Patent 11544634 was granted and assigned to Royal Bank of Canada on January, 2023 by the United States Patent and Trademark Office.
Data drift or dataset shift is detected between training dataset and test dataset by training a scoring function using a pooled dataset, the pooled dataset including a union of the training dataset and the test dataset; obtaining an outlier score for each instance in the training dataset and the test dataset based at least in part on the scoring function; assigning a weight to each outlier score based at least in part on training contamination rates; determining a test statistic based at least in part on the outlier scores and the weights; determining a null distribution of no dataset shift for the test statistic; determining a threshold in the null distribution; and when the test statistic is greater than or equal to the threshold, identifying dataset shift between the training dataset and the test dataset.