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Related papers: Drift Localization using Conformal Predictions

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Concept drift detectors allow learning systems to maintain good accuracy on non-stationary data streams. Financial time series are an instance of non-stationary data streams whose concept drifts (market phases) are so important to affect…

Statistical Finance · Quantitative Finance 2021-09-02 Filippo Neri

Modern configurable software systems need to learn models that correlate configuration and performance. However, when the system operates in dynamic environments, the workload variations, hardware changes, and system updates will inevitably…

Software Engineering · Computer Science 2025-09-01 Zezhen Xiang , Jingzhi Gong , Tao Chen

Conformal prediction has become increasingly popular for quantifying the uncertainty associated with machine learning models. Recent work in graph uncertainty quantification has built upon this approach for conformal graph prediction. The…

Machine Learning · Computer Science 2025-05-21 Pranav Maneriker , Aditya T. Vadlamani , Anutam Srinivasan , Yuntian He , Ali Payani , Srinivasan Parthasarathy

We study the estimation of time-homogeneous drift functions in multivariate stochastic differential equations with known diffusion coefficient, from multiple trajectories observed at high frequency over a fixed time horizon. We formulate…

Machine Learning · Statistics 2026-02-23 Marcos Tapia Costa , Nikolas Kantas , George Deligiannidis

Most predictive models assume that training and test data are generated from a stationary process. However, this assumption does not hold true in practice. In this paper, we consider the scenario of a gradual concept drift due to the…

Machine Learning · Computer Science 2020-02-12 Subhro Das , Prasanth Lade , Soundar Srinivasan

Natural distribution shift causes a deterioration in the perception performance of convolutional neural networks (CNNs). This comprehensive analysis for real-world traffic data addresses: 1) investigating the effect of natural distribution…

Computer Vision and Pattern Recognition · Computer Science 2024-09-24 Fabian Diet , Moussa Kassem Sbeyti , Michelle Karg

Learning in non-stationary environments is one of the biggest challenges in machine learning. Non-stationarity can be caused by either task drift, i.e., the drift in the conditional distribution of labels given the input data, or the domain…

Machine Learning · Computer Science 2020-03-16 Qicheng Lao , Xiang Jiang , Mohammad Havaei , Yoshua Bengio

Conformal predictive systems are sets of predictive distributions with theoretical out-of-sample calibration guarantees. The calibration guarantees are typically that the set of predictions contains a forecast distribution whose prediction…

Methodology · Statistics 2025-11-03 Sam Allen , Enrico Pescara , Johanna Ziegel

Modern image classifiers are very accurate, but the predictions come without uncertainty estimates. Conformal predictors provide uncertainty estimates by computing a set of classes containing the correct class with a user-specified…

Machine Learning · Computer Science 2023-06-06 Fatih Furkan Yilmaz , Reinhard Heckel

Trajectory planning in autonomous driving is highly dependent on predicting the emergent behavior of other road users. Learning-based methods are currently showing impressive results in simulation-based challenges, with transformer-based…

Machine Learning · Computer Science 2024-08-08 Lars Ullrich , Alex McMaster , Knut Graichen

The phenomenon of data distribution evolving over time has been observed in a range of applications, calling the needs of adaptive learning algorithms. We thus study the problem of supervised gradual domain adaptation, where labeled data…

Machine Learning · Computer Science 2022-11-15 Jing Dong , Shiji Zhou , Baoxiang Wang , Han Zhao

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…

Machine Learning · Computer Science 2018-03-28 Tegjyot Singh Sethi , Mehmed Kantardzic

Detecting concept drift in high-speed data streams remains challenging, particularly when models must operate on unlabeled data and avoid false alarms caused by benign shifts. While disagreement-based uncertainty has shown promise in neural…

Machine Learning · Computer Science 2026-05-14 Lara Sá Neves , Afonso Lourenço , Lizy K. John , Goreti Marreiros

A novel approach is suggested for improving the accuracy of fault detection in distribution networks. This technique combines adaptive probability learning and waveform decomposition to optimize the similarity of features. Its objective is…

Signal Processing · Electrical Eng. & Systems 2023-10-03 Xinliang Ma , Weihua Liu , Bingying Jin

Distribution shifts are common in real-world datasets and can affect the performance and reliability of deep learning models. In this paper, we study two types of distribution shifts: diversity shifts, which occur when test samples exhibit…

Computer Vision and Pattern Recognition · Computer Science 2023-12-22 Alceu Bissoto , Catarina Barata , Eduardo Valle , Sandra Avila

We consider the problem of uncertainty quantification for prediction in a time series: if we use past data to forecast the next time point, can we provide valid prediction intervals around our forecasts? To avoid placing distributional…

Machine Learning · Statistics 2026-01-13 Rina Foygel Barber , Ashwin Pananjady

Distribution-free prediction sets play a pivotal role in uncertainty quantification for complex statistical models. Their validity hinges on reliable calibration data, which may not be readily available as real-world environments often…

Methodology · Statistics 2024-06-11 Elise Han , Chengpiao Huang , Kaizheng Wang

In the realm of time series analysis, tackling the phenomenon of concept drift poses a significant challenge. Concept drift -- characterized by the evolving statistical properties of time series data, affects the reliability and accuracy of…

Machine Learning · Computer Science 2025-02-03 Kunpeng Xu , Lifei Chen , Shengrui Wang

The black box nature of deep learning models complicate their usage in critical applications such as remote sensing. Conformal prediction is a method to ensure trust in such scenarios. Subject to data exchangeability, conformal prediction…

Machine Learning · Computer Science 2024-05-07 Protim Bhattacharjee , Peter Jung

We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret…

Machine Learning · Computer Science 2023-02-16 Aadyot Bhatnagar , Huan Wang , Caiming Xiong , Yu Bai