English
Related papers

Related papers: Towards Practicable Sequential Shift Detectors

200 papers

The problem of detecting changes with multiple sensors has received significant attention in the literature. In many practical applications such as critical infrastructure monitoring and modeling of disease spread, a useful change…

Information Theory · Computer Science 2019-02-19 Mehmet Necip Kurt , Xiaodong Wang

The widespread adoption of transfer learning has revolutionized machine learning by enabling efficient adaptation of pre-trained models to new domains. However, the reliability of these adaptations remains poorly understood, particularly…

Machine Learning · Computer Science 2025-09-01 Prabhav Singh , Jessica Sorrell

We present a simple reduction from sequential estimation to sequential changepoint detection (SCD). In short, suppose we are interested in detecting changepoints in some parameter or functional $\theta$ of the underlying distribution. We…

Statistics Theory · Mathematics 2023-02-07 Shubhanshu Shekhar , Aaditya Ramdas

The change point is a moment of an abrupt alteration in the data distribution. Current methods for change point detection are based on recurrent neural methods suitable for sequential data. However, recent works show that transformers based…

Machine Learning · Computer Science 2022-04-19 Anna Dmitrienko , Evgenia Romanenkova , Alexey Zaytsev

Applying new computing paradigms like quantum computing to the field of machine learning has recently gained attention. However, as high-dimensional real-world applications are not yet feasible to be solved using purely quantum hardware,…

The notion of concept drift refers to the phenomenon that the distribution, which is underlying the observed data, changes over time; as a consequence machine learning models may become inaccurate and need adjustment. Many unsupervised…

Machine Learning · Computer Science 2022-02-22 Fabian Hinder , Valerie Vaquet , Barbara Hammer

As input data distributions evolve, the predictive performance of machine learning models tends to deteriorate. In the past, predictive performance was considered the key indicator to monitor. However, explanation aspects have come to…

Machine Learning · Computer Science 2022-10-25 Carlos Mougan , Klaus Broelemann , Gjergji Kasneci , Thanassis Tiropanis , Steffen Staab

The notion of concept drift refers to the phenomenon that the data generating distribution changes over time; as a consequence machine learning models may become inaccurate and need adjustment. In this paper we consider the problem of…

Machine Learning · Computer Science 2022-05-16 Fabian Hinder , André Artelt , Valerie Vaquet , Barbara Hammer

Performative learning addresses the increasingly pervasive situations in which algorithmic decisions may induce changes in the data distribution as a consequence of their public deployment. We propose a novel view in which these…

Machine Learning · Computer Science 2024-11-05 Edwige Cyffers , Muni Sreenivas Pydi , Jamal Atif , Olivier Cappé

The aim of sequential change-point detection is to issue an alarm when it is thought that certain probabilistic properties of the monitored observations have changed. This work is concerned with nonparametric, closed-end testing procedures…

Methodology · Statistics 2020-10-27 Ivan Kojadinovic , Ghislain Verdier

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…

Machine Learning · Computer Science 2023-09-08 Carlos Mougan , Klaus Broelemann , David Masip , Gjergji Kasneci , Thanassis Thiropanis , Steffen Staab

This note continues study of exchangeability martingales, i.e., processes that are martingales under any exchangeable distribution for the observations. Such processes can be used for detecting violations of the IID assumption, which is…

Machine Learning · Computer Science 2020-12-29 Vladimir Vovk

The ability to quickly and accurately identify covariate shift at test time is a critical and often overlooked component of safe machine learning systems deployed in high-risk domains. While methods exist for detecting when predictions…

Machine Learning · Computer Science 2023-03-02 Tom Ginsberg , Zhongyuan Liang , Rahul G. Krishnan

A finite-horizon variant of the quickest change detection problem is investigated, which is motivated by a change detection problem that arises in piecewise stationary bandits. The goal is to minimize the \emph{latency}, which is smallest…

Information Theory · Computer Science 2025-06-19 Yu-Han Huang , Venugopal V. Veeravalli

It is commonly required to detect change points in sequences of random variables. In the most difficult setting of this problem, change detection must be performed sequentially with new observations being constantly received over time.…

Methodology · Statistics 2015-05-08 Gordon J Ross

The problem of sequential change diagnosis is considered, where observations are obtained on-line, an abrupt change occurs in their distribution, and the goal is to quickly detect the change and accurately identify the post-change…

Statistics Theory · Mathematics 2022-11-24 Austin Warner , Georgios Fellouris

When deploying modern machine learning-enabled robotic systems in high-stakes applications, detecting distribution shift is critical. However, most existing methods for detecting distribution shift are not well-suited to robotics settings,…

Concept drift -- the change of the distribution over time -- poses significant challenges for learning systems and is of central interest for monitoring. Understanding drift is thus paramount, and drift localization -- determining which…

Machine Learning · Computer Science 2026-04-22 Fabian Hinder , Valerie Vaquet , Johannes Brinkrolf , Barbara Hammer

We consider the problem of sequential change detection, where the goal is to design a scheme for detecting any changes in a parameter or functional $\theta$ of the data stream distribution that has small detection delay, but guarantees…

Statistics Theory · Mathematics 2023-11-28 Shubhanshu Shekhar , Aaditya Ramdas

We propose a probabilistic formulation that enables sequential detection of multiple change points in a network setting. We present a class of sequential detection rules for certain functionals of change points (minimum among a subset), and…

Statistics Theory · Mathematics 2012-07-09 Arash Ali Amini , XuanLong Nguyen