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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
DriftSurf: A Risk-competitive Learning Algorithm under Co...
Ashraf Tahmasbi, Ellango Jothimurugesan, Srikanta Tirthapura, Ph · 2020-03-14 · via stat.ML updates on arXiv.org

When learning from streaming data, a change in the data distribution, also known as concept drift, can render a previously-learned model inaccurate and require training a new model. We present an adaptive learning algorithm that extends previous drift-detection-based methods by incorporating drift detection into a broader stable-state/reactive-state process. The advantage of our approach is that we can use aggressive drift detection in the stable state to achieve a high detection rate, but mitigate the false positive rate of standalone drift detection via a reactive state that reacts quickly to true drifts while eliminating most false positives. The algorithm is generic in its base learner and can be applied across a variety of supervised learning problems. Our theoretical analysis shows that the risk of the algorithm is competitive to an algorithm with oracle knowledge of when (abrupt) drifts occur. Experiments on synthetic and real datasets with concept drifts confirm our theoretical analysis.