Frozen Deployment Under Drift

Deployment risk is a tangent-geometry problem.

Jonathan R. Landers
ORCID: 0000-0003-1872-6179

This project develops a formal account of long-horizon deployment instability for frozen predictors under dynamic covariate drift. The central object is the Jacobian-velocity interaction \(J_f(X_t)\dot X_t\): environmental motion only becomes dangerous when it passes through directions where the model is locally steep.

The practical implication is to concentrate robustness where deployment drift is expected to travel. When that estimated subspace may be incomplete, anisotropic DTR adds a weaker orthogonal guardrail instead of smoothing every direction equally. The same geometry also yields a matched monitoring signal.

The empirical arc first verifies the time-domain bound, directional advantage, and conditional-risk remainder in controlled settings. The central field study then tests a strict predeployment drift basis on a 128-dimensional gas-sensor array, with Air Quality and Tetouan City power consumption providing complementary regression evidence.

In the rank-1 setting, a short bookkeeping proposition makes the monitoring proxy gap explicit: block averaging, residual drift, and angular misalignment determine how the hazard proxy departs from the leading low-rank term.

The repository also includes a dedicated proof-verification suite: symbolic identities, numerical stress tests, and cached-summary checks are collected into an HTML report that follows the same visual language as this site.

10/10Gas hybrid CE and volatility wins vs pure DTR
4 / 128Selected predeployment drift-subspace rank
10/10Random gas subspaces beaten on all four metrics

Context

The paper studies frozen-model deployment under continuous covariate drift: the predictor is fixed, the environment evolves, and the object of interest is a deployment-risk trajectory rather than a single train-test shift gap.

The setup

\[ r(t):=\mathbb{E}[g_\theta(X_t)]. \]

The model \(f_\theta\) stays fixed after training while covariates evolve as \(X_t\). Instability is therefore temporal and geometric.

  • Frozen predictor \(f_\theta : \mathbb{R}^d \to \mathbb{R}\)
  • Dynamic covariate path \(X_t\)
  • Risk volatility measured over \(t \in [0,T]\)

The mechanism

\[ J_f(X_t)\dot X_t \]

The same drift path can be benign for one model and harmful for another. What matters is whether motion aligns with locally steep predictor directions.

  • Flat tangent directions make drift comparatively mild
  • Steep tangent directions turn motion into volatility
  • The theorem isolates this interaction explicitly

The payoff

\[ \begin{aligned} \mathcal{L}_{\mathrm{A\text{-}DTR}}(\theta)&=\mathbb{E}\ell(f_\theta(X),Y)\\ &+\lambda_\parallel\mathbb{E}\|J_f(X)V\|_F^2\\ &+\lambda_\perp\mathbb{E}\|J_f(X)P_V^\perp\|_F^2 \end{aligned} \]

Once the drift geometry is estimated, robustness should be enforced in those directions instead of spread uniformly across the ambient space.

  • Strong aligned control with a limited orthogonal guardrail
  • Monitoring score aligned with the same geometry
  • One theorem-to-method story from synthetic to field deployment

Main Mathematical Results

The formal story controls temporal volatility by derivative energy, bounds the model-mediated component by Jacobian-velocity energy, retains conditional-risk variation as an explicit remainder, and then specializes the controllable term to low-rank drift.

Lemma 1

\[ \begin{gather*} \mathrm{Var}_U(r(U)) \le \\ \frac{T}{\pi^2}\int_0^T (r'(t))^2dt. \end{gather*} \]

Large volatility requires large derivative energy somewhere along deployment time.

Theorem 1

\[ \begin{gather*} \mathrm{Var}_U(r(U)) \le \\ \frac{\beta^2 T}{\pi^2}\int_0^T \mathbb{E}\!\left[\|J_f(X_t)\dot X_t\|^2\right]dt. \end{gather*} \]

Deployment instability is driven by accumulated tangent amplification of realized motion.

Corollary 1

\[ \begin{gather*} \dot X_t = Va_t+\rho_t, \\ V^\top V = I_k. \end{gather*} \]

In low-rank regimes, the leading term is directional Jacobian energy in the drift subspace.

Remainder extension

\[ \mathrm{Var}_U(r(U)) \le \frac{T}{\pi^2}\int_0^T \mathbb{E}\!\left[(\beta\|J_f\dot X_t\|+q_t)^2\right]dt. \]

Conditional-risk variation outside the score geometry remains explicit rather than being attributed to the predictor Jacobian.

