Continual learning from stationary and non-stationary data

Continual learning aims at developing models that are capable of working on constantly evolving problems over a long-time horizon. In such environments, we can distinguish three essential aspects of training and maintaining machine learning models - incorporating new knowledge, retaining it and reacting to changes. Each of them poses its own challenges, constituting a compound problem with multiple goals. Remembering previously incorporated concepts is the main property of a model that is required when dealing with stationary distributions. In non-stationary environments, models should be capable of selectively forgetting outdated decision boundaries and adapting to new concepts. Finally, a significant difficulty can be found in combining these two abilities within a single learning algorithm, since, in such scenarios, we have to balance remembering and forgetting instead of focusing only on one aspect. The presented dissertation addressed these problems in an exploratory way. Its main goal was to grasp the continual learning paradigm as a whole, analyze its different branches and tackle identified issues covering various aspects of learning from sequentially incoming data. By doing so, this work not only filled several gaps in the current continual learning research but also emphasized the complexity and diversity of challenges existing in this domain. Comprehensive experiments conducted for all of the presented contributions have demonstrated their effectiveness and substantiated the validity of the stated claims

Ensemble based on randomised neural networks for online data stream regression in presence of concept drift

The big data paradigm has posed new challenges for the Machine Learning algorithms, such as analysing continuous flows of data, in the form of data streams, and dealing with the evolving nature of the data, which cause a phenomenon often referred to in the literature as concept drift. Concept drift is caused by inconsistencies between the optimal hypotheses in two subsequent chunks of data, whereby the concept underlying a given process evolves over time, which can happen due to several factors including change in consumer preference, economic dynamics, or environmental conditions. This thesis explores the problem of data stream regression with the presence of concept drift. This problem requires computationally efficient algorithms that are able to adapt to the various types of drift that may affect the data. The development of effective algorithms for data streams with concept drift requires several steps that are discussed in this research. The first one is related to the datasets required to assess the algorithms. In general, it is not possible to determine the occurrence of concept drift on real-world datasets; therefore, synthetic datasets where the various types of concept drift can be simulated are required. The second issue is related to the choice of the algorithm. The ensemble algorithms show many advantages to deal with concept drifting data streams, which include flexibility, computational efficiency and high accuracy. For the design of an effective ensemble, this research analyses the use of randomised Neural Networks as base models, along with their optimisation. The optimisation of the randomised Neural Networks involves design and tuning hyperparameters which may substantially affect its performance. The optimisation of the base models is an important aspect to build highly accurate and computationally efficient ensembles. To cope with the concept drift, the existing methods either require setting fixed updating points, which may result in unnecessary computations or slow reaction to concept drift, or rely on drifting detection mechanism, which may be ineffective due to the difficulty to detect drift in real applications. Therefore, the research contributions of this thesis include the development of a new approach for synthetic dataset generation, development of a new hyperparameter optimisation algorithm that reduces the search effort and the need of prior assumptions compared to existing methods, the analysis of the effects of randomised Neural Networks hyperparameters, and the development of a new ensemble algorithm based on bagging meta-model that reduces the computational effort over existing methods and uses an innovative updating mechanism to cope with concept drift. The algorithms have been tested on synthetic datasets and validated on four real-world datasets from various application domains

Solving the challenges of concept drift in data stream classification.

