Diagnostic Runtime Monitoring with Martingales
Ali Hindy, Rachel Luo, Somrita Banerjee, Jonathan Kuck, Edward, Schmerling, Marco Pavone

TL;DR
This paper introduces a new streaming framework using multiple stochastic martingales to diagnose distribution shifts in machine learning systems, enabling timely interventions and improved robustness in safety-critical robotics.
Contribution
It presents a novel martingale-based approach for real-time diagnosis of distribution shifts, adaptable across various models and datasets, outperforming existing methods.
Findings
Outperforms existing methods in speed and accuracy
Effective in both simulated and real hardware environments
Flexible framework adaptable to different shift types
Abstract
Machine learning systems deployed in safety-critical robotics settings must be robust to distribution shifts. However, system designers must understand the cause of a distribution shift in order to implement the appropriate intervention or mitigation strategy and prevent system failure. In this paper, we present a novel framework for diagnosing distribution shifts in a streaming fashion by deploying multiple stochastic martingales simultaneously. We show that knowledge of the underlying cause of a distribution shift can lead to proper interventions over the lifecycle of a deployed system. Our experimental framework can easily be adapted to different types of distribution shifts, models, and datasets. We find that our method outperforms existing work on diagnosing distribution shifts in terms of speed, accuracy, and flexibility, and validate the efficiency of our model in both simulated…
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Taxonomy
TopicsModel Reduction and Neural Networks · Stochastic processes and financial applications
