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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2403.19871 |
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| _version_ | 1866912218051772416 |
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| author | Bertsimas, Dimitris Digalakis Jr, Vassilis Ma, Yu Paschalidis, Phevos |
| author_facet | Bertsimas, Dimitris Digalakis Jr, Vassilis Ma, Yu Paschalidis, Phevos |
| contents | We consider the problem of retraining machine learning (ML) models when new batches of data become available. Existing approaches greedily optimize for predictive power independently at each batch, without considering the stability of the model's structure or analytical insights across retraining iterations. We propose a model-agnostic framework for finding sequences of models that are stable across retraining iterations. We develop a mixed-integer optimization formulation that is guaranteed to recover Pareto optimal models (in terms of the predictive power-stability trade-off) with good generalization properties, as well as an efficient polynomial-time algorithm that performs well in practice. We focus on retaining consistent analytical insights-which is important to model interpretability, ease of implementation, and fostering trust with users-by using custom-defined distance metrics that can be directly incorporated into the optimization problem. We evaluate our framework across models (regression, decision trees, boosted trees, and neural networks) and application domains (healthcare, vision, and language), including deployment in a production pipeline at a major US hospital. We find that, on average, a 2% reduction in predictive power leads to a 30% improvement in stability. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_19871 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Towards Stable Machine Learning Model Retraining via Slowly Varying Sequences Bertsimas, Dimitris Digalakis Jr, Vassilis Ma, Yu Paschalidis, Phevos Machine Learning Artificial Intelligence Optimization and Control We consider the problem of retraining machine learning (ML) models when new batches of data become available. Existing approaches greedily optimize for predictive power independently at each batch, without considering the stability of the model's structure or analytical insights across retraining iterations. We propose a model-agnostic framework for finding sequences of models that are stable across retraining iterations. We develop a mixed-integer optimization formulation that is guaranteed to recover Pareto optimal models (in terms of the predictive power-stability trade-off) with good generalization properties, as well as an efficient polynomial-time algorithm that performs well in practice. We focus on retaining consistent analytical insights-which is important to model interpretability, ease of implementation, and fostering trust with users-by using custom-defined distance metrics that can be directly incorporated into the optimization problem. We evaluate our framework across models (regression, decision trees, boosted trees, and neural networks) and application domains (healthcare, vision, and language), including deployment in a production pipeline at a major US hospital. We find that, on average, a 2% reduction in predictive power leads to a 30% improvement in stability. |
| title | Towards Stable Machine Learning Model Retraining via Slowly Varying Sequences |
| topic | Machine Learning Artificial Intelligence Optimization and Control |
| url | https://arxiv.org/abs/2403.19871 |