| Paper ID | SPTM-1.5 |
| Paper Title |
SCORE-BASED CHANGE DETECTION FOR GRADIENT-BASED LEARNING MACHINES |
| Authors |
Lang Liu, University of Washington, United States; Joseph Salmon, University of Montpellier, France; Zaid Harchaoui, University of Washington, United States |
| Session | SPTM-1: Detection Theory and Methods 1 |
| Location | Gather.Town |
| Session Time: | Tuesday, 08 June, 13:00 - 13:45 |
| Presentation Time: | Tuesday, 08 June, 13:00 - 13:45 |
| Presentation |
Poster
|
| Topic |
Signal Processing Theory and Methods: [SSP] Statistical Signal Processing |
| IEEE Xplore Open Preview |
Click here to view in IEEE Xplore |
| Virtual Presentation |
Click here to watch in the Virtual Conference |
| Abstract |
The widespread use of machine learning algorithms calls for automatic change detection algorithms to monitor their behavior over time. As a machine learning algorithm learns from a continuous, possibly evolving, stream of data, it is desirable and often critical to supplement it with a companion change detection algorithm to facilitate its monitoring and control. We present a generic score-based change detection method that can detect a change in any number of components of a machine learning model trained via empirical risk minimization. This proposed statistical hypothesis test can be readily implemented for such models designed within a differentiable programming framework. We establish the consistency of the hypothesis test and show how to calibrate it to achieve a prescribed false alarm rate. We illustrate the versatility of the approach on synthetic and real data. |
