Beyond Marginal Monitoring: Distributed Joint-Distribution Testing for Data Concept Drift in Large Scale E-Commerce Operations

Abstract

Concept drift threatens production machine learning, yet the empirical behavior of multivariate two-sample drift detectors at scale remains under-characterized. Existing benchmarks rarely address the hundreds of millions of rows and high-cardinality features typical of industrial-operational datasets. We evaluate five multi-column two-sample tests (marginal, projection-based, and kernel embedding methods) across three complementary environments: the Harvard Dataverse, a validated Failing Loudly reproduction (mean absolute error between 0.030 and 0.053), and a novel synthetic-injection benchmark on the 137.5-million-row Trendyol collection-ranking feature table. Testing four drift types across two severity-scope regimes, we demonstrate that distributed Maximum Mean Discrepancy with Random Fourier Features on Apache Spark scales robustly. Averaged over the four drift types in the strong regime and under a calibrated threshold, it achieves a Pearson correlation of r = 0.940 with expected drift magnitude, an 80.4% true positive rate, and a 3.2% false positive rate. Conversely, the per-dimension Kolmogorov-Smirnov test failed due to statistic saturation from ID-like columns under asymmetric sampling, establishing a critical constraint for large-scale sampling design. At weak configurations (realized-flip fractions of at most 0.57%), detectors struggled to reliably discriminate, highlighting the need for future intensity-grid power analyses to distinguish fundamental sensitivity bounds from scalable threshold shifts.