The Window Dilemma: Why Concept Drift Detection is Ill-Posed

Non-stationarity of an underlying data generating process that leads to distributional changes over time is a key characteristic of Data Streams. This phenomenon, commonly referred to as Concept Drift, has been intensively studied, and Concept Drift Detectors have been established as a class of methods for detecting such changes (drifts). For the most part, Drift Detectors compare regions (windows) of the data stream and detect drift if those windows are sufficiently dissimilar. In this work, we introduce the Window Dilemma, an observation that perceived drift is a product of windowing and not necessarily the underlying data generating process. Additionally, we highlight that drift detection is ill-posed, primarily because verification of drift events are implausible in practice. We demonstrate these contributions first by an illustrative example, followed by empirical comparisons of drift detectors against a variety of alternative adaptation strategies. Our main finding is that traditional batch learning techniques often perform better than their drift-aware counterparts further bringing into question the purpose of detectors in Stream Classification.

Performative Drift Resistant Classification Using Generative Domain Adversarial Networks

Performative Drift is a special type of Concept Drift that occurs when a model's predictions influence the future instances the model will encounter. In these settings, retraining is not always feasible. In this work, we instead focus on drift understanding as a method for creating drift-resistant classifiers. To achieve this, we introduce the Generative Domain Adversarial Network (GDAN) which combines both Domain and Generative Adversarial Networks. Using GDAN, domain-invariant representations of incoming data are created and a generative network is used to reverse the effects of performative drift. Using semi-real and synthetic data generators, we empirically evaluate GDAN's ability to provide drift-resistant classification. Initial results are promising with GDAN limiting performance degradation over several timesteps. Additionally, GDAN's generative network can be used in tandem with other models to limit their performance degradation in the presence of performative drift. Lastly, we highlight the relationship between model retraining and the unpredictability of performative drift, providing deeper insights into the challenges faced when using traditional Concept Drift mitigation strategies in the performative setting.

Identifying Predictions That Influence the Future: Detecting Performative Concept Drift in Data Streams

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.