Paper ID | SPTM-1.5 | ||
Paper Title | SCORE-BASED CHANGE DETECTION FOR GRADIENT-BASED LEARNING MACHINES | ||
Authors | Lang Liu, University of Washington, United States; Joseph Salmon, University of Montpellier, France; Zaid Harchaoui, University of Washington, United States | ||
Session | SPTM-1: Detection Theory and Methods 1 | ||
Location | Gather.Town | ||
Session Time: | Tuesday, 08 June, 13:00 - 13:45 | ||
Presentation Time: | Tuesday, 08 June, 13:00 - 13:45 | ||
Presentation | Poster | ||
Topic | Signal Processing Theory and Methods: [SSP] Statistical Signal Processing | ||
IEEE Xplore Open Preview | Click here to view in IEEE Xplore | ||
Abstract | The widespread use of machine learning algorithms calls for automatic change detection algorithms to monitor their behavior over time. As a machine learning algorithm learns from a continuous, possibly evolving, stream of data, it is desirable and often critical to supplement it with a companion change detection algorithm to facilitate its monitoring and control. We present a generic score-based change detection method that can detect a change in any number of components of a machine learning model trained via empirical risk minimization. This proposed statistical hypothesis test can be readily implemented for such models designed within a differentiable programming framework. We establish the consistency of the hypothesis test and show how to calibrate it to achieve a prescribed false alarm rate. We illustrate the versatility of the approach on synthetic and real data. |