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Jaime Céspedes Sisniega
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Merge pull request #241 from IFCA/feature-doc-label-drift
Add label drift to documentation concepts
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docs/source/concepts.md

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@@ -28,7 +28,7 @@ The different types of changes that are considered as a form of drift can be cat
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- **Data drift**: There is a change in ${P(X)}$. Therefore, this type of drift only focuses in the distribution of the covariates ${P(X)}$, so
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${P_{[0, t]}(X) \neq P_{[t+1, \infty)}(X)}$. [Data drift methods](#data-drift) are designed to try to detect this type drift. Unlike *concept drift* taking place, the presence of *data drift* does not guarantee that model's performance is being affected, but it is highly probable that is happening. We have renamed *dataset shift* {cite}`rabanser2019failing` to *data drift*
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in order to maintain consistency with the *concept drift* definition.
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in order to maintain consistency with the *concept drift* definition. These *data drift* methods can also be used to detect *label drift*, also known as *prior probability shift* {cite}`storkey2009training`, where the label distribution ${P(Y)}$ is the one that changes over time, in such a way that ${P_{[0, t]}(Y) \neq P_{[t+1, \infty)}(Y)}$.
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## Why do I need to use a drift detector?
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docs/source/references.bib

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year={2022},
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publisher={INFORMS}
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}
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@article{storkey2009training,
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title={When training and test sets are different: characterizing learning transfer},
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author={Storkey, Amos J},
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journal={Dataset shift in machine learning},
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volume={30},
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number={3-28},
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pages={6},
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year={2009},
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publisher={Citeseer}
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}

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