NOMADD: Numerical Optimization of Models Adapting to Data Drift
- URL: http://arxiv.org/abs/2608.02845v1
- Date: Mon, 03 Aug 2026 20:02:22 GMT
- Title: NOMADD: Numerical Optimization of Models Adapting to Data Drift
- Abstract summary: Tabular model performance degrades when feature distributions change over time or the relationship between features and outcome variables change over time.<n>In this paper, we offer an alternative post-hoc method to reduce concept drift, which is applicable to a variety of models.<n>Our algorithm fits the base model separately on each labeled training period, measures how its parameters evolve against a single anchor model pooled over all of those periods, compresses those changes with a low-rank factorization, and extrapolates each latent factor forward with a damped, regularized forecast.
- Score: 0.9167082845109437
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Tabular model performance degrades when feature distributions change over time or the relationship between features and outcome variables change over time, known as data drift and concept drift, respectively. These issues are challenging to mitigate in real time because labeled data may not be immediately available, or re-training a model could be impractical. While tools exist to reduce drift, they are typically bespoke to neural network architectures and adapt how models are trained. In this paper, we offer an alternative post-hoc method to reduce concept drift, which is applicable to a variety of models, from trees to neural networks to tabular foundation models. This new tool is especially useful when constraints, such as high model accuracy, bounded inference time, or model size requires users to choose between different models for their specific use-cases. Our algorithm fits the base model separately on each labeled training period, measures how its parameters evolve against a single anchor model pooled over all of those periods, compresses those changes with a low-rank factorization, and extrapolates each latent factor forward with a damped, regularized forecast. On the 18-dataset Drift-Resilient TabPFN benchmark, evaluated under that benchmark's own protocol and metric, the extrapolation improves every base family it is applied to, and achieves performance competitive with the state-of-the-art Drift-Resilient TabPFN with seconds of training. In contrast, Drift-Resilient TabPFN requires pre-training on millions of synthetic datasets over approximately 1,300 GPU-hours, and is orders of magnitude slower in inference (depending on the model). In the discussion, we explore the promise and challenges of extending this tool to other modalities.
Related papers
- Nonparametric Data Attribution for Diffusion Models [57.820618036556084]
Data attribution for generative models seeks to quantify the influence of individual training examples on model outputs.<n>We propose a nonparametric attribution method that operates entirely on data, measuring influence via patch-level similarity between generated and training images.
arXiv Detail & Related papers (2025-10-16T03:37:16Z) - Estimating Time Series Foundation Model Transferability via In-Context Learning [74.65355820906355]
Time series foundation models (TSFMs) offer strong zero-shot forecasting via large-scale pre-training.<n>Fine-tuning remains critical for boosting performance in domains with limited public data.<n>We introduce TimeTic, a transferability estimation framework that recasts model selection as an in-context-learning problem.
arXiv Detail & Related papers (2025-09-28T07:07:13Z) - Drift-Resilient TabPFN: In-Context Learning Temporal Distribution Shifts on Tabular Data [39.40116554523575]
We present Drift-Resilient TabPFN, a fresh approach based on In-Context Learning with a Prior-Data Fitted Network.
It learns to approximate Bayesian inference on synthetic datasets drawn from a prior.
It improves accuracy from 0.688 to 0.744 and ROC AUC from 0.786 to 0.832 while maintaining stronger calibration.
arXiv Detail & Related papers (2024-11-15T23:49:23Z) - Quilt: Robust Data Segment Selection against Concept Drifts [30.62320149405819]
Continuous machine learning pipelines are common in industrial settings where models are periodically trained on data streams.
concept drifts may occur in data streams where the joint distribution of the data X and label y, P(X, y), changes over time and possibly degrade model accuracy.
Existing concept drift adaptation approaches mostly focus on updating the model to the new data and tend to discard the drifted historical data.
We propose Quilt, a data-centric framework for identifying and selecting data segments that maximize model accuracy.
arXiv Detail & Related papers (2023-12-15T11:10:34Z) - OneNet: Enhancing Time Series Forecasting Models under Concept Drift by
Online Ensembling [65.93805881841119]
We propose textbfOnline textbfensembling textbfNetwork (OneNet) to address the concept drifting problem.
OneNet reduces online forecasting error by more than $mathbf50%$ compared to the State-Of-The-Art (SOTA) method.
arXiv Detail & Related papers (2023-09-22T06:59:14Z) - Towards Flexible Time-to-event Modeling: Optimizing Neural Networks via
Rank Regression [17.684526928033065]
We introduce the Deep AFT Rank-regression model for Time-to-event prediction (DART)
This model uses an objective function based on Gehan's rank statistic, which is efficient and reliable for representation learning.
The proposed method is a semiparametric approach to AFT modeling that does not impose any distributional assumptions on the survival time distribution.
arXiv Detail & Related papers (2023-07-16T13:58:28Z) - Deep incremental learning models for financial temporal tabular datasets
with distribution shifts [0.9790236766474201]
The framework uses a simple basic building block (decision trees) to build self-similar models of any required complexity.
We demonstrate our scheme using XGBoost models trained on the Numerai dataset and show that a two layer deep ensemble of XGBoost models over different model snapshots delivers high quality predictions.
arXiv Detail & Related papers (2023-03-14T14:10:37Z) - Online learning techniques for prediction of temporal tabular datasets
with regime changes [0.0]
We propose a modular machine learning pipeline for ranking predictions on temporal panel datasets.
The modularity of the pipeline allows the use of different models, including Gradient Boosting Decision Trees (GBDTs) and Neural Networks.
Online learning techniques, which require no retraining of models, can be used post-prediction to enhance the results.
arXiv Detail & Related papers (2022-12-30T17:19:00Z) - Employing chunk size adaptation to overcome concept drift [2.277447144331876]
We propose a new Chunk Adaptive Restoration framework that can be adapted to any block-based data stream classification algorithm.
The proposed algorithm adjusts the data chunk size in the case of concept drift detection to minimize the impact of the change on the predictive performance of the used model.
arXiv Detail & Related papers (2021-10-25T12:36:22Z) - Closed-form Continuous-Depth Models [99.40335716948101]
Continuous-depth neural models rely on advanced numerical differential equation solvers.
We present a new family of models, termed Closed-form Continuous-depth (CfC) networks, that are simple to describe and at least one order of magnitude faster.
arXiv Detail & Related papers (2021-06-25T22:08:51Z) - Churn Reduction via Distillation [54.5952282395487]
We show an equivalence between training with distillation using the base model as the teacher and training with an explicit constraint on the predictive churn.
We then show that distillation performs strongly for low churn training against a number of recent baselines.
arXiv Detail & Related papers (2021-06-04T18:03:31Z) - Anomaly Detection of Time Series with Smoothness-Inducing Sequential
Variational Auto-Encoder [59.69303945834122]
We present a Smoothness-Inducing Sequential Variational Auto-Encoder (SISVAE) model for robust estimation and anomaly detection of time series.
Our model parameterizes mean and variance for each time-stamp with flexible neural networks.
We show the effectiveness of our model on both synthetic datasets and public real-world benchmarks.
arXiv Detail & Related papers (2021-02-02T06:15:15Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.