RMIDDM: An unsupervised and interpretable concept drift detection method for data streams

Abstract

Traditional machine learning techniques assume that data is drawn from a stationary source. This assumption is challenged in contexts with data streams for presenting constant and potentially infinite sequences whose distribution is prone to change over time. Based on these settings, detecting changes (a.k.a. concept drifts) is necessary to keep learning models up-to-date. Although state-of-the-art detection methods were designed to monitor the loss of predictive models, such monitoring falls short in many real-world scenarios where the true labels are not readily available. Therefore, there is increasing attention to unsupervised concept drift detection methods as approached in this paper. In this work, we present an unsupervised and interpretable method based on Radial Basis Function Networks (RBFN) and Markov Chains (MC), referred to as RMIDDM (Radial Markov Interpretable Drift Detection Method). In our method, RBF performs, in the intermediate layer, an activation process that implicitly produces groups of observations collected over time. Simultaneously, MC models the transitions between groups to support the detection of concept drifts, which happens when the active group changes and its probability exceeds a given threshold. A set of experiments with synthetic datasets and comparisons with state-of-the-art algorithms demonstrated that the proposed method can detect drifts at runtime in an efficient, interpretable, and independent way of labels, presenting competitive results and behavior. Additionally, to show its applicability in a real-world scenario, we analyzed new COVID-19 cases, deaths, and vaccinations to identify new waves as concept drifts and generate Markov models that allow understanding of their interaction.