Towards Data Science

How to Catch Data Drift When Every Feature Looks Normal

The article explains how to detect subtle changes in the relationships between features—known as data drift—using adversarial validation techniques and scikit‑learn tools. It focuses on situations where individual feature distributions appear unchanged, yet the underlying interactions shift, potentially degrading model performance. The post provides practical guidance on implementing these methods to maintain model reliability.

arXiv Machine Learning
Oct 8

MORA: Modeling Observed Changes for Drift-Robust Time-Series Anomaly Detection

MORA is a drift‑robust time‑series anomaly detection framework that addresses the ambiguity between distribution drift and true anomalies by defining a temporal change disambiguation problem. It reconstructs a local target from paired short‑ and long‑term views, using the reconstruction gap as a measure of contextual support to adjust the primary anomaly score. The method requires no drift annotations or online adaptation and demonstrates strong robustness to non‑stationarity while maintaining sensitivity to genuine anomalies on four TSAD benchmarks.

By Xudong Mou, Tiejun Wang, Rui Wang, Hui Wang, Pin Liu, Tianyu Wo, Xudong Liu, Renyu Yang
Hugging Face Trending Papers
Aug 20

skchange: Fast and Flexible Algorithms for Changepoint Detection

skchange is an open‑source Python library that provides fast and flexible algorithms for detecting structural changes in time series. It offers modular, composable methods based on cost minimisation and statistical tests, and includes features such as anomalous segment detection, high‑dimensional data support, automatic penalty calibration, and a wide range of built‑in costs and tests. The library follows scikit‑learn conventions and uses Numba for high computational performance, with source code and documentation available on GitHub.

arXiv AI
Oct 27

Counterfactual Model Testing Under Distribution Shift

The paper addresses the problem of evaluating deployed machine learning models when their input data distribution shifts, which can arise from changes in the underlying population or from data integrity issues in the feature pipeline. It proposes an online model‑testing framework that reproduces the detected shift on a controlled baseline with known labels, distinguishing between the two mechanisms of shift to estimate current performance and potential gains from repairing data integrity problems. Experiments on real‑world datasets with simulated faults demonstrate that separating the two sources of shift generally improves performance estimates, and a churn‑prediction case study shows how these tests can guide monitoring and repair prioritization.

By Joran Leest, Ilias Gerostathopoulos, Claudia Raibulet, Patricia Lago