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We introduce a framework for online changepoint detection and simultaneous model learning which is applicable to highly parametrized models, such as deep neural networks. It is based on detecting changepoints across time by sequentially…

Machine Learning · Computer Science 2020-10-08 Michalis K. Titsias , Jakub Sygnowski , Yutian Chen

This paper studies multivariate nonparametric change point localization and inference problems. The data consists of a multivariate time series with potentially short range dependence. The distribution of this data is assumed to be…

Statistics Theory · Mathematics 2023-01-30 Carlos Misael Madrid Padilla , Haotian Xu , Daren Wang , Oscar Hernan Madrid Padilla , Yi Yu

We study the minimax rates of the label shift problem in non-parametric classification. In addition to the unsupervised setting in which the learner only has access to unlabeled examples from the target domain, we also consider the setting…

Statistics Theory · Mathematics 2022-11-24 Subha Maity , Yuekai Sun , Moulinath Banerjee

As a prominent challenge in addressing real-world issues within a dynamic environment, label shift, which refers to the learning setting where the source (training) and target (testing) label distributions do not match, has recently…

Machine Learning · Computer Science 2024-11-06 Ruidong Fan , Xiao Ouyang , Hong Tao , Yuhua Qian , Chenping Hou

In many real applications of statistical learning, collecting sufficiently many training data is often expensive, time-consuming, or even unrealistic. In this case, a transfer learning approach, which aims to leverage knowledge from a…

Machine Learning · Statistics 2025-02-26 Baozhen Wang , Xingye Qiao

In supervised learning, the estimation of prediction error on unlabeled test data is an important task. Existing methods are usually built on the assumption that the training and test data are sampled from the same distribution, which is…

Methodology · Statistics 2022-09-30 Hui Xu , Robert Tibshirani

Classifiers and other statistics-based machine learning (ML) techniques generalize, or learn, based on various statistical properties of the training data. The assumption underlying statistical ML resulting in theoretical or empirical…

Machine Learning · Computer Science 2021-11-11 Samuel Ackerman , Orna Raz , Marcel Zalmanovici , Aviad Zlotnick

In contemporary data analysis, it is increasingly common to work with non-stationary complex data sets. These data sets typically extend beyond the classical low-dimensional Euclidean space, making it challenging to detect shifts in their…

Methodology · Statistics 2025-07-29 Rohit Kanrar , Feiyu Jiang , Zhanrui Cai

In selective classification (SC), a classifier abstains from making predictions that are likely to be wrong to avoid excessive errors. To deploy imperfect classifiers -- either due to intrinsic statistical noise of data or for robustness…

Machine Learning · Computer Science 2024-11-28 Hengyue Liang , Le Peng , Ju Sun

Sequential (online) change-point detection involves continuously monitoring time-series data and triggering an alarm when shifts in the data distribution are detected. We propose an algorithm for real-time identification of alterations in…

Methodology · Statistics 2024-12-16 Yuhan Tian , Abolfazl Safikhani

This paper investigates sequential change-point detection in reconfigurable sensor networks. In this problem, data from multiple sensors are observed sequentially. Each sensor can have a unique change point, and the data distribution…

Methodology · Statistics 2025-04-10 Seungwon Lee , Yunxiao Chen , Xiaoou Li

We introduce an adaptive method with formal quality guarantees for weak supervision in a non-stationary setting. Our goal is to infer the unknown labels of a sequence of data by using weak supervision sources that provide independent noisy…

Machine Learning · Computer Science 2025-05-05 Alessio Mazzetto , Reza Esfandiarpoor , Akash Singirikonda , Eli Upfal , Stephen H. Bach

The detection of change-points in a spatially or time ordered data sequence is an important problem in many fields such as genetics and finance. We derive the asymptotic distribution of a statistic recently suggested for detecting…

Statistics Theory · Mathematics 2015-10-01 Gérard Biau , Kevin Bleakley , David Mason

Distribution regression refers to the supervised learning problem where labels are only available for groups of inputs instead of individual inputs. In this paper, we develop a rigorous mathematical framework for distribution regression…

Machine Learning · Computer Science 2021-09-30 Maud Lemercier , Cristopher Salvi , Theodoros Damoulas , Edwin V. Bonilla , Terry Lyons

An assumption often made in supervised learning is that the training and testing sets have the same label distribution. However, in real-life scenarios, this assumption rarely holds. For example, medical diagnosis result distributions…

Machine Learning · Computer Science 2026-04-03 Yunrui Zhang , Gustavo Batista , Salil S. Kanhere

A trained ML model is deployed on another `test' dataset where target feature values (labels) are unknown. Drift is distribution change between the training and deployment data, which is concerning if model performance changes. For a…

Applications · Statistics 2022-09-07 Samuel Ackerman , Eitan Farchi , Orna Raz , Marcel Zalmanovici , Parijat Dube

Recently there has been a surge of interest to deploy confidence set predictions rather than point predictions in machine learning. Unfortunately, the effectiveness of such prediction sets is frequently impaired by distribution shifts in…

Machine Learning · Computer Science 2025-08-14 Kevin Kasa , Zhiyu Zhang , Heng Yang , Graham W. Taylor

Investigation of machine learning algorithms robust to changes between the training and test distributions is an active area of research. In this paper we explore a special type of dataset shift which we call class-dependent domain shift.…

Machine Learning · Computer Science 2020-07-13 Tigran Galstyan , Hrant Khachatrian , Greg Ver Steeg , Aram Galstyan

We address the problem of detection and estimation of one or two change-points in the mean of a series of random variables. We use the formalism of set estimation in regression: To each point of a design is attached a binary label that…

Statistics Theory · Mathematics 2018-09-07 Victor-Emmanuel Brunel

An open scientific challenge is how to classify events with reliable measures of uncertainty, when we have a mechanistic model of the data-generating process but the distribution over both labels and latent nuisance parameters is different…

Machine Learning · Statistics 2024-07-02 Luca Masserano , Alex Shen , Michele Doro , Tommaso Dorigo , Rafael Izbicki , Ann B. Lee