Multimodal Batch-Wise Change Detection

We address the problem of detecting distribution changes in a novel batch-wise and multimodal setup. This setup is characterized by a stationary condition where batches are drawn from potentially different modalities among a set of distributions in $\mathbb {R}^{d}$ represented in the training set. Existing change detection (CD) algorithms assume that there is a unique—possibly multipeaked—distribution characterizing stationary conditions, and in batch-wise multimodal context exhibit either low detection power or poor control of false positives. We present MultiModal QuantTree (MMQT), a novel CD algorithm that uses a single histogram to model the batch-wise multimodal stationary conditions. During testing, MMQT automatically identifies which modality has generated the incoming batch and detects changes by means of a modality-specific statistic. We leverage the theoretical properties of QuantTree to: 1) automatically estimate the number of modalities in a training set and 2) derive a principled calibration procedure that guarantees false-positive control. Our experiments show that MMQT achieves high detection power and accurate control over false positives in synthetic and real-world multimodal CD problems. Moreover, we show the potential of MMQT in Stream Learning applications, where it proves effective at detecting concept drifts and the emergence of novel classes by solely monitoring the input distribution.