Request-and-Reverify: Hierarchical Hypothesis Testing for Concept Drift Detection with Expensive Labels

One important assumption underlying common classification models is the stationarity of the data. However, in real-world streaming applications, the data concept indicated by the joint distribution of feature and label is not stationary but drifting over time. Concept drift detection aims to detect such drifts and adapt the model so as to mitigate any deterioration in the model's predictive performance. Unfortunately, most existing concept drift detection methods rely on a strong and over-optimistic condition that the true labels are available immediately for all already classified instances. In this paper, a novel Hierarchical Hypothesis Testing framework with Request-and-Reverify strategy is developed to detect concept drifts by requesting labels only when necessary. Two methods, namely Hierarchical Hypothesis Testing with Classification Uncertainty (HHT-CU) and Hierarchical Hypothesis Testing with Attribute-wise "Goodness-of-fit" (HHT-AG), are proposed respectively under the novel framework. In experiments with benchmark datasets, our methods demonstrate overwhelming advantages over state-of-the-art unsupervised drift detectors. More importantly, our methods even outperform DDM (the widely used supervised drift detector) when we use significantly fewer labels.Comment: Published as a conference paper at IJCAI 201

Heuristics Miners for Streaming Event Data

More and more business activities are performed using information systems. These systems produce such huge amounts of event data that existing systems are unable to store and process them. Moreover, few processes are in steady-state and due to changing circumstances processes evolve and systems need to adapt continuously. Since conventional process discovery algorithms have been defined for batch processing, it is difficult to apply them in such evolving environments. Existing algorithms cannot cope with streaming event data and tend to generate unreliable and obsolete results. In this paper, we discuss the peculiarities of dealing with streaming event data in the context of process mining. Subsequently, we present a general framework for defining process mining algorithms in settings where it is impossible to store all events over an extended period or where processes evolve while being analyzed. We show how the Heuristics Miner, one of the most effective process discovery algorithms for practical applications, can be modified using this framework. Different stream-aware versions of the Heuristics Miner are defined and implemented in ProM. Moreover, experimental results on artificial and real logs are reported

Finding and tracking multi-density clusters in an online dynamic data stream

The file attached to this record is the author's final peer reviewed version.Change is one of the biggest challenges in dynamic stream mining. From a data-mining perspective, adapting and tracking change is desirable in order to understand how and why change has occurred. Clustering, a form of unsupervised learning, can be used to identify the underlying patterns in a stream. Density-based clustering identifies clusters as areas of high density separated by areas of low density. This paper proposes a Multi-Density Stream Clustering (MDSC) algorithm to address these two problems; the multi-density problem and the problem of discovering and tracking changes in a dynamic stream. MDSC consists of two on-line components; discovered, labelled clusters and an outlier buffer. Incoming points are assigned to a live cluster or passed to the outlier buffer. New clusters are discovered in the buffer using an ant-inspired swarm intelligence approach. The newly discovered cluster is uniquely labelled and added to the set of live clusters. Processed data is subject to an ageing function and will disappear when it is no longer relevant. MDSC is shown to perform favourably to state-of-the-art peer stream-clustering algorithms on a range of real and synthetic data-streams. Experimental results suggest that MDSC can discover qualitatively useful patterns while being scalable and robust to noise

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