MLDemon: Deployment Monitoring for Machine Learning Systems

Post-deployment monitoring of the performance of ML systems is critical for ensuring reliability, especially as new user inputs can differ from the training distribution. Here we propose a novel approach, MLDemon, for ML DEployment MONitoring. MLDemon integrates both unlabeled features and a small amount of on-demand labeled examples over time to produce a real-time estimate of the ML model's current performance on a given data stream. Subject to budget constraints, MLDemon decides when to acquire additional, potentially costly, supervised labels to verify the model. On temporal datasets with diverse distribution drifts and models, MLDemon substantially outperforms existing monitoring approaches. Moreover, we provide theoretical analysis to show that MLDemon is minimax rate optimal up to logarithmic factors and is provably robust against broad distribution drifts whereas prior approaches are not.