Sequential label shift detection in classification data: An application to dengue fever.

Classifiers have been developed to help diagnose dengue fever in patients presenting with febrile symptoms. However, classifier predictions often rely on the assumption that new observations come from the same distribution as training data. If the population prevalence of dengue changes, as would happen with a dengue outbreak, it is important to raise an alarm as soon as possible, so that appropriate public health measures can be taken and also so that the classifier can be re-calibrated. In this paper, we consider the problem of detecting such a change in distribution in sequentially-observed, unlabeled classification data. We focus on label shift changes to the distribution, where the class priors shift but the class conditional distributions remain unchanged. We reduce this problem to the problem of detecting a change in the one-dimensional classifier scores, leading to simple nonparametric sequential changepoint detection procedures. Our procedures leverage classifier training data to estimate the detection statistic, and converge to their parametric counterparts in the size of the training data. In simulated outbreaks with real dengue data, we show that our method outperforms other detection procedures in this label shift setting.