相关论文: Detecting model drift using polynomial relations

Every student in statistics or data science learns early on that when the sample size largely exceeds the number of variables, fitting a logistic model produces estimates that are approximately unbiased. Every student also learns that there…

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…

Offline Reinforcement learning is commonly used for sequential decision-making in domains such as healthcare and education, where the rewards are known and the transition dynamics $T$ must be estimated on the basis of batch data. A key…

Safety goes first. Meeting and maintaining industry safety standards for robustness of artificial intelligence (AI) and machine learning (ML) models require continuous monitoring for faults and performance drops. Deep learning models are…

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.…

Deploying machine learning models to new tasks is a major challenge despite the large size of the modern training datasets. However, it is conceivable that the training data can be reweighted to be more representative of the new (target)…

Machine learning models nowadays play a crucial role for many applications in business and industry. However, models only start adding value as soon as they are deployed into production. One challenge of deployed models is the effect of…

Mixtures of regression are a powerful class of models for regression learning with respect to a highly uncertain and heterogeneous response variable of interest. In addition to being a rich predictive model for the response given some…

The paper examines the potential of deep learning to support decisions in financial risk management. We develop a deep learning model for predicting whether individual spread traders secure profits from future trades. This task embodies…

We present a new adaptive algorithm for learning discrete distributions under distribution drift. In this setting, we observe a sequence of independent samples from a discrete distribution that is changing over time, and the goal is to…

Using the intuition that out-of-distribution data have lower likelihoods, a common approach for out-of-distribution detection involves estimating the underlying data distribution. Normalizing flows are likelihood-based generative models…

In todays age of data, discovering relationships between different variables is an interesting and a challenging problem. This problem becomes even more critical with regards to complex dynamical systems like weather forecasting and…

We present a deep transformation model for probabilistic regression. Deep learning is known for outstandingly accurate predictions on complex data but in regression tasks, it is predominantly used to just predict a single number. This…

Deep sequence models are receiving significant interest in current machine learning research. By representing probability distributions that are fit to data using maximum likelihood estimation, such models can model data on general…

The Drift-Diffusion Model (DDM) is widely used in neuropsychological studies to understand the decision process by incorporating both reaction times and subjects' responses. Various models have been developed to estimate DDM parameters,…

A change points detection aims to catch an abrupt disorder in data distribution. Common approaches assume that there are only two fixed distributions for data: one before and another after a change point. Real-world data are richer than…

Many methods have been proposed to detect concept drift, i.e., the change in the distribution of streaming data, due to concept drift causes a decrease in the prediction accuracy of algorithms. However, the most of current detection methods…

Unsteady flow fields over a circular cylinder are trained and predicted using four different deep learning networks: convolutional neural networks with and without consideration of conservation laws, generative adversarial networks with and…

Distributional drift detection is important in medical applications as it helps ensure the accuracy and reliability of models by identifying changes in the underlying data distribution that could affect the prediction results of machine…

With the rise of machine learning and deep learning based applications in practice, monitoring, i.e. verifying that these operate within specification, has become an important practical problem. An important aspect of this monitoring is to…