The rise of network connected devices and applications leads to a significant increase in the volume of data that are continuously generated overtime time, called data streams. In real world applications, storing the entirety of a data stream for analyzing later is often not practical, due to the data stream’s potentially infinite volume. Data stream mining techniques and frameworks are therefore created to analyze streaming data as they arrive. However, compared to traditional data mining techniques, challenges unique to data stream mining also emerge, due to the high arrival rate of data streams and their dynamic nature. In this dissertation, an array of techniques and frameworks are presented to improve the solutions on some of the challenges. First, this dissertation acknowledges that a “no free lunch” theorem exists for data stream mining, where no silver bullet solution can solve all problems of data stream mining. The dissertation focuses on detection of changes of data distribution in data stream mining. These changes are called concept drift. Concept drift can be categorized into many types. A detection algorithm often works only on some types of drift, but not all of them. Because of this, the dissertation finds specific techniques to solve specific challenges, instead of looking for a general solution. Then, this dissertation considers improving solutions for the challenges of high arrival rate of data streams. Data stream mining frameworks often need to process vast among of data samples in limited time. Some data mining activities, notably data sample labeling for classification, are too costly or too slow in such large scale. This dissertation presents two techniques that reduce the amount of labeling needed for data stream classification. The first technique presents a grid-based label selection process that apply to highly imbalanced data streams. Such data streams have one class of data samples vastly outnumber another class. Many majority class samples need to be labeled before a minority class sample can be found due to the imbalance. The presented technique divides the data samples into groups, called grids, and actively search for minority class samples that are close by within a grid. Experiment results show the technique can reduce the total number of data samples needed to be labeled. The second technique presents a smart preprocessing technique that reduce the number of times a new learning model needs to be trained due to concept drift. Less model training means less data labels required, and thus costs less. Experiment results show that in some cases the reduced performance of learning models is the result of improper preprocessing of the data, not due to concept drift. By adapting preprocessing to the changes in data streams, models can retain high performance without retraining. Acknowledging the high cost of labeling, the dissertation then considers the scenario where labels are unavailable when needed. The framework Sliding Reservoir Approach for Delayed Labeling (SRADL) is presented to explore solutions to such problem. SRADL tries to solve the delayed labeling problem where concept drift occurs, and no labels are immediately available. SRADL uses semi-supervised learning by employing a sliding windowed approach to store historical data, which is combined with newly unlabeled data to train new models. Experiments show that SRADL perform well in some cases of delayed labeling. Next, the dissertation considers improving solutions for the challenge of dynamism within data streams, most notably concept drift. The complex nature of concept drift means that most existing detection algorithms can only detect limited types of concept drift. To detect more types of concept drift, an ensemble approach that employs various algorithms, called Heuristic Ensemble Framework for Concept Drift Detection (HEFDD), is presented. The occurrence of each type of concept drift is voted on by the detection results of each algorithm in the ensemble. Types of concept drift with votes past majority are then declared detected. Experiment results show that HEFDD is able to improve detection accuracy significantly while reducing false positives. With the ability to detect various types of concept drift provided by HEFDD, the dissertation tries to improve the delayed labeling framework SRADL. A new combined framework, SRADL-HEFDD is presented, which produces synthetic labels to handle the unavailability of labels by human expert. SRADL-HEFDD employs different synthetic labeling techniques based on different types of drift detected by HEFDD. Experimental results show that comparing to the default SRADL, the combined framework improves prediction performance when small amount of labeled samples is available. Finally, as machine learning applications are increasingly used in critical domains such as medical diagnostics, accountability, explainability and interpretability of machine learning algorithms needs to be considered. Explainable machine learning aims to use a white box approach for data analytics, which enables learning models to be explained and interpreted by human users. However, few studies have been done on explaining what has changed in a dynamic data stream environment. This dissertation thus presents Data Stream Explainability (DSE) framework. DSE visualizes changes in data distribution and model classification boundaries between chunks of streaming data. The visualizations can then be used by a data mining researcher to generate explanations of what has changed within the data stream. To show that DSE can help average users understand data stream mining better, a survey was conducted with an expert group and a non-expert group of users. Results show DSE can reduce the gap of understanding what changed in data stream mining between the two groups

Scalable Teacher Forcing Network for Semi-Supervised Large Scale Data Streams

The large-scale data stream problem refers to high-speed information flow which cannot be processed in scalable manner under a traditional computing platform. This problem also imposes expensive labelling cost making the deployment of fully supervised algorithms unfeasible. On the other hand, the problem of semi-supervised large-scale data streams is little explored in the literature because most works are designed in the traditional single-node computing environments while also being fully supervised approaches. This paper offers Weakly Supervised Scalable Teacher Forcing Network (WeScatterNet) to cope with the scarcity of labelled samples and the large-scale data streams simultaneously. WeScatterNet is crafted under distributed computing platform of Apache Spark with a data-free model fusion strategy for model compression after parallel computing stage. It features an open network structure to address the global and local drift problems while integrating a data augmentation, annotation and auto-correction ($DA^3$) method for handling partially labelled data streams. The performance of WeScatterNet is numerically evaluated in the six large-scale data stream problems with only $25\%$ label proportions. It shows highly competitive performance even if compared with fully supervised learners with $100\%$ label proportions.Comment: This paper has been accepted for publication in Information Science

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

Adapting heterogeneous ensembles with particle swarm optimization for video face recognition

