Performance Analysis
A List of definitions and notations
For the convenience of the reader, we summarize a list of notations blow. 1. null G In Appendix B.1, we present a general statement of Theorem 3.1 (a) along with its proof. Theorem 3.1 (a) states the order recovery guarantee for a specified parameter We summarize the bounds for (I) and (II) in Lemma B.1 and Lemma B.2, which can be found in Collecting the results in Lemma B.1 and Lemma B.2 and reorganizing the terms in the inequalities, we have the following conclusion. We now state the proof of this Lemma. Then we bound the first term using the concentration bound on Chi-squared random variables. For the non-identifiable models, we can use Lemma H.1 in a similar way to obtain that with probability We now state the proof of this Lemma.
Estimating and Explaining Model Performance When Both Covariates and Labels Shift
Therefore, estimating how well a given model might perform on the new data is an important step toward reliable ML applications. This is very challenging, however, as the data distribution can change in flexible ways, and we may not have any labels on the new data, which is often the case in monitoring settings.