Learning to Detect Shifts in Unstructured Data Streams via Monitoring-by-Betting

Abstract

Continuous monitoring of generative AI systems requires detecting distribution shifts in the unstructured data they ingest and generate. Existing monitoring methods typically control false alarms by requiring the discrepancy measure used to detect shifts to be *pre-specified*. However, for unstructured data, pre-specification creates a sensitivity--breadth trade-off: a narrowly defined measure is sensitive to the anticipated shift but may miss unexpected changes, whereas a broadly defined measure may detect a wider range of shifts but with reduced sensitivity. Although adaptively hypothesizing the shift direction can overcome this limitation, such data-dependent adaptation generally invalidates conventional false-alarm guarantees. We reconcile adaptivity with statistical validity through testing-by-betting, reframing sequential changepoint detection as a betting game in which the bettor continually updates its hypothesized shift direction, or witness function, as new observations arrive. We introduce *asymptotic e-detectors*, which approximate the pre-change distribution using a calibration set of size $m$, and prove that they asymptotically control the average run length to a false alarm as $m$ increases. Empirically, calibration sets as small as $m=30$ provide effective control. We then develop adaptive monitoring strategies ranging from black-box bettors that learn from embeddings to interpretable bettors based on LLM-proposed concepts. Across three real-world datasets, including data from a clinical AI scribe deployment, adaptive monitors detect shifts faster than fixed monitors at the same false-alarm level. Further, when the true shifts are sparse and interpretable, LLM-concept monitors provide the fastest and most interpretable detection, while also guiding root-cause diagnosis for complex shifts.