Sequential Harmful Shift Detection Without Labels

We introduce a novel approach for detecting distribution shifts that negatively impact the performance of machine learning models in continuous production environments, which requires no access to ground truth data labels. It builds upon the work of Podkopaev and Ramdas [2022], who address scenarios where labels are available for tracking model errors over time. Our solution extends this framework to work in the absence of labels, by employing a proxy for the true error. This proxy is derived using the predictions of a trained error estimator. Experiments show that our method has high power and false alarm control under various distribution shifts, including covariate and label shifts and natural shifts over geography and time.

Authors

• Salim I. Amoukou
• Tom Bewley
• Saumitra Mishra JP Morgan AI Research, London, UK
• Freddy Lecue
• Daniele Magazzeni J.P. Morgan AI Research
• Manuela Veloso J.P.Morgan AI Research

Keywords

No keywords are indexed for this paper.