In video-based face recognition applications, matching is typically performed by comparing query samples against biometric models (i.e., an individual’s facial model) that is designed with reference samples captured during an enrollment process. Although statistical and neural pattern classifiers may represent a flexible solution to this kind of problem, their performance depends heavily on the availability of representative reference data. With operators involved in the data acquisition process, collection and analysis of reference data is often expensive and time consuming. However, although a limited amount of data is initially available during enrollment, new reference data may be acquired and labeled by an operator over time. Still, due to a limited control over changing operational conditions and personal physiology, classification systems used for video-based face recognition are confronted to complex and changing pattern recognition environments. This thesis concerns adaptive multiclassifier systems (AMCSs) for incremental learning of new data during enrollment and update of biometric models. To avoid knowledge (facial models) corruption over time, the proposed AMCS uses a supervised incremental learning strategy based on dynamic particle swarm optimization (DPSO) to evolve a swarm of fuzzy ARTMAP (FAM) neural networks in response to new data. As each particle in a FAM hyperparameter search space corresponds to a FAM network, the learning strategy adapts learning dynamics by co-optimizing all their parameters – hyperparameters, weights, and architecture – in order to maximize accuracy, while minimizing computational cost and memory resources. To achieve this, the relationship between the classification and optimization environments is studied and characterized, leading to these additional contributions. An initial version of this DPSO-based incremental learning strategy was applied to an adaptive classification system (ACS), where the accuracy of a single FAM neural network is maximized. It is shown that the original definition of a classification system capable of supervised incremental learning must be reconsidered in two ways. Not only must a classifier’s learning dynamics be adapted to maintain a high level of performance through time, but some previously acquired learning validation data must also be used during adaptation. It is empirically shown that adapting a FAM during incremental learning constitutes a type III dynamic optimization problem in the search space, where the local optima values and their corresponding position change in time. Results also illustrate the necessity of a long term memory (LTM) to store previously acquired data for unbiased validation and performance estimation. The DPSO-based incremental learning strategy was then modified to evolve the swarm (or pool) of FAM networks within an AMCS. A key element for the success of ensembles is tackled: classifier diversity. With several correlation and diversity indicators, it is shown that genoVIII type (i.e., hyperparameters) diversity in the optimization environment is correlated with classifier diversity in the classification environment. Following this result, properties of a DPSO algorithm that seeks to maintain genotype particle diversity to detect and follow local optima are exploited to generate and evolve diversified pools of FAMclassifiers. Furthermore, a greedy search algorithm is presented to perform an efficient ensemble selection based on accuracy and genotype diversity. This search algorithm allows for diversified ensembles without evaluating costly classifier diversity indicators, and selected ensembles also yield accuracy comparable to that of reference ensemble-based and batch learning techniques, with only a fraction of the resources. Finally, after studying the relationship between the classification environment and the search space, the objective space of the optimization environment is also considered. An aggregated dynamical niching particle swarm optimization (ADNPSO) algorithm is presented to guide the FAM networks according two objectives: FAM accuracy and computational cost. Instead of purely solving a multi-objective optimization problem to provide a Pareto-optimal front, the ADNPSO algorithm aims to generate pools of classifiers among which both genotype and phenotype (i.e., objectives) diversity are maximized. ADNPSO thus uses information in the search spaces to guide particles towards different local Pareto-optimal fronts in the objective space. A specialized archive is then used to categorize solutions according to FAMnetwork size and then capture locally non-dominated classifiers. These two components are then integrated to the AMCS through an ADNPSO-based incremental learning strategy. The AMCSs proposed in this thesis are promising since they create ensembles of classifiers designed with the ADNPSO-based incremental learning strategy and provide a high level of accuracy that is statistically comparable to that obtained through mono-objective optimization and reference batch learning techniques, and yet requires a fraction of the computational cost

A Hierarchical Temporal Memory Sequence Classifier for Streaming Data

Real-world data streams often contain concept drift and noise. Additionally, it is often the case that due to their very nature, these real-world data streams also include temporal dependencies between data. Classifying data streams with one or more of these characteristics is exceptionally challenging. Classification of data within data streams is currently the primary focus of research efforts in many fields (i.e., intrusion detection, data mining, machine learning). Hierarchical Temporal Memory (HTM) is a type of sequence memory that exhibits some of the predictive and anomaly detection properties of the neocortex. HTM algorithms conduct training through exposure to a stream of sensory data and are thus suited for continuous online learning. This research developed an HTM sequence classifier aimed at classifying streaming data, which contained concept drift, noise, and temporal dependencies. The HTM sequence classifier was fed both artificial and real-world data streams and evaluated using the prequential evaluation method. Cost measures for accuracy, CPU-time, and RAM usage were calculated for each data stream and compared against a variety of modern classifiers (e.g., Accuracy Weighted Ensemble, Adaptive Random Forest, Dynamic Weighted Majority, Leverage Bagging, Online Boosting ensemble, and Very Fast Decision Tree). The HTM sequence classifier performed well when the data streams contained concept drift, noise, and temporal dependencies, but was not the most suitable classifier of those compared against when provided data streams did not include temporal dependencies. Finally, this research explored the suitability of the HTM sequence classifier for detecting stalling code within evasive malware. The results were promising as they showed the HTM sequence classifier capable of predicting coding sequences of an executable file by learning the sequence patterns of the x86 EFLAGs register. The HTM classifier plotted these predictions in a cardiogram-like graph for quick analysis by reverse engineers of malware. This research highlights the potential of HTM technology for application in online classification problems and the detection of evasive malware