Jacobian-Velocity Bounds for Deployment Risk Under Covariate Drift

๐Ÿ“… 2026-05-06
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๐Ÿ“ Abstract
We study long-horizon deployment of a frozen predictor under dynamic covariate shift. A time-domain Poincarรฉ inequality reduces temporal risk volatility to derivative energy, and a Jacobian-velocity theorem identifies directional tangent energy along the deployment path as the governing quantity under explicit along-path regularity and domination assumptions. Under low-rank drift, that quantity reduces to directional Jacobian energy in the drift subspace, motivating drift-aligned tangent regularization (DTR) and a matched monitoring proxy. Rather than smoothing the network isotropically, DTR penalizes sensitivity only along estimated drift directions. We validate the theorem-to-method pipeline in four experiments: a synthetic benchmark for the time-domain inequality, a controlled synthetic comparison against isotropic Jacobian regularization, and two frozen-deployment studies on the UCI Air Quality and Tetouan power-consumption datasets. DTR reduces risk volatility and directional gain in the controlled low-rank regime, beats isotropic smoothing there, and gives validation-selected deployment gains on both real datasets when the Air Quality drift subspace is estimated from target-orthogonal sensor motion. Moderate drift-subspace misspecification is tolerable while orthogonal misspecification largely removes the benefit.
Problem

Research questions and friction points this paper is trying to address.

covariate drift
deployment risk
risk volatility
frozen predictor
Jacobian-velocity
Innovation

Methods, ideas, or system contributions that make the work stand out.

covariate drift
Jacobian regularization
deployment risk
low-rank drift
directional sensitivity
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