arXiv · 2102.01458
Drift Estimation with Graphical Models
Abstract
This paper deals with the issue of concept drift in supervised machine learn-ing. We make use of graphical models to elicit the visible structure of the dataand we infer from there changes in the hidden context. Differently from previous concept-drift detection methods, this application does not depend on the supervised machine learning model in use for a specific target variable, but it tries to assess the concept drift as independent characteristic of the evolution of a dataset. Specifically, we investigate how a graphical model evolves by looking at the creation of new links and the disappearing of existing ones in different time periods. The paper suggests a method that highlights the changes and eventually produce a metric to evaluate the stability over time. The paper evaluate the method with real world data on the Australian Electric market.
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Luigi Riso, Marco Guerzoni. 2021-02-02. Drift Estimation with Graphical Models. https://arxiv.org/abs/2102.01458
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