Title
Survey of distance measures for quantifying concept drift and shift in numeric data
Abstract
Deployed machine learning systems are necessarily learned from historical data and are often applied to current data. When the world changes, the learned models can lose fidelity. Such changes to the statistical properties of data over time are known as concept drift. Similarly, models are often learned in one context, but need to be applied in another. This is called concept shift. Quantifying the magnitude of drift or shift, especially in the context of covariate drift or shift, or unsupervised learning, requires use of measures of distance between distributions. In this paper, we survey such distance measures with respect to their suitability for estimating drift and shift magnitude between samples of numeric data.
Year
DOI
Venue
2019
10.1007/s10115-018-1257-z
Knowledge and Information Systems
Keywords
Field
DocType
Multivariate concept drift,Mahalanobis distance,Hotelling distance,Hellinger distance,Kullback–Leibler divergence
Covariate,Hellinger distance,Computer science,Concept drift,Mahalanobis distance,Unsupervised learning,Artificial intelligence,Statistical distance,Kullback–Leibler divergence,Machine learning,Distance measures
Journal
Volume
Issue
ISSN
60
2
0219-3116
Citations 
PageRank 
References 
2
0.36
7
Authors
2
Name
Order
Citations
PageRank
Igor Goldenberg120.36
Geoffrey I. Webb23130234.10