Evolving Large-Scale Data Stream Analytics based on Scalable PANFIS

Many distributed machine learning frameworks have recently been built to speed up the large-scale data learning process. However, most distributed machine learning used in these frameworks still uses an offline algorithm model which cannot cope with the data stream problems. In fact, large-scale data are mostly generated by the non-stationary data stream where its pattern evolves over time. To address this problem, we propose a novel Evolving Large-scale Data Stream Analytics framework based on a Scalable Parsimonious Network based on Fuzzy Inference System (Scalable PANFIS), where the PANFIS evolving algorithm is distributed over the worker nodes in the cloud to learn large-scale data stream. Scalable PANFIS framework incorporates the active learning (AL) strategy and two model fusion methods. The AL accelerates the distributed learning process to generate an initial evolving large-scale data stream model (initial model), whereas the two model fusion methods aggregate an initial model to generate the final model. The final model represents the update of current large-scale data knowledge which can be used to infer future data. Extensive experiments on this framework are validated by measuring the accuracy and running time of four combinations of Scalable PANFIS and other Spark-based built in algorithms. The results indicate that Scalable PANFIS with AL improves the training time to be almost two times faster than Scalable PANFIS without AL. The results also show both rule merging and the voting mechanisms yield similar accuracy in general among Scalable PANFIS algorithms and they are generally better than Spark-based algorithms. In terms of running time, the Scalable PANFIS training time outperforms all Spark-based algorithms when classifying numerous benchmark datasets.Comment: 20 pages, 5 figure

Scalable Teacher Forcing Network for Semi-Supervised Large Scale Data Streams

The large-scale data stream problem refers to high-speed information flow which cannot be processed in scalable manner under a traditional computing platform. This problem also imposes expensive labelling cost making the deployment of fully supervised algorithms unfeasible. On the other hand, the problem of semi-supervised large-scale data streams is little explored in the literature because most works are designed in the traditional single-node computing environments while also being fully supervised approaches. This paper offers Weakly Supervised Scalable Teacher Forcing Network (WeScatterNet) to cope with the scarcity of labelled samples and the large-scale data streams simultaneously. WeScatterNet is crafted under distributed computing platform of Apache Spark with a data-free model fusion strategy for model compression after parallel computing stage. It features an open network structure to address the global and local drift problems while integrating a data augmentation, annotation and auto-correction ($DA^3$) method for handling partially labelled data streams. The performance of WeScatterNet is numerically evaluated in the six large-scale data stream problems with only $25\%$ label proportions. It shows highly competitive performance even if compared with fully supervised learners with $100\%$ label proportions.Comment: This paper has been accepted for publication in Information Science

Evolving Ensemble Fuzzy Classifier

The concept of ensemble learning offers a promising avenue in learning from data streams under complex environments because it addresses the bias and variance dilemma better than its single model counterpart and features a reconfigurable structure, which is well suited to the given context. While various extensions of ensemble learning for mining non-stationary data streams can be found in the literature, most of them are crafted under a static base classifier and revisits preceding samples in the sliding window for a retraining step. This feature causes computationally prohibitive complexity and is not flexible enough to cope with rapidly changing environments. Their complexities are often demanding because it involves a large collection of offline classifiers due to the absence of structural complexities reduction mechanisms and lack of an online feature selection mechanism. A novel evolving ensemble classifier, namely Parsimonious Ensemble pENsemble, is proposed in this paper. pENsemble differs from existing architectures in the fact that it is built upon an evolving classifier from data streams, termed Parsimonious Classifier pClass. pENsemble is equipped by an ensemble pruning mechanism, which estimates a localized generalization error of a base classifier. A dynamic online feature selection scenario is integrated into the pENsemble. This method allows for dynamic selection and deselection of input features on the fly. pENsemble adopts a dynamic ensemble structure to output a final classification decision where it features a novel drift detection scenario to grow the ensemble structure. The efficacy of the pENsemble has been numerically demonstrated through rigorous numerical studies with dynamic and evolving data streams where it delivers the most encouraging performance in attaining a tradeoff between accuracy and complexity.Comment: this paper has been published by IEEE Transactions on Fuzzy System

An Incremental Construction of Deep Neuro Fuzzy System for Continual Learning of Non-stationary Data Streams

Existing FNNs are mostly developed under a shallow network configuration having lower generalization power than those of deep structures. This paper proposes a novel self-organizing deep FNN, namely DEVFNN. Fuzzy rules can be automatically extracted from data streams or removed if they play limited role during their lifespan. The structure of the network can be deepened on demand by stacking additional layers using a drift detection method which not only detects the covariate drift, variations of input space, but also accurately identifies the real drift, dynamic changes of both feature space and target space. DEVFNN is developed under the stacked generalization principle via the feature augmentation concept where a recently developed algorithm, namely gClass, drives the hidden layer. It is equipped by an automatic feature selection method which controls activation and deactivation of input attributes to induce varying subsets of input features. A deep network simplification procedure is put forward using the concept of hidden layer merging to prevent uncontrollable growth of dimensionality of input space due to the nature of feature augmentation approach in building a deep network structure. DEVFNN works in the sample-wise fashion and is compatible for data stream applications. The efficacy of DEVFNN has been thoroughly evaluated using seven datasets with non-stationary properties under the prequential test-then-train protocol. It has been compared with four popular continual learning algorithms and its shallow counterpart where DEVFNN demonstrates improvement of classification accuracy. Moreover, it is also shown that the concept drift detection method is an effective tool to control the depth of network structure while the hidden layer merging scenario is capable of simplifying the network complexity of a deep network with negligible compromise of generalization performance.Comment: This paper has been published in IEEE Transactions on Fuzzy System

