This paper addresses parameter drift in stochastic models. We define a notion of context that represents invariant, stable-over-time behavior and we then propose an algorithm for detecting context changes in processin...This paper addresses parameter drift in stochastic models. We define a notion of context that represents invariant, stable-over-time behavior and we then propose an algorithm for detecting context changes in processing a stream of data. A context change is seen as model failure, when a probabilistic model representing current behavior is no longer able to ＂fit＂ newly encountered data. We specify our stochastic models using a first-order logic-based probabilistic modeling language called Generalized Loopy Logic （GLL）. An important component of GLL is its learning mechanism that can identify context drift. We demonstrate how our algorithm can be incorporated into a failure-driven context-switching probabilistic modeling framework and offer several examples of its application.展开更多
基金funded by a US Air Force Research Laboratory SBIR contract(FA8750-06-C0016)
文摘This paper addresses parameter drift in stochastic models. We define a notion of context that represents invariant, stable-over-time behavior and we then propose an algorithm for detecting context changes in processing a stream of data. A context change is seen as model failure, when a probabilistic model representing current behavior is no longer able to ＂fit＂ newly encountered data. We specify our stochastic models using a first-order logic-based probabilistic modeling language called Generalized Loopy Logic （GLL）. An important component of GLL is its learning mechanism that can identify context drift. We demonstrate how our algorithm can be incorporated into a failure-driven context-switching probabilistic modeling framework and offer several examples of its application.