Monitoring proposition

\[ \begin{aligned} s_t^2 &= |\bar a_t|^2 + \|\bar\rho_t\|^2, \\ g_t &= \cos^2\theta_t\,G_{\parallel,t} + \sin^2\theta_t\,G_{\perp,t} + 2\sin\theta_t\cos\theta_t\,C_t. \end{aligned} \]

In the rank-1 monitoring setting, block averaging contributes residual drift energy, while angular misalignment mixes aligned, orthogonal, and overlap energies. This bookkeeping result explains how the monitoring proxy departs from the leading low-rank term.

A1Deployment paths are absolutely continuous with finite velocity energy.
A2The performance field admits a valid chain rule along the trajectory.
A3Directional changes in the performance field are dominated by score-Jacobian changes along deployment.
Operational viewFlatten the predictor where future motion is likely, then monitor the same directional mechanism during deployment.

Proof Verification

The mathematical claims are paired with an explicit verification layer: exact symbolic checks for the theorem chain, conditional-risk remainder, and hazard-score bookkeeping; numerical stress tests for the low-rank and anisotropic inequalities; and consistency checks against the cached experiment summaries.

Exact Identities

\[ \mathrm{Var}_U(r(U)) \le \frac{T}{\pi^2}\int_0^T (r'(t))^2dt \]

SymPy checks the core algebra exactly: the Poincaré sharpness example, a deterministic equality case for the Jacobian-velocity theorem, the composition and conditional-risk remainder identities, the rank-1 hazard-score bookkeeping identity, and the Bernoulli cross-entropy derivative bound.

  • Equality case for the temporal bound
  • Exact chain-rule factorization in the composition setting
  • Pointwise rank-1 bookkeeping underlying the monitoring proposition
  • Closed-form derivative bound for soft-target cross-entropy

Numerical Stress Tests

\[ \begin{aligned} \|M(Va+\rho)\|^2 &\le 2\|MV\|_F^2\|a\|^2 \\ &\quad + 2\|M\rho\|^2 \end{aligned} \]

Some parts of the argument are more naturally checked by dense quadrature or randomized linear-algebra trials. The suite therefore stress-tests both the low-rank and anisotropic corollaries and a smooth expectation-based example of the full theorem chain.

  • Randomized orthonormal-basis checks for the corollary inequalities
  • Smooth expectation example verifying \(\mathrm{Var} \le\) chain bound \(\le\) Jacobian-velocity bound
  • Tolerance-aware validation for cached numerical summaries

Styled HTML Report

python proof_verification/generate_report.py

Running the verifier writes a machine-readable JSON summary and an HTML report that reuses this site's fonts, palette, card layout, and MathJax setup.

Experimental Results

The experiments isolate the theorem, alignment, and remainder mechanisms before testing anisotropic tangent control on a strict predeployment gas-sensor benchmark. Air Quality and Tetouan then test transfer to regression.

Geometry figure comparing steep versus flat tangent directions along the same drift path.
Figure 1

Geometric intuition

The deployment path is identical in both panels. Only tangent geometry changes. Drift is dangerous only when it aligns with steep local directions of the predictor.

  • Conceptual quantity\(J_f(x)v\)
  • TakeawayDrift magnitude alone is not enough
  • Design implicationRegularize along drift directions
Synthetic time-domain sanity check figure.
Figure 2

Synthetic time-domain sanity check

Each point is one trained model evaluated over the drifting synthetic path. DTR moves the cloud toward lower derivative energy and lower volatility.

  • Standard volatility\(3.25\times10^{-3}\)
  • DTR volatility\(2.39\times10^{-4}\)
  • Volatility reduction92.6%
  • Directional-energy reduction95.5%
Directional ablation comparing DTR, isotropic smoothing, and misspecified drift subspaces.
Figure 3

Directional beats isotropic

At matched \(\lambda=0.03\), DTR improves on both the standard model and isotropic Jacobian regularization across derivative energy, volatility, directional energy, and terminal risk.

  • Standard terminal risk0.189
  • Isotropic terminal risk0.165
  • DTR terminal risk0.131
  • Wrong-subspace volatility inflation29.6x
Conditional-risk remainder stress test comparing the Jacobian-only and coupled bounds.
Figure 4

The remainder marks the boundary

When the fixed label conditional varies along the covariate path, a small directional Jacobian need not imply stable risk. The explicit remainder restores the bound in every tested nonconstant-conditional run.

