Detecting Concept Drift With Neural Network Model Uncertainty

Deployed machine learning models are confronted with the problem of changing data over time, a phenomenon also called concept drift.
While existing approaches of concept drift detection already show convincing results, they require true labels as a prerequisite for successful drift detection. Especially in many real-world application scenarios---like the ones covered in this work---true labels are scarce, and their acquisition is expensive. Therefore, we introduce a new algorithm for drift detection, Uncertainty Drift Detection (UDD), which is able to detect drifts without access to true labels. Our approach is based on the uncertainty estimates provided by a deep neural network in combination with Monte Carlo Dropout. Structural changes over time are detected by applying the ADWIN technique on the uncertainty estimates, and detected drifts trigger a retraining of the prediction model. In contrast to input data-based drift detection, our approach considers the effects of the current input data on the properties of the prediction model rather than detecting change on the input data only (which can lead to unnecessary retrainings). We show that UDD outperforms other state-of-the-art strategies on two synthetic as well as ten real-world data sets for both regression and classification tasks.