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WATCH: Adaptive Monitoring for AI Deployments via Weighted-Conformal Martingales

ICML 2025 · Label-efficient and robust learning › Test-time adaptation · approach: Characterizing out-of-distribution failures · 1 citations (OpenAlex)

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Proposes weighted-conformal test martingales (WCTMs) and the WATCH monitoring framework that adapts online to benign covariate shifts while alarming on harmful concept or extreme covariate shifts, with false-alarm control.

Problem

Post-deployment monitoring of AI/ML systems needs to avoid false alarms under benign shifts, quickly detect harmful shifts, and diagnose their cause, but standard conformal test martingales assume exchangeability and cannot adapt.

Approach

Generalizes conformal test martingales to weighted-conformal p-values (weights from density-ratio estimates), proving independence and exact validity under a bag-sufficiency condition; WATCH runs a weighted CTM alongside a covariate-only X-CTM that triggers adaptation and enables root-cause diagnosis.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use WCTM instead of standard CTM for benign covariate-shift monitoringWATCH on MEPS · MEPS benign covariate shiftunnecessary alarmsHelped
Adapt prediction intervals with WCTM under benign covariate shiftWATCH on MEPS · MEPS benign covariate shiftinterval widthHelped
Use WCTM instead of standard CTM under benign covariate shiftWATCH on MEPS · MEPS benign covariate shiftcoverageNo clear effect
Use WCTM instead of standard CTM for level-1 brightness corruption with over 50% clean samplesWATCH · CIFAR-10 brightness corruptionunnecessary alarmsHelped
Increase brightness corruption to level-3 with clean-sample ratio reduced to 40%WATCH WCTM · CIFAR-10 brightness corruptionalarmNo clear effect
Increase brightness corruption to level-5 with clean-sample ratio reduced to 30%WATCH WCTM · CIFAR-10 brightness corruptionharmful-shift detectionHelped
Use WCTM instead of PR-ST for harmful concept-shift monitoringWATCH · Harmful concept shiftsaverage detection delay: over three times fasterHelped
Use WCTM instead of standard CTM for harmful-shift detectionWATCH · Harmful concept shiftsaverage detection delayNo clear effect
Use WCTM-based Shiryaev-Roberts instead of PR-CD for harmful-shift detectionWATCH · Harmful concept shiftsaverage detection delayHelped
Use online PR-CD instead of minibatch PR-CDPR-CD · Harmful concept shiftsaverage detection delayHelped
Run PR-CD online rather than use WCTM or SR-WCTMSequential harmful-shift monitoring · Harmful concept shiftswall-clock runtime: O(t^2) versus O(t)Hurt
Add a parallel X-CTM to WCTM for root-cause diagnosisWATCH · Benign and harmful shiftsroot-cause diagnosisHelped

Surprising findings

Limitations

Experimental setup

Datasets: MEPS MNIST CIFAR-10 CIFAR-10-C

Benchmarks: MEPS CIFAR-10-C MNIST

Metrics: empirical coverage interval width average detection delay false alarm rate average run length

Baselines: standard conformal test martingales PR-ST PR-CD

Builds on: conformal test martingales weighted conformal prediction composite jumper betting Ville's inequality online compression models

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