  • DTR runs with \(c>0\)400
  • Jacobian-only boundfails in 400/400
  • Coupled remainder boundholds in 400/400
Main Field Study

Gas-sensor drift with an orthogonal guardrail

A five-gas classifier is trained on the first two chronological batches, tuned on batches 3–5, and frozen for deployment on batches 6–10. The rank-4 basis is estimated entirely before deployment from concentration-adjusted calibration motion in 128 sensor dimensions.

The CE-rule hybrid improves deployment CE, volatility, and terminal CE over pure DTR in every matched seed. The stability-rule hybrid gives the best mean CE and terminal CE while retaining substantially more accuracy than isotropic smoothing.

  • Standard CE / volatility2.151 / 0.646
  • Pure DTR CE / volatility1.244 / 0.340
  • CE-rule hybrid CE / volatility0.987 / 0.179
  • Stability hybrid CE / volatility0.968 / 0.043
  • Rank-4 basis vs random controls10/10
Air Quality deployment figure showing blockwise MSE and hazard score.
Companion Figure

Complementary regression: Air Quality

This site-only companion plot visualizes the Air Quality deployment and monitoring trajectories that support the real-data table. The real-data study freezes the regressor, estimates a target-orthogonal sensor-drift subspace from unlabeled deployment covariates, and evaluates blockwise MSE over 20 biweekly deployment blocks. With that more focused nuisance-drift subspace, validation-selected DTR improves deployment MSE and volatility against standard training.

  • Standard volatility\(0.073\pm0.023\)
  • Validation-selected DTR volatility\(0.069\pm0.020\)
  • DTR MSE wins vs standard9/10 seeds
  • DTR volatility wins vs standard9/10 seeds
  • Roll-2 monitor vs next \(\Delta r^2\)0.307
  • All-covariate subspace checkover-regularizes
Tetouan deployment figure showing monthly blockwise MSE for standard, isotropic, and DTR models.
Figure 5

Complementary regression: Tetouan power

This frozen-deployment study predicts Zone 1 load from weather and diffuse-flow covariates across six monthly deployment blocks in late 2017. Validation-selected DTR improves both deployment MSE and volatility relative to both baselines.

  • Deploy MSE, standard / isotropic / DTR1.08e8 / 1.01e8 / 6.82e7
  • Volatility, standard / isotropic / DTR1.07e16 / 7.20e15 / 3.07e15
  • DTR volatility wins vs standard8/10 seeds
  • DTR volatility wins vs isotropic8/10 seeds
  • Roll-2 monitor vs next \(\Delta r^2\)0.305

Repository

The repo is organized to be readable both as a paper companion and as a reproducible verification package: manuscript, cached summaries, figures, proof checks, and training scripts are all included.

What lives where

  • ManuscriptarXiv record, PDF, and LaTeX source for the paper.
  • scripts/Training, evaluation, reporting, and plotting code for the synthetic theorem benchmark, remainder stress test, directional ablation, regression studies, prospective subspaces, and monitoring ablations.
  • benchmark_package/Gas-sensor and Tetouan benchmark assets, including the gas rank sweep, random-subspace controls, anisotropic hybrid sweep, matched-seed outputs, and dedicated runners.
  • proof_verification/SymPy-based checks, numerical stress tests, and the generated HTML/JSON verification reports.
  • figures/Rendered manuscript figures and cached CSV/JSON summaries consumed by the plotting scripts.
  • data/Cached Air Quality data; the gas-sensor and Tetouan data are contained in their benchmark-package directories.

Quick Start

Install the Python dependencies, regenerate the manuscript figures and reports, run the verification suite, and use the benchmark-package runners for the gas-sensor and Tetouan studies.

python -m venv .venv
.venv\Scripts\Activate.ps1
pip install -r requirements.txt
python scripts/generate_all_figures.py --force
python scripts/run_real_deployment_reporting.py --force
python benchmark_package/scripts/run_gas_sensor_hybrid_sweep.py --force
python proof_verification/generate_report.py
python benchmark_package/scripts/run_tetouan_power_benchmark.py --force
latexmk -pdf jacobian_velocity_bounds_deployment_risk_covariate_drift.tex