Rule Models (PRMs) using Markov Logic Networks.
result Interpretable rules explain borrower risk changes.
We consider the problem of function estimation in the case where an underlying causal model can be inferred. This has implications for popular scenarios such as covariate shift, concept drift, transfer learning and semi-supervised learning. We argue that causal knowledge may facilitate some approaches for a given probl…
We study the concept of a code (or shift) space for a generalized iterated function system (GIFS in short). We prove that relations between GIFSs and their code spaces are analogous to the case of classical IFSs. As an application, we consider the problem of connectedness of attractors of GIFSs. Many of our results are…
This large scale study focuses on quantifying what X-rays diagnostic prediction tasks generalize well across multiple different datasets. We present evidence that the issue of generalization is not due to a shift in the images but instead a shift in the labels. We study the cross-domain performance, agreement between m…
New framework ensures valid uncertainty estimates for any data stream changes.
problem Challenges of distribution shifts and adversarial actors in real-world data streams.
method Leveraging Blackwell approachability from game theory, the framework guarantees calibrated uncertainties for any compact space.
result Improves calibration and decision-making for energy systems.
The paper tackles policy learning in dynamic environments using causal methods.
problem Existing reinforcement learning algorithms assume static mechanisms, but real-world systems often have changing mechanisms.
method The paper introduces multi-environment contextual bandits and policy invariance to handle environmental shifts.
result An optimal invariant policy is guaranteed to generalize across environments under suitable assumptions.