An improved multiple classifier combination scheme for pattern classification

Combining multiple classifiers are considered as a new direction in the pattern recognition to improve classification performance. The main problem of multiple classifier combination is that there is no standard guideline for constructing an accurate and diverse classifier ensemble. This is due to the difficulty in identifying the number of homogeneous classifiers and how to combine the classifier outputs. The most commonly used ensemble method is the random strategy while the majority voting technique is used as the combiner. However, the random strategy cannot determine the number of classifiers and the majority voting technique does not consider the strength of each classifier, thus resulting in low classification accuracy. In this study, an improved multiple classifier combination scheme is proposed. The ant system (AS) algorithm is used to partition feature set in developing feature subsets which represent the number of classifiers. A compactness measure is introduced as a parameter in constructing an accurate and diverse classifier ensemble. A weighted voting technique is used to combine the classifier outputs by considering the strength of the classifiers prior to voting. Experiments were performed using four base classifiers, which are Nearest Mean Classifier (NMC), Naive Bayes Classifier (NBC), k-Nearest Neighbour (k-NN) and Linear Discriminant Analysis (LDA) on benchmark datasets, to test the credibility of the proposed multiple classifier combination scheme. The average classification accuracy of the homogeneous NMC, NBC, k-NN and LDA ensembles are 97.91%, 98.06%, 98.09% and 98.12% respectively. The accuracies are higher than those obtained through the use of other approaches in developing multiple classifier combination. The proposed multiple classifier combination scheme will help to develop other multiple classifier combination for pattern recognition and classification

Technical and Fundamental Features Analysis for Stock Market Prediction with Data Mining Methods

Predicting stock prices is an essential objective in the financial world. Forecasting stock returns and their risk represents one of the most critical concerns of market decision makers. This thesis investigates the stock price forecasting with three approaches from the data mining concept and shows how different elements in the stock price can help to enhance the accuracy of our prediction. For this reason, the first and second approaches capture many fundamental indicators from the stocks and implement them as explanatory variables to do stock price classification and forecasting. In the third approach, technical features from the candlestick representation of the share prices are extracted and used to enhance the accuracy of the forecasting. In each approach, different tools and techniques from data mining and machine learning are employed to justify why the forecasting is working. Furthermore, since the idea is to evaluate the potential of features in the stock trend forecasting, therefore we diversify our experiments using both technical and fundamental features. Therefore, in the first approach, a three-stage methodology is developed while in the first step, a comprehensive investigation of all possible features which can be effective on stocks risk and return are identified. Then, in the next stage, risk and return are predicted by applying data mining techniques for the given features. Finally, we develop a hybrid algorithm, based on some filters and function-based clustering; and re-predicted the risk and return of stocks. In the second approach, instead of using single classifiers, a fusion model is proposed based on the use of multiple diverse base classifiers that operate on a common input and a meta-classifier that learns from base classifiers’ outputs to obtain a more precise stock return and risk predictions. A set of diversity methods, including Bagging, Boosting, and AdaBoost, is applied to create diversity in classifier combinations. Moreover, the number and procedure for selecting base classifiers for fusion schemes are determined using a methodology based on dataset clustering and candidate classifiers’ accuracy. Finally, in the third approach, a novel forecasting model for stock markets based on the wrapper ANFIS (Adaptive Neural Fuzzy Inference System) – ICA (Imperialist Competitive Algorithm) and technical analysis of Japanese Candlestick is presented. Two approaches of Raw-based and Signal-based are devised to extract the model’s input variables and buy and sell signals are considered as output variables. To illustrate the methodologies, for the first and second approaches, Tehran Stock Exchange (TSE) data for the period from 2002 to 2012 are applied, while for the third approach, we used General Motors and Dow Jones indexes.Predicting stock prices is an essential objective in the financial world. Forecasting stock returns and their risk represents one of the most critical concerns of market decision makers. This thesis investigates the stock price forecasting with three approaches from the data mining concept and shows how different elements in the stock price can help to enhance the accuracy of our prediction. For this reason, the first and second approaches capture many fundamental indicators from the stocks and implement them as explanatory variables to do stock price classification and forecasting. In the third approach, technical features from the candlestick representation of the share prices are extracted and used to enhance the accuracy of the forecasting. In each approach, different tools and techniques from data mining and machine learning are employed to justify why the forecasting is working. Furthermore, since the idea is to evaluate the potential of features in the stock trend forecasting, therefore we diversify our experiments using both technical and fundamental features. Therefore, in the first approach, a three-stage methodology is developed while in the first step, a comprehensive investigation of all possible features which can be effective on stocks risk and return are identified. Then, in the next stage, risk and return are predicted by applying data mining techniques for the given features. Finally, we develop a hybrid algorithm, based on some filters and function-based clustering; and re-predicted the risk and return of stocks. In the second approach, instead of using single classifiers, a fusion model is proposed based on the use of multiple diverse base classifiers that operate on a common input and a meta-classifier that learns from base classifiers’ outputs to obtain a more precise stock return and risk predictions. A set of diversity methods, including Bagging, Boosting, and AdaBoost, is applied to create diversity in classifier combinations. Moreover, the number and procedure for selecting base classifiers for fusion schemes are determined using a methodology based on dataset clustering and candidate classifiers’ accuracy. Finally, in the third approach, a novel forecasting model for stock markets based on the wrapper ANFIS (Adaptive Neural Fuzzy Inference System) – ICA (Imperialist Competitive Algorithm) and technical analysis of Japanese Candlestick is presented. Two approaches of Raw-based and Signal-based are devised to extract the model’s input variables and buy and sell signals are considered as output variables. To illustrate the methodologies, for the first and second approaches, Tehran Stock Exchange (TSE) data for the period from 2002 to 2012 are applied, while for the third approach, we used General Motors and Dow Jones indexes.154 - Katedra financívyhově