No argument with Bill B's scientific statement that Warfarin metabolism is not accelerated by exercise. I can, however, offer the same anecdotal evidence from my experience, that when I went from walking/running at a leisurely pace about 10 miles per week, to a much more intense (not crazy, just 8 minute miles or less) 15-20 per week, I needed to increase my dosage too. I keep a log of activity, and of diet and when I was finding my INR consistently low for a couple of weeks (I home test) after it had been stable for a year, the only coincident difference was the increase in activity. To be fair, I don't record the precise quantities of food that I eat, nor do I have any way of precisely measuring 'K' content. What I can also offer, is that when I recently stopped exercising rather suddenly (8 day road trip) my INR shot up, despite it having been stable for another year since my activities and my dose increased. My increase, coincidentally, was also 10%, from 10mg/day, to 11.
I don't wish to get into an argument with Bill over whether there is a relationship between the two things or not, but it seems very relevant to anyone increasing their activity levels that I and others have experienced this. The answer to the original question should be: if you aren't in a position to start self testing, it's probably a good idea to visit the lab more frequently during the course of any dramatic lifestyle changes.