On the Change of Decision Boundaries and Loss in Learning with Concept Drift

The world that surrounds us is subject to constant change, which also affects the increasing amount of data collected over time, in social media, sensor networks, IoT devices, etc. Those changes, referred to as concept drift, can be caused by seasonal changes, changing demands of individual customers, aging or failing sensors, and many more. As drift constitutes a major issue in many applications, considerable research is focusing on this setting [4]. Depending on the domain of data and application, different drift scenarios might occur: For example, covariate shift refers to the situation that training and test sets have different marginal distributions [9]. In recent years, a large variety of methods for learning in presence of drift has been proposed [4], whereby a majority of the approaches targets supervised learning scenarios.