Slow concept drift is a ubiquitous, yet under-studied problem in practical machine learning systems. In such settings, although recent data is more indicative of future data, naively prioritizing recent instances runs the risk of losing valuable information from the past. We propose an optimization-driven approach towards balancing instance importance over large training windows. First, we model instance relevance using a mixture of multiple timescales of decay, allowing us to capture rich temporal trends. Second,…