Sensitivity-Based Optimization of Unsupervised Drift Detection for Categorical Data Streams

Real-world data streams are rarely characterized by stationary data distributions. Instead, the phenomenon commonly termed as concept drift, threatens the performance of estimators conducting inference on such data. Our contribution builds on the unsupervised concept drift detector CDCStream, which is specialized on processing categorical data directly. We propose a cooldown mechanism aiming at reducing its excessive sensitivity in order to curb false-alarm detections. Using practical classification and regression problems, we evaluate the impact of the mechanism on estimation performance and highlight the transferability of our mechanism on other detection methods. Additionally, we provide an intuitive means for tuning the sensitivity of drift detectors. While only marginally improving the unaltered form of the detector on publicly available benchmark data, our mechanism does so consistently in almost all configurations. In contrast, within the context of another real-world scenario, almost none of the tested drift-detection-based approaches could outperform a baseline approach. However, potentially false-alarm detections are reduced drastically in all scenarios. With this resulting in a cutback in signals for refitting estimators, while maintaining a better or at least comparable performance to vanilla CDCStream, compute infrastructure utilization could be economized further

Unsupervised tracking of time-evolving data streams and an application to short-term urban traffic flow forecasting

I am indebted to many people for their help and support I receive during my Ph.D. study and research at DIBRIS-University of Genoa. First and foremost, I would like to express my sincere thanks to my supervisors Prof.Dr. Masulli, and Prof.Dr. Rovetta for the invaluable guidance, frequent meetings, and discussions, and the encouragement and support on my way of research. I thanks all the members of the DIBRIS for their support and kindness during my 4 years Ph.D. I would like also to acknowledge the contribution of the projects Piattaforma per la mobili\ue0 Urbana con Gestione delle INformazioni da sorgenti eterogenee (PLUG-IN) and COST Action IC1406 High Performance Modelling and Simulation for Big Data Applications (cHiPSet). Last and most importantly, I wish to thanks my family: my wife Shaimaa who stays with me through the joys and pains; my daughter and son whom gives me happiness every-day; and my parents for their constant love and encouragement

Incremental algorithm for Decision Rule generation in data stream contexts

Actualmente, la ciencia de datos está ganando mucha atención en diferentes sectores. Concretamente en la industria, muchas aplicaciones pueden ser consideradas. Utilizar técnicas de ciencia de datos en el proceso de toma de decisiones es una de esas aplicaciones que pueden aportar valor a la industria. El incremento de la disponibilidad de los datos y de la aparición de flujos continuos en forma de data streams hace emerger nuevos retos a la hora de trabajar con datos cambiantes. Este trabajo presenta una propuesta innovadora, Incremental Decision Rules Algorithm (IDRA), un algoritmo que, de manera incremental, genera y modifica reglas de decisión para entornos de data stream para incorporar cambios que puedan aparecer a lo largo del tiempo. Este método busca proponer una nueva estructura de reglas que busca mejorar el proceso de toma de decisiones, planteando una base de conocimiento descriptiva y transparente que pueda ser integrada en una herramienta decisional. Esta tesis describe la lógica existente bajo la propuesta de IDRA, en todas sus versiones, y propone una variedad de experimentos para compararlas con un método clásico (CREA) y un método adaptativo (VFDR). Conjuntos de datos reales, juntamente con algunos escenarios simulados con diferentes tipos y ratios de error, se utilizan para comparar estos algoritmos. El estudio prueba que IDRA, específicamente la versión reactiva de IDRA (RIDRA), mejora la precisión de VFDR y CREA en todos los escenarios, tanto reales como simulados, a cambio de un incremento en el tiempo.Nowadays, data science is earning a lot of attention in many different sectors. Specifically in the industry, many applications might be considered. Using data science techniques in the decision-making process is a valuable approach among the mentioned applications. Along with this, the growth of data availability and the appearance of continuous data flows in the form of data stream arise other challenges when dealing with changing data. This work presents a novel proposal of an algorithm, Incremental Decision Rules Algorithm (IDRA), that incrementally generates and modify decision rules for data stream contexts to incorporate the changes that could appear over time. This method aims to propose new rule structures that improve the decision-making process by providing a descriptive and transparent base of knowledge that could be integrated in a decision tool. This work describes the logic underneath IDRA, in all its versions, and proposes a variety of experiments to compare them with a classical method (CREA) and an adaptive method (VFDR). Some real datasets, together with some simulated scenarios with different error types and rates are used to compare these algorithms. The study proved that IDRA, specifically the reactive version of IDRA (RIDRA), improves the accuracies of VFDR and CREA in all the studied scenarios, both real and simulated, in exchange of more time

