A survey on machine learning for recurring concept drifting data streams

The problem of concept drift has gained a lot of attention in recent years. This aspect is key in many domains exhibiting non-stationary as well as cyclic patterns and structural breaks affecting their generative processes. In this survey, we review the relevant literature to deal with regime changes in the behaviour of continuous data streams. The study starts with a general introduction to the field of data stream learning, describing recent works on passive or active mechanisms to adapt or detect concept drifts, frequent challenges in this area, and related performance metrics. Then, different supervised and non-supervised approaches such as online ensembles, meta-learning and model-based clustering that can be used to deal with seasonalities in a data stream are covered. The aim is to point out new research trends and give future research directions on the usage of machine learning techniques for data streams which can help in the event of shifts and recurrences in continuous learning scenarios in near real-time

Online learning in financial time series

We wish to understand if additional learning forms can be combined with sequential optimisation to provide superior benefit over batch learning in various tasks operating in financial time series. In chapter 4, Online learning with radial basis function networks, we provide multi-horizon forecasts on the returns of financial time series. Our sequentially optimised radial basis function network (RBFNet) outperforms a random-walk baseline and several powerful supervised learners. Our RBFNets naturally measure the similarity between test samples and prototypes that capture the characteristics of the feature space. In chapter 5, Reinforcement learning for systematic FX trading, we perform feature representation transfer from an RBFNet to a direct, recurrent reinforcement learning (DRL) agent. Earlier academic work saw mixed results. We use better features, second-order optimisation methods and adapt our model parameters sequentially. As a result, our DRL agents cope better with statistical changes to the data distribution, achieving higher risk-adjusted returns than a funding and a momentum baseline. In chapter 6, The recurrent reinforcement learning crypto agent, we construct a digital assets trading agent that performs feature space representation transfer from an echo state network to a DRL agent. The agent learns to trade the XBTUSD perpetual swap contract on BitMEX. Our meta-model can process data as a stream and learn sequentially; this helps it cope with the nonstationary environment. In chapter 7, Sequential asset ranking in nonstationary time series, we create an online learning long/short portfolio selection algorithm that can detect the best and worst performing portfolio constituents that change over time; in particular, we successfully handle the higher transaction costs associated with using daily-sampled data, and achieve higher total and risk-adjusted returns than the long-only holding of the S&P 500 index with hindsight

An evolutionary ensemble learning for diagnosing COVID-19 via cough signals

© 2023 Published by Elsevier B.V. on behalf of Chinese Medical Association. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/)Objective The spread of the COVID-19 disease has caused great concern around the world and detecting the positive cases is crucial in curbing the pandemic. One of the symptoms of the disease is the dry cough it causes. It has previously been shown that cough signals can be used to identify a variety of diseases including tuberculosis, asthma, etc. In this paper, we proposed an algorithm to diagnose the COVID-19 disease via cough signals. Methods The proposed algorithm was an ensemble scheme that consists of a number of base learners, where each base learner used a different feature extractor method, including statistical approaches and convolutional neural networks (CNNs) for automatic feature extraction. Features were extracted from the raw signal and some transforms performed it, including Fourier, wavelet, Hilbert-Huang, and short-term Fourier transforms. The outputs of these base-learners were aggregated via a weighted voting scheme, with the weights optimised via an evolutionary paradigm. This paper also proposed a memetic algorithm for training the CNNs in the base-learners, which combined the speed of gradient descent (GD) algorithms and global search space coverage of the evolutionary algorithms. Results Experiments were performed on the proposed algorithm and different rival algorithms which included a number of CNN architectures in the literature and generic machine learning algorithms. The results suggested that the proposed algorithm achieves better performance compared to the existing algorithms in diagnosing COVID-19 via cough signals. Conclusion COVID-19 may be diagnosed via cough signals and CNNs may be employed to process these signals and it may be further improved by the optimization of CNN architecture.Peer reviewe

Adaptive Algorithms For Classification On High-Frequency Data Streams: Application To Finance

Mención Internacional en el título de doctorIn recent years, the problem of concept drift has gained importance in the financial domain. The succession of manias, panics and crashes have stressed the nonstationary nature and the likelihood of drastic structural changes in financial markets. The most recent literature suggests the use of conventional machine learning and statistical approaches for this. However, these techniques are unable or slow to adapt to non-stationarities and may require re-training over time, which is computationally expensive and brings financial risks. This thesis proposes a set of adaptive algorithms to deal with high-frequency data streams and applies these to the financial domain. We present approaches to handle different types of concept drifts and perform predictions using up-to-date models. These mechanisms are designed to provide fast reaction times and are thus applicable to high-frequency data. The core experiments of this thesis are based on the prediction of the price movement direction at different intraday resolutions in the SPDR S&P 500 exchange-traded fund. The proposed algorithms are benchmarked against other popular methods from the data stream mining literature and achieve competitive results. We believe that this thesis opens good research prospects for financial forecasting during market instability and structural breaks. Results have shown that our proposed methods can improve prediction accuracy in many of these scenarios. Indeed, the results obtained are compatible with ideas against the efficient market hypothesis. However, we cannot claim that we can beat consistently buy and hold; therefore, we cannot reject it.Programa de Doctorado en Ciencia y Tecnología Informática por la Universidad Carlos III de MadridPresidente: Gustavo Recio Isasi.- Secretario: Pedro Isasi Viñuela.- Vocal: Sandra García Rodrígue

Evolutionary model type selection for global surrogate modeling

Due to the scale and computational complexity of currently used simulation codes, global surrogate (metamodels) models have become indispensable tools for exploring and understanding the design space. Due to their compact formulation they are cheap to evaluate and thus readily facilitate visualization, design space exploration, rapid prototyping, and sensitivity analysis. They can also be used as accurate building blocks in design packages or larger simulation environments. Consequently, there is great interest in techniques that facilitate the construction of such approximation models while minimizing the computational cost and maximizing model accuracy. Many surrogate model types exist ( Support Vector Machines, Kriging, Neural Networks, etc.) but no type is optimal in all circumstances. Nor is there any hard theory available that can help make this choice. In this paper we present an automatic approach to the model type selection problem. We describe an adaptive global surrogate modeling environment with adaptive sampling, driven by speciated evolution. Different model types are evolved cooperatively using a Genetic Algorithm ( heterogeneous evolution) and compete to approximate the iteratively selected data. In this way the optimal model type and complexity for a given data set or simulation code can be dynamically determined. Its utility and performance is demonstrated on a number of problems where it outperforms traditional sequential execution of each model type

Towards Efficient Lifelong Machine Learning in Deep Neural Networks

Humans continually learn and adapt to new knowledge and environments throughout their lifetimes. Rarely does learning new information cause humans to catastrophically forget previous knowledge. While deep neural networks (DNNs) now rival human performance on several supervised machine perception tasks, when updated on changing data distributions, they catastrophically forget previous knowledge. Enabling DNNs to learn new information over time opens the door for new applications such as self-driving cars that adapt to seasonal changes or smartphones that adapt to changing user preferences. In this dissertation, we propose new methods and experimental paradigms for efficiently training continual DNNs without forgetting. We then apply these methods to several visual and multi-modal perception tasks including image classification, visual question answering, analogical reasoning, and attribute and relationship prediction in visual scenes