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Principle:Online ml River Drift Adaptive Evaluation

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River River Docs Online Machine Learning, Concept Drift, Model Evaluation 2026-02-08 16:00 GMT

Overview

Drift-adaptive evaluation is the methodology for assessing drift-adaptive classifiers using progressive validation on non-stationary data streams, revealing both the impact of concept drift and the effectiveness of adaptation mechanisms.

Description

Progressive validation (also known as prequential evaluation or "test-then-train") is the standard evaluation protocol for online learning models: each sample is first used for prediction (testing), then for training. In the context of drift-adaptive classifiers, this protocol is particularly informative because it naturally reveals the interplay between concept drift and model adaptation.

When a drift-adaptive model is evaluated progressively on a non-stationary stream, the resulting performance curve exhibits characteristic patterns:

  • Pre-drift stability: The model learns the current concept and performance improves or stabilizes.
  • Drift-induced degradation: When the data distribution changes, the model's predictions based on the old concept become inaccurate, causing a performance drop.
  • Adaptation recovery: After the drift is detected and the model adapts (via subtree replacement, model reset, or tree swapping), performance recovers on the new concept.

By comparing drift-adaptive models (e.g., DriftRetrainingClassifier, ARFClassifier) against non-adaptive baselines (e.g., standard HoeffdingTreeClassifier) on the same stream, the adaptation benefit can be quantified: the speed and degree of recovery after drift events.

The print_every parameter in progressive_val_score is especially useful for drift evaluation because it reveals how performance changes at regular intervals, making drift points and recovery phases visible.

Usage

Use drift-adaptive evaluation when:

  • You need to assess how well a model handles non-stationary data.
  • You want to compare drift-adaptive models against non-adaptive baselines.
  • You need to identify the specific time periods where drift impacts model performance.
  • You want to measure the adaptation speed (how quickly performance recovers after drift).
  • You are selecting among different drift detectors or adaptation strategies.

Theoretical Basis

Progressive Validation Protocol:

Given a data stream (x1,y1),(x2,y2),,(xT,yT), progressive validation evaluates a model M as follows:

Progressive Validation:
    Initialize model M and metric L
    For t = 1, 2, ..., T:
        1. y_pred = M.predict(x_t)         # Test on current sample
        2. L.update(y_t, y_pred)            # Update metric
        3. M.learn_one(x_t, y_t)            # Train on current sample
    Return L

This is an honest evaluation because the model is tested on each sample before it is used for training. It simulates a production scenario where predictions are made before ground truth becomes available.

Why Progressive Validation is Particularly Important for Drift:

  • No data leakage: Unlike cross-validation (which shuffles data), progressive validation preserves temporal ordering, ensuring that drift events are evaluated in their natural sequence.
  • Continuous assessment: The metric accumulates over the full stream, including stable periods, drift transitions, and recovery phases. This provides a holistic view of model performance.
  • Natural degradation signal: Performance naturally degrades at drift points because the model was trained on the old distribution. The degree of degradation and the speed of recovery directly measure the model's adaptive capability.

Comparing Adaptive vs. Non-Adaptive Models:

Let Ladaptive be the final metric of a drift-adaptive model and Lbaseline be that of a non-adaptive baseline on the same stream. The adaptation benefit is:

ΔL=LadaptiveLbaseline

For accuracy-type metrics, a positive ΔL indicates the adaptive model outperforms the baseline. The benefit is typically most pronounced on streams with frequent or severe drift.

Periodic Reporting:

Using print_every (in progressive_val_score) or step (in iter_progressive_val_score) produces intermediate metric snapshots:

[1,000] Accuracy: 85.20%     <- Stable pre-drift performance
[2,000] Accuracy: 82.10%     <- Drift impact visible
[3,000] Accuracy: 83.50%     <- Recovery after adaptation
[4,000] Accuracy: 84.80%     <- Continued improvement on new concept

These snapshots reveal the temporal dynamics that aggregate metrics hide.

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