Adversarial Validation Approach to Concept Drift Problem in Automated Machine Learning Systems

In automated machine learning systems, concept drift in input data is one of the main challenges. It deteriorates model performance on new data over time. Previous research on concept drift mostly proposed model retraining after observing performance decreases. However, this approach is suboptimal because the system fixes the problem only after suffering from poor performance on new data. Here, we introduce an adversarial validation approach to concept drift problems in automated machine learning systems. With our approach, the system detects concept drift in new data before making inference, trains a model, and produces predictions adapted to the new data. We show that our approach addresses concept drift effectively with the AutoML3 Lifelong Machine Learning challenge data as well as in Uber's internal automated machine learning system, MaLTA.

CausalML: Python Package for Causal Machine Learning

CausalML is a Python implementation of algorithms related to causal inference and machine learning. Algorithms combining causal inference and machine learning have been a trending topic in recent years. This package tries to bridge the gap between theoretical work on methodology and practical applications by making a collection of methods in this field available in Python. This paper introduces the key concepts, scope, and use cases of this package.