Concept Drift: When Models Age and Make Mistakes
Machine learning has enabled many applications, from image and speech recognition to fraud detection and autonomous vehicles. The models used in these applications are trained on datasets, and they might work well when tested on examples that were available when they were trained. But what happens when the distribution of data changes over time, as it happens with online or rapidly-evolving systems, such as social media or stock markets? When do models start making mistakes and become outdated?
The answer is concept drift. Concept drift refers to the change of the statistical properties of data over time that models have to cope with. It poses a fundamental challenge to machine learning systems and requires constant monitoring, adaptation, and updating.
Real-life Example: Concept Drift in Online Advertising
To better understand concept drift, let’s consider an example: online advertising. Advertisers use machine learning to predict the probability of a user clicking on an ad, so they can display the most relevant ad to maximize the click-through rates and revenue. These predictions are based on clickstream data, user profiles, and other features. However, the distribution of user behavior and intent changes over time, as trends, preferences, and external factors (such as pandemics or holidays) influence them.
For instance, suppose a model is trained on data from January-March 2020, where people were searching for trips and travel packages for their spring breaks. The model learned patterns that are specific to that period, such as keywords, destinations, or flight durations. However, the outbreak of COVID-19 in March 2020 disrupted the travel industry, and people started canceling their trips or looking for alternatives, such as staycations or outdoor activities. The model can no longer rely on its previous assumptions to make accurate predictions for the summer or fall of 2020 or beyond.
Types of Concept Drift
Concept drift can be categorized into three types:
– Sudden concept drift: Happens when a sudden change in the data distribution occurs, such as a black swan event, a website redesign, or a new product launch. Sudden drift is harder to detect and require immediate attention to avoid significant losses or mispredictions.
– Incremental concept drift: Happens when the changes in the data occur gradually and over time. Incremental drifts are easier to detect but can be harder to adapt to since the model might become stuck in an old trend or unable to incorporate new phenomena.
– Recurring concept drift: Happens when the changes in the data distribution follow a periodic pattern, such as a seasonal trend or a weekly cycle. Recurring drifts are predictable and can be planned for, but require periodic updates and adaptations to stay accurate.
Monitoring and Mitigating Concept Drift
Concept drift can lead to diminishing the performance of machine learning systems or even worse, producing erroneous results that can lead to harm, such as misdiagnose a patient, recommend irrelevant content, or make bad investments decisions. Therefore, monitoring and mitigating concept drift is crucial for the sound deployment and operation of machine learning systems.
There are several techniques and strategies to handle concept drift, such as:
– Re-training the model: One of the most effective ways to cope with concept drift is by re-training the model periodically on new data. Re-training the model allows it to incorporate the most recent patterns and update its assumptions. However, re-training can be costly, time-consuming, and might require expert supervision.
– Adaptive learning: Adaptive learning aims to adjust the model learning process continuously by adding or removing features or adjusting the model parameters in response to concept drift. Adaptive learning requires incremental computation and updating of the model weights.
– Ensemble methods: Ensemble methods involve combining the predictions of multiple models to improve the accuracy and robustness of the overall prediction. Ensemble methods are suited for coping with incremental or sudden concept drift and can handle noisy data or outliers.
– Tracking and monitoring: A crucial component of mitigating concept drift is to have a monitoring and tracking system in place that alerts the system owner when drift is detected or predicted. Monitoring tools can use statistical methods, visualization, or feedback loops to signal when the model performance is degrading, or predictions are diverging from the ground-truth data.
Conclusion
Concept drift is one of the major challenges facing machine learning systems in real-world applications. It requires constant monitoring, updating, and adaptation to cope with the changing distribution of data. Concept drift can happen in different forms, from sudden to incremental to recurring drifts. Mitigating concept drift can be achieved using various techniques, such as re-training, adaptive learning, ensemble methods, and monitoring tools. Failure to address concept drift can lead to poor performance, reduced accuracy, and even harm. Therefore, it is essential to tackle concept drift proactively and systematically.