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Many classification applications require accurate probability estimates in addition to good class separation but often classifiers are designed focusing only on the latter. Calibration is the process of improving probability estimates by…
Deployed machine learning models are confronted with the problem of changing data over time, a phenomenon also called concept drift. While existing approaches of concept drift detection already show convincing results, they require true…
We study online conformal prediction for non-stationary data streams subject to unknown distribution drift. While most prior work studied this problem under adversarial settings and/or assessed performance in terms of gaps of time-averaged…
With broad applications in various public services like aviation management and urban disaster warning, numerical precipitation prediction plays a crucial role in weather forecast. However, constrained by the limitation of observation and…
A fundamental issue for statistical classification models in a streaming environment is that the joint distribution between predictor and response variables changes over time (a phenomenon also known as concept drifts), such that their…
As input data distributions evolve, the predictive performance of machine learning models tends to deteriorate. In practice, new input data tend to come without target labels. Then, state-of-the-art techniques model input data distributions…
Reliable confidence estimation is a challenging yet fundamental requirement in many risk-sensitive applications. However, modern deep neural networks are often overconfident for their incorrect predictions, i.e., misclassified samples from…
A machine learning model is calibrated if its predicted probability for an outcome matches the observed frequency for that outcome conditional on the model prediction. This property has become increasingly important as the impact of machine…
Concept Drift (CD) detection intends to continuously identify changes in data stream behaviors, supporting researchers in the study and modeling of real-world phenomena. Motivated by the lack of learning guarantees in current CD algorithms,…
Data-driven optimization aims to translate a machine learning model into decision-making by optimizing decisions on estimated costs. Such a pipeline can be conducted by fitting a distributional model which is then plugged into the target…
Distributionally robust policy learning aims to find a policy that performs well under the worst-case distributional shift, and yet most existing methods for robust policy learning consider the worst-case joint distribution of the covariate…
As an emerging research topic, online class imbalance learning often combines the challenges of both class imbalance and concept drift. It deals with data streams having very skewed class distributions, where concept drift may occur. It has…
In data streams, the data distribution of arriving observations at different time points may change - a phenomenon called concept drift. While detecting concept drift is a relatively mature area of study, solutions to the uncertainty…
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…
In the context of machine learning, disparate impact refers to a form of systematic discrimination whereby the output distribution of a model depends on the value of a sensitive attribute (e.g., race or gender). In this paper, we propose an…
Machine learning models in dynamic environments often suffer from concept drift, where changes in the data distribution degrade performance. While detecting this drift is a well-studied topic, explaining how and why the model's…
Advanced classification algorithms are being increasingly used in safety-critical applications like health-care, engineering, etc. In such applications, miss-classifications made by ML algorithms can result in substantial financial or…
When learning from streaming data, a change in the data distribution, also known as concept drift, can render a previously-learned model inaccurate and require training a new model. We present an adaptive learning algorithm that extends…
As machine learning models increasingly replace traditional business logic in the production system, their lifecycle management is becoming a significant concern. Once deployed into production, the machine learning models are constantly…
Methods to correct class imbalance, i.e. imbalance between the frequency of outcome events and non-events, are receiving increasing interest for developing prediction models. We examined the effect of imbalance correction on the performance…