Request-and-Reverify: Hierarchical Hypothesis Testing for Concept Drift Detection with Expensive Labels

One important assumption underlying common classification models is the stationarity of the data. However, in real-world streaming applications, the data concept indicated by the joint distribution of feature and label is not stationary but drifting over time. Concept drift detection aims to detect such drifts and adapt the model so as to mitigate any deterioration in the model's predictive performance. Unfortunately, most existing concept drift detection methods rely on a strong and over-optimistic condition that the true labels are available immediately for all already classified instances. In this paper, a novel Hierarchical Hypothesis Testing framework with Request-and-Reverify strategy is developed to detect concept drifts by requesting labels only when necessary. Two methods, namely Hierarchical Hypothesis Testing with Classification Uncertainty (HHT-CU) and Hierarchical Hypothesis Testing with Attribute-wise "Goodness-of-fit" (HHT-AG), are proposed respectively under the novel framework. In experiments with benchmark datasets, our methods demonstrate overwhelming advantages over state-of-the-art unsupervised drift detectors. More importantly, our methods even outperform DDM (the widely used supervised drift detector) when we use significantly fewer labels.Comment: Published as a conference paper at IJCAI 201

Adaptive Online Sequential ELM for Concept Drift Tackling

A machine learning method needs to adapt to over time changes in the environment. Such changes are known as concept drift. In this paper, we propose concept drift tackling method as an enhancement of Online Sequential Extreme Learning Machine (OS-ELM) and Constructive Enhancement OS-ELM (CEOS-ELM) by adding adaptive capability for classification and regression problem. The scheme is named as adaptive OS-ELM (AOS-ELM). It is a single classifier scheme that works well to handle real drift, virtual drift, and hybrid drift. The AOS-ELM also works well for sudden drift and recurrent context change type. The scheme is a simple unified method implemented in simple lines of code. We evaluated AOS-ELM on regression and classification problem by using concept drift public data set (SEA and STAGGER) and other public data sets such as MNIST, USPS, and IDS. Experiments show that our method gives higher kappa value compared to the multiclassifier ELM ensemble. Even though AOS-ELM in practice does not need hidden nodes increase, we address some issues related to the increasing of the hidden nodes such as error condition and rank values. We propose taking the rank of the pseudoinverse matrix as an indicator parameter to detect underfitting condition.Comment: Hindawi Publishing. Computational Intelligence and Neuroscience Volume 2016 (2016), Article ID 8091267, 17 pages Received 29 January 2016, Accepted 17 May 2016. Special Issue on "Advances in Neural Networks and Hybrid-Metaheuristics: Theory, Algorithms, and Novel Engineering Applications". Academic Editor: Stefan Hauf

Email classification via intention-based segmentation

Email is the most popular way of personal and official communication among people and organizations. Due to untrusted virtual environment, email systems may face frequent attacks like malware, spamming, social engineering, etc. Spamming is the most common malicious activity, where unsolicited emails are sent in bulk, and these spam emails can be the source of malware, waste resources, hence degrade the productivity. In spam filter development, the most important challenge is to find the correlation between the nature of spam and the interest of the users because the interests of users are dynamic. This paper proposes a novel dynamic spam filter model that considers the changes in the interests of users with time while handling the spam activities. It uses intention-based segmentation to compare different segments of text documents instead of comparing them as a whole. The proposed spam filter is a multi-tier approach where initially, the email content is divided into segments with the help of part of speech (POS) tagging based on voices and tenses. Further, the segments are clustered using hierarchical clustering and compared using the vector space model. In the third stage, concept drift is detected in the clusters to identify the change in the interest of the user. Later, the classification of ham emails into various categories is done in the last stage. For experiments Enron dataset is used and the obtained results are promising

Learning Discrete-Time Markov Chains Under Concept Drift

Learning under concept drift is a novel and promising research area aiming at designing learning algorithms able to deal with nonstationary data-generating processes. In this research field, most of the literature focuses on learning nonstationary probabilistic frameworks, while some extensions about learning graphs and signals under concept drift exist. For the first time in the literature, this paper addresses the problem of learning discrete-time Markov chains (DTMCs) under concept drift. More specifically, following a hybrid active/passive approach, this paper introduces both a family of change-detection mechanisms (CDMs), differing in the required assumptions and performance, for detecting changes in DTMCs and an adaptive learning algorithm able to deal with DTMCs under concept drift. The effectiveness of both the proposed CDMs and the adaptive learning algorithm has been extensively tested on synthetically generated experiments and real data sets

Significance of log-periodic precursors to financial crashes

We clarify the status of log-periodicity associated with speculative bubbles preceding financial crashes. In particular, we address Feigenbaum's [2001] criticism and show how it can be rebuked. Feigenbaum's main result is as follows: ``the hypothesis that the log-periodic component is present in the data cannot be rejected at the 95% confidence level when using all the data prior to the 1987 crash; however, it can be rejected by removing the last year of data.'' (e.g., by removing 15% of the data closest to the critical point). We stress that it is naive to analyze a critical point phenomenon, i.e., a power law divergence, reliably by removing the most important part of the data closest to the critical point. We also present the history of log-periodicity in the present context explaining its essential features and why it may be important. We offer an extension of the rational expectation bubble model for general and arbitrary risk-aversion within the general stochastic discount factor theory. We suggest guidelines for using log-periodicity and explain how to develop and interpret statistical tests of log-periodicity. We discuss the issue of prediction based on our results and the evidence of outliers in the distribution of drawdowns. New statistical tests demonstrate that the 1% to 10% quantile of the largest events of the population of drawdowns of the Nasdaq composite index and of the Dow Jones Industrial Average index belong to a distribution significantly different from the rest of the population. This suggests that very large drawdowns result from an amplification mechanism that may make them more predictable than smaller market moves.Comment: Latex document of 38 pages including 16 eps figures and 3 tables, in press in Quantitative Financ