18,616 research outputs found
Evaluation methods and decision theory for classification of streaming data with temporal dependence
Predictive modeling on data streams plays an important role in modern data analysis, where data arrives continuously and needs to be mined in real time. In the stream setting the data distribution is often evolving over time, and models that update themselves during operation are becoming the state-of-the-art. This paper formalizes a learning and evaluation scheme of such predictive models. We theoretically analyze evaluation of classifiers on streaming data with temporal dependence. Our findings suggest that the commonly accepted data stream classification measures, such as classification accuracy and Kappa statistic, fail to diagnose cases of poor performance when temporal dependence is present, therefore they should not be used as sole performance indicators. Moreover, classification accuracy can be misleading if used as a proxy for evaluating change detectors with datasets that have temporal dependence. We formulate the decision theory for streaming data classification with temporal dependence and develop a new evaluation methodology for data stream classification that takes temporal dependence into account. We propose a combined measure for classification performance, that takes into account temporal dependence, and we recommend using it as the main performance measure in classification of streaming data
Reservoir of Diverse Adaptive Learners and Stacking Fast Hoeffding Drift Detection Methods for Evolving Data Streams
The last decade has seen a surge of interest in adaptive learning algorithms
for data stream classification, with applications ranging from predicting ozone
level peaks, learning stock market indicators, to detecting computer security
violations. In addition, a number of methods have been developed to detect
concept drifts in these streams. Consider a scenario where we have a number of
classifiers with diverse learning styles and different drift detectors.
Intuitively, the current 'best' (classifier, detector) pair is application
dependent and may change as a result of the stream evolution. Our research
builds on this observation. We introduce the \mbox{Tornado} framework that
implements a reservoir of diverse classifiers, together with a variety of drift
detection algorithms. In our framework, all (classifier, detector) pairs
proceed, in parallel, to construct models against the evolving data streams. At
any point in time, we select the pair which currently yields the best
performance. We further incorporate two novel stacking-based drift detection
methods, namely the \mbox{FHDDMS} and \mbox{FHDDMS}_{add} approaches. The
experimental evaluation confirms that the current 'best' (classifier, detector)
pair is not only heavily dependent on the characteristics of the stream, but
also that this selection evolves as the stream flows. Further, our
\mbox{FHDDMS} variants detect concept drifts accurately in a timely fashion
while outperforming the state-of-the-art.Comment: 42 pages, and 14 figure
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
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