Incremental learning of concept drift from imbalanced data

Learning data sampled from a nonstationary distribution has been shown to be a very challenging problem in machine learning, because the joint probability distribution between the data and classes evolve over time. Thus learners must adapt their knowledge base, including their structure or parameters, to remain as strong predictors. This phenomenon of learning from an evolving data source is akin to learning how to play a game while the rules of the game are changed, and it is traditionally referred to as learning concept drift. Climate data, financial data, epidemiological data, spam detection are examples of applications that give rise to concept drift problems. An additional challenge arises when the classes to be learned are not represented (approximately) equally in the training data, as most machine learning algorithms work well only when the class distributions are balanced. However, rare categories are commonly faced in real-world applications, which leads to skewed or imbalanced datasets. Fraud detection, rare disease diagnosis, anomaly detection are examples of applications that feature imbalanced datasets, where data from category are severely underrepresented. Concept drift and class imbalance are traditionally addressed separately in machine learning, yet data streams can experience both phenomena. This work introduces Learn++.NIE (nonstationary & imbalanced environments) and Learn++.CDS (concept drift with SMOTE) as two new members of the Learn++ family of incremental learning algorithms that explicitly and simultaneously address the aforementioned phenomena. The former addresses concept drift and class imbalance through modified bagging-based sampling and replacing a class independent error weighting mechanism - which normally favors majority class - with a set of measures that emphasize good predictive accuracy on all classes. The latter integrates Learn++.NSE, an algorithm for concept drift, with the synthetic sampling method known as SMOTE, to cope with class imbalance. This research also includes a thorough evaluation of Learn++.CDS and Learn++.NIE on several real and synthetic datasets and on several figures of merit, showing that both algorithms are able to learn in some of the most difficult learning environments

Neuroevolutionary learning in nonstationary environments

This work presents a new neuro-evolutionary model, called NEVE (Neuroevolutionary Ensemble), based on an ensemble of Multi-Layer Perceptron (MLP) neural networks for learning in nonstationary environments. NEVE makes use of quantum-inspired evolutionary models to automatically configure the ensemble members and combine their output. The quantum-inspired evolutionary models identify the most appropriate topology for each MLP network, select the most relevant input variables, determine the neural network weights and calculate the voting weight of each ensemble member. Four different approaches of NEVE are developed, varying the mechanism for detecting and treating concepts drifts, including proactive drift detection approaches. The proposed models were evaluated in real and artificial datasets, comparing the results obtained with other consolidated models in the literature. The results show that the accuracy of NEVE is higher in most cases and the best configurations are obtained using some mechanism for drift detection. These results reinforce that the neuroevolutionary ensemble approach is a robust choice for situations in which the datasets are subject to sudden changes in behaviour

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

COMPOSE: Compacted object sample extraction a framework for semi-supervised learning in nonstationary environments

An increasing number of real-world applications are associated with streaming data drawn from drifting and nonstationary distributions. These applications demand new algorithms that can learn and adapt to such changes, also known as concept drift. Proper characterization of such data with existing approaches typically requires substantial amount of labeled instances, which may be difficult, expensive, or even impractical to obtain. In this thesis, compacted object sample extraction (COMPOSE) is introduced - a computational geometry-based framework to learn from nonstationary streaming data - where labels are unavailable (or presented very sporadically) after initialization. The feasibility and performance of the algorithm are evaluated on several synthetic and real-world data sets, which present various different scenarios of initially labeled streaming environments. On carefully designed synthetic data sets, we also compare the performance of COMPOSE against the optimal Bayes classifier, as well as the arbitrary subpopulation tracker algorithm, which addresses a similar environment referred to as extreme verification latency. Furthermore, using the real-world National Oceanic and Atmospheric Administration weather data set, we demonstrate that COMPOSE is competitive even with a well-established and fully supervised nonstationary learning algorithm that receives labeled data in every batch

Designing an Interval Type-2 Fuzzy Logic System for Handling Uncertainty Effects in Brain–Computer Interface Classification of Motor Imagery Induced EEG Patterns

One of the urgent challenges in the automated analysis and interpretation of electrical brain activity is the effective handling of uncertainties associated with the complexity and variability of brain dynamics, reflected in the nonstationary nature of brain signals such as electroencephalogram (EEG). This poses a severe problem for existing approaches to the classification task within brain–computer interface (BCI) systems. Recently emerged type-2 fuzzy logic (T2FL) methodology has shown a remarkable potential in dealing with uncertain information given limited insight into the nature of the data generating mechanism. The objective of this work is thus to examine the applicability of T2FL approach to the problem of EEG pattern recognition. In particular, the focus is two-fold: i) the design methodology for the interval T2FL system (IT2FLS) that can robustly deal with inter-session as well as within-session manifestations of nonstationary spectral EEG correlates of motor imagery (MI), and ii) the comprehensive examination of the proposed fuzzy classifier in both off-line and on-line EEG classification case studies. The on-line evaluation of the IT2FLS-controlled real-time neurofeedback over multiple recording sessions holds special importance for EEG-based BCI technology. In addition, a retrospective comparative analysis accounting for other popular BCI classifiers such as linear discriminant analysis (LDA), kernel Fisher discriminant (KFD) and support vector machines (SVMs) as well as a conventional type-1 FLS (T1FLS), simulated off-line on the recorded EEGs, has demonstrated the enhanced potential of the proposed IT2FLS approach to robustly handle uncertainty effects in BCI classification