发现并检测模型预测引发的数据漂移,防止自我实现的反馈循环。
Identifying Predictions That Influence the Future: Detecting Performative Concept Drift in Data Streams
- 提出新方法检测模型预测导致的数据概念漂移
- 在合成与半合成数据上验证效果优异,误报率低
- 适合金融、安全等存在反馈循环的实时系统
概念漂移在流学习中被广泛研究,但通常假设部署模型的预测不会影响实际漂移。然而,自动化交易可能形成自我实现的反馈循环,恶意实体也可能为逃避检测而适应,导致自我否定的反馈。此类由模型诱导的漂移称为绩效漂移(performative drift)。本文首次在流学习背景下定义该现象,并提出一种名为CheckerBoard Performative Drift Detection(CB-PDD)的新检测方法。在合成与半合成数据集上测试显示,该方法对自我实现反馈具有高检测效力,误报率低,能有效区分内在漂移,且性能优于或接近现有技术。同时指出传统漂移会掩盖绩效漂移,限制检测效果。
原文摘要 · Abstract (English)
Concept Drift has been extensively studied within the context of Stream Learning. However, it is often assumed that the deployed model's predictions play no role in the concept drift the system experiences. Closer inspection reveals that this is not always the case. Automated trading might be prone to self-fulfilling feedback loops. Likewise, malicious entities might adapt to evade detectors in the adversarial setting resulting in a self-negating feedback loop that requires the deployed models to constantly retrain. Such settings where a model may induce concept drift are called performative. In this work, we investigate this phenomenon. Our contributions are as follows: First, we define performative drift within a stream learning setting and distinguish it from other causes of drift. We introduce a novel type of drift detection task, aimed at identifying potential performative concept drift in data streams. We propose a first such performative drift detection approach, called CheckerBoard Performative Drift Detection (CB-PDD). We apply CB-PDD to both synthetic and semi-synthetic datasets that exhibit varying degrees of self-fulfilling feedback loops. Results are positive with CB-PDD showing high efficacy, low false detection rates, resilience to intrinsic drift, comparability to other drift detection techniques, and an ability to effectively detect performative drift in semi-synthetic datasets. Secondly, we highlight the role intrinsic (traditional) drift plays in obfuscating performative drift and discuss the implications of these findings as well as the limitations of CB-PDD.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。