Research map / Learning theory and algorithms / Prediction and decision losses
Restarted Bayesian Online Change-point Detector achieves Optimal Detection Delay
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Replace BOCPD's combinatorial initial weight with a single-forecaster initial weight V_{r:t-1} (R-BOCPD) (ablation) | BOCPD · Synthetic piece-wise Bernoulli | detection delay: difference negative over all experiments | Helped |
| Add restart procedure (Restart_{r:t}) to BOCPD (ablation) | BOCPD · Four change-point Bernoulli process | false alarm and detection delay | No clear effect |
| Replace hazard-based weighting with restart-based R-BOCPD (eta = 1/n_{r:t}) | BOCPD · Well-log data | change-point detection at t=2800 | Helped |
| Use R-BOCPD instead of Improved GLR | Improved GLR · Synthetic piece-wise Bernoulli (small gap) | detection delay and detection ability | Helped |
| Use R-BOCPD instead of original BOCPD (fixed hazard) for detection | BOCPD · Synthetic piece-wise Bernoulli | detection delay | Helped |
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