Questions tagged [concept-drift]
In the context of data streams concept drift describes the phenomenon of the underlying distribution of a variable changing over time, often negatively affecting the performance of statistical models trained on perviously observed data.
25
questions
0
votes
0answers
9 views
Accounting for drift in a dataset when determining confidence interval
I am running a job that is broken into 700 pieces, running sequentially of which I have completed approximately 100. Using the runtimes of the completed chunks I have a 90% confidence interval runtime ...
1
vote
2answers
37 views
Concept drift in text data
Can we detect concept drift in text data?. I am dealing with text classification problem. If we can,
how can we detect concept drift in text data?
0
votes
0answers
8 views
Can retraining predictive model solves Dataset shift?
Assuming we are using non-parametric models like gradient boosted tree, can retraining the model solves each of the dataset shift (1. covariate 2. prior probability 3. concept shift)?
0
votes
0answers
15 views
Data ageing and concept drift
I have a simple question.
In the literature I am reading "data ageing" and "concept drift" are mentioned, and I just want to make sure that I understand the difference between the two terms. The ...
0
votes
0answers
16 views
How to analyze the drift detected by Adaptive Windowing (ADWIN) in the output?
I have used ADWIN approach to detect the drift, but could I get clarified in obtaining the detected drift (reading the drift output).
from concept_drift.adwin import AdWin
...
0
votes
1answer
27 views
Zero Denominator in Yule's Q-statistics?
In Concept Drift Adaptation by Exploiting Historical Knowledge
they use Yule's Q-statistics to compute diversity between a collection of predictions.
I think the context is not really important.
I ...
2
votes
1answer
216 views
How does LightGBM deals with incremental learning (and concept drift)?
With some research I found that it updates the leaves (does not create new or remove old ones) is it right? How this happens?
Another question is when the incremental learning is done in concept ...
0
votes
0answers
24 views
Panel data in terms of stochastic process
Is conceptually proper to think about panel data in formal way as a realization of stochastic process $\mathbf{X}:\Omega\times(T\times N)\to \mathbb{R}^d$?
1
vote
0answers
58 views
Explanation(s) for unimodal distribution of prediction probability computed by Random Forest
I have a typical binary classification problem with a sample of ~700 instances where I fitted multiple classification models including logistic regression, SVM and Random Forest.
The instances are ...
1
vote
0answers
129 views
How to update a keras LSTM weights to avoid Concept Drift
I´m trying to update a Keras LSTM to avoid the concept of drift. For that I´m following the approach proposed in this paper [1] on which they compute an anomaly score and they apply it to update the ...
2
votes
0answers
55 views
Disadvantages of “moving window ensemble” approach?
Assuming online/incremental training is not available for a particular algorithm, and assuming that you have a stream of training data that may or may not change over time (eg log data), what are the ...
1
vote
1answer
27 views
Concept drift in in user interaction data
concept drift usually refers to the change in the relationship between input and output data over time.
I do have dataset of users' activity in an e-commerce website. Let's say we have a sequence of ...
0
votes
1answer
91 views
What is the corresponding model when I include drift in an SARIMA model with seasonal differences?
I fitted the following model, but I am not sure if the drift term is an intercept term or the mean of $y_t-y_{t-4}$ (as it seems in a blog post by Rob Hyndman).
...
0
votes
0answers
93 views
Is this an example of overfitting?
I am trying to predict some future values using either KNN or regression model.
I have about 9 independent variables that do not seem to have strong correlation to each other (Not completely sure ...
3
votes
1answer
53 views
Are ensemble learning methods for data streams restricted to online or batch learning?
Recently I'm working on some online learning algorithm (using RBF neural network ) for classification. As I read papers in this area I found there is an issue in online-learning called concept drift ...
1
vote
1answer
278 views
Unsupervised concept drift detection in clustering
I am implementing a clustering-based algorithm for non-stationary data stream.
Most concept drift techniques are based on change in classification output (or on its accuracy).
Is their a way for ...
1
vote
1answer
59 views
Optimization with concept drift, changing location of the optimum over time
Is there any research/literature on the topic of optimization where the location of the optimum changes over time? Nonetheless I am interested in an optimal solution at any given time.
It's hard for ...
4
votes
2answers
393 views
lifetime of fraud detection models
Suppose we are building/testing a fraud detection model for a specific credit card/ or a quick cash loan business. We have a lot of data to play with (say past 5years), and after careful preprocessing,...
4
votes
1answer
106 views
Is there a way to adapt machine learning models knowing ex ante that distributions will shift?
I am currently working on a topic where I know that the distributions of the output and of the covariates will shift. I know for example that some covariates will at least follow the inflation rate. ...
3
votes
1answer
149 views
Machine learning or statistical models that account for time evolution and underlying system changes
I wonder if there are some algorithms that can account for underlying system dynamics over time.
One possible situation can be the following: in a ticket reporting data, a data point arrives when a ...
2
votes
1answer
157 views
How do the terms non-stationarity, concept-drift and evolving data relate to each other?
I often see the terms non-stationarity, concept-drift and evolving data in the same context, as if they were interchangeable. Are they? Or is there some subtle nuance that I am missing?
0
votes
1answer
291 views
Synthetic datasets for concept drifting data
Is there any synthetic / artificial datasets for concept drifting data? I want to visualize the performance of some clustering algorithm when data experiences concept drift and changes over time.
2
votes
1answer
700 views
concept drift detection
I'm working on a project that involves concept drift detection for a time series. Are there any well-known techniques/methods/algorithms that are known to be effective for this sort of problem?
...
1
vote
1answer
264 views
Statistics tests for monitor changes in data distribution (concept drift) without knowing real output
I'm currently struggling with concept drift problem in on-line learing. I read some papers "Ikonomovska Gama - Regression Trees from Data Streams with Drift Detection " and check their implementation ...
1
vote
4answers
1k views
Benchmark Data-sets for Concept Drift where important predictors (independent variables) change with time or stream of observations [closed]
I'm currently searching the web and literature for streaming classification datasets with concept drift. I've found a number of synthetic datasets where over time the important predictors either ...
