The Price of Self-Calibration: Exact Evidence Budgets and Manufactured Blind Sets in Adaptive Monitoring
Read the original on arXiv Machine Learning →The paper derives precise cost formulas for self‑calibrating monitors that adjust thresholds online to maintain a specified long‑run false‑alarm rate under arbitrary drift. It shows that the guarantee is an accounting identity, independent of the monitored signal, and provides exact evidence identities for both step and ramp drift scenarios, as well as an exact law for the fluctuation of the certificate’s own alarm rate. Additionally, it proves that any monitor designed to tolerate a drift class is blind to all faults in the difference of that class, identifying the blind set for speed‑bounded drift classes and quantifying power outside this set with a sharp Gaussian projection bound.
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