Concept drift detection for distributed multi-model machine learning systems

Abstract

Many works focus on optimizing machine learning models during their training phase, but fail to account how these models adapt into their model-serving phase once they are deployed into real world applications. In this phase models must process through streams of data that can evolve over time and distort the relationship between incoming data, causing concept drift. This paper proposes leveraging the advantages of emerging features stores in order to improve concept drift detection on unlabeled, dynamic data streams across multiple models. Firstly, we introduce Drift Detection on Distributed Datasets (QuaD), which combines classical drift detectors to make use of labeled and unlabeled data, and create local context (i.e. per live model) and global context (i.e. across multiple models). Secondly, we propose using feature store entities, SHAP values, and Collaborative Filtering (CF) to augment unlabeled data across multiple models. To the best of our knowledge, QuaD is the first work that examines the collective behavior of concept drift across multiple models and discerns associations between models that may share a susceptibility in a dynamic setting. QuaD uses a combination of performance-based and data distribution-based drift detectors and CF to capture varying types of concept drifts for labeled and unlabeled data streams and is modeled around the data abstraction provided by emerging feature stores.