Clustering of nonstationary data streams: a survey of fuzzy partitional methods

YesData streams have arisen as a relevant research topic during the past decade. They are real‐time, incremental in nature, temporally ordered, massive, contain outliers, and the objects in a data stream may evolve over time (concept drift). Clustering is often one of the earliest and most important steps in the streaming data analysis workflow. A comprehensive literature is available about stream data clustering; however, less attention is devoted to the fuzzy clustering approach, even though the nonstationary nature of many data streams makes it especially appealing. This survey discusses relevant data stream clustering algorithms focusing mainly on fuzzy methods, including their treatment of outliers and concept drift and shift.Ministero dell‘Istruzione, dell‘Universitá e della Ricerca

Monitoring data streams

Stream monitoring is concerned with analyzing data that is represented in the form of infinite streams. This field has gained prominence in recent years, as streaming data is generated in increasing volume and dimension in a variety of areas. It finds application in connection with monitoring industrial sensors, "smart" technology like smart houses and smart cars, wearable devices used for medical and physiological monitoring, but also in environmental surveillance or finance. However, stream monitoring is a challenging task due to the diverse and changing nature of the streaming data, its high volume and high dimensionality with thousands of sensors producing streams with millions of measurements over short time spans. Automated, scalable and efficient analysis of these streams can help to keep track of important events, highlight relevant aspects and provide better insights into the monitored system. In this thesis, we propose techniques adapted to these tasks in supervised and unsupervised settings, in particular Stream Classification and Stream Dependency Monitoring. After a motivating introduction, we introduce concepts related to streaming data and discuss technological frameworks that have emerged to deal with streaming data in the second chapter of this thesis. We introduce the notion of information theoretical entropy as a useful basis for data monitoring in the third chapter. In the second part of the thesis, we present Probabilistic Hoeffding Trees, a novel approach towards stream classification. We will show how probabilistic learning greatly improves the flexibility of decision trees and their ability to adapt to changes in data streams. The general technique is applicable to a variety of classification models and fast to compute without significantly greater memory cost compared to regular Hoeffding Trees. We show that our technique achieves better or on-par results to current state-of-the-art tree classification models on a variety of large, synthetic and real life data sets. In the third part of the thesis, we concentrate on unsupervised monitoring of data streams. We will use mutual information as entropic measure to identify the most important relationships in a monitored system. By using the powerful concept of mutual information we can, first, capture relevant aspects in a great variety of data sources with different underlying concepts and possible relationships and, second, analyze theoretical and computational complexity. We present the MID and DIMID algorithms. They perform extremely efficient on high dimensional data streams and provide accurate results, outperforming state-of-the-art algorithms for dependency monitoring. In the fourth part of this thesis, we introduce delayed relationships as a further feature in the dependency analysis. In reality, the phenomena monitored by e.g. some type of sensor might depend on another, but measurable effects can be delayed. This delay might be due to technical reasons, i.e. different stream processing speeds, or because the effects actually appear delayed over time. We present Loglag, the first algorithm that monitors dependency with respect to an optimal delay. It utilizes several approximation techniques to achieve competitive resource requirements. We demonstrate its scalability and accuracy on real world data, and also give theoretical guarantees to its accuracy

A Survey on Concept Drift Adaptation

Concept drift primarily refers to an online supervised learning scenario when the relation between the in- put data and the target variable changes over time. Assuming a general knowledge of supervised learning in this paper we characterize adaptive learning process, categorize existing strategies for handling concept drift, discuss the most representative, distinct and popular techniques and algorithms, discuss evaluation methodology of adaptive algorithms, and present a set of illustrative applications. This introduction to the concept drift adaptation presents the state of the art techniques and a collection of benchmarks for re- searchers, industry analysts and practitioners. The survey aims at covering the different facets of concept drift in an integrated way to reflect on the existing scattered state-of-the-art