Drift Detection: Introducing Gaussian Split Detector

TL;DR

The paper introduces Gaussian Split Detector (GSD), a novel batch-mode drift detection method that operates without ground truth labels, effectively identifying real data drift in multi-dimensional streams using Gaussian mixture models.

Contribution

GSD is a new drift detector that works without ground truth labels and handles multi-dimensional data, outperforming existing methods in real drift detection.

Findings

GSD outperforms state-of-the-art detectors in real drift detection.

GSD effectively ignores virtual drift, reducing false alarms.

GSD works well on both real and synthetic datasets.

Abstract

Recent research yielded a wide array of drift detectors. However, in order to achieve remarkable performance, the true class labels must be available during the drift detection phase. This paper targets at detecting drift when the ground truth is unknown during the detection phase. To that end, we introduce Gaussian Split Detector (GSD) a novel drift detector that works in batch mode. GSD is designed to work when the data follow a normal distribution and makes use of Gaussian mixture models to monitor changes in the decision boundary. The algorithm is designed to handle multi-dimension data streams and to work without the ground truth labels during the inference phase making it pertinent for real world use. In an extensive experimental study on real and synthetic datasets, we evaluate our detector against the state of the art. We show that our detector outperforms the state of the art in detecting real drift and in ignoring virtual drift which is key to avoid false alarms.