  Deployed machine learning models are confronted with the problem of changing
data over time, a phenomenon also called concept drift. While existing
approaches of concept drift detection already show convincing results, they
require true labels as a prerequisite for successful drift detection.
Especially in many real-world application scenarios-like the ones covered in
this work-true labels are scarce, and their acquisition is expensive.
Therefore, we introduce a new algorithm for drift detection, Uncertainty Drift
Detection (UDD), which is able to detect drifts without access to true labels.
Our approach is based on the uncertainty estimates provided by a deep neural
network in combination with Monte Carlo Dropout. Structural changes over time
are detected by applying the ADWIN technique on the uncertainty estimates, and
detected drifts trigger a retraining of the prediction model. In contrast to
input data-based drift detection, our approach considers the effects of the
current input data on the properties of the prediction model rather than
detecting change on the input data only (which can lead to unnecessary
retrainings). We show that UDD outperforms other state-of-the-art strategies on
two synthetic as well as ten real-world data sets for both regression and
classification tasks.
