34,642 research outputs found
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
Learning from Data with Heterogeneous Noise using SGD
We consider learning from data of variable quality that may be obtained from
different heterogeneous sources. Addressing learning from heterogeneous data in
its full generality is a challenging problem. In this paper, we adopt instead a
model in which data is observed through heterogeneous noise, where the noise
level reflects the quality of the data source. We study how to use stochastic
gradient algorithms to learn in this model. Our study is motivated by two
concrete examples where this problem arises naturally: learning with local
differential privacy based on data from multiple sources with different privacy
requirements, and learning from data with labels of variable quality.
The main contribution of this paper is to identify how heterogeneous noise
impacts performance. We show that given two datasets with heterogeneous noise,
the order in which to use them in standard SGD depends on the learning rate. We
propose a method for changing the learning rate as a function of the
heterogeneity, and prove new regret bounds for our method in two cases of
interest. Experiments on real data show that our method performs better than
using a single learning rate and using only the less noisy of the two datasets
when the noise level is low to moderate
Combining Adversarial Guarantees and Stochastic Fast Rates in Online Learning
We consider online learning algorithms that guarantee worst-case regret rates
in adversarial environments (so they can be deployed safely and will perform
robustly), yet adapt optimally to favorable stochastic environments (so they
will perform well in a variety of settings of practical importance). We
quantify the friendliness of stochastic environments by means of the well-known
Bernstein (a.k.a. generalized Tsybakov margin) condition. For two recent
algorithms (Squint for the Hedge setting and MetaGrad for online convex
optimization) we show that the particular form of their data-dependent
individual-sequence regret guarantees implies that they adapt automatically to
the Bernstein parameters of the stochastic environment. We prove that these
algorithms attain fast rates in their respective settings both in expectation
and with high probability
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