On the Change of Decision Boundaries and Loss in Learning with Concept
Drift
- URL: http://arxiv.org/abs/2212.01223v1
- Date: Fri, 2 Dec 2022 14:58:13 GMT
- Title: On the Change of Decision Boundaries and Loss in Learning with Concept
Drift
- Authors: Fabian Hinder, Valerie Vaquet, Johannes Brinkrolf, Barbara Hammer
- Abstract summary: Concept drift refers to the phenomenon that the distribution generating the observed data changes over time.
Many technologies for learning with drift rely on the interleaved test-train error (ITTE) as a quantity which approximates the model generalization error.
- Score: 8.686667049158476
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: The notion of concept drift refers to the phenomenon that the distribution
generating the observed data changes over time. If drift is present, machine
learning models may become inaccurate and need adjustment. Many technologies
for learning with drift rely on the interleaved test-train error (ITTE) as a
quantity which approximates the model generalization error and triggers drift
detection and model updates. In this work, we investigate in how far this
procedure is mathematically justified. More precisely, we relate a change of
the ITTE to the presence of real drift, i.e., a changed posterior, and to a
change of the training result under the assumption of optimality. We support
our theoretical findings by empirical evidence for several learning algorithms,
models, and datasets.
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