Title
PCA-based drift and shift quantification framework for multidimensional data
Abstract
Concept drift is a serious problem confronting machine learning systems in a dynamic and ever-changing world. In order to manage concept drift it may be useful to first quantify it by measuring the distance between distributions that generate data before and after a drift. There is a paucity of methods to do so in the case of multidimensional numeric data. This paper provides an in-depth analysis of the PCA-based change detection approach, identifies shortcomings of existing methods and shows how this approach can be used to measure a drift, not merely detect it.
Year
DOI
Venue
2020
10.1007/s10115-020-01438-3
Knowledge and Information Systems
Keywords
DocType
Volume
Principal component analysis, Drift detection, Hellinger distance
Journal
62
Issue
ISSN
Citations 
7
0219-1377
0
PageRank 
References 
Authors
0.34
0
2
Name
Order
Citations
PageRank
Igor Goldenberg100.34
Geoffrey I. Webb29912.05