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

CONTINUAL LEARNING FOR MULTI-LABEL DRIFTING DATA STREAMS USING HOMOGENEOUS ENSEMBLE OF SELF-ADJUSTING NEAREST NEIGHBORS

Multi-label data streams are sequences of multi-label instances arriving over time to a multi-label classifier. The properties of the data stream may continuously change due to concept drift. Therefore, algorithms must adapt constantly to the new data distributions. In this paper we propose a novel ensemble method for multi-label drifting streams named Homogeneous Ensemble of Self-Adjusting Nearest Neighbors (HESAkNN). It leverages a self-adjusting kNN as a base classifier with the advantages of ensembles to adapt to concept drift in the multi-label environment. To promote diverse knowledge within the ensemble, each base classifier is given a unique subset of features and samples to train on. These samples are distributed to classifiers in a probabilistic manner that follows a Poisson distribution as in online bagging. Accompanying these mechanisms, a collection of ADWIN detectors monitor each classifier for the occurrence of a concept drift. Upon detection, the algorithm automatically trains additional classifiers in the background to attempt to capture new concepts. After a pre-determined number of instances, both active and background classifiers are compared and only the most accurate classifiers are selected to populate the new active ensemble. The experimental study compares the proposed approach with 30 other classifiers including problem transformation, algorithm adaptation, kNNs, and ensembles on 30 diverse multi-label datasets and 11 performance metrics. Results validated using non-parametric statistical analysis support the better performance of the heterogeneous ensemble and highlights the contribution of the feature and instance diversity in improving the performance of the ensemble

Combining univariate approaches for ensemble change detection in multivariate data

Detecting change in multivariate data is a challenging problem, especially when class labels are not available. There is a large body of research on univariate change detection, notably in control charts developed originally for engineering applications. We evaluate univariate change detection approaches —including those in the MOA framework — built into ensembles where each member observes a feature in the input space of an unsupervised change detection problem. We present a comparison between the ensemble combinations and three established ‘pure’ multivariate approaches over 96 data sets, and a case study on the KDD Cup 1999 network intrusion detection dataset. We found that ensemble combination of univariate methods consistently outperformed multivariate methods on the four experimental metrics.project RPG-2015-188 funded by The Leverhulme Trust, UK; Spanish Ministry of Economy and Competitiveness through project TIN 2015-67534-P and the Spanish Ministry of Education, Culture and Sport through Mobility Grant PRX16/00495. The 96 datasets were originally curated for use in the work of Fernández-Delgado et al. [53] and accessed from the personal web page of the author5. The KDD Cup 1999 dataset used in the case study was accessed from the UCI Machine Learning Repository [10

Heterogeneous ensemble selection for evolving data streams.

Ensemble learning has been widely applied to both batch data classification and streaming data classification. For the latter setting, most existing ensemble systems are homogenous, which means they are generated from only one type of learning model. In contrast, by combining several types of different learning models, a heterogeneous ensemble system can achieve greater diversity among its members, which helps to improve its performance. Although heterogeneous ensemble systems have achieved many successes in the batch classification setting, it is not trivial to extend them directly to the data stream setting. In this study, we propose a novel HEterogeneous Ensemble Selection (HEES) method, which dynamically selects an appropriate subset of base classifiers to predict data under the stream setting. We are inspired by the observation that a well-chosen subset of good base classifiers may outperform the whole ensemble system. Here, we define a good candidate as one that expresses not only high predictive performance but also high confidence in its prediction. Our selection process is thus divided into two sub-processes: accurate-candidate selection and confident-candidate selection. We define an accurate candidate in the stream context as a base classifier with high accuracy over the current concept, while a confident candidate as one with a confidence score higher than a certain threshold. In the first sub-process, we employ the prequential accuracy to estimate the performance of a base classifier at a specific time, while in the latter sub-process, we propose a new measure to quantify the predictive confidence and provide a method to learn the threshold incrementally. The final ensemble is formed by taking the intersection of the sets of confident classifiers and accurate classifiers. Experiments on a wide range of data streams show that the proposed method achieves competitive performance with lower running time in comparison to the state-of-the-art online ensemble methods