April 2014
Intermediate to advanced
334 pages
10h 40m
English
book
Conformal Prediction for Reliable Machine Learning
by Vineeth Balasubramanian, Shen-Shyang Ho, Vladimir Vovk
Content preview from Conformal Prediction for Reliable Machine Learning
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Chapter 5
Online Change Detection
Shen-Shyang Hoa and Harry Wechslerb, aSchool of Computer Engineering, Nanyang Technological University, Singapore, bDepartment of Computer Science, George Mason University, VA, USA
Abstract
In this chapter, we provide an overview of the recent development of the online change detection approach for data sequence based on martingale computed using p-values derived from nonconformity scores for observed data. In particular, we summarize and discuss (1) the effectiveness of the change detection method on different scenarios and (2) implementation issues related to the martingale-based change detection method.
Keywords
Online Change Detection; Concept Drift; Sequential Data; Exchangeability; Martingale
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