用KS距离量化数据分布偏移,实时预警AI性能下降
Using Kolmogorov-Smirnov Distance for Measuring Distribution Shift in Machine Learning
- 引入KS距离检测测试数据与训练数据的分布差异
- KS=0.02即导致交通智能体行程时间增加50%
- 适合关注AI可靠性与实时监控的交通系统研究者
机器学习与人工智能系统面临的一个核心挑战是:现实世界测试数据的概率分布可能与训练数据分布显著偏离。一旦发生,系统预测误差将大幅上升,严重影响准确性与可靠性。为应对这一问题,本文探索使用柯尔莫哥洛夫-斯米尔诺夫(Kolmogorov-Smirnov, KS)检验来实时监测分布偏移,并验证了KS距离可有效量化分布偏移及其对AI代理性能的影响。结果显示,即使在KS=0.02的微小偏移下,基于强化学习的交通智能体在单个路口的行程时间也会上升约50%,影响显著。该方法为智能交通中实时评估AI性能退化提供了重要工具,有助于系统更主动地应对分布偏移。
原文摘要 · Abstract (English)
One of the major problems in Machine Learning (ML) and Artificial Intelligence (AI) is the fact that the probability distribution of the test data in the real world could deviate substantially from the probability distribution of the training data set. When this happens, the predictions of an ML system or an AI agent could involve large errors which is very troublesome and undesirable. While this is a well-known hard problem plaguing the AI and ML systems' accuracy and reliability, in certain applications such errors could be critical for safety and reliability of AI and ML systems. One approach to deal with this problem is to monitor and measure the deviation in the probability distribution of the test data in real time and to compensate for this deviation. In this paper, we propose and explore the use of Kolmogorov-Smirnov (KS) Test for measuring the distribution shift and we show how the KS distance can be used to quantify the distribution shift and its impact on an AI agent's performance. Our results suggest that KS distance could be used as a valuable statistical tool for monitoring and measuring the distribution shift. More specifically, it is shown that even a distance of KS=0.02 could lead to about 50\% increase in the travel time at a single intersection using a Reinforcement Learning agent which is quite significant. It is hoped that the use of KS Test and KS distance in AI-based smart transportation could be an important step forward for gauging the performance degradation of an AI agent in real time and this, in turn, could help the AI agent to cope with the distribution shift in a more informed